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