Goal: Implement trading strategies described in "Advances in Financial Machine Learning" building upin FreqAI / Freqtrade open source project.
- Look in FreqAI-Marcos-Lopez-De-Prado/freqtrade/litmus/
- FreqAI-Marcos-Lopez-De-Prado/user_data
- FreqAI-Marcos-Lopez-De-Prado/user_data/strategies/LitmusSimpleStrategy.py
- No longer being developed. Sharing here in case helpful for others.