That very much depends on what kind of strategy you’re trading. For example, HFT doesn’t have problems with noise.
If you’re designing models not so much.
Yes, so much. Your model has to work well on historical data and if it makes it to production, it will have performance metrics that it will have to meet.
That very much depends on what kind of strategy you’re trading. For example, HFT doesn’t have problems with noise.
Yes, so much. Your model has to work well on historical data and if it makes it to production, it will have performance metrics that it will have to meet.