Feature Engineering

Feature engineering

Build causal tech factors from OHLCV; Spearman IC filter + correlation dedupe. Save selected features after sign-in.

Turn many indicators into a readable shortlist

IC measures a historical relationship; correlation removes near-duplicates. Neither is a return promise.

Set the rules, then screen
  1. Read historical bars

    XAUUSD H1 · 2,000 bars

  2. Score each signal

    Future window 1; |IC| ≥ 0.020

  3. Remove repeats

    Correlation below 0.70

  4. Keep a compact set

    Up to 15 features

Filterparams

Selected features

Run filtering after configuring parameters

Saved feature sets

Sign in to manage feature sets