Financial Machine Learning Part 0: Bars

Recently, I got my copy of Advances in Financial Machine Learning by Marcos Lopez de Prado. Lopez de Prado is a renowned quant researcher who has managed billions throughout his career. The book is an amazing resource to anyone interested in data science and finance, and it offers valuable insights into how advanced predictive techniques are applied to financial problems. This post is the first of a series dedicated to applying the approaches introduced by Lopez de Prado to real (and occasionally, synthetic) datasets. My hope is that by writing these posts I can solidify my understanding of the material and share some lessons learned along the way. Without further ado, let's proceed to the main subject of this post: bars.