Hudson & Thames

Our mission is to promote the scientific method within investment management by codifying frameworks, algorithms, and best practices to build the world’s central repository of ready-to-use implementations.

Conditional Portfolio Optimization
Conditional Portfolio Optimization
Deep Reinforcement Learning for Trading
Deep Reinforcement Learning for Trading
Scientific Discovery in Quantitative Finance
Scientific Discovery in Quantitative Finance
FinGPT: Open-Source Financial Large Language Models
FinGPT: Open-Source Financial Large Language Models
Git, Branching, and Pull Requests
Git, Branching, and Pull Requests
Meta-Labeling: Calibration and Position Sizing
Meta-Labeling: Calibration and Position Sizing
PortfolioLab Demo Video
PortfolioLab Demo Video
ArbitrageLab for Pairs Trading, Demo Video
ArbitrageLab for Pairs Trading, Demo Video
MlFinLab Demo Video
MlFinLab Demo Video
Ensemble Meta-Labeling
Ensemble Meta-Labeling
Meta Labeling Architectures
Meta Labeling Architectures
Meta-Labeling: Theory and Framework
Meta-Labeling: Theory and Framework
Model Interpretability using the Model Fingerprint
Model Interpretability using the Model Fingerprint
Cointegration Tear Sheet Example
Cointegration Tear Sheet Example
OU Model Tear Sheet Example
OU Model Tear Sheet Example
Feature Importance Workshop
Feature Importance Workshop
Modelling: Label Concurrency and Cross Validation
Modelling: Label Concurrency and Cross Validation
Modelling: Sample Weights
Modelling: Sample Weights
Bagging and Boosting in Financial Machine Learning
Bagging and Boosting in Financial Machine Learning
11 Stylized Facts of Financial Time Series
11 Stylized Facts of Financial Time Series
Tails of Time Series
Tails of Time Series
Labelling Techniques in Trading: Filters and Fixed Time
Labelling Techniques in Trading: Filters and Fixed Time
Matrix Flag Labeling
Matrix Flag Labeling
Trend-Scanning Labels
Trend-Scanning Labels
Labelling Techniques in Trading: Triple-Barrier and Meta-Labelling
Labelling Techniques in Trading: Triple-Barrier and Meta-Labelling
Tail-Set Labels
Tail-Set Labels
Portfolio Optimization Workshop
Portfolio Optimization Workshop
Trailer: Portfolio Optimization Workshop
Trailer: Portfolio Optimization Workshop
Hierarchical Equal Risk Contribution (HERC)
Hierarchical Equal Risk Contribution (HERC)
Иерархический паритет риска (HRP)
Иерархический паритет риска (HRP)