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Mzzzzztoday at 7:21 PM1 replyview on HN

We do a 2 step anonymisation: 1. Mask all symbols, timestamps etc. So the agents cannot infer the assets/time periods. 2. Mathematically transform numerical values and returns. E.g. the market return targets are not the raw market returns, but neutralised and manipulated. So even the agents have certain bullish/bearish biases, it cannot make use of it, as we use the transformed values.

In addition, we did not observe such behaviour in our traces. An example: https://hub.harborframework.com/jobs/af0299f9-a3bb-44ea-8ced...


Replies

ak_111today at 7:43 PM

ah i thought so, interesting. I think the challenge is to do 2 while still keeping it realistic, which actually gets very close to synthetic data generation.

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