Introduction to "Advances in Financial Machine Learning" by Lopez de Prado

Machine learning is a buzzword often thrown about when discussing the future of finance and the world. You may have heard of neural networks solving problems in facial recognition, language processing, and even financial markets, yet without much explanation. It is easy to view this field as a black box, a magic machine that somehow produces solutions, but nobody knows why it works. It is true that machine learning techniques (neural networks in particular) pick up on obscure and hard to explain features, however there is more room for research, customization, and analysis than may first appear. Today we'll be discussing at a high level the various factors to be considered when researching investing through the lens of machine learning. The contents of this notebook and further discussions on this topic are heavily inspired by Marcos Lopez de Prado's book Advances in Financial Machine Learning.