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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Showing 10 of 22 repositories
- 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.
- arbitrage_research Public
Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
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- backtest_tutorial Public
- mlfinlab-quickstart Public
- example-data Public
- example-notebooks Public