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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9 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 Calculate spread for pairs trading Jan 29 '16
4 How quants use ML models for stock market prediction Apr 1 '19
4 What machine learning method is more suitable for prediction of financial time series? Apr 4 '19
4 Backtest overfitting - in-sample vs out-of-sample Feb 1
3 Defining an objective function for machine learning task of trading Apr 3 '19
3 Reading List (Advanced Alpha Design) Jul 12 '19
2 Information Driven Bars (Advances in Financial Machine Learning) Apr 1 '19
2 Detect pattern from OHLC data in Python Jul 9
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