hudson-and-thames/mlfinlab
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools. observed · 2026-08-28
Health v2 · maintenance only
32/100
- Activity 0
- Release rhythm 35
- Longevity 100
Flags: no_releases no_license
How is this computed?
round(0.45*activity + 0.35*rhythm + 0.20*longevity); archived -> min(score, 10) — computed 2026-09-02. Adoption (stars, forks) is never an input.
- gap_med: n/a
- age_days: 2758
- days_rel: n/a
- days_push: 1066
- n_releases_24m: 0
Adoption not part of the score
4913 stars · 1285 forks observed · 2026-08-28
What it is AI-extracted, prompt v1, taxonomy v1, 2026-08-29, confidence not recorded
MlFinLab is a Python library implementing financial machine learning techniques from data structure generation through labeling, feature engineering, cross-validation, and backtest statistics. It is a commercial, all-rights-reserved product by Hudson & Thames aimed at portfolio managers and quant researchers.
Use cases
- implement financial machine learning strategies in python
- avoid backtest overfitting in trading strategies
- generate meta-labels and bet sizing for trades
- build features from tick data like bars and triple barrier labeling
- cross-validate financial time series without leakage
- estimate feature importance for trading models
- optimize a portfolio with machine learning techniques
When to choose
- you need reproducible implementations of Lopez de Prado-style financial ML methods
- you are a quant team wanting tested, documented financial ML building blocks
- you want lecture videos and example notebooks alongside the code
When to avoid
- you need a fully open-source library - it is all rights reserved and requires a paid license
- you want general-purpose machine learning rather than finance-specific tools
- you need actively maintained code - the public repo mainly serves issue tracking and releases have slowed
Facets
library · maturity maintenance
machine-learning data-science trading data-generation analytics fintech machine-learning data-science python quantitative-finance algorithmic-trading financial-machine-learning backtesting portfolio-optimization feature-engineering cross-validation bet-sizing labeling commercial-license
1 source
- readme: https://github.com/hudson-and-thames/mlfinlab · fetched 2026-08-28 · b1b9750d0d8a
Member repositories
| Repository | Role | Health v2 |
|---|---|---|
| hudson-and-thames/mlfinlab | main | 32 |
For agents
markdown · JSON · MCP: product_card(name="hudson-and-thames/mlfinlab")
Data as of 2026-08-30T08:39:29.467469+00:00 · Report a problem