mlfinlab - Open Source code for Advances in Financial Machine Learning Feb 13 2020 14:12 languageMoneyScience
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MLFinLab is an open source package based on the research of Dr Marcos Lopez de Prado in his new book Advances in Financial Machine Learning. 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.