Advances in Financial Machine Learning book cover by Marcos López de Prado
Book

Advances in Financial Machine Learning

Marcos López de Prado

No community ratings yet

Advances in Financial Machine Learning is Marcos López de Prado's technical book on applying machine learning to financial data without fooling yourself. ChartClub lists the 2018 Wiley edition. The math does not create a trading edge by itself.

ChartClub editorial

This assessment is ChartClub's. It is not the community star rating.

Listed in the ChartClub Directory.

Listing facts checked 2026-10-10.

Author
Marcos López de Prado
Publisher
Wiley
Year
2018
Pages
400

Key takeaways

  • The book is for readers who already know statistics and code.
  • Its main warning is false discovery in financial research.
  • A careful model is not a claim of future profit.
Wiley dates ISBN 978-1-119-48208-6 to February 2018, 400 pages. López de Prado writes for readers who already know statistics and code. The useful warning in the book is about leakage, false discoveries, and backtests that look good because the research was done badly. ChartClub files it as a process book for systematic research. It is not a strategy to copy, and it is not a beginner machine-learning course. A model that passes the tests in the text can still lose money once costs, capacity, and a new regime show up. Use it to raise the standard of a backtest. Do not use it as proof that financial machine learning pays.

Tags

  • machine-learning
  • quantitative-trading
  • backtesting

Community reviews

Member ratings are separate from ChartClub's editorial assessment.

No community ratings yet

No approved community reviews yet.

    Related

    All books