financial-machine-learning

Implementation of financial machine learning methods from Marcos Lopez de Prado. For most of the methods I did the visualization with plotly which were not given in the code snippets given in the books. In addition I sometimes included mathematics and explanation from the references mixed with own notes. Have fun exploring the methods from de Prado's books!

Project Structure:

• AIFML: Code Snippets from Advances in Financial Machine Learning
• MLFAM: Code Snipptes from Machine Learning for Asset Managers

How to run in dev container

1. If running on windows you need docker desktop
2. Build dev container from dockerfile (automatically installs dependencies)
3. Maybe you need to select the python image as kernel for jupyter notebooks

How to run else

1. install requirements

pip install -r requirements.txt

2. figure out any errors by yourself (I used python 3.9.12)

References

• [1] Marcos Lopez de Prado. Advances in Financial Machine Learning. Wiley, 2018.
• [2] Marcos Lopez de Prado. Machine Learning for Asset Managers. Cambridge University Press, 2020. https://doi.org/10.1017/9781108883658