6 thoughts on “Combinatorial Purged Cross-Validation Explained

  1. Hi Colton. How Are you? Thanks for sharing your knowledge.
    I was wondering if you might share your CPCV python code please.
    I´m working in a college homework. I´m trying to work this out and implement CPCV in my code but It´s not working.


  2. Hi Colton, great piece on Prado’s CPCV, clear and concise! As someone deeply interested in the financial markets and learning python on my own, I am trying to get this to work but to no avail. Any possibility in gaining access to the code via a github repository or email. Kind regards, Dom.


  3. Very nice Colton! Very clear explanation of the censored cross-validation approach. It’s good to clarify too that it wasn’t De Prado who invented the technique.


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