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Dream5d ago • 18 min read
Updating the Model on Every Bar: Is It Adapting to the Market, or Chasing Noise? An FMZ Rust Online Learning Comparison
A Comparative Online Learning Experiment Based on FMZ Rust Online learning is easily...
#quanttrading#modeladaptation#overfitting#backtesting
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Dream5d ago • 18 min read
From Pairs to Matrices: Let the Machine Find the Arbitrage Basket
I have recently become interested in relative-value and arbitrage strategies. In an earlier example,...
#statisticalarbitrage#cryptoquant#overfitting#quanttrading
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