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@hudson-and-thames

Hudson and Thames Quantitative Research

Our mission is to promote the scientific method within investment management by codifying frameworks, algorithms, and best practices.

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  1. mlfinlab mlfinlab Public

    MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

    Python 3.8k 1.1k

  2. portfoliolab portfoliolab Public

    PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.

    148 43

Repositories

Showing 10 of 23 repositories
  • EdgarSEC Public
    hudson-and-thames/EdgarSEC’s past year of commit activity
    0 0 0 0 Updated Jun 28, 2024
  • arbitragelab Public

    ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.

    hudson-and-thames/arbitragelab’s past year of commit activity
    Python 444 BSD-3-Clause 139 2 3 Updated May 19, 2024
  • arbitrage_research Public

    Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.

    hudson-and-thames/arbitrage_research’s past year of commit activity
    Jupyter Notebook 65 BSD-3-Clause 38 0 0 Updated May 2, 2024
  • guide_to_modern_portfolio_optimization Public
    hudson-and-thames/guide_to_modern_portfolio_optimization’s past year of commit activity
    4 1 0 0 Updated Mar 10, 2024
  • definitive_guide_to_pairs_trading Public
    hudson-and-thames/definitive_guide_to_pairs_trading’s past year of commit activity
    4 1 1 0 Updated Mar 10, 2024
  • backtest_tutorial Public
    hudson-and-thames/backtest_tutorial’s past year of commit activity
    Jupyter Notebook 111 MIT 27 0 0 Updated Jan 9, 2024
  • mlfinlab Public

    MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

    hudson-and-thames/mlfinlab’s past year of commit activity
    Python 3,842 1,123 38 (2 issues need help) 4 Updated Oct 2, 2023
  • pykalman Public Forked from pykalman/pykalman

    Kalman Filter, Smoother, and EM Algorithm for Python

    hudson-and-thames/pykalman’s past year of commit activity
    Python 5 394 0 0 Updated Sep 4, 2023
  • mlfinlab-quickstart Public
    hudson-and-thames/mlfinlab-quickstart’s past year of commit activity
    Python 1 GPL-3.0 2 1 0 Updated Aug 30, 2023
  • example-data Public
    hudson-and-thames/example-data’s past year of commit activity
    0 3 0 0 Updated Aug 15, 2023
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