My Random Forest Was Mostly Learning Time-to-Expiry Noise
illya.sh
illya.sh
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:
https://illya.sh/thoughts/my-trading-ml-factory-yielded-22-r...