I did this project as one of the parts from a Python test for my Master's degree. The objective was to practice the treatment of financial time series.
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Jan 11, 2023 - Jupyter Notebook
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triple-barrier-labeling
Here are 3 public repositories matching this topic...
Systematic signal refinement framework using point-in-time data, triple-barrier labeling, calibrated ML models, and probability-aware portfolio construction.
machine-learning time-series lightgbm momentum quantitative-finance backtesting probability-calibration triple-barrier-labeling quant-research meta-labeling systematic-strategies point-in-time-data
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Apr 17, 2026 - Python
Order‑book liquidity feature engineering + SHAP analysis (XGBoost) with Triple‑Barrier labels; reads OHLCV & depth from SQLite and saves plots to docs/images.
trading lob feature-engineering volatility orderbook shap triple-barrier-labeling feature-importance-analysis
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Sep 30, 2025 - Python
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