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tdazio replied Sep 19, 2015
I agree 100% 6.b) read real science articles about: data-snooping, data-dredging, overfitting 6.c) read real science articles about: risk, money management, position sizing
The simple truth about FX trading

tdazio replied Dec 17, 2014
fxez, many tks for code. I suggest you to test ACF of log-return of EU : I get acf(1) = 0.108, too high to be true on 15 years of eod data. I tested also CURRFX and BNP data source by Quandl, but always I got same 'to good to be true' acf(1).
Machine Learning with algoTraderJo


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