4 ms·
I recommend anything by Marcos López de Prado: https://quantresearch.org/ https://quantresearch.org/ He has written a book and published several articles on f
by antiviral 3y ago
I recommend anything by Marcos López de Prado:
https://quantresearch.org/ https://quantresearch.org/
He has written a book and published several articles on financial machine learning, including what to look for,how to avoid overfitting, in detail, and done so far better than I've seen elsewhere.
Good luck!
- ironSkillet 3y agoThe guy might be smart and write popular textbooks, but he has not successfully managed real money over an extended period of time as far as I can tell. He "left" Guggenheim after his algos were basically found to be crossing trades with the firm, and he "left" AQR after it was determined that he essentially brought nothing new to the table.