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Has anyone tried MFinLab from Hudson and Thames? The full license is not cheap, so I was wondering if there was any feedback.

(Github repository)

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    $\begingroup$ Its free for using on as-is basis, only license for extra documentation, example and assistance I believe $\endgroup$
    – Dileep
    Feb 12 at 8:42
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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.

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  • $\begingroup$ Thanks for the comments! What sorts of bugs have you found? (I am not asking for line numbers, but is it corner cases, typos, or?!) $\endgroup$
    – Igor Rivin
    Nov 6 '20 at 5:03
  • $\begingroup$ For example in the implementation of the z_score_filter, there is a sign bug : the filter only filters occurences where the price is above the threshold (condition formula should be abs(price-mean) > thresstd instead of price > mean + thresstd $\endgroup$
    – ZelliZello
    Nov 6 '20 at 13:59
  • $\begingroup$ yeah lots of the functions they left open-ended or strict on datatype inputs, making the user have to hardwire their own work-arounds. Support by email is not good either $\endgroup$
    – develarist
    Nov 6 '20 at 15:51
  • $\begingroup$ Although I don't find it that inconvenient. It just forces you to have an active and critical approach, result is that you are more aware of the implementation details, which is a good thing. $\endgroup$
    – ZelliZello
    Nov 6 '20 at 16:11
  • $\begingroup$ @develarist What do you mean by "open ended or strict on datatype inputs"? I am a little puzzled... $\endgroup$
    – Igor Rivin
    Nov 6 '20 at 17:24
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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.

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  • $\begingroup$ Is it just Lopez de Prado's stuff? For $250/month, that is not so wonderful. $\endgroup$
    – Igor Rivin
    Nov 5 '20 at 20:47
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    $\begingroup$ If you run through the table of contents, you will not see a module that was not based on an article or technique (co-) authored by him. Unless other starters were brought into the fold since they first began to charge for it earlier this year $\endgroup$
    – develarist
    Nov 5 '20 at 21:00
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    $\begingroup$ Completely agree with @develarist, I would recomend getting the books. They provide all the code and intuition behind the library. $\endgroup$ Nov 6 '20 at 12:48
  • $\begingroup$ MlFinLab is not only the work of Lopez de Prado but also contains many implementations from the Journal of Financial Data Science and the Journal of Portfolio Management. $\endgroup$ Jan 18 at 12:22
  • $\begingroup$ The answer above was based on versions of mfinlab prior to it being a paid service when they added on several other scientists' work to the package. Originally it was primarily centered around de Prado's works but not anymore. $\endgroup$
    – develarist
    Jan 18 at 13:16

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