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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- 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 - 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 - backtest_tutorial Public
hudson-and-thames/backtest_tutorial’s past year of commit activity - 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 - mlfinlab-quickstart Public
hudson-and-thames/mlfinlab-quickstart’s past year of commit activity - example-data Public
hudson-and-thames/example-data’s past year of commit activity
