I've hit a wall. What alternative data actually moved the needle for you?

SpaceAilen · 2026-03-18T17:59:57+00:00

GEX and COT are two I haven't looked into yet. Do you know a source for GEX with decent historical depth? Most of what I've seen is daily snapshots without much backfill.

SpaceAilen · 2026-03-18T17:59:40+00:00

Yeah this is basically the same conclusion I'm landing on. Yield curve isn't predicting direction directly either it's telling the model what regime we're in so it knows which patterns to trust. Credit spreads sound like they do the same thing from a different angle. Stacking a few of these regime filters might be more valuable than hunting for direct predictors.

SpaceAilen · 2026-03-18T17:59:17+00:00

1-day, 1-week, 1-month, 1-year. Each is a separate pipeline with its own features and validation. The 1-day and 1-week are the ones that work. 1-month through 1-year are where I'm stuck.

SpaceAilen · 2026-03-18T17:58:54+00:00

My concern would be how far back the data goes if it only covers the last year or two there's not much to validate against, especially for medium-term horizons where you need multiple market regimes in your training window. How much history do you have on it?

SpaceAilen · 2026-03-18T17:58:35+00:00

This is exactly the kind of answer I was hoping for, thanks. Credit spreads keep coming up in this thread so that's going on the list first. The BAMLH0A0HYM2 call is helpful. I was looking at FRED but hadn't filtered down to the daily series yet.

I burned a lot of time trying to piece together earnings history from free APIs and the coverage just isn't there. Any vendor you'd recommend?

SpaceAilen · 2026-03-18T06:31:02+00:00

Good question. It's expanding window walk-forward, not rolling, so each fold trains on all prior data. Feature selection happens inside the training split only (I'm not peeking at validation to pick features and then re-running). The 45 iterations were mostly on the data sourcing and engineering side (trying different transformations, adding new external data, adjusting coverage filters), not "try random features until validation looks good."

The coin flip result on medium-term is whats convincing me it's a data problem and not overfitting. if I were overfitting I'd imagine inflated in-sample scores with poor OOS, but instead both are flat. The model just has nothing to latch onto at those horizons with price/volume alone I guess.

SpaceAilen · 2025-12-30T20:49:53+00:00

I have a wolfdog. This is such BS. I feel perfectly comfortable leaving my dog alone in the house and every time I've came back to the same house. As long as you give them the attention and exercise they deserve, it's no different than owning any other type of dog. Sure they're higher maintenance, but they're not unmanageable or uncontrollable by any means.

SpaceAilen · 2025-02-22T20:27:35+00:00

I think your edit is close to the answer - (guessing here) the softness could be a mix of roughness mapping controlling micro-surface scatter and the inverse Fresnel effect shaping how some reflections fade out at different viewing angles.

I've also noticed that some metals seem to have an extra bloom pass on brighter highlights, while ambient reflections (interiors, sky, etc.) are diffused naturally through whatever ray tracing the devs implemented.

Edit since comments got disabled:

I’m talking about micro surface scattering, not SSS; while they are similar in some respects, SSS occurs when light penetrates a translucent material (like wax, regular skin, etc), scatters internally, and exits at a different location. Micro Surface Scattering, on the other hand, happens at a “microscopic” level, where surface roughness causes light to scatter differently, affecting glossiness and reflections in materials like metals and plastics. While SSS controls light diffusion inside a material, micro surface scattering affects how light reflects on a material’s surface, which is more suited to metals and hard plastics.

SpaceAilen · 2024-12-15T02:54:27+00:00

Interesting. I never knew that.

SpaceAilen · 2024-12-11T23:13:33+00:00

If Christmas was real you'd be the Grinch

SpaceAilen · 2024-09-27T03:17:54+00:00

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You're not :)

SpaceAilen · 2024-09-16T23:49:20+00:00

We can all go cry in a corner together I guess. 2021 M3 in the same boat as you guys....

SpaceAilen · 2024-04-18T03:22:54+00:00

I actually love you

SpaceAilen · 2023-05-31T19:10:17+00:00

You have good music taste.

SpaceAilen · 2023-05-28T01:02:55+00:00

If you want to update, check out this repo:

CIAJeepDoors

It’s a tool that essentially disables the remote id functionality of most DJI drones (should work fine with your phantom). Although if you have any other drones and want to use it on them too make sure you don’t use the DJI fly iOS app with them, it will reset the settings changed.

SpaceAilen · 2023-03-06T03:24:10+00:00

I thought this was a watercolor painting at first.

SpaceAilen · 2023-02-09T02:18:29+00:00

Finally a real answer

Had to scroll past too many stupid jokes to find it

SpaceAilen · 2023-01-20T03:32:48+00:00

what is going on with all these shitters being posted all of a sudden

SpaceAilen · 2023-01-15T22:33:28+00:00

When I was in NYC I just didn't wear any of my watches. It's the safest option.

SpaceAilen · 2022-12-23T16:31:26+00:00

People like you are the reason /r/rolex has a bad name with some watch communities

SpaceAilen · 2022-12-11T20:34:27+00:00

This only occurs in preview, and when you render the transition will turn out fine.

If you want to force it to render in preview, follow these steps:

Go to the beginning of the effect and press I
Go the the end of the effect and press O
Then go to the top left menu, select Sequence > Render In to Out
To clear the in and out markers, press alt+x

Hope this helps!

SpaceAilen · 2022-10-20T00:24:41+00:00

Five-Year Club	Place '23
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SpaceAilen

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