My Random Forest Was Mostly Learning Time-to-Expiry Noise

loehnsberg · 2026-03-20T04:57:05.000000Z

The blogger trained a random forest on the returns of some price with a set of features and the ttm feature was strongest. Did I miss anything?

phyzome · 2026-03-20T01:15:00.000000Z

What's the context? I feel like there's at least three paragraphs of intro missing here.

andai · 2026-03-20T01:24:06.000000Z

If you scroll past the posts about oil, you will find dozens of posts on the same subject (mentioning random forests).

It seems to be predicting Bitcoin price.

Edit: this seems to be the most detailed post:

maest · 2026-03-20T05:12:55.000000Z

Why not use SHAP?

zzleeper · 2026-03-20T00:26:31.000000Z

That's a refreshing article. Easy to read and I learned a few things!