Explore @hudson-and-thames Open Source projects

Hudson and Thames Quantitative Research (@hudson-and-thames)

hudson-and-thames

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4,839
Global Org. Rank 4,712 (Top 2 %)
Registered over 5 years ago
Most used languages

Jupyter Notebook
61.5 %

Python
23.1 %

CSS
7.7 %

JavaScript
7.7 %
Location 🇺🇸 United States
Country Total Rank 2,807
Country Ranking

Python
367

Jupyter Notebook
621

mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

arbitragelab

ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.

portfoliolab

PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.

backtest_tutorial

Jupyter Notebook

meta-labeling

Code base for the meta-labeling papers published with the Journal of Financial Data Science

Jupyter Notebook

arbitrage_research

Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.

Jupyter Notebook

SecondBrain

oct_applications

Applications to the apprenticeship program, October 2020.

Jupyter Notebook

march_applications_21

Skillset Challenge for the Apprenticeship Program

Jupyter Notebook

example-notebooks

Jupyter Notebook

research_public

Notebooks based on financial machine learning.

june_applications_21

Skillset Challenge for the Apprenticeship Program, June 2021.

Jupyter Notebook

definitive_guide_to_pairs_trading

guide_to_modern_portfolio_optimization

interview_april

Interview question for the jr Data Science / Machine Learning Engineer.

hudsonthames-sphinx-theme

Sphinx theme for Hudson and Thames documentation

a-practitioners-guide-to-the-ONC-algorithm

Code base for the practitioner's guide to the ONC algorithm paper published with the Journal of Financial Data Science

Jupyter Notebook

oct_applications_21

Applications to the apprenticeship program, October 2021.

mlfinlab-quickstart