[P] Most ML problems aren't modeling problems. They're dataset problems.

Hey guys! 1st time posting here so if im breaking any rules, i apologize in advance. Basically i've been working as an MLE in finance for about 2 years or so, and over all this time i kept bumping into the same issues. build a forecasting model get amazing metrics deploy it and boom nothing makes sense, it completely underperforms. This cycle kept going on and on and on, until i decided that enough was enough and started to dig into the "whys". It took me way too long to realize we were optimizing for the wrong thing.