3d (edited) • General discussion
hi everyone
so far have built just about every part of a quant business.. and made lots of mistakes along the way. recently tested stability and modelability of every standard/common TA feature.. none provide reliable signal.
refocusing on my feature store building microstructure derived features, custom event bar types, and transforms to improve feature engineering.. while attempting to channel lopez de prado's style.
looking forward to sharing ideas and learning with the group!
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hi everyone
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