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 (23) All Questions Answers | Votes Newest

4 Calculate spread for pairs trading Jan 29 '16
3 Volume or Dollar bars vs. volatility normalized and demeaned financial time series Apr 1
2 Information Driven Bars (Advances in Financial Machine Learning) Apr 1
2 Reading List (Advanced Alpha Design) Jul 12
2 Defining an objective function for machine learning task of trading Apr 3
2 Building a semi-discretionary system Jul 17
2 Optimization of Take-Profit and Stop-Loss Aug 7
1 Random Forests - Trees vs Predictors Jul 16
1 Why do we need event-driven backtesters? Jul 24
1 What machine learning method is more suitable for prediction of financial time series? Apr 4
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