This paper is a work in progress. We are looking for collaborators to provide us financial datasets in Equity/Futures market to conduct more bench-marking studies. The authors have papers employing similar methods applied on the Numerai dataset, which is freely available but obfuscated. We apply different feature engineering methods for time-series to US market price data. The predictive power of models are tested against Numerai-Signals targets.

翻译：本文正在进行中。我们正在寻找合作者提供股票/期货市场的金融数据集以进行更多的基准研究。作者已经在类似的方法上应用于 Numerai 数据集，并发布了相关论文，该数据集是免费提供的但被混淆了。我们针对美国市场价格数据应用不同的时间序列特征工程方法。模型的预测能力与 Numerai-Signals 的目标进行测试。