Study note for the book by MarCos Lopez De Prado
Chapter 2: Financial Data Structures.
Chapter 3: Labeling.
Chapter 4: Sample Weights.
Chapter 5: Fractionally Differentiated Features.
Chapter 6: Ensemble Methods.
Chapter 7: Cross-Validation in Finance.
Chapter 8: Feature Importance.
Chapter 9: Hyper-Parameter Tuning with Cross-Validation.
Chapter 10: Bet Sizing.
Chapter 11: The Dangers of Backtesting.
Chapter 12: Backtesting through Cross-Validation.
Chapter 13: Backtesting on Synthetic Data.
Chapter 14: Backtest Statistics.
Chapter 15: Understanding Strategy Risk.
Chapter 16: Machine Learning Asset Allocation.
Chapter 17: Structural Breaks.
Chapter 18: Entropy Features.
Chapter 19: Microstructural Features.
Chapter 20: Multiprocessing and Vectorization.
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