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Add mlfinlab

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Added the package mlfinalb from Hudson & Thames.

This package is focused on the graduate textbook, Advances in Financial Machine Learning by Marcos Lopez de Prado and includes implementations of the various techniques such as: 
* Tick, Volume, Dollar bars
* ETF Trick
* Imbalance and Run bars
* Meta-Labeling
* Triple Barrier Labeling
* Fractional Differentiation
* Sample Weights
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Jacques Joubert
2019-05-18 15:12:00 +01:00
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README.md
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@@ -69,6 +69,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [zipline-extensions](https://github.com/quantrocket-llc/zipline-extensions) - Zipline extensions and adapters for QuantRocket. - [zipline-extensions](https://github.com/quantrocket-llc/zipline-extensions) - Zipline extensions and adapters for QuantRocket.
- [moonshot](https://github.com/quantrocket-llc/moonshot) - Vectorized backtester and trading engine for QuantRocket based on Pandas. - [moonshot](https://github.com/quantrocket-llc/moonshot) - Vectorized backtester and trading engine for QuantRocket based on Pandas.
- [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) - Financial portfolio optimisation in python, including classical efficient frontier and advanced methods. - [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) - Financial portfolio optimisation in python, including classical efficient frontier and advanced methods.
- [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) - Implementations regarding "Advances in Financial Machine Learning" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling)
### Risk Analysis ### Risk Analysis