Stability vs. Stationarity in Markets #shorts

本站添加: 2026-06-02

[00:00:00]What we really care about is the notion of stability. There's a very big difference. We're looking for a trading strategies, investment strategies, market making strategies that are reasonably stable over time. That is, the distribution isn't just going to break across regimes, different perturbations of the parameter space, so on and so forth. Stability is what we look for in the real world, not stationarity. Stationarity is a simplifying classroom assumption.