Quantitative Finance
Jacques Joubert
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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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10
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
5
What machine learning method is more suitable for prediction of financial time series?
Apr 4 '19
5
Why meta-labeling is is robust?
Jan 22 '20
4
Backtest overfitting - in-sample vs out-of-sample
Feb 1 '20
4
Calculate spread for pairs trading
Jan 29 '16
4
How quants use ML models for stock market prediction
Apr 1 '19
3
Information Driven Bars (Advances in Financial Machine Learning)
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

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