Better models make the data engineering matter more.
Before a model can find a signal, someone has to make sense of the data.
INSIDE THE MECHANISMFIG. 01
01RAW INPUTSNoisy inputs
02USABLE DATATime-aware data
03RESEARCHTestable ideas
Read the brief
The software and hardware that financial systems run on.
Before a model can find a signal, someone has to make sense of the data.
Databento separates batch-job summaries from full details. A small change at the boundary can travel a long way.
Reproducing a result is a different question from getting a good score.
A curated selection, with original source dates shown. Read the reporting, then explore the mechanism.