Converts a stream of data into bars of various types in line with ML De Prado - Advances in Financial Machine Learning. Extracts extra information from these bars.
Converts a stream of data into bars of various types in line with ML De Prado - Advances in Financial Machine Learning. Extracts extra information from these bars.
Converts a stream of data into bars of various types in line with ML De Prado - Advances in Financial Machine Learning. Extracts extra information from these bars.
Converts a stream of data into bars of various types in line with ML De Prado - Advances in Financial Machine Learning. Extracts extra information from these bars.
MIT License