Why RS3? Oldschool Runescape is the more popular game with close to 200k active players (although a lot of those are bots)  Also, the bond prices fluctuate heavily based on other factors as well. Whether or not Jagex is banning bots for example. It also fluctuates based on time of day or day of the week.

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> DOE back in 2015 Okay well if I'm going to buy into this no one can tell Trump that Obama's DOE said that cause it will soon be illegal if he finds out.

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Hey I have a data science background. This is good and entertaining fluff, but if you know what you're looking at, there are important things missing and some things that look good but don't make sense. I give him 4.8/5 for making it look important. For example: He has two time series (S&P500 and the bonds) and he compares them to many possible offsets. This is called cross-correlation analysis. It's a real thing, but it's also notorious for overfitting the data and showing spurious relationships if you misuse it like OP dies here. When you test many different offsets, you increase the probability of finding a high correlation *somewhere*, purely out of random chance. This is kind of like flipping a coin and getting heads 10 times in a row; it's impressive if you only flipped the coin 10 times, but much less exciting if you flipped it 10 million times. You were bound to get a 10-head steak at some point. An overfit predictor is one that performs very well on the historical data used to find it, but poorly on new, unseen data. If you select the single best lag based purely on the highest R-value from your historical test (precisely what OP did here), you risk overfitting to random noise that exists in the sample, but isn't truly predictive. And that's almost surely been done here and the validation should have been on showing that the model isn't overfit. To validate a model like that you wouldn't back-test (what OP does). Some things you could do are split the data into in and out of sample (e.g. make the model based on only the first X days in the series, and then judge it based on its ability to predict the data after day X). You should/could take steps to remove seasonality or trends within the time series first (which we already damn well know the stock market is seasonal, so him using untransformed values is most definitely increasing his calculated correlation). It would also be good to do bootstrapping to check statistical significance, instead of just p value. But it is very entertaining. OP probably also has a data background, to be knowing what to do to specifically torture the data this way.

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Unlike PCT, Aduro owns the IP and doesn't need to pay royalties, can deal with contaminated plastics, can process many different plastics instead of one, and its efficiency is 80-95% rather than 60-70%. It has just graduated from the Shell Gamechanger program with the tech verified. It just happens to be not well advertised to the broad market yet, and people are wondering if it will work at bigger scales. Insider behaviour is clear that it will.

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Asts a long term hold as well?

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There are four possibilities: 1. PLTR up, ASTS up. 🚀🚀 2. PLTR up, ASTS down. 🚀💩 3. PLTR down, ASTS up. 💩🚀 4. PLTR down, ASTS down. 💩💩 You only have 25% of getting rekt. Not bad, well diversified.

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This is all well and good but I just want to know if the OSRS market similarly predicts the s&p.

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well… If you have a job or a business and know how the make money, then, you can invest. Easy

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Well, it’s not worse than all the articles that explain why Tesla stock will hit value xx within xy time (TLDR: curve always goes up).

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The study is not statistically significant as it is over optimized and has no reserved sampling data to verify the results, k-fold works well for this.

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