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▲My Random Forest Was Mostly Learning Time-to-Expiry Noise (illya.sh)
38 points by iluxonchik 5 days ago | 5 comments
loehnsberg 2 days ago [-]
The blogger trained a random forest on the returns of some price with a set of features and the ttm feature was strongest. Did I miss anything?
phyzome 2 days ago [-]
What's the context? I feel like there's at least three paragraphs of intro missing here.
andai 2 days ago [-]
https://illya.sh/thoughts/

If you scroll past the posts about oil, you will find dozens of posts on the same subject (mentioning random forests).

It seems to be predicting Bitcoin price.

Edit: this seems to be the most detailed post:

https://illya.sh/thoughts/my-trading-ml-factory-yielded-22-r...

maest 2 days ago [-]
Why not use SHAP?
zzleeper 2 days ago [-]
That's a refreshing article. Easy to read and I learned a few things!
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