New Information Rate is 15% #idea

“A good 15% of the search questions it [Google] sees every day are new – queries it has never answered before.”

 <http://www.bbc.co.uk/news/technology-23866614>

 If 15% new information is coming into search each day, then there should be a similar percentage of new information coming into the markets – an absolutely huge number of underlying change which implies an upper bound:

15% new history + negate 15% old history = 30% of my history bucket is new or wrong

Let’s say I get 50% of those market calls right through randomness

That leaves 15% wrong and an upper bound of 85% correct forecasts

Our market forecasts are correct 60% of the time so the ‘15% new information’ metric feels about right to me.

And means that forecasting ‘new’ and it’s 30% raw share is important.

 

–h

 

 

 

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