- Analysis sample: History of the data used for the analyzes
- Day history: Real trend of the day (period considered)
- Original forecast data: Expected trend generated by the TAI system without applied
no filter for the period considered and provided before the opening of the markets
- Filtered forecast data: Expected trend with the application of a moving filter
average
- Forecast data regressed: Regression with a 5th degree polynomial of the expected trend
- Forecast window: Analysis of the forecast and identification of the time window plus
significant to carry out the purchase and sale operation, the analysis can be carried out either
on the original predictions than on the filtered ones or on the regression
- Statistical Analysis: Statistical information regarding the sample under analysis and the forecast
- Picture of the forecasts: Picture of the graph of the trend of the original forecasts,
filtered and regression
Example of reconstruction of the sample under analysis
Forecast example provided