My Random Forest Was Mostly Learning Time-to-Expiry Noise (illya.sh)

That's a refreshing article. Easy to read and I learned a few things!

What's the context? I feel like there's at least three paragraphs of intro missing here.

The blogger trained a random forest on the returns of some price with a set of features and the ttm feature was strongest. Did I miss anything?

Why not use SHAP?