It's an addictive slot machine where I pull the lever and the dials spin as I hope for the sound of a jackpot. 999 out of 1000 winning models do so because of look-ahead bias, which makes them look great but are actually bad models. For example, one didn't convert the time zone from UTC to EST, so five hours of future knowledge got baked into the model. Another used `SELECT DISTINCT`, which chose a value at random during a 0–5 hour window — meaning 0–5 hours of future knowledge got baked in. That one was somehow related to Timescale hypertables.

Now I'm applying the VIX formula to TSLA options trades to see if I can take research papers about trading with VIX and apply them to TSLA.

Whatever the case, I've learned a lot about working with LLM agents and time-series data, and very little about actually trading equities and derivatives.

(I did 100% beat SPY with a train/out-of-sample test, though not by much. I'll likely share it here in a couple weeks. It automates trading on Robinhood, which is pretty cool.)