9/1/25Less than 1 minute
Handle Missing Data
- Fill forward/backward (FFILL/BFILL)
- Interpolate missing values
- Drop incomplete rows/columns
Adjust Prices
- Stock splits, reverse splits
- Dividend adjustments (total return series)
Normalize & Scale Data
- Z-score normalization
- Min-Max scaling (0–1)
- Standardization (mean=0, std=1)
Align Time Series
- Synchronize multiple assets to the same timestamp grid
- Resample (e.g., tick → 1min, 1min → daily)
Detect & Remove Outliers
- Statistical thresholds (e.g., >3σ from mean)
- Winsorization (cap extreme values)
Transform Basic Features
- Compute log returns from prices
- Rolling windows (moving average, volatility, etc.)