Amazing article, I am currently working my way through and trying to gather as much info as possible. You mention a chapter from Advances in Financial Machine Learning about the dollar, ticks, etc. I have a PDF of the book but I can't seem to find that chapter, do you happen to remember what number the chapter was?
Amazing article, I am currently working my way through and trying to gather as much info as possible. You mention a chapter from Advances in Financial Machine Learning about the dollar, ticks, etc. I have a PDF of the book but I can't seem to find that chapter, do you happen to remember what number the chapter was?
It should be right after the intro chapter. It’s right before the triple barrier method I believe.
I found it, thank you 🙏 now time to tackle some papers and books
Slay sir 🔥