Trading station platform
The analysis data set had 48,723,248 hourly observations split into the Training 1 (24,492,639), Training 2 (12,042,741) and Validation (12,186,823) subgroups. The Validation partition had a higher representation of recent data than the Training partitions to assess the final models performance on the most recent data possible ( Appendix Table A. 1 ). We used the Training 1 data set for variable selection. However, we used the Training light data set for model fitting because our computing environment did not allow for fast processing and fitting various models on a data set with close to 25 million observations.