This is interesting.

[windsheep@infosec.exchange]

This is interesting. As Quants we can distinguish problem classes suited for

1. causal inference. global macro, CPI, treasury yield, central bank liquidity, game theory crisis resolution models, Q-Learning, SARSA etc.

2. point in time inference. Signals, Alpha generation
https://www.pitinference.com/#problem

I'd think that Point In Time inference has many more use cases besides Alpha generation.

Because you lose the lookahead bias problem. In general.

#model #quant #finance