Pembahasan mendalam tentang AI trading, analisis pasar, dan masa depan DeFi.
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Our VWAP article shipped a static, weekly-refit volume curve and called the forecaster the weakest link. This is the follow-up: a Bayesian intraday updater run against the same 500-parent BTCUSDT harness, with the IS delta conditioned on realized curve error.
Dynamic Mode Decomposition fits a linear operator to nonlinear market dynamics. The only question that matters: do the fitted modes persist from one window to the next, and does the rolling spectral radius lead realised volatility? Here is the measurement protocol and the code to run it.
The blog's standing answer to the accuracy-vs-latency tension is a two-stage fast/slow split. Distillation is a different answer: train one small model to mimic the ensemble. The KD loss, temperature, born-again nets, early exits for a variable latency budget, and the distill-to-FPGA pipeline — plus the measurements that would decide whether it beats the two-stage split.
Selection bias in the search is not the only way a regression fools you. When the regressor is correlated with the error, more data makes the estimate more confidently wrong. Instrumental variables applied to the one endogeneity problem this blog has already left open: permanent impact from net taker flow.
Menyesuaikan proses titik yang menarik dengan rekaman perdagangan kripto nyata: dari mana tiga angka (mu, alfa, beta) berasal, cara memperkirakan rasio percabangan n, apakah kernel eksponensial bertahan dalam uji kesesuaian, dan berapa banyak n bergerak saat Anda mengubah jendela estimasi.
Jaringan Neural Hamiltonian terbukti stabil — tetapi stabilitas tidak ada gunanya jika kuantitas yang dilestarikan tidak ada. Mempelajari skalar H melalui autograd, integrasi simplektis, dan uji falsifikasi yang memutuskan apakah pasangan finansial (q, p) bersifat kanonik.
Kausalitas Granger pada harga kripto dilakukan dengan dua cara — perbedaan pengembalian dan level Toda-Yamamoto — dengan implementasi Wald yang benar, matriks kausalitas terkoreksi-N yang efektif, dan uji stabilitas bergulir untuk mengetahui apakah lag dapat diperdagangkan atau tidak.