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PostPosted: Wed Jul 23, 2014 9:06 pm 
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Joined: Wed Jul 23, 2014 8:09 pm
Posts: 1
Hello all,

I am an entry level quant working at a proprietary trading firm. Recently I am trying to forecast/identify high/low of the day for certain futures products. I have tried statistical fitting, but the results are either too noisy or over-fitting. Also, I have tried dynamics fitting, but I am having problems setting the right parameters.
Can somebody give me some advice on this topic? Thanks.

Best,

Aurthes


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