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Naïve forecasting method: Full Tutorial with solved problems
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Naïve forecasting method: Full Tutorial with solved problems
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forecasting naive
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YouTubeChristoph Bergmeir
In this video, we walk through a naive oil futures calendar spread trading strategy built using publicly-accessible U.S. oil import data. Hopefully it gives the basic economic intuition behind quantitative trading model for commodities, and paints a picture of how information comes to be reflected by securities’ prices. #futurestrading #economics #bloomberg #quant #quantfinance
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