FinMLKit documentation

Welcome to FinMLKit’s documentation! This is a Python package for financial machine learning and more broadly quantitative finance.

The main goal of this library is to provide a solid foundation for financial machine learning, enabling users to process raw trades data, generate different types of bars, intra-bar features (eg. footprints), bar-level features (indicators), and labels for supervised learning.

Contents:

• finmlkit
  • finmlkit package

Indices and tables

• Index

• Module Index

• Search Page