What markets and quote intervals does Adaptive Modeler work best on?
Adaptive Modeler is primarily designed for active trading of stocks or stock indices (i.e. using futures or ETFs) with sufficient volatility and small spreads. Other securities such as forex currency pairs or commodities can also be used as in principle Adaptive Modeler can process any sort of time series. In general however, the volatility on the used quote interval must be high enough to cover transaction costs (broker commissions, spread and slippage). If not, (simulated) trading performance will be poor even with high forecasting accuracy. For instance it will be more difficult to achieve good performance with a 1-minute interval than with a daily interval because the 1-minute price changes may be too small to cover transaction costs. This means that the break-even forecast success rate for a 1-minute interval is higher than for a daily interval. Which securities can be forecasted best has not been extensively researched by us. Many different stocks, ETFs, forex currency pairs, com
