#Mlfinlab

Showing 2 of 2 repositories tagged #mlfinlab, ranked by stars

mlfinlab_research_bryce

★ 25 ⑂ 9 —

Jupyter Notebook

purged-cross-validation

scikit-learn-compatible time-series cross-validation: purging, embargo, combinatorial purged CV, and deflated Sharpe ratios

★ 16 ⑂ 2 —

Related Topics

#quantitative-finance #adv-in-financial-machine-leaning #algorithmic-trading #finance #financial-machine-learning #investing #machine-learning #portfolio-management #portfolio-optimization #python #research #trading