Showing results for prado
GitHub Repo
https://github.com/JackBrady/Financial-Machine-Learning
JackBrady/Financial-Machine-Learning
Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
GitHub Repo
https://github.com/fracdiff/fracdiff
fracdiff/fracdiff
Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado.
GitHub Repo
https://github.com/rubenbriones/Probabilistic-Sharpe-Ratio
rubenbriones/Probabilistic-Sharpe-Ratio
Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
GitHub Repo
https://github.com/emoen/Machine-Learning-for-Asset-Managers
emoen/Machine-Learning-for-Asset-Managers
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
GitHub Repo
https://github.com/markdregan/FreqAI-Marcos-Lopez-De-Prado
markdregan/FreqAI-Marcos-Lopez-De-Prado
Implementation of "Advances in Financial Machine Learning" quant trading strategies in python (building upon Freqtrade / FreqAI open source project)
GitHub Repo
https://github.com/fernandodelacalle/adv-financial-ml-marcos-exercises
fernandodelacalle/adv-financial-ml-marcos-exercises
Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado
GitHub Repo
https://github.com/philipperemy/fractional-differentiation-time-series
philipperemy/fractional-differentiation-time-series
As described in Advances of Machine Learning by Marcos Prado.
GitHub Repo
https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises
BlackArbsCEO/Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
GitHub Repo
https://github.com/rspadim/Adv_Fin_ML