Capital Allocation & Risk Management via “Meta-Labeling”

The software uses machine learning models to determine the Probability of Profit for a trade, plus it can allocate capital and manage risks accordingly. This quantamental strategy applies machine learning to help discretionary or fundamental investment managers quantify and systematize their ideas, factors, and knowledge, all without the necessity of disclosing the fundamental strategy to a consultant.

For more information on this topic, see Dr. Chan’s Quant World Canada talk, Toronto, November, 2018.

*Meta-labeling is a term coined by Dr. López de Prado in his book “Advances in Financial Machine Learning”.