Financial-Machine-Learning

Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado

About

This notebook explores many of the concepts presented in the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado.

I read de Prado's book and created this notebook a while back with the goal being to get a good understanding of how ML was being applied in the financial space and the many domain specific challenges that come along with it.

Additionally, I wanted to put all the code and concepts from the book together into a full project for my own reference as well as for anyone reading the book looking for a helpful resource.

The corresponding code, data, and list of features are provided in the repo and also linked to in the notebook.