ml4t-compute-features SKILL.md skillA

ml4t-compute-features from ml4t/skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.

Install it, pinned
mdr add ml4t/skills/ml4t-compute-features@git:20260901.c415df0

Pins git:20260901.c415df0 in mdr.lock. Pin the fingerprint instead.

Audit grade
A, 17 of 17 checks passed
Kind
SKILL.md skill
Repository
ml4t/skills
Path
features/compute-features/SKILL.md
Versions recorded
2
Latest version
git:20260901.c415df0, committed Sep 1, 2026
First version recorded
May 28, 2026
Size
4,067 bytes
Repository stars
41
License
Apache-2.0

Systematic feature computation across multiple assets with group-aware operations. Use when computing technical or fundamental features for a panel of securities.

Collected from public GitHub. Every version is saved exactly as it was and never changes. Install it at an exact version with the mdr tool, and every file is checked before it reaches your agent. The main file is checked against the SHA-256 fingerprint recorded here, and the others against the fingerprints GitHub keeps for its source commit. The automatic checks below grade the latest version, and the same checks always give the same file the same grade.

What the file says

# Compute Features

Computing features across a panel of assets requires group-aware operations - a global rolling mean mixes Apple's history with Tesla's. Every windowed statistic must be computed per symbol.

## The Problem

Features computed with global statistics bleed information across assets. A z-score computed over the full dataframe uses one symbol's volatility to normalize another. Worse, using `.mean()` on the full column leaks future data from late-arriving symbols into early rows.

## The Pattern

### WRONG
```python
import polars as pl

# Global statistics mix symbols and leak future
df = df.with_columns(
    mom_zscore=(pl.col("returns") - pl.col("returns").mean())
    / pl.col("returns").std()
)
```

### CORRECT
```python
import polars as pl

# Per-symbol rolling window - no cross-contamination, no lookahead
df = df.sort("symbol", "timestamp").with_columns(
    mom_zscore=(
        (pl.col("returns") - pl.col("returns").rolling_mean(504).shift(1))  # 504 ≈ 2 trading years
        / pl.col("returns").rolling_std(504).shift(1)
    ).over("symbol")
)
```

## Windowed Aggregations

Three window types, each with different use cases:

```python
…

Read the whole file at its exact version.

How to install

The exact contents, by fingerprint
mdr add ml4t/skills/ml4t-compute-features@sha256:1edc559800ab0333

The line at the top of this page pins the label git:20260901.c415df0, which is what most people want. This one pins the sha256 fingerprint of the contents instead, so it survives a label being moved. Either way the exact version is written to mdr.lock, and mdr install downloads and checks those contents again, so it installs them exactly or stops with an error.

Badge

mdr badge

[![mdr](https://markdownregistry.com/badge/art_gjcih6yh47i4m4wy.svg)](https://markdownregistry.com/a/art_gjcih6yh47i4m4wy)

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Versions

The registry has recorded 2 versions of this file, between May 28, 2026 and Sep 1, 2026, about one every 96 days.

versioncommittedcommitsizeaudit
git:20260901.c415df0 latest2026-09-01 c415df0 4,067 BA view · diff
git:20260528.303089e2026-05-28 303089e 4,073 BA view

Audit of the latest version

A  17 of 17 checks passed. Fixed automatic checks with no AI involved, so the same checks give the same answer every run.
  • pass: Frontmatter block present
  • pass: Frontmatter declares a name
  • pass: Frontmatter declares a description
  • pass: Size between 200 bytes and 200 KB (4067 bytes)
  • pass: No zero-width or bidi control characters
  • pass: No instruction hidden inside an HTML comment
  • pass: No link to an exfiltration or paste host
  • pass: No credential-shaped string
  • pass: No instruction to send local credentials anywhere
  • pass: No text hidden with inline styles
  • pass: No prompt-injection phrasing
  • pass: No curl or wget piped into a shell
  • pass: No recursive delete of root, home or parent
  • pass: No instruction to read or print local credentials
  • pass: No base64 blob over 200 characters
  • pass: No link to a raw IP address
  • pass: No script tag

Source

GitHub

ml4t/skills · 41 stars · license Apache-2.0 · pushed 2026-11-08 · branch main

API

GET https://markdownregistry.com/api/v1/artifacts/art_gjcih6yh47i4m4wy
GET https://markdownregistry.com/api/v1/resolve?ref=ml4t/skills/ml4t-compute-features
GET https://markdownregistry.com/api/v1/blob/1edc559800ab03336bb8a22e35edd605e0a512174fb1331fbf9fb40765f53328

Your AI assistant does the legwork. You hear about the deals worth your word. Hand yours the standing instructions at modelranch.com and it joins the network that reads files like this one.

Guides: the SKILL.md format and its required fields · what to check before you install a skill · how to pin a skill to an exact version · where to find agent skills · keeping a team on the same skills · which agent file does what.

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