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Quantitative Finance
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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.

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Top posts (16) All Questions Answers | Votes Newest

4 Calculate spread for pairs trading Jan 29 '16
2 Defining an objective function for machine learning task of trading Apr 3
2 Information Driven Bars (Advances in Financial Machine Learning) Apr 1
1 Detect trend of an index Apr 16
1 What machine learning method is more suitable for prediction of financial time series? Apr 4
1 Assessing goodness of a Technical Trading Rule using a ROC model Apr 4
1 Volume or Dollar bars vs. volatility normalized and demeaned financial time series Apr 1
1 Machine learning techniques for quantitative finance? Apr 1
1 How quants use ML models for stock market prediction Apr 1
0 How to normalize technical indicators for machine learning? Apr 1
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