Notes to Self
Notes from Advances in Financial Machine Learning: Labelling Financial Data - Work in Progress
Machine Learning
Python
Quantitative Finance
Chapter Notes
Author: M. L. De Prado
This is the second of a series of blog posts summarising chapters from Advances in Financial Machine Learning by Marcos Lopez de Prado. These notes are concerned with ways to label financial data for machine learning applications.…
Notes from Advances in Financial Machine Learning: Dealing With Multi-Product Series
Machine Learning
Python
Quantitative Finance
Chapter Notes
Author: M. L. De Prado
Content income. This post exists for planning purposes.
Notes from Quantitative Portfolio Management: Market Data - Work in Progress
Quantitative Finance
Chapter Notes
Author: M. Isichenko
I summarise and try to implement, in code, the concepts that Michael Isichenko discusses in his book, Quant…
Notes from Advances in Financial Machine Learning: Data Bars and Sampling
Machine Learning
Python
Quantitative Finance
Chapter Notes
Author: M. L. De Prado
This is my first of a series of blog posts summarising chapters from Advances in Financial Machine Learning by Marcos Lopez de Prado. In this learning expedition I try to summarise Lopez de Prado’s explanations of financial data structures. This post focuses on data bars and how to construct the various…
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