Compare Models for One-Minute and Five-Day Stock Returns

How would you model a one-minute stock return differently from a five-day stock return? Explain your reasoning from target definition through features, validation, and use of the prediction. ### Clarifying Questions Define the return convention, prediction timestamp, universe, available data, and whether the output is a point estimate, distribution, or ranking. No trading strategy, dataset, latency budget, or performance claim is supplied. Discuss design tradeoffs without assuming that a particular feature has predictive power. ### What a Strong Answer Covers Horizon-aligned labels and features, information availability, sampling and overlapping labels, time-based evaluation, operational latency, uncertainty, and costs if predictions are used in a strategy. ### Follow-up Questions - Why can a random train/test split be misleading for either horizon? - How would overlapping five-day labels affect evaluation and uncertainty estimates?