Machine-Learning-for-Asset-Managers
Asset Manager toolkit
Implementation of code snippets and exercises from Machine Learning for Asset Managers, focusing on clustering, correlation, density, eigenvalue, and machine learning.
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
495 stars
11 watching
169 forks
Language: Python
last commit: over 1 year ago
Linked from 1 awesome list
clusterscorrelationdensityeigenvaluemachine-learning
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