Financial Machine Learning Toolbox

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Introduction

The financial machine learning toolbox provides you with utilities and transform functions to be used within your financial data pipelines (built with Apache Beam).

To get more details on the techniques used in this toolbox, please checkout the book Advances in Financial Machine Learning by Marcos Lopez De Prado

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Getting Started

Clone this repository locally:

git clone https://github.com/neoinvest-ai/fml-toolbox.git

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Available Utilities

Data Management

• Transform a tick data into tick bars
• Transform a tick data into volume bars

Algorithms