For discussion at your meeting:
I’ve tried nearly every ML method imaginable—and honestly, this is probably the one I’d use today. Here’s why something this simple might be more powerful than it first appears:
I just need excess returns.
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Proposal:
- Allow users access to Elastic Net (with user-defined alpha and l1_ratio; no grid search required).
- One run → one set of coefficients → usable as ranking weights .
- Bonus: Elastic Net naturally performs feature selection.
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This isn’t just simple—it’s effective. Elastic Net–derived weights can perform very well in P123 Classic. It’s easy to test and verify.
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Forum engagement & marketing value
@hemmerling noted that some AI discussions can get overly technical (he’s right). But this idea is intuitive and powerful.
Linear regression is technically machine learning—but most users learned it in high school, complete with a line and a graph. That’s approachable, memorable, and teachable.
This could drive:
- More practical, high-quality discussions in the forum (free marketing)
- New member growth through a feature that feels advanced but is easy to use
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Who it appeals to:
- Users who dislike “AI” but are comfortable with linear regression
- Advanced users who know Elastic Net works (and why)
- Anyone who wants something fast, understandable, and that just works