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The tutorial begins by discussing the use of a common dataset, such as the SNP 500 index data, due to limited access to sophisticated datasets. The presenter explains that they will be starting with the basics and running through the presentation to set expectations. They mention the possibility of creating features from different datasets, such as momentum, price to value, sentiment data, etc. The focus is on future measuring and it is mentioned that using different datasets should work similarly, at least for measuring the future.
