Overfitting
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Search complete. 8 mentions across 7 episodes found for "Overfitting".
Sep 9, 2026
Joel NiklausGUEST
But yeah, I, I don't know.
Joel NiklausGUEST
To me, it seems a bit over-engineered and a bit, uh, like overfitted [chuckles] in the end.
Joel NiklausGUEST
So yeah, I didn't do that.
Joel NiklausGUEST
So yeah, it, it looks like, um, there really isn't a, a good proxy that you can use, and you really need to train and evaluate each data set independently, it looks like, unfortunately.
Noah BloombergHOST
detent.
NugeGUEST
Like we're still going to be, we're getting all the parts overfit.
NugeGUEST
Like the lock face is going to be, uh, what's called where I wouldn't say overfit.
NugeGUEST
I mean, oversized.
NugeGUEST
So I'm going to be having to grind the lock faces and then tune everything.
JaydenHOST
If you overfit enough, an LLM is going to look amazing.
JaydenHOST
Like as if you overfit anything.
JaydenHOST
Overfit literally anything.
JaydenHOST
You backtest anything in a particular timeframe and you can put your sharp ratio through the roof.
JaydenHOST
But with that sort of thing, I always find it hard to believe that those that are sort of like, okay, well cool, we got LLMs trading our portfolio, it's like to go up against Jane Street, like what do you have that Jane Street does not have? What do you have that Citadel does not have? Like this is like the kind of engineering that a Jane Street will have.
JJ ZachariasonGUEST
And so I do things like adding a, uh, you know, a, a program like a strength of schedule factor and, uh, you know, and, and age and a breakout factor and stuff like that.
JJ ZachariasonGUEST
So I'm testing all of these collegiate metrics, and then eventually I kinda bring them back down to only having a handful because very easy to overfit with modeling.
JJ ZachariasonGUEST
Overfit meaning you're taking Puka Nacua's rookie season and just associating all of his traits, assuming that future wide receivers should be more like Puka Nacua when the model should be realizing he's just more of an outlier.
Alfredo BrownHOST
Right.
JJ ZachariasonGUEST
Right?
Tina CarsonHOST
And understanding why reveals one of the deepest tensions in quantitative finance.
Tina CarsonHOST
Overfitting occurs when a model captures noise rather than signal.
Tina CarsonHOST
Think of a student who memorizes answers to specific test questions rather than learning the underlying concepts.
Tina CarsonHOST
They might ace that particular test, but give them a slightly different set of questions and they fail.