用 Jev 做交易系统的元模型而非 alpha 模型
作者认为 Jev 不该当信号源,而应做元模型:看多个策略的信号、置信度、波动与回撤,决定启用谁、分配多少风险。
Faster execution of a zero-edge signal just loses money faster. Feed it price, volume, order book, news, positions - and you’ve built a very fast decision loop. You have not built alpha. Jev could still be extremely useful as part of a trading system: Think of a meta-model instead of an alpha model. Imagine five specialized strategies/models producing signals. Jev sees regime, volatility, their predictions, confidence, exposure, recent degradation, and market context, and decides which one to activate or how much risk to allocate. The edge doesn’t come from Jev alone. It comes from the data, feature construction, target definition, validation, execution, and feedback loop around it.
这条是引用着另一条写的:「用 Jev 做交易 bot:Monad 300ms 出块下单 Kuru」