meta-labeling

In this work, the application of the Triple-Barrier Method and Meta-Labeling techniques are explored using XGBoost to develop a sentiment-based trading signal for the S&P 500 stock market index. The results indicate that sentiment data possess predictive power; however, substantial work remains before a fully implementable strategy can be realized.

Advanced Financial Machine Learning Framework - Production-grade quant trading tools based on Lopez de Prado

End-to-end ML system for prediction market trading — 521K markets, 78 features, 7 model architectures, walk-forward validation, live VPS A/B across 7 configs. Honest research-stop on alpha decay (NO-GO verdict). AFML methodology: Purged K-Fold, Deflated Sharpe Ratio, meta-labeling, focal loss.

Systematic signal refinement framework using point-in-time data, triple-barrier labeling, calibrated ML models, and probability-aware portfolio construction.

Solo-built ML system for crypto perpetuals, live on real capital — microstructure features, leakage-resistant validation (CPCV/DSR), meta-labeling.

Implement robust backtesting using Marcos Lopez de Prado’s methods to reduce overfitting and improve live trading strategy reliability.

Leak-free decision-time meta-labeling: an honest take/skip evaluation harness with purged walk-forward CV, a beta benchmark, and a verdict that can say "no edge."

Implementation of the Lopez de Prado AFML toolchain end to end: dollar bars, fractional differentiation, triple-barrier and meta-labelling, purged and combinatorial-purged cross-validation, deflated Sharpe, wired to an OpenBB data layer and walk-forward backtester. No strategy result is claimed.

Proyecto académico exploratorio sobre features multimodales, XGBoost y validación walk-forward en EURUSD M15; limitaciones documentadas.

Leakage-aware financial ML pipeline using event-driven sampling, triple-barrier labeling, fractional differentiation, purged CV, XGBoost, meta-labeling, bet sizing, and backtesting.

Meridian Final — V2 Greeks + V3 auto desk + V4 meta-label, unified. Paper-first Indian multi-asset desk. Signals / Paper / auto-send. Kite disarmed. OpenAlgo optional.

LLM-augmented quant research loop: Claude proposes strategies, a leakage-controlled AFML harness (triple-barrier, purged CV) judges them, and deflated-Sharpe keeps the search honest. After López de Prado.