MLFinLab is a python package based on the research of Dr. Marcos Lopez de Prado (QuantResearch.org) in his new books Advances in Financial Machine Learning, Machine Learning for Asset Managers, as well as various implementations from the Journal of Financial Data Science. This implementation started out as a spring board for a research project in the Masters in Financial Engineering programme at WorldQuant University and has grown into a mini research group called Hudson and Thames Quantitative Research (not affiliated with the university).
The following is the online documentation for the package: read-the-docs
A special thank you to our sponsors! If you would like to become a sponsor and help support our research, please sign up on Patreon.
- John B. Keown
- Roberto Spadim
- Zack Gow
- Jack Yu
- Егор Тарасенок
- Joseph Matthew
- Justin Gerard
- Jason Young
- Shaun McDonogh
- Christian Beckmann
- Jeffrey Wang
- Eugene Tartakovsky
- Ming Wu
- Richard Scheiwe
- Tianfang Wu
Please find all of the supporting documentation needed here: ReadTheDocs
We have recently opened access to our Slack channel to help form a community and encourage contributions.
Looking forward to hearing from you!
This project is licensed under an all rights reserved licence.
LICENSE.txt file for details.