Subject: Re: ML for MI
And, (extremely simplistically), the causal relationships have changed over time and will continue to change over time.

20-30 years ago, stock price effects had different momentum, time factor and fundamental causes as well as much less machine-based buying.

Seemingly even slightly predictive/probabilistic factors we may "find" now will probably not last for long. That said, good MLMs can help adapt, IF designed and maintained well.

How do you model the reliability of and change in seasonality indicators (decay / improvement) over time, just for one example? In the trending of the reliability of a trend indicator?

All interesting stuff, and ethereal, except for the long standing price x volume.