Piotr Pomorski (@ptrpomorski) 's Twitter Profile
Piotr Pomorski

@ptrpomorski

Quant, AI/machine learning engineer, data scientist | PhD & CFA | I tweet stuff on trading/finance/economics/kalman filter and sometimes post memes.

ID: 3167049167

linkhttps://piotrpomorski.substack.com calendar_today14-04-2015 20:19:50

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Piotr Pomorski (@ptrpomorski) 's Twitter Profile Photo
Piotr Pomorski
@ptrpomorski

4 months ago

Funny that terrible predictors can make way more money than models that sometimes are even spot on. Guess trend is your friend, always, even when you use the likes of FourTheta or exponential smoothing. Also, am sorry but usually quantile reg > ols :( Re trees, interestingly,