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feature-engineering

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Feature construction from market data for ML trading models including price, volume, on-chain, and microstructure features

skills/feature-engineering/SKILL.md

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# Feature Engineering for Trading ML

Feature engineering is the single highest-leverage activity in building ML trading
models. Model selection (XGBoost vs. neural net vs. logistic regression) matters far
less than the quality and diversity of input features. A simple model on great
features will outperform a complex model on raw prices every time.

This skill covers constructing, validating, and selecting features from market data
for use in classification (signal-classification) and regression models targeting
crypto/Solana token trading.

## Why Features Beat Models

Raw OHLCV data is non-stationary, noisy, and high-dimensional. Models trained
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