By Ruth du Toit Exploring Mean Reversion and Momentum Strategies in Arbitrage Trading Our recent reading group examined mean reversion and momentum strategies, drawing insights from the article, “Dynamically combining mean reversion and momentum investment strategies” by James Velissaris. The aim of the paper was to create a diversified arbitrage approach that combines mean reversion […]
We’re excited to announce that our new installation method of installing MLFinlab, which utilizes Docker, is now available in open beta. Our foundational offering, MLFinLab, is a shining beacon of our dedication, encapsulating an advanced Python library flush with production-grade algorithms plucked from prestigious academic journals and progressive textbooks. Designed for discerning portfolio managers and […]
We are excited to announce the release of MLFinlab v2.2.0! Coinciding with our recent closed beta announcement of integrating MLFinlab with Docker (please go sign up if you’re interested!), we’re excited to announce MLFinlab v2.2.0 that adds support for Python 3.10 and 3.11. This now brings support to every major currently-supported version of Python. We […]
We are excited to announce the release of PortfolioLab v0.6.0! PortfolioLab is our landmark collection of portfolio optimization algorithms and tools. This release is mainly a maintenance release, and brings long-awaited support for Python 3.9, 3.10 and 3.11. This means that you can now use PortfolioLab with Python 3.8+, up to and including the latest […]
We’re excited to announce the latest release of MLFinlab, our suite of composable components and production-ready algorithms for developing trading strategies that leverage machine learning. Highlights of this release includes Python 3.9 support, usability improvements to our volatility estimators, productivity improvements when generating bars from tick data, as well as a brand new API reference […]
We are excited to announce the release of PortfolioLab v0.5.0! This is primarily a maintenance release, where we have updated the majority of our dependencies to their latest stable version. This ensures we maintain the maximum reliability and security possible, while also enabling users to remain compatible with up-to-date packages in their own development environment. […]
Hudson & Thames has consistently been at the forefront of delivering innovation in the quantitative finance landscape. Our flagship offering, MLFinLab, is a testament to our commitment, presenting a robust Python library teeming with production-ready algorithms derived from top-tier academic journals and advanced textbooks. It’s an essential tool, uniquely designed to empower portfolio managers and […]
Recently, we released an updated v0.8 version of ArbitrageLab, our innovative platform that opens up a world of pairs-trading opportunities. Today, we’re excited to offer you a discount to celebrate this release and empower you to take your trading strategies to new heights. For the entire month of July, we invite you to join us […]
We are excited to announce the release of ArbitrageLab v0.8! This is primarily a maintenance release, where we have updated the majority of our dependencies to their latest stable version. This ensures we maintain the maximum reliability and security possibly, while also enabling users to remain compatible with up-to-date packages in their development environment. This […]
Greetings to all budding quantitative analysts out there. A common question that encountered from individuals interested in the field of Quantitative Finance is centered around the ‘cold-start’ problem in Quantitative Finance and strategy development. This term, often used to depict the challenging entry barrier posed by the demanding and diverse skill set required in this […]