We're pleased to announce the integration of the QuantConnect platform with MlFinLab, a leading machine-learning package from the London-based Hudson & Thames research company. Through the integration, quant researchers can easily harness a powerful machine-learning library to improve their investment strategy.
With QuantConnect, MlFinLab researchers can use the package through the entire quant life-cycle; research, backtesting, optimization, and live trading. The library represents more than 30,000 hours of research and development, covering the latest academic research, and is trusted by top quant practitioners globally.
For Hudson & Thames, the integration improves their client onboarding process, allowing researchers to access their package in a preconfigured environment loaded with data. They can demonstrate the capabilities of their technology without releasing the source to the wild. MlFinLab is the first commercial library added by QuantConnect.
To make the integration possible, QuantConnect developed a new fundamental technology - Package Environments. QuantConnect Environments allows the creation of bespoke python virtual environments for individual projects, enabling epic new flexibility in the python libraries we can support. QuantConnect clients constantly request the latest python packages; with Environments, we can quickly deliver them without conflicting with other packages we support.
Learn more about the integration and how to deploy your strategy in our new documentation:
https://www.quantconnect.com/docs/v2/writing-algorithms/machine-learning/popular-libraries/mlfinlab
Jared Broad
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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