Advances in Financial Machine Learning A source page for quotes linked to Marcos Lopez de Prado. 0 quotes
“Dollar bars are formed by sampling an observation every time a pre-defined market value is exchanged. Of course, the reference to dollars is meant to apply to the currency in which the security is denominated, but nobody refers to euro bars, pound bars, or yen bars (although gold bars would make for a fun pun).” Joke Book:Advances in Financial Machine Learning Source: Advances in Financial Machine Learning