Item Stats

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Top: Daily mid price (avg of hourly mids). LightGBM prediction for the day. Exponential Moving Average with period selector. Multilayer Perceptron prediction for the day. Drag to select a window, mouse wheel to zoom in/out. Bottom: Daily volume as sum of min(buy,sell) volume.

Model Stats

Diagnostics are computed on holdout or CV folds. Use this page to compare how each model behaves across horizons.

Data Explorer