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[N] Major Release for mlfinlab

The latest version of mlfinlab (Github) has been released.

A package based on the book: Advances in Financial Machine Learning by Marcos Lopez de Prado.

“`pip install mlfinlab“`

This new release is our biggest to date and includes code for:

  1. Sequentially Bootstrapped Ensembles (Regression & Classification)
  2. Purged Cross-Validation
  3. Feature Importance
  4. Bet Sizing (+ EF3M)
  5. ML Asset Allocation (HRP, CLA, IVP)

Documentation can be found on Read-the-Docs.

submitted by /u/Jackal008
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