Third column of the training set
by ckarats - Wednesday, December 28, 2016, 15:17:40

I ve noticed that for the same stock id (first column) it is possible to have two different labels (BUY, SELL, HOLD) in the third column. For example, the symbol id S94311056 has the label 'SELL' in the first line while in the fifth line has the label 'BUY'. What is the explanation of this?

Re: Third column of the training set
by janek - Thursday, December 29, 2016, 09:47:27

This is because these rows correspond to different timestamps (i.e. at different decision times).

Andrzej Janusz