Shypd.aiThe largest open index of AI toolsMachine-Learning-for-Asset-Managers is an Open Source tool that provides code implementations for machine learning concepts in asset management. It includes exercises and applications to live data from Prof. Marcos López de Prado's book.
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Machine-Learning-for-Asset-Managers is an open-source GitHub repository offering practical implementations of code snippets and exercises from the book 'Machine Learning for Asset Managers' by Prof. Marcos López de Prado. This resource is designed for individuals looking to apply machine learning techniques to financial data, specifically within asset management. It covers topics such as denoising and detoning, distance metrics, optimal clustering, financial labeling methods like triple-barrier and trend-scanning, feature importance analysis, and portfolio construction techniques including Hierarchical Risk Parity (HRP) and Nested Clustered Optimization (NCO). The repository serves as a learning aid, allowing users to explore and replicate the book's concepts with real-world data.
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