In this paper we propose a methodology for selecting the most discriminative features in a set for online signature verification. We expose the difference in the definition of class between signature verification and other pattern recognition tasks, and extend the classical Fisher ratio to make it more robust to the small sample sizes typically found when dealing with global features and client enrollment time constraints for signature verification systems. We apply our methodology to global and local features extracted from a 50-users database, and find that our criterion agrees better with classifier error rates for local features than for global features. We discuss the possibility of performing feature selection without having forgery data available.