What changed
ok so for the past week ive been working making feature research as streamlined as possible.
the end goal would be just having to design the feature + transformations and ship it through the testing pipeline until it hits the portfolio.
i already had a defined method for feature construction, but it was very clunky.
also i spent quite a bit of time designing the alternative data part which integrates nicely into the process all the way to the tradable alpha if that makes sense. imagine that — via @pedma7