Features for meta-labeling

BlackArbsCEO / Adv_Fin_ML_Exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

MIT License

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Features for meta-labeling #37

Open Despair2000 opened 4 years ago

Despair2000 commented 4 years ago

What are you guys using as features for the meta-labeling? So far I just have a list with financial indicators. Does anybody have a good idea what could add value?