Welcome to Machine Learning Financial Laboratory
What was only possible with the help of huge R&D teams is now at your disposal, anywhere, anytime.
MlFinLab python library is a perfect toolbox that every financial machine learning researcher needs. It covers every step of the ML strategy creation starting from data structures generation and finishing with backtest statistics.
Hudson & Thames documentation has three core advantages in helping you learn the new techniques: Thoroughness, Flexibility and Credibility.
Thoroughness
We want to make the learning process for the advanced tools and approaches effortless for our clients by providing detailed explanations, examples of use and additional context behind them.
The general documentation structure looks the following way:
Documentation page : |
|---|
Lecture video* |
Mathematical concept explanation |
Implementation description |
Short code example |
Link to an extensive example notebook |
Presentation slides* |
* - optional content
Flexibility
Learn in the way that is most suitable for you as more and more pages are now supplemented with both video lectures and presentation slides on the topic.
Credibility
All of our implementations are from the most elite and peer-reviewed journals.
Including publications from:
Who is Hudson & Thames?
Hudson and Thames Quantitative Research is a company with the goal of bridging the gap between the advanced research developed in quantitative finance and its practical application. We have created three premium python libraries so you can effortlessly access the latest techniques and focus on what matters most: creating your own winning strategy.
Reading Group
The financial machine learning reading group offers a unique opportunity for finance professionals to stay updated on the latest developments in this rapidly evolving field. It brings together experts and enthusiasts to discuss and learn about the latest research, trends, and applications in investment management. We provide a forum for networking, learning, and collaboration, and our curated reading materials ensure that attendees are exposed to the field’s most relevant and exciting topics. Join our group and take your understanding of financial machine learning to the next level.
License
This project is licensed under an all rights reserved license and is NOT open-source, and may not be used for any purposes without a commercial license which may be purchased from Hudson and Thames Quantitative Research.
API Reference