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Correlation measures only linear codependence, which can be misleading.

Overfitting can be especially problematic when we rely solely on backtesting for validation. To improve model performance and interpretation, one must look beyond simple backtesting and consider other analyses like feature importance.

Structural breaks in financial markets refer to a shift from one type of market behavior to another, like from a mean-reverting to a momentum pattern.

This blog post focuses on a novel way to decompose to signal and noise.

Many people use Time bars to make sense of financial market data, but they're not the best choice. Why?