Concept Drift, Market Regimes, and Strategy
By José Carlos Gonzáles Tanaka Imagine yourself, a great retail trader with an algorithm that flawlessly predicts stock movements for months—until a surprise Fed rate hike sends markets into chaos. Overnight, the model’s accuracy plummets. Why? Concept drift: your model no longer finds patterns in historical data and now underperforms its predictions. For machine-learning-based traders, … Read more
