not sure about your background, the trace shows the feature engineering the LLMs did
My backgroud is in finance but do not look at things so quantitatively.
Here is another comment/output: "correlation −0.007 and directional accuracy 0.498". Wouldn't directional accuracy have to be greater than .50 to be profitable?
Forgive my ignorance I am interested in this though. I have asked Claude/ChatGPT to show me where the alpha is that the model found as well so I can learn.
"cumulative_after_cost_return": -0.004003033519454746"
https://hub.harborframework.com/jobs/af0299f9-a3bb-44ea-8ced...
¯\(ツ)/¯