Study note

Advances in Financial Machine Learning

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Type: Books
Status: 想读
Domain: Quant
Category: 量化交易、算法交易与机器学习
Source: book.douban.com
Vault note: library/books/quant/Advances-in-Financial-Machine-Learning-3e4673e846695c1d.md

Advances in Financial Machine Learning 关注量化策略研究、机器学习信号、回测流程、算法交易和实盘化约束。

适合把数据科学方法接入交易研究，同时提醒读者关注过拟合、交易成本和样本外验证。

Marcos Lopez de Prado；2018-2-22。

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