APO 曼哈顿

Financial Market Data Analytics

Four Types of Data

Fundamental Data, Market Data,
Analytics, Alternative Data
Labeling

Fixed-Time Horizon Method,
Triple-BarrierMethod, Meta-Labeling
Sample Weights

Bagging Classifiers and Uniqueness
Fractionally Differentiated Features

Long Memory, Iterative Estimation,
Convergence

Four Types of Data

Fundamental Data, Market Data,
Analytics, Alternative Data

Labeling

Fixed-Time Horizon Method,
Triple-BarrierMethod, Meta-Labeling

Sample Weights

Bagging Classifiers and Uniqueness

Fractionally Differentiated Features

Long Memory, Iterative Estimation,
Convergence

Modelling

Ensemble Methods: Bootstrap Aggregation, Random Forest, Boosting, Bagging FeatureImportance Cross Validation and Tuning
Backtesting

“Even if your backtest is flawless, it is probably wrong.” – Marcos Lopez De Prado Backtesting through cross-validation、Backtesting on Synthetic Data、Backtest Statistics、Strategy Risk

Modelling

Ensemble Methods: Bootstrap Aggregation, Random Forest, Boosting, Bagging FeatureImportance Cross Validation and Tuning

Backtesting

“Even if your backtest is flawless, it is probably wrong.” – Marcos Lopez De Prado Backtesting through cross-validation、Backtesting on Synthetic Data、Backtest Statistics、Strategy Risk

Risk and Compliance Analytic

Anti-Money Launderingand Sanctions Compliance

Ultimate Beneficial Owner Identification Suspicious Transaction Monitoring Name Screening and NameManagementAlert Review and Case Investigation

Global Trade Analytics

> Trade Compliance > Customs Compliance > Product design-performance standards > Consumer Safety > Quota Management, Permit, Licenses > Security Screening, Patents, Labeling-Packaging > Export Control Compliance

> Trade Risk Management > Vessel Information > Voyage Timeline > Port calls > Vessel Events > Navigational Status, Delays, Accidents