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How Do You Determine the Weight of New Edges Compared to the Base Rate?
How do you determine the weight of new edges compared to the base rate when you decide to update your model? That's a really good question. A lot of the time, if you look at the markets in a similar way over similar timeframes, they will just cancel out. It's actually just a few data points that work in your favor. Then I have some bread and butter strategies that I always use as an overlay.