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terbed/finmlkit

An open-source, lightweight, and blazing-fast financial machine learning library built with Numba. Process raw trades, generate advanced bars, features, and labels for quantitative research.

Owner
terbed (personal account)
Stars
Stars: 114
Forks
Forks: 18
Language
Python
License
MIT
Created
2024
Topics
data-engineeringdata-structuresfeature-engineeringfeature-extractionfinancial-analysisfinancial-datafinancial-machine-learningquantitative-financedata-sciencenumba
Tier
Prototype (100 to 249 ★) What this tier means
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