Practice Machine learning

Find the leakage in a backtest

Easy+10 pointsAbout 30 minutesMachine learning

UsesMachine Learning 1.1 The ML workflow in finance Machine Learning 1.2 Data, features and labels

Coming soon

Find the ways future information leaks into a feature set, fix them, and measure the honest score.

This problem opens with Machine Learning for Finance. It draws on the modules below.

Machine Learning 1.1 The ML workflow in finance (coming soon)
Machine Learning 1.2 Data, features and labels (coming soon)