Yeah of course our ML models use regime switching! if (condition) { return dot(features, coefficients1); } else { return dot(features, coefficients2); }
-
Me: haha yeah good one. Also me: wait my shit actually looks like this. What level of irony are we working on here?
Exclusive peek at RJ’s code, if dow in [“mon”, “wed”, “fri”]: signal += 1
-
-
This. But with a BARRA SHIT3 risk model.
-
Oh you use an off the shelf risk model? I guess maybe that works for you. Real heads estimate their own shitcoin factor model though
The factor model:
corr_matrix = 0.5 * np.identity(n) + 0.5 - Show replies
New conversation -
Loading seems to be taking a while.
Twitter may be over capacity or experiencing a momentary hiccup. Try again or visit Twitter Status for more information.