Comment by ptsneves

What I liked about it is that they played around with different categories so as to tackle the natural discontinuity of how markets work/happen. With different categories the applicable models and data conditioning change. I think the requirement of manual tuning of the data and categories is touching bitter lesson aspects: a more general model would train and find the categories in its latent space.

I think the pattern In these posts is that they are looking for models that are explainable and have the potential for low latency, like the kann fpga project. While more general and opaque classifiers possibly work they are unlikely to work at the speed and risk constraint required to make money.

I apologise if I completely missed the point, it is not my field at all.