My Random Forest Was Mostly Learning Time-to-Expiry Noise

38 points by iluxonchik 63 days ago | 5 comments

loehnsberg 59 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 59 days ago |

What's the context? I feel like there's at least three paragraphs of intro missing here.

andai 59 days ago | |

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:

maest 59 days ago |

Why not use SHAP?

zzleeper 59 days ago |

That's a refreshing article. Easy to read and I learned a few things!