GitHub - amrusnak/AdvancesInFinancialMachineLearning: Code from reading the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado

amrusnak / AdvancesInFinancialMachineLearning Public

Code from reading the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado

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Name		Name	Last commit message	Last commit date
Latest commit History 1 Commit
testFunc		testFunc
Backtesting on Synthetic Data .ipynb		Backtesting on Synthetic Data .ipynb
Backtesting.ipynb		Backtesting.ipynb
Bet Sizing.ipynb		Bet Sizing.ipynb
Ensemble Methods and Cross Validation.ipynb		Ensemble Methods and Cross Validation.ipynb
Feature Importance .ipynb		Feature Importance .ipynb
Financial Data Structures .ipynb		Financial Data Structures .ipynb
Fractionally Differentiated Features.ipynb		Fractionally Differentiated Features.ipynb
Hyper-Param Tuning with Cross Validation.ipynb		Hyper-Param Tuning with Cross Validation.ipynb
Sample Weights.ipynb		Sample Weights.ipynb