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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
arbitrage_research
Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.meta-labeling
Code base for the meta-labeling papers published with the Journal of Financial Data ScienceSecondBrain
oct_applications
Applications to the apprenticeship program, October 2020.march_applications_21
Skillset Challenge for the Apprenticeship Programexample-notebooks
research_public
Notebooks based on financial machine learning.june_applications_21
Skillset Challenge for the Apprenticeship Program, June 2021.guide_to_modern_portfolio_optimization
definitive_guide_to_pairs_trading
interview_april
Interview question for the jr Data Science / Machine Learning Engineer.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 Sciencemlfinlab-quickstart
hudsonthames-sphinx-theme
Sphinx theme for Hudson and Thames documentationLove Open Source and this site? Check out how you can help us