Feature construction from market data for ML trading models including price, volume, on-chain, and microstructure features
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9 skills · sorted by relevance
Feature construction from market data for ML trading models including price, volume, on-chain, and microstructure features
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Use when building or changing features, preprocessing, encoders, resampling or train/validation/test splits — keep every fitted transform inside a Pipeline fitted on training folds only, and build time and group features without seeing the future or the same entity twice
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Design or audit a feature store — serving, freshness, and sharing across models. Use when asked "do we need a feature store", "design a feature store", or "share features across models".
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Design and implement a feature engineering pipeline for a ML problem. Use when asked to "engineer features for this model", "what features should we build", or "design feature transformations".
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Audit feature engineering code for leakage, quality issues, and pipeline correctness. Use when asked to "audit our feature pipeline", "is there data leakage", or "find feature quality issues".
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Build a feature store using Feast for centralized feature management, configure offline and online stores for batch and real-time serving, define feature views with transformations, and implement point-in-time correct joins for ML pipelines. Use when managing features for multiple ML models, ensuring training-serving consistency, serving low-latency features for real-time inference, reusing feature definitions across projects, or building a feature catalog for discovery and governance.
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Design and implement features from raw data for machine learning models. Use when the user says "engineer features", "feature engineering for X", "create features from this dataset", "transform these variables", "encode categoricals", "handle skew", "create interaction features", "lag features", "extract features from text or dates", "improve model performance with better features", or wants to move from raw columns to model-ready inputs.
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Data Scientist IA — Expert en data science (pandas, numpy, scikit-learn, EDA, feature engineering, statistical analysis)
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Expert en data science (pandas, numpy, scikit-learn, feature engineering, model selection)
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