mhxueshan/mlfinlab

Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning

mlfinlab modifyfied by Bryce

places to modify

• added data sturcture functions with snapshot tick for Chinese Futures Market

my research

this project is based on my research mlfinlab research by Bryce

Machine Learning Financial Laboratory (mlfinlab)

MLFinLab is an open source package based on the research of Dr Marcos Lopez de Prado (QuantResearch.org) in his new book Advances in Financial Machine Learning 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

more

more details about mlfinlab see mlfinlab