Predicting the Close — End-of-Period Forecasts

Forecasting isn’t just about what happens next.
In markets, when something happens often matters just as much.
Especially when working with OHLC (Open, High, Low, Close) data — timing becomes part of the signal itself.

That’s why I’m excited to announce a major new capability in RiskAlpha:
🎯 End-of-Period Forecasts with automatic OHLC detection.

🧠 The End-of-Period Edge

When building forecasts, most models predict the next data point — a continuous stream of values.
But financial markets don’t operate continuously. They move in periods: trading sessions, daily closes, reporting windows.

Predicting mid-period values might look accurate statistically, yet it often fails where it matters most —
the close.

End-of-period forecasting changes that.
It allows your model to predict what truly defines the next outcome:
the final state of each period.

📊 Why Timing (and the Open) Changes Everything

In trading, timing determines truth.
A model that’s correct halfway through a session might be completely wrong by the end of it —
and even more so, when the next session opens.

Financial data doesn’t flow continuously.
Between sessions, new information arrives — earnings, macro data, geopolitical events —
and the next open can jump far from the previous close.
These overnight gaps carry information the market immediately prices in at the bell.

That’s why end-of-period forecasting now goes hand in hand with open detection.
RiskAlpha recognizes when a dataset includes OHLC structures and incorporates this discontinuity —
capturing the market’s “new truth” at each open.

This improvement solves a long-standing problem in time series forecasting:
traditional models assume the open equals the last close,
but in real markets, it rarely does.

By understanding both the end and the start of each period,
forecasts now align with how markets actually behave —
where every new session begins with fresh information and redefined expectations.

In practice, this means:

• More accurate modeling of overnight gaps and session transitions
• Higher precision for daily or intraday OHLC forecasts
• More realistic forecasts for cyclical datasets that react to new opening information
• Cleaner validation — targets now reflect how markets truly reset each day

It’s a small change in logic, but a big leap in realism —
bringing forecasts closer to how traders actually see the world.

🕓 Smarter OHLC Detection

To make end-of-period forecasting seamless, RiskAlpha now automatically detects OHLC structures in your data.
The platform recognizes when columns represent Open, High, Low, Close, and adjusts model training accordingly.

No manual setup. No fragile preprocessing.
RiskAlpha knows which column represents the true target — the “close” value that defines the end of each trading or reporting period.

Combined with the new Target Mode selector, this means your forecasts stay aligned with your dataset’s natural rhythm — whether it’s hourly candles or monthly indicators.

⚙️ How It Works

When creating a forecast, you can now choose:

Target Mode: End of Period

RiskAlpha will automatically evaluate predictions on the final point of each period window —
the “C” in OHLC.

If your dataset contains candle-like data (e.g. hourly, daily, or weekly),
the system detects it automatically and applies end-of-period targeting.

No scripts. No post-processing. Just accurate, time-aware forecasting.

💡 Why It Matters

Forecasting isn’t just about finding patterns — it’s about capturing how time flows.
Markets, economies, and signals all move through cycles.
By aligning models with those cycles, forecasts become more interpretable, more reliable, and more actionable.

With end-of-period prediction and OHLC detection, RiskAlpha becomes not just a forecasting engine,
but a time-structured forecasting platform — one that understands the rhythm of your data.

🌐 The Future of Forecasting

Whether you’re predicting next week’s close, a quarterly macro indicator, or tomorrow’s energy demand,
end-of-period forecasting ensures your models focus on what really matters —
the outcome that defines the next cycle.

This upgrade deepens the connection between data structure and forecast design,
bridging the gap between statistical models and real trading behavior.

💡 RiskAlpha now supports end-of-period forecasting and OHLC detection — helping analysts, traders, and researchers predict not just what happens next, but where each period ends.
📅 Available in all new forecasts created after November 2025.