Has anyone tried MFinLab from Hudson and Thames? The full license is not cheap, so I was wondering if there was any feedback.
I just started using the library. So far I am pretty satisfied with the content, even though there are some small bugs here and there, and you might have to rewrite some of the functions to make them really robust. Concerning the price I completely disagree that it is overpriced. If you think that you are paying $250/month for just a bunch of python functions replicating a book, yes it might seem overpriced. But if you think of the time it can save you so that you can dedicate your effort to the actual research, then it is a very good deal.
Mlfinlab covers, and is the official source of, all the major contributions of Lopez de Prado, even his most recent. Given that most researchers nowadays make their work public domain, however, it is way over-priced. Even charging for the actual technical documentation, hiding them behind padlock, is nothing short of greedy.