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by meowkit 695 days ago
They pull data from all kinds of things now.

For example, satellite imagery of trucking activity correlated to specific companies or industries.

Its all signal processing at some level, but directly modeling the time series of price or other asset metrics doesn’t have the alpha it may have had decades ago.

1 comments

Alternative data is passed into time series models. They are features.

You don’t know as much about this as you think

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