Data science

Day 24: Lucky Logic

November 25, 2024 | OSM

On Day 23 we dove into the deep end to understand why the error correction we used worked as well as it did. We showed how traditional machine learning uses loss functions and then hypothesized how our use helped improve predictions through its effe...
[...Read more...]

Day 23: Logic or Luck

November 21, 2024 | OSM

On Day 22 we saw a meaningful improvement in our strategy by waiting an additional week to quantify model error and then using that error term to adjust the prediction on the most recently completed week of data. What was even more dramatic was comp...
[...Read more...]

Day 22: Error Correction

November 19, 2024 | OSM

On Day 21, we wrung our hands with frustration over how to proceed. The results of our circular block sampling suggested we shouldn’t expect a whole lot of outperformance in our 12-by-12 model out-of-sample. To deal with this our choices were, back ...
[...Read more...]

Day 21: Drawing Board

November 18, 2024 | OSM

On Day 20 we completed our analysis of the 12-by-12 strategy using circular block sampling on the 3 and 7 blocks. We found the strategy did not outperform buy-and-hold on average and its frequency of outperformance was modest – in the 28-31% range –...
[...Read more...]
1 8 9 10 11 12 133