### Comment:
Thanks man, someone here works at JP lol!There is probably enough data points now to do some dark data science on certain vatican 'behaviors'. 
  
  I use the word canonical to refer to the old fashion GLM, Logit, ARIMAX, and Garch style models. Not knocking them though, the old school stuff still has value and can be tuned pretty well with a good server and K-fold CV. When I learned econometrics they didn't even teach tuning or CV lol.

### REPLY:
&gt;When I learned econometrics they didn't even teach tuning or CV lol. 
  
 Y'all the brave pioneers out there ✊ 
  
 Admittedly the extent of my knowledge in the space is mostly extracurricular having only dabbled with kaggle.com and quantopian.com and reading the odd whitepaper that catches my eye 
  
 It sounds like they got you bringing up to speed the legacy stuff eh

### END.