BlackArbsCEO Adv_Fin_ML_Exercises issues

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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Optimum way of Scaling for LSTM Regressor?

#33 Baynez opened 5 years ago
0
How useful are Featrues(but Time & Price itself) in LSTM deep Learning for Trading ?

#32 Baynez opened 5 years ago
6
Tick, Volume

#31 wingmor99 opened 5 years ago
1
Problem 1.7 on pitfalls of Sharpe ratio

#30 adamny opened 5 years ago
3
Question: Chapter 16

#29 jmelo11 opened 5 years ago
0
getWeights_FFD is incomplete!

#28 mdalvi opened 5 years ago
1
Meta-labelling

#27 PeterAVG opened 5 years ago
24
Exercices

#26 rspadim opened 5 years ago
1
Speed improvements for sampling

#25 feribg opened 5 years ago
2
Ch3 Notebook: Trend Follow Strategy

#24 Jackal08 closed 5 years ago
2
Ch3 Notebook: Random Forest Model

#23 Jackal08 closed 5 years ago
1
Ch3 Notebook: Adjust the getBins function

#22 Jackal08 closed 5 years ago
1
Solution of the exercises 6 and 7 - chapter 04

#21 mccarv closed 5 years ago
0
clean_IVE_fut_prices.parquet is not provided.

#20 Gabrielvon closed 5 years ago
1
Possible problem in main_mp/sequential bootstrap code

#19 mehmetdilek closed 5 years ago
0
Can anyone please help me to explain 'meta-labelling' in the most understandable form ?

#18 Chetanbuye12 opened 5 years ago
7
sys.path is being populated with all directories and files below src

#17 ianxtreem closed 5 years ago
1
FracDiff for -d values

#16 jmelo11 opened 5 years ago
1
Other repository with snippets

#15 rspadim opened 5 years ago
1
getTEvents: why abs() in diff = np.log(gRaw).diff().dropna().abs()?

#14 WongYatChun closed 5 years ago
2
Add notebook to plot OOS equity curve with Bollinger strategy

#13 lionelyoung opened 6 years ago
5
Add Jupyter requirements for Labeling notebook

#12 lionelyoung closed 6 years ago
0
Run getEvents in single-threaded mode on Windows

#11 lionelyoung closed 6 years ago
0
Equity Curve and Live Trading

#10 lionelyoung closed 6 years ago
1
Bars notebook - possible corrections

#9 gahobbsau opened 6 years ago
5
where the top data directory?

#8 wuyunhua closed 6 years ago
2
Error in getTEvents

#7 tmorgan4 closed 5 years ago
7
Issue with function getEvents

#6 Chetanbuye12 closed 6 years ago
5
Issue with "getDailyVol" function

#5 Chetanbuye12 closed 6 years ago
1
Question about applyPtSlOnT1

#4 ivan-vasilev closed 6 years ago
3
Mistakes in crossing moving averages

#3 ptegelaar closed 6 years ago
1
Tick Bars

#2 durana closed 6 years ago
2
questions about volume imbalance bar implementation

#1 mysl closed 6 years ago
34