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SSameer20SSameer20/data-analyst-toolkit/skills/feature-engineering/SKILL.md

feature-engineering

Skill4 starsChanged 8 days agoMITView on GitHub

Use when designing, creating, transforming, selecting, or validating analytical or machine-learning features from raw data.

14 other projects use a version of this.

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Used with

Projects with it also use walk-forward-validation, edge-detection and 8 more.

Other files people use alongside this one.

Files found in the same public projects as a version of this one, more often than they turn up anywhere else. Each project counts once, large collections count for less, and this file's own repository is left out.
  • agiprolabsSkill

    walk-forward-validation

    Walk-forward validation framework for trading strategies and ML models with time-series-aware splits, overfit detection, and regime-aware validation

    Also in 6 projects that use this

  • noahowshSkill

    edge-detection

    Comparing a tennis model's probability with the market: no-vig close, expected value at the best available price, closing line value, fractional Kelly sizing, and the checks that separate an estimated edge from noise. Use when the user has a probability and wants to know whether a price is better than fair, how large a stake is reasonable, or whether an edge is real. Requires a probability the user trusts. Do not use for fetching prices: see odds-explorer. Do not use for devig math alone: see odds-analysis. Do not use for historical testing: see backtesting.

    Also in 4 projects that use this

  • noahowshSkill

    odds-analysis

    Odds math for two-way tennis markets: American to implied probability, margin, devigging (multiplicative, power, Shin), no-vig fair odds, consensus across books, favorite-longshot bias, and expected value of a price. Use when the user asks what a price implies, how to remove the vig, what the true probability is, or how to compare books. Do not use for fetching or comparing live prices: see odds-explorer. Do not use for deciding a bet against a model: see edge-detection.

    Also in 4 projects that use this

  • Yahmez3Skill

    backtesting

    Use when backtesting a trading strategy — evaluating a signal series against historical price data and computing performance metrics (Sharpe, Sortino, max drawdown, CAGR, win rate, expectancy). Triggers on "backtest this strategy", "what's the Sharpe on X", "run a walk-forward test", or "compare strategies A and B". Produces equity curves, trade logs, and tear sheets.

    Also in 4 projects that use this

  • agiprolabsSkill

    mean-reversion

    Mean-reversion strategy tools including Hurst exponent, half-life estimation, z-score signals, ADF testing, and Ornstein-Uhlenbeck modeling

    Also in 3 projects that use this

  • Bhala-SrinivashSkill

    position-sizing

    Calculate optimal position sizes for NSE/BSE equity trades using fixed fractional, ATR-based, and Kelly criterion methods. Includes portfolio constraints and leverage adjustments.

    Also in 3 projects that use this

  • +3 more from noahowsh

The file

We split this skill into the rules it gives an agent

1 rule. 0 are common, 1 is distinctive, and 0 are very specific to this project.

  • 0

    Common

    Most of the 12 edited versions we read keep these.

  • 1

    Distinctive

    This author's own choices. Worth a look.

  • 0

    Very specific

    Tied to their project's names, files or tools. Probably skip.

  • Common
  • Distinctive
  • Very specific
  1. Distinctive:

    Avoid exposing personal or confidential values.

    line 22

“Common” is measured: kept by at least 6 in 10 of the 12 edited versions of this file we could read. “Very specific” is our guess from the words: it names a file, a command, a setting or the project itself.

Keep what fits and drop the rest. Your version, ready for your agents.
Files
SKILL.md

Feature Engineering

Design useful, reproducible features that match the analytical objective and data grain, without introducing leakage or unsupported assumptions.

Workflow

  1. Clarify the task (prediction, segmentation, forecasting, or descriptive analysis), target or outcome if any, prediction/measurement time, row grain, available fields, and implementation tool.
  2. Inspect actual schema and representative data. Identify keys, time coverage, missingness, category cardinality, and source/availability timing for candidate fields.
  3. Propose features with their business meaning, formula, input columns, output type, and level of aggregation. Make assumptions explicit; do not invent columns or business definitions.
  4. Choose transformations appropriate to the data and requested tool, such as date parts, durations, ratios, grouped aggregates, categorical encoding, or numeric scaling. Define null, zero, invalid-value, and unseen-category handling.
  5. Prevent leakage: exclude target-derived or post-outcome information, use only data available at the prediction time, and compute learned transformations using training data only.
  6. Recommend validation that respects the problem structure, such as time-based splits for temporal prediction or group-based splits when entities recur. Fit transformations within each training fold when evaluating models.
  7. Provide reproducible code or a clear implementation plan and validate ranges, null handling, row grain, key cardinality, and before/after counts.

Correctness and privacy

  • Separate observed facts, assumptions, and recommendations; do not claim to execute code unless an execution tool is available.
  • Preserve source data and document transformations so results are auditable and reproducible.
  • Avoid exposing personal or confidential values; never request passwords or API keys.
  • Do not solicit or process payment-card data subject to PCI DSS, protected health information, government identifiers, or authentication credentials and secrets. If supplied data contains these fields, ask the user to remove or mask them before analysis. Process other sensitive or special-category personal data only when strictly necessary for the task, legally adequate consent is confirmed, and the user was explicitly informed before providing it; otherwise ask for removal or masking.

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