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TimesFM 3.0 on 118,857 bars of futures tape: four framings, all worse than naive

Results from evaluating Google's TimesFM 3.0 on real market data. Everything strictly causal, everything session confined. Data: 118,857 bars of Nasdaq-100 futures at 3-second resolution, five sessions, with bid/ask volume. Two targets: price midpoint, and an order-flow series (cumulative delta min…

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  1. 2026-10-01 14:03 · DEV Community — Machine Learning
    TimesFM 3.0 on 118,857 bars of futures tape: four framings, all worse than naive

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