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Mlfinlab Python Packages

Python packages with the GitHub topic mlfinlab. Sorted by monthly downloads, with stars and forks.
eslazarev
purgedcv

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

20K 48 9
    • Original data from PyPI, GitHub, and OSV; downloads served through ClickHouse
    • Sources & methodology