H-BarrioMar 23, 2021DataFrame-Ready Implementation for Triple Barrier LabelsWe will continue adapting the methods presented in Marcos Lopez de Prado. 2018. Advances in Financial Machine Learning (1st. ed.). Wiley...
H-BarrioMar 16, 2021Stock Price Fractional Differentiation: Best Fraction FinderThis post extends the code for our interpretation of the fractional differentiation calculation methods presented in Marcos Lopez de...
H-BarrioMar 9, 2021A DataFrame-Ready Implementation for Standard Fractional DifferentiationIf there is momentum, take advantage of it. Our previous posts on fractional differentiation have surged in visits in the past weeks, so...
H-BarrioMar 8, 2021Tampering with Universes: Correction and ImprovementIn our previous post regarding a flexible universe selection, we presented a more flexible universe selection model. The results we...