This is implementation of book AFML
(Advanced ML for Finance by Marcos López de Prado)
Code is merged and modified from
https://github.com/hudson-and-thames/mlfinlab
https://github.com/jjakimoto/finance_ml
This is implementation of book AFML
(Advanced ML for Finance by Marcos López de Prado)
Code is merged and modified from
https://github.com/hudson-and-thames/mlfinlab
https://github.com/jjakimoto/finance_ml