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  1. replication-the-virtue-of-complexity-in-return-prediction replication-the-virtue-of-complexity-in-return-prediction Public

    Replication of https://ssrn.com/abstract=3984925

    Jupyter Notebook 13 5

  2. barrier-method barrier-method Public

    An expansion of the Triple-Barrier Method by Marcos López de Prado

    Jupyter Notebook 7