Meta-Labeling: Solving for Non Stationarity and Position Sizing

https://hudsonthames.org/mlfinlab/

Meta-labeling is a technique first introduced by Dr. Marcos Lopez de Prado, which can be used to solve the problem of non-stationarity as well as provide position sizes. The core idea is to increase position sizes in the likelihood of a positive event and reduce the size as uncertainty increases.

* Does Meta Labeling Add to Signal Efficacy? https://hudsonthames.org/does-meta-labeling-add-to-signal-efficacy-triple-barrier-method/

* Meta Labeling (A Toy Example): https://hudsonthames.org/meta-labeling-a-toy-example/

Видео Meta-Labeling: Solving for Non Stationarity and Position Sizing канала Hudson & Thames