My Random Forest Was Mostly Learning Time-to-Expiry Noise (illya.sh)

by iluxonchik • 5 comments • 38 points

5 comments

[−] loehnsberg 57d 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 57d ago

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

[−] andai 57d 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 57d ago

Why not use SHAP?

[−] zzleeper 57d ago

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