Yeah of course our ML models use regime switching! if (condition) { return dot(features, coefficients1); } else { return dot(features, coefficients2); }
It’s all about the careful, considered, and optimised selection of “condition”. For example, if (hour_utc > 21 || hour_utc < 8) {…}
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is this overnight US equity drift signal?
Thanks. Twitter will use this to make your timeline better. UndoUndo
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Me: haha yeah good one. Also me: wait my shit actually looks like this. What level of irony are we working on here?
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Exclusive peek at RJ’s code, if dow in [“mon”, “wed”, “fri”]: signal += 1
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