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Providing my 2 cents here, listing 3 free methods below: CBOE's method: No code here, just a "white paper", thus you can code it with whatever language you desire. I kinda like this the most (disregarding how far off this could be from the reality). ...


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 ...


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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