ML Strategy — Attribution & Hindsight-Bias Audit
2026-11-04 · Attribution and hindsight-bias audit of the VAR(1)+gradient-boosting trading strategy: where the P&L actually comes from, and which findings survive out-of-sample.
Analysis and one-off studies derived from the network data and the algorithmic trading work. Each page is self-contained.
2026-11-04 · Attribution and hindsight-bias audit of the VAR(1)+gradient-boosting trading strategy: where the P&L actually comes from, and which findings survive out-of-sample.