Comment by malliavin on Paper reading as a Cargo Cult · 2022-08-15T02:37:55.341Z · LW · GW

Looking forward to it!

There's no difference in the actual model (or its architecture) - but we realized that the "trades" (this can be made more precise if you'd like) MQT would be a martingale against encompass a large class of volatility definitions, so we gave an example of a novel volatility measure (or a trade) that isn't the classical definition and showed MQT works well against it (Theorem 8.1 and Eqn 14). 

Comment by malliavin on Paper reading as a Cargo Cult · 2022-08-13T19:42:53.400Z · LW · GW

Hi there - one of the authors of MQTransformer here. Feel free to send us an email and we can help you with this! (Our emails should be on the paper - if you cant find it, let us know here and we'll add it)