categorical-feature-encoding-for-instrument-identity SKILL.md skillA
categorical-feature-encoding-for-instrument-identity from himanshuj16/algo-trading-skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add himanshuj16/algo-trading-skills/categorical-feature-encoding-for-instrument-identity@v2.0.0Pins v2.0.0 in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- himanshuj16/algo-trading-skills
- Path
skills/categorical-feature-encoding-for-instrument-identity/SKILL.md- Versions recorded
- 5
- Latest version
- v2.0.0, committed Sep 3, 2026
- First version recorded
- Jul 30, 2026
- Size
- 9,106 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when a cross-sectional model needs to know which instrument a row belongs to and the symbol column has hundreds or thousands of levels; smoothed target encoding computed out-of-fold, instead of one-hot columns that are almost all zero.
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
## When to Use Invoke this skill when a cross-sectional model — one that ranks or scores many instruments at the same timestamp — needs to know *which* instrument a row belongs to, and the symbol column has hundreds or thousands of distinct values. One-hot encoding a 3,000-name universe adds 3,000 near-empty columns; label encoding (AAPL=0, ABBV=1, …) invents an ordering that a tree model will happily split on. Target encoding replaces the symbol with one number: a shrinkage blend of that symbol's own historical target mean and the global historical target mean. The reason this needs a skill rather than a one-liner is that target encoding is constructed *from the labels*, so a careless implementation is a leakage machine. The `PointInTimeTargetEncoder` in `scripts/` restricts every row's encoding to observations that were already realized at that row's timestamp, and preserves the caller's row order and index so the resulting feature cannot silently misalign against those labels. ## When NOT to Use - **Low-cardinality identity features.** Sector, exchange, or currency with a handful of levels are better one-hot encoded: the sparsity argument does not apply, and target …
Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/categorical-feature-encoding-for-instrument-identity@sha256:69279e66b2acfbd7The line at the top of this page pins the label v2.0.0, 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.
[](https://markdownregistry.com/a/art_vgljrrg3bphhqlu5)
2 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 5 versions of this file, between Jul 30, 2026 and Sep 3, 2026, about one every 9 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| v2.0.0 latest | 2026-09-03 | 8527a51 | 9,106 B | A | view · diff |
| v2.0.0 | 2026-09-03 | 64e8b01 | 9,252 B | A | view · diff |
| v2.0.0 | 2026-08-22 | 3ed130d | 9,335 B | A | view · diff |
| v1.0.0 | 2026-08-07 | 89d1436 | 2,917 B | A | view · diff |
| v1.0.0 | 2026-07-30 | dfc60c7 | 2,915 B | A | view |
Audit of the latest version
- pass: Frontmatter block present
- pass: Frontmatter declares a name
- pass: Frontmatter declares a description
- pass: Size between 200 bytes and 200 KB (9106 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
himanshuj16/algo-trading-skills · 50 stars · license Apache-2.0 · pushed 2026-09-14 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_vgljrrg3bphhqlu5 GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/categorical-feature-encoding-for-instrument-identity GET https://markdownregistry.com/api/v1/blob/69279e66b2acfbd72eaa85343c64dafe0428f38fec77687a68ef5ae1850997c2
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.