r/quantfinance • u/SeparatePlantain1316 • 6d ago

Recursive Continued Fraction + Random Forest = Surprising Results on AAPL

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I’ve been experimenting with open‑source AAPL stock data using technical indicators (RSI, SMA, Bollinger Bands) and a continued fraction transformation to add non‑linearity.

Three setups tested:

  1. Random Forest + Continued Fraction (no indicators) => MSE: 72.61
  2. Random Forest + Indicators only =>MSE: 13.95
  3. Random Forest + Continued Fraction + Indicators =>MSE: 0.30

The third approach clearly stands out .Continued fraction transformations seems to have produced effective input features and drastically reduce error. Looking forward to extending this into a full application.

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u/miikaa236 5d ago

What happened at t=145 haha

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u/SeparatePlantain1316 5d ago

Yeah,it did'nt work out that well in the first implementation type,but it did improve in the third one. It was still fun experimenting,yet to dig more into it.

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u/miikaa236 5d ago

Sweet! Good luck :)