A 35%-accurate model that still ranked well, and adding more features made it worse (point-in-time equity backtest) [P]
I built a calibrated predictive model on point-in-time fundamentals and two results surprised me enough to write up. Sharing the project and the method, happy to have the methodology picked apart. Setup: ~250 S&P 500 com
📄
This source provides headlines only. Use the button below to read the complete article on the original site.
📰 Read the original article on r/MachineLearning
Originally published by r/MachineLearning. Aggregated on AIWithGhost for educational purposes — full credit and traffic to the original publisher.