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In this video I highlight the often overlooked (I know I did) Generate Attribute operator to create trading rules. This operator is not just applicable to financial data but to any data set where you want to transform and create new attributes "on the fly."
No sooner did I post this video that I received a notification of a new post at the Rapid-I blog about this operator. They're going to extend nominal values in the Generate Attribute operator in Rapidminer 5.1.