In this section, we will cover one of the most important (if not THE most important) part of machine learning: creating good features. Creating features is not just science - it is also an art. This section will teach some basic concepts about how to create features, and then go through the process of creating the features used throughout the course.
In this section, we will apply what we learned in the Introduction to Feature Engineering section and design the features we will use in this case study: Predicting if the S&P 500 will go up or down next month.