3 ms·
The 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
by jjallen 2mo ago
The 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)/¯