Your question is Signal Research and Backtesting Methods. Take a moment with it on the right.
Talk me through your thinking if you like. When you're confident, submit your answer and I'll grade it like a real screen (7/10 or better passes).
What methods would you use for signal research and backtesting?
Discuss how you would transform raw market data into candidate features, select and validate predictive models, prevent look-ahead and survivorship bias, and assess whether a signal is economically useful after costs. Include a practical implementation outline and explain which statistical and portfolio metrics you would report.
