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tsfresh

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Leakage-safe feature engineering, decision tree–based clustering, interpretable rule extraction, and rigorous multi-stage validation (backtesting and walk-forward analysis). The workflow systematically reduces raw features into high-quality, production-ready trading patterns, emphasizing explainability, robustness, and out-of-sample reliability.

  • Updated Jul 2, 2026
  • Jupyter Notebook

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