In July we will be fully rolling out some new features. Thread https://twitter.com/stratosphre1/status/1269632958283108357
Meaningful use of more data, including derivatives data and on-chain data. We require the resulting trading strategies to make financial sense (i.e. no blind data mining permitted)
Via our modelling, we simulate as sensibly as possible how human trades and handle risks. We make our models 'think' as much like a human as possible.
We find that this approach returns superior performance than just fitting the models, and it also allows us to interpret the results. So we our models are intelligent, and they are not blackboxes.
This is one of the principles in how we approach quantitative modelling. It is respected in all of our research
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