hudson-and-thames/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.
MlFinLab helps quantitative analysts and portfolio managers develop profitable trading strategies using machine learning. It takes raw financial data and outputs robust backtest statistics, allowing you to create and evaluate complex trading models. This is designed for financial machine learning researchers who want to leverage advanced techniques in their investment workflows.
4,590 stars. No commits in the last 6 months.
Use this if you are a quantitative researcher or portfolio manager looking to implement advanced machine learning techniques for financial strategy creation and backtesting.
Not ideal if you are looking for a free, open-source library, as this project requires a business or enterprise license.
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4,590
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Language
Python
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Last pushed
Oct 02, 2023
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