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hudson-and-thames/mlfinlab

A Python library providing machine learning tools for quantitative finance, algorithmic trading, and portfolio management.

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MlFinLab is a machine learning library designed for financial researchers and quantitative analysts. It provides reproducible, interpretable tools covering the entire ML strategy creation pipeline, from data structure generation to backtest statistics. The library includes implementations of financial machine learning techniques for portfolio optimization, algorithmic trading research, and quantitative finance analysis.

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