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：本文为正在进行中的研究工作。我们正在寻求合作者提供股票/期货市场的金融数据集，以开展更多基准测试研究。作者此前已发表论文，将类似方法应用于可自由获取但经过脱敏处理的Numerai数据集。本文对美国市场价格数据应用了多种时序特征工程方法，并基于Numerai-Signals目标指标对各模型的预测能力进行了验证。