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 (27) 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 '19
3 Reading List (Advanced Alpha Design) Jul 12 '19
3 Defining an objective function for machine learning task of trading Apr 3 '19
3 What machine learning method is more suitable for prediction of financial time series? Apr 4 '19
2 Machine learning techniques for quantitative finance? Apr 1 '19
2 Information Driven Bars (Advances in Financial Machine Learning) Apr 1 '19
2 Building a semi-discretionary system Jul 17 '19
2 Optimization of Take-Profit and Stop-Loss Aug 7 '19
1 Labeling and excluding specific market conditions Oct 25 '19
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