Welcome to Machine Learning Financial Laboratory!
This repo is public facing and exists for the sole purpose of providing users with an easy way to raise bugs, feature requests, and other issues.
What is MlFinLab?
MlFinlab python library is a perfect toolbox that every financial machine learning researcher needs.
It covers every step of the ML strategy creation, starting from data structures generation and finishing with backtest statistics.
We pride ourselves in the robustness of our codebase - every line of code existing in the modules is extensively tested and
documented.