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
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.
NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!