alt.hn

3/16/2026 at 6:16:26 PM

My Random Forest Was Mostly Learning Time-to-Expiry Noise

https://illya.sh/threads/out-of-sample-permutation-feature-importance-for-random

by iluxonchik

3/20/2026 at 4:57:05 AM

The blogger trained a random forest on the returns of some price with a set of features and the ttm feature was strongest. Did I miss anything?

by loehnsberg

3/20/2026 at 1:15:00 AM

What's the context? I feel like there's at least three paragraphs of intro missing here.

by phyzome

3/20/2026 at 5:12:55 AM

Why not use SHAP?

by maest

3/20/2026 at 12:26:31 AM

That's a refreshing article. Easy to read and I learned a few things!

by zzleeper