turbulence_threshold

[NethanelK]

Hi, I'm following your great work :-) , and in models.py, I came across turbulence_threshold, can you please explain how did you calculate the turbulence_threshold to be 140, 100, 90 for the time periods? thank you, Nethanel Koler

[BruceYanghy]

Hi, I'm following your great work :-) , and in models.py, I came across turbulence_threshold, can you please explain how did you calculate the turbulence_threshold to be 140, 100, 90 for the time periods? thank you, Nethanel Koler

Hey Nethanel, I just updated the turbulence model, I set the turbulence threshold to be the 90% quantile of the in-sample historical turbulence index.

Thanks,

Bruce

[NethanelK]

ok, thanks :-)