Financial Machine Learning Python Packages

hyperdrive

algorithmic trading using machine learning (AI / ML)

lacuna-quant

Open-source quantitative research validation for finding where alpha breaks.

pit-release-gate

Screen quant/ML feature pipelines for look-ahead bias from late-arriving data: measure each signal's leakage susceptibility and gate release until the cross-section is safe. Python, MIT.

mizar-labs

Python library for building financial machine learning models.

finmlkit

An open-source, lightweight, and blazing-fast financial machine learning library built with Numba. Process raw trades, generate advanced bars, features, and labels for quantitative research.

nntm

Numerai's Next Top Model

lacuna-options

Open-source quantitative research validation for finding where alpha breaks.

whichfirst

Which barrier came first? Audit the triple-barrier labels that OHLC data cannot identify.

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.