With all due respect, I saw this technique in the book , Advances in financial machine learning, but I found that it acts like a filter for the trades only. And it seems doing the job of overfitting past data by filtering out those bad trades ... I just don't get it why meta labeling could give a realistic help... could someone help me on the topic please?


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.