Design Choices AI Factor: Scaling, Target, Target Normalization, Outlier Limit

Here is the list —>

+ Trim 7.5% on the Z-Score Choice!

On the Universe Easy to Trade North Atlantic those (with LightGBM) work well:

This is what I am using, from there I concentrate on the features and portfolio strategies!

I do not normalize Features (LightGBM and ExtraTrees do a very good job without normalization!).

If you start with the above choices, it will save you a ton of time!

Best Regards

Andreas