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Jacques Joubert
  • Member for 6 years, 5 months
  • Last seen more than a month ago
11 votes
Accepted

Volume or Dollar bars vs. volatility normalized and demeaned financial time series

6 votes

Why meta-labeling is is robust?

5 votes
Accepted

Backtest overfitting - in-sample vs out-of-sample

5 votes

Machine learning techniques for quantitative finance?

5 votes

Calculate spread for pairs trading

5 votes

What machine learning method is more suitable for prediction of financial time series?

4 votes

How quants use ML models for stock market prediction

3 votes

Defining an objective function for machine learning task of trading

3 votes

Optimization of Take-Profit and Stop-Loss

2 votes

Dollar bars in Advances in Financial Machine Learning book

2 votes

Forget Kelly, forget fractional sizing. Where is the general theory?

2 votes

Detect pattern from OHLC data in Python

2 votes

Building a semi-discretionary system

2 votes

Why do we need event-driven backtesters?

1 vote
Accepted

Random Forests - Trees vs Predictors

1 vote

Fama French Three Factor Model: How do I get the risk premia?

1 vote

Assessing goodness of a Technical Trading Rule using a ROC model

1 vote

Detect trend of an index

1 vote

How to normalize technical indicators for machine learning?

1 vote
Accepted

Classifying groups of stocks beyond Market Cap/Industry/Sector

1 vote
Accepted

How can I approximate Dollar Bars from Minute Data instead of Tick Data?

1 vote
Accepted

How to use neural network for technical analysis?

1 vote
Accepted

Labeling and excluding specific market conditions

1 vote
Accepted

Flexible horizon in Triple Barrier Method

1 vote

Random Forest on financial time-serie?

0 votes

Appropriate Encoding for Stock Technical Indicators ? RSI

0 votes

Which close price should we use for machine learning?

0 votes

Combining Quantitative data with fundamental data

0 votes

Any research on label/target variable design for ML training?

0 votes
Accepted

Extract market features to decide when to deploy or stop strategies