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Is regime change a big problems for those who want to use Bayesian analysis for quant trading and research?

(Last Updated On: April 30, 2014)

 

Is regime change a big problems for those who want to use Bayesian analysis for quant trading and research?

Thanks to the NYC Contact for pointing this out.  He pointed me to this

http://en.wikipedia.org/wiki/Confounding

Any thoughts?

 

From Ernie Chan as well:

I have looked at Bayesian network trading models before – never got them to produce positive results. That doesn’t mean you won’t be able to make them work.

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