TRADES diffusion market simulation
ar5iv.labs.arxiv.orgTRADES is a diffusion-based generator of realistic limit-order-book market simulations for downstream trading research
- Published
- Jan 31, 2025
- Authors
- 3
Repository / RESOURCE PROFILE
Falsification-oriented multi-instrument backtest of a multi-timeframe Smart-Money-Concepts price-action strategy — tested three disjoint ways (walk-forward OOS −0.339R, multiple-testing-corrected 5-instrument replication 0/210, random-entry nulls), all negative. Zero-look-ahead engine, honest statistics.
Falsification-oriented multi-instrument backtest of a multi-timeframe Smart-Money-Concepts price-action strategy — tested three disjoint ways (walk-forward OOS −0.339R, multiple-testing-corrected 5-instrument replication 0/210, random-entry nulls), all negative. Zero-look-ahead engine, honest statistics.
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TRADES is a diffusion-based generator of realistic limit-order-book market simulations for downstream trading research
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