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1 Commits
Author SHA1 Message Date
Jacques JoubertandGitHub 3a5b95d067 Add mlfinlab
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
2019-05-18 15:12:00 +01:00