Research method
Binomial probability model
Binomial probability model is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Conditional forecast or research filter
- Input
- Ordered price, volume or breadth observations
- Horizon
- A defined sampling interval and lookback
- Best use
- Compare an explicit quantitative baseline with an out-of-sample result.
- Input: Ordered price, volume or breadth observations.
- Output: forecast.
- Use boundary: Compare an explicit quantitative baseline with an out-of-sample result.
The archive
Where the method has been read
Read in the archive8 readings
1989Auditing price motifs against binomial chance1991Binomial counts for unrelated position construction1991How equal independent stakes change the odds of a complete loss1994Constructing hourly index futures lattices from live volatility1996Constructing a log-change stationarity screen with regression or binomial tests1996Log-change regression and binomial outlier clusters as an evaluation pipeline1998Binomial baselines for discount-rate change timing2002Trade-count horizon for equity-curve survival
This registry entry describes a research method. It is not investment advice and does not make a performance claim.