24
by wojtek
Most likely not, because the market is chaotic
in a non-deterministic way, meaning it has
the stochastic characteristics similar to the Markov process.
But on the other hand, it differs from random walking
because e.g. it has constraints on both sides in the form
of strong resistances and supports resulting from external
conditions e.g. macro and/or micro economics (unless
it is a completely speculative instrument, i.e. detached
from reality, such as cryptocurrencies).
In other words, it is an open system with too many
external, sometimes completely unpredictable degrees
of freedom (which are macro data, often random
political decisions, accidents like spilled coffee on a keyboard
delaying the entry of a market-moving order at some
large financial institution, etc.). However, the market also
has a certain inertia, which manifests itself in the existence
of e.g. trends that can be exploited...
However, a less ambitious project is interesting:
could AI ad hoc select optimal parameters,
e.g., for a trading system used?