Hudson and Thames Quantitative Research

Results 6 repositories owned by Hudson and Thames Quantitative Research

mlfinlab

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MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

portfoliolab

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PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.

march_applications_21

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Skillset Challenge for the Apprenticeship Program

meta-labeling

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Code base for the meta-labeling papers published with the Journal of Financial Data Science

backtest_tutorial

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arbitragelab

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ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.