Questions tagged [purging]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
0
votes
1answer
55 views

How to use 'purging' in predicting stock price tomorrow based on information today?

Q1. How to create an 'overlap' when we predict a stock price tomorrow based on information today? According to the book 'Advances in Financial Machine Learning' written by Marcos Lopez de Prado, the ...