May 19, 2024
It is not correlated with flow. Anything that jumps in time will be correlated with price. The jumps are a complete stupid way to give directionality in time to anything. Do you get it I got the same result with noise. Not sure how to make this simpler to people.
Or one uses sophisticated math to show there is no meaningful correlation or one tries to build intuition and see why this thing is absurd. It is a garbage model.