3 ms·
not sure about your background, the trace shows the feature engineering the LLMs did
by RuiWang0811 2mo ago
not sure about your background, the trace shows the feature engineering the LLMs did
- jjallen 2mo agoThe comment in the parent said "kind alphas the agent found". It linked to a job then a trial. All of the comments I read there except for one said things like "The final alpha check is still fitting; the prior lagged backtest’s exact zero metrics make clear that model was not acceptable economically". One said "successful backtest’s" but did not expound on what that means or anything. I was looking for the alpha it found and not the feature engineering. My backgroud is in finance but do not look at things so quantitatively. Here is another comment/output: "correlation −0.007 and directional accuracy 0.498". Wouldn't directional accuracy have to be greater than .50 to be profitable? Forgive my ignorance I am interested in this though. I have asked Claude/ChatGPT to show me where the alpha is that the model found as well so I can learn.
- jjallen 2mo agoSpent more time looking at this because I was still interested in the alpha it found and found this: "cumulative_after_cost_return": -0.004003033519454746" https://hub.harborframework.com/jobs/af0299f9-a3bb-44ea-8ced-7b56682bf739/trials/5b38696a-7175-4c68-a673-24c6642c039a?tab=verifier https://hub.harborframework.com/jobs/af0299f9-a3bb-44ea-8ced... ¯\(ツ)/¯