Quantitative Finance
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Jacques Joubert
  • Member for 6 years, 5 months
  • Last seen more than a month ago
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About

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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Score Newest
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11
Volume or Dollar bars vs. volatility normalized and demeaned financial time series
Apr 1, 2019
answer
6
Why meta-labeling is is robust?
Jan 22, 2020
answer
5
Backtest overfitting - in-sample vs out-of-sample
Feb 1, 2020
answer
5
Machine learning techniques for quantitative finance?
Apr 1, 2019
answer
5
Calculate spread for pairs trading
Jan 29, 2016
answer
5
What machine learning method is more suitable for prediction of financial time series?
Apr 4, 2019
answer
4
How quants use ML models for stock market prediction
Apr 1, 2019
question
4
Information Driven Bars (Advances in Financial Machine Learning)
Apr 1, 2019
question
3
Reading List (Advanced Alpha Design)
Jul 12, 2019
answer
3
Defining an objective function for machine learning task of trading
Apr 3, 2019
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5
Pip install a whl on a private github repo?

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