{"id":13449728,"url":"https://github.com/hudson-and-thames/mlfinlab","last_synced_at":"2025-05-14T18:03:01.970Z","repository":{"id":37663347,"uuid":"170544934","full_name":"hudson-and-thames/mlfinlab","owner":"hudson-and-thames","description":"MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools. 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To achieve that, every module comes with a number of example notebooks \nwhich include detailed examples of the usage of the algorithms. Our goal is to show you the whole pipeline, starting from \nimporting the libraries and ending with strategy performance metrics so you can get the added value from the get-go.\n\n\u003cdiv align=\"left\"\u003e\n   \u003ca href=\"https://portal.hudsonthames.org/sign-in\"\u003e\n   \u003cimg src=\"https://hudsonthames.org/wp-content/uploads/2021/11/purchase_mlfinlab_v2.png\" height=\"100px\" \n   style=\"margin-left: auto; margin-right: auto; display:inline-block;\"\u003e\n   \u003c/a\u003e\n   \u003ca href=\"https://hudsonthames.org/\"\u003e\n   \u003cimg src=\"https://hudsonthames.org/wp-content/uploads/2021/11/website_link_m.png\" height=\"100px\"\u003e\n   \u003c/a\u003e\n   \u003ca href=\"https://www.youtube.com/channel/UC8hI87gt0dmTAIEupEcsckA\"\u003e\n   \u003cimg src=\"https://hudsonthames.org/wp-content/uploads/2021/11/youtube_mlfinlab.png\" height=\"100px\"\u003e\n   \u003c/a\u003e\n\u003c/div\u003e\n\n\n### Included modules:\n\n- Backtest Overfitting Tools\n- Data Structures\n- Labeling\n- Sampling\n- Feature Engineering\n- Models\n- Clustering\n- Cross-Validation\n- Hyper-Parameter Tuning\n- Feature Importance\n- Bet Sizing\n- Synthetic Data Generation\n- Networks\n- Measures of Codependence\n- Useful Financial Features\n\n\n## Licensing options\nThis project is licensed under an all rights reserved [licence](https://github.com/hudson-and-thames/mlfinlab/blob/master/LICENSE.txt).\n\n* Business\n* Enterprise\n\n\n## Community\nWith the purchase of the library, our clients get access to the Hudson \u0026 Thames Slack community, where our engineers and other quants \nare always ready to answer your questions.\n\nAlternatively, you can email us at: research@hudsonthames.org.\n\n\u003cdiv align=\"center\"\u003e\n   \u003ca\u003e\n   \u003cimg src=\"https://hudsonthames.org/wp-content/uploads/2021/11/header_github_ht.jpg\" width=\"100%\" \n   style=\"margin-left: auto; margin-right: auto; display:block;\"\u003e\n   \u003c/a\u003e\n\u003c/div\u003e\n\n\n## Who is Hudson \u0026 Thames?\nHudson and Thames Quantitative Research is a company with the goal of bridging the gap between the advanced research developed in \nquantitative finance and its practical application. We have created three premium python libraries so you can effortlessly access the\nlatest techniques and focus on what matters most: **creating your own winning strategy**.\n\n\n### What was only possible with the help of huge R\u0026D teams is now at your disposal, anywhere, anytime.\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fhudson-and-thames%2Fmlfinlab","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fhudson-and-thames%2Fmlfinlab","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fhudson-and-thames%2Fmlfinlab/lists"}