# Who is Marcos Lopez de Prado?

### From **battle of the quants:**

- Stochastic Flow Diagrams
- The Topology of Macro Financial Flows: An Application of Stochastic Flow Diagrams
- The Volume Clock: Insights into the High Frequency Paradigm
- The Probability of Backtest Overfitting
- Advances in High Frequency Strategies
- Low-Frequency Traders in a High-Frequency World: A Survival Guide
- VPIN and the Flash Crash: A Comment
- Balanced Baskets: A New Approach to Trading and Hedging Risks
- Optimal Execution Horizon
- Kinetic Component Analysis
- The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest Overfitting and Non-Normality
- Optimal Risk Budgeting under a Finite Investment Horizon