Target Engineering for Trading ML: Why Your Label Is 60% of the Model
This story is from 2026-08-28. It is preserved in the archive; the latest stories are on the live feed.
Target Engineering for Trading ML: Why Your Label Is 60% of the Model OBSERVED: Traders spend weeks tuning XGBoost hyperparameters but use a lazy label — "close[i+1] > close[i]". The model then "predicts" noise. In the NIFTY 15m XGBoost research corpus (715 files), the labeling and horizon studies…
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- 2026-08-28 17:54 · DEV Community — Machine Learning
Target Engineering for Trading ML: Why Your Label Is 60% of the Model