Detect False Investment Strategies
slavakurilyak opened this issue · comments
Goal
As a developer, I want to detect false investment strategies, so that I can prevent an industrywide problem.
Inspiration
"Most investment strategies uncovered by practitioners and academics are false." -Marcos Lopez de Prado (Detection of False Investment Strategies Using Unsupervised Learning Methods, 2018)
Source: New frontiers: Marcos Lopez de Prado on Machine Learning for finance, 2018