Time based data is extremely important, and there are tons of techniques out there to train super fast super small models, but they are a pain in the ass to tune. I could see a foundation model that is kind of good at a lot of things, that could be fine tuned or used when you want something more straight forward to use to analyze a bunch of data.
replyHonestly this might be very good for feature selection to refine a much more specialized model.
Agered. These are essentially numerology models.
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replyYou are telling me quant funds prefer a heavy-weight and slow ANN to a fast, specialized model? Maybe in totally non-critical environments, otherwise it's simply too slow, regardless of performance.
replyNot all of their trading is high freq
replyDo those places also include companies focused on private markets?
replyNot that I know of!
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