danicgross
Joined 17 years ago
Joined 17 years ago
I'm wondering what the higher convolution levels could look like, if this was a CNN analyzing an image. Something between a the complete Ableton/Logic export and a MIDI file. Being able to capture the "feel" of a song (or a section within a song) strikes me as an important milestone towards designing really good generative music.
How do you think about backtesting? There are a few short-only shops that specialize in finding frauds. If you get their historical 13-Fs, how would you score against them in terms of precision/recall?
And I guess more broadly, how does alpha with your system compare to a portfolio that holds all short positions by big long/short funds (ex thematic shorts)? Meaning, those guys have full-time humans that focus on this... can you beat them? Very interesting if so.
I.e. "this blog mentioned NYSE:TEVA, and the next day the stock moved materially, therefore site_ranking++". (You'd probably have some TF/IDF saliency metric too, so that a site that mentions all stocks is penalized.)
(If Tesla had to be “a better car that’s also electric”, I think this would need to be “a better TV that’s also private”.)