afml-book-skill

Apply and audit Marcos López de Prado's financial machine learning workflow. Use for event-based bars, triple-barrier/meta-labeling, uniqueness weights, fractional differentiation, purged and embargoed cross-validation, feature importance, hyperparameter tuning, bet sizing, backtest-overfitting controls, PSR/DSR, HRP, structural breaks, entropy, market microstructure, or scalable quant research. Ground answers in the supplied 2018 book synthesis and distinguish source claims from current evidence.