frigid gazelle
I wonder why there is no sector data (https://www.fool.com/investing/stock-market/market-sectors/) in tournament data. I think it should be easily anonymizable with "int8" approach but with range 0-10 (assuming GICS taxonomy, of course there could be further slicing with subsectors). With this new 'sector' feature we could create new features based on old-ones (groupby sector per era and re-rank), this gives us a way to characterize eras, by features like: momentum (anonymized) for every sector (anonymized) .
If something is unclear, let me know and I will provide a specific example.
random dagger