Quantitative Finance
Profile Activity
Meta user
Network profile
814
reputation
8
24

Jacques Joubert

Machine learning consultant with hedge fund experience. Currently building a python package mlfinlab based on the text book: Advances in Financial Machine Learning by Dr Marcos Lopez de Prado.

31
answers
3
questions
~31k
people reached

Communities (3)

Top network posts

We respect a laser-like focus on one topic.

Top tags (44)

Score 35
Posts 21
Posts % 62
Score 17
Posts 5
Score 11
Posts 4
Score 11
Posts 2
Score 8
Posts 3
Score 6
Posts 3
View all tags →

Top posts (34)

All Questions Answers
Votes Newest
10 Volume or Dollar bars vs. volatility normalized and demeaned financial time series Apr 1 '19
5 Machine learning techniques for quantitative finance? Apr 1 '19
4 How quants use ML models for stock market prediction Apr 1 '19
4 Calculate spread for pairs trading Jan 29 '16
4 What machine learning method is more suitable for prediction of financial time series? Apr 4 '19
4 Why meta-labeling is is robust? Jan 22 '20
4 Backtest overfitting - in-sample vs out-of-sample Feb 1 '20
3 Defining an objective function for machine learning task of trading Apr 3 '19
3 Information Driven Bars (Advances in Financial Machine Learning) Apr 1 '19
3 Reading List (Advanced Alpha Design) Jul 12 '19
View all questions and answers →

Badges (32)

Gold

—

Silver

8

Rarest

Bronze

24

Rarest

View all badges →

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.