All the experimental answers for exercises from Advances in Financial Machine Learning by Dr Marcos López de Prado.

This book (A collection of research papers) can teach you necessary quant skills, the exercises provided in the book is a great way to ensure you will have a solid understanding of implementating quantitative strategy. From "A" to "Z".

At the same time, you might want to know that this is one of the graduate textbooks used in Cornell University for their Msc programe.

"Every successful investment strategy is always supported by an equally sound theory that is practical, you either prove with results or you prove the theory first.

Either way one will always lead to another."

— "Project Cauldrons"

The book itself teaches very rational methods to quantitative finance, most of the concepts (especially triple barriers/ bet sizing) can be cross-reference to other strategies types (not just mean-reversion) such as volatilities, trends.

Note

I'm using jesse as for source of data and hopefully to use for algo-trading platform. Some of the functionality of my code might use its functions.