IX · Forecast / signal
Station IX of The Quant Map: a statement about the future, not a trade yet. Ranking versus forecasting. Reading order plus the free map PDF.
a statement about the future, not a trade yet
AUDJPY at +1.3 and EURCHF at −0.8 are comparable units, and neither is a position. The station is the map from feature to expected value; in a cross-section, the stronger version is often an order, not a number.
The forecast is still not a trade. It is a statement in comparable units across names and dates, and the cheapest honest version is often a rank.
The Quant Map PDF works this spine through example research: five full descents from observation to live rule, and a library of 835 strategy entries, each with a named payer and a named failure mode. Get the free PDF on the Start Here page.
Reading order
Top to bottom. Stop at the first article you cannot apply to a live trade; that is the one to read slowly.
| Article | Why it is on this row |
|---|---|
| Ranking Beats Forecasting for Many Trading Problems | The cross-section often needs an order. Rank, then hold the wings. |
| Ranking Beats Forecasting — But Ranking What? | The target you rank on decides the trade. A rank of the wrong residual is a clean sort of noise. |
| From Indicator Value to Expected Value | Map the feature to a conditional expectation before you turn it into a position. A z-score still has to become an edge in currency units. |
On the map: ← VIII · Validation · The grand map · X · Decision policy →