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Actually, this is not accurate. Before relying on our models, we get also the opportunity to validate them by checking at what extent they successfully predicts future data points.

Simply for the next t-time periods let the model give the user an estimate of the future prices/rates, together with an estimate of how accurate the model expects these predictions to be. This would allow the user to build confidence in the algorithm strategy she/he came up with, before employing it on the open market.



I mean it in the naive sense - we can observe the past but not the future. It definitely makes sense to paper trade a strategy and see its predictiveness in real time.




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