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

algorithmic trading using machine learning

🪁 A fast Adaptive Machine Learning library for Time-Series, that lets you build, deploy and update composite models easily. An order of magnitude speed-up, combined with flexibility and rigour. This is an internal project - documentation is not updated anymore and substantially differ from the current API.

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.

Python library for building financial machine learning models.

Financial Machine Learning Repository

End-to-end RL trading framework with PPO agent, self-attention neural network, custom Gym environment, and advanced backtesting.

2024학년도 1학기 MLfinLab Project Team repository

2025학년도 1학기 ML Finance Lab 및 자산운용

McPortfolio: A Model Context Protocol server providing 9 specialized tools for LLM-driven portfolio optimization using natural language, covering mean-variance to machine learning approaches.

실전 금융 머신러닝 완벽 분석 / Advances in Financial Machine Learning

Implementations for Adances In Financial Machine Learning

Numerai's Next Top Model

QuantifiLib is a modular Python library for event-driven strategy research, developed by Quantifi Sogang. It supports data loading, signal engineering, backtesting, portfolio optimization, time series modeling, and causal inference for systematic finance.

Quantifi Sogang

Machine Learning for Asset Managers (Lopez de Prado, 2019)

Advanced Financial Machine Learning Toolbox

QuantifiLib is a modular Python library for event-driven strategy research, developed by Quantifi Sogang. It supports data loading, signal engineering, backtesting, portfolio optimization, time series modeling, and causal inference for systematic finance.

2024학년도 2학기 Senior ML Finance Team 학습자료

Genetic Programming and Neural Networks for Financial Predictive Modeling.