Signal Points: 150+ Feature Universe to Forecast Asset Returns
The inability to forecast the past has no impact on our desire to forecast the future.
Certainty is so valuable that we’ll never give up the quest for it, and most people couldn’t get out of bed in the morning if they were honest about how uncertain the future is.
The future remains stubbornly unknowable, yet quant finance exists because small edges, repeated with discipline, compound into something powerful.
That’s the spirit behind constructing a 150+ feature universe — a vast downloadable library of signals, transformations, and structured data designed to give machine learning and quantamental models a fighting chance at forecasting returns. It’s not about one magic predictor. It’s about building a rich mosaic of signals — price, fundamentals, flows, sentiment, macro — that, when woven together, provide structure in the noise.