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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?

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The following presentations will shed some light:

  1. Class notes from Cornell: Lopez de Prado
  2. Ernie Chan's presentation of Meta-Labelling
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