I’m wondering if individual stocks correlate with their past data more than other stocks, meaning that patterns are repeated more in an individual stocks history. I’m asking because I have one algo that trains on individual stock data and one that trains on all market data.
One way to test this would be to run normalized cross correlations of a stocks day with its past days, and compare that to other stocks past days, but I’d figure I would get your guys’ input first.
Thanks