A package based on the book: Advances in Financial Machine Learning by Marcos Lopez de Prado.

```pip install mlfinlab```

This new release is our biggest to date and includes code for: 1. Sequentially Bootstrapped Ensembles (Regression & Classification) 2. Purged Cross-Validation 3. Feature Importance 4. Bet Sizing (+ EF3M) 5. ML Asset Allocation (HRP, CLA, IVP)

Documentation can be found on Read-the-Docs.

https://github.com/hudson-and-thames/mlfinlab