Hudson & Thames

Financial Data Structures in Financial Machine Learning: Futures Roll

An Overview of Financial Data Structures

Financial Data Structures: Tick, Volume, and Dollar Bars

Financial Data Structures: Information Driven Bars (Run and Imbalance)

Financial Data Structures Workshop

Summary of Financial Data Structures

An Overview of Labeling Techniques

Labelling Techniques in Trading: Triple-Barrier and Meta-Labelling

Optimal Trading Rules Detection with Triple Barrier Labeling

Trend-Scanning Labels

Labelling Techniques in Trading: Filters and Fixed Time

Tail-Set Labels

Advanced Pairs Trading: Intro to the Copula Approach

Advanced Pairs Trading: The Pearson Distance Approach

Portfolio Optimization Workshop

Pairs Trading: The Cointegration Approach and Minimum Profit Optimization

L&L Ep.3: High Performance Python - Iterators and Generators

Quantitative Research Process - Best Practices

L&L Ep.2: High Performance Python - Lists and Tuples

Advanced Pairs Trading: Sparse Mean Reversion Portfolio Selection

Advanced Pairs Trading: Kalman Filters

Modelling: Sample Weights