“When you find an edge, trading on it collapses that edge because you’re making it more efficient. When you find an edge in finance, you are therefore finding something that is an inefficiency in the market and by trading on that inefficiency you are closing the profitability of it.” - Arbitrage
“One month is definitely not long enough.” — Arbitrage
"You can't." - Arbitrage
“If only we could create such a thing.” — Arbitrage, full of sorrow
Richard: We have been thinking about new data: new features and a new target. One of the ideas we had is we don't want to make everybody retrain their models if there's only a minor difference in the target, and the other thing is that if we gave out the target, we want models trained on the new target to actually do better than would have even scored against the Kazutsugi target. In a sense, basically, can we make a new target that's strictly better and wouldn't hurt anybody? That's what we're thinking in terms of new targets. In terms of new features: we're not going to be adding new features any time in the next month or so, but I think maybe a couple new features by the end of the year but we wouldn't want to completely revamp the whole data set. We like what we have now and don't want anybody to think they'll never see Intelligence 9 again - whatever features we have now will stay ****there.