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I've reproduced 130 research papers about “predicting the stock market” (reddit.com)

701 points by starpilot · 2620 days ago · 204 comments on HN

Article summary

The article's content is not available, but based on the comments, it appears to discuss the reproduction of 130 research papers about predicting the stock market, with the author finding that most papers were flawed due to p-hacking, overfitting, or selective data sampling. The author's findings suggest that these papers' strategies for predicting the market are not reliable. The discussion in the comments focuses on the validity of the author's claims and the challenges of predicting the stock market. The comments also touch on the topics of technical vs fundamental analysis and the efficiency of the market.

Main themes

  • stock market prediction
  • research paper reproduction
  • p-hacking and overfitting
  • fundamental analysis
  • market efficiency

What commenters say

  • Most research papers on stock market prediction are flawed due to methodological issues such as p-hacking and overfitting, making their findings unreliable.
  • The author's claims about the ineffectiveness of stock market prediction strategies are not supported by sufficient evidence and lack transparency.
  • Predicting the stock market is a challenging task, but it is not impossible, and some strategies may be effective even if they are not 100% accurate.
  • The efficiency of the market is a topic of debate, with some arguing that it is possible to make profits by exploiting inefficiencies, while others claim that the market is generally efficient.
  • Technical analysis may be more effective for short-term trading, while fundamental analysis is more relevant for long-term investing.
  • The lack of disclosure of lucrative trading strategies in research papers is not surprising, as those who have developed successful strategies are unlikely to share them publicly.
  • The relationship between the complexity of the market and the difficulty of predicting it is a subject of discussion, with some arguing that the market's complexity makes prediction inherently difficult.