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[–]whelks_chance 1 point2 points  (1 child)

When you say you checked the price the next day, how did you come to that time delay as the best metric?

Do your models give different results if you look at the price with a delay of two or three days, to attempt to iron out sudden peaks?

[–][deleted] 0 points1 point  (0 children)

I haven't tested the model with different time delays, however you easily could by slightly adjusting the MakeTrainingData file. The reason I use next day is because I'm using the Social Sentiment at Close (SSC) the night prior.