WE NEED YOU - Hudson & Thames
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WE NEED YOU
HUDSON & THAMES VALUE PROPOSITION MlFinlab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools. Adding MlFinLab to your companies pipeline is like adding a department of PhD researchers to your team.
WHO IS
HUDSON & THAMES
We are a private research group focused on implementing the most cutting edge
research in financial machine learning. We all work in virtual teams, spread across the
world, primarily New York, London, and Kyiv.
We believe that the scientific method is the best way
to approach investment management.
WHAT IS
MLFINLAB
MLFinLab is a python package that contains a collection of techniques, sourced from
leading academic journals. Our most used modules are: portfolio optimization, measures of
codependence, labelling, and feature importance.
OUR
ACCOMPLISHMENTS
We have developed the leading financial
machine learning (python) package currently
available in open-source.
Are a top 10 global python package for
finance, as ranked by Github
Machine Learning in Asset Hudson and Thames has been mentioned in
Management: Part 2: Portfolio The Journal of Financial Data Science
(Snow, 2020) for our work on portfolio
Construction - Weight optimization and we have received
Optimization incredible support from the open-source
DEREK SNOW community.
Have developed a community of over
50 patrons.
WHAT'S NEXT FOR
HUDSON & THAMES
We have started to hire additional full-time data scientists to help us drive the
vision for the project. Our goal is to popularise machine learning techniques in
asset management. We have decided to focus on 3 verticals in 2020:
Portfolio Optimization Clustering & Codependence Model Interpretability
We continue to follow the principles of the lean start-up and adopt an agile
way-of-work where we test, measure, learn and iterate.
WHY DOES
THIS MATTER
Our software helps to relieve pain for our target market:
Access to tools that other professionals in the industry are using.
Save countless hours with our ready to use, tested and production-ready code.
Accelerate learning and solidify understanding with the help of our detailed
documentation, tutorial notebooks, and easy to read code.
Our curated list of tools and papers means you will save time by not having to
perform a literature review or building tools from first principles.
BECOME AN OFFICIAL SPONSOR We are currently running a sponsorship model of “Unlocking the Commmons”. Our code base, presentations, and documentation will remain open to everyone for so long as we can meet our minimum sponsorship goals. We have set the deadline: December 2020. Nadia Eghbal explains it well: “If you'd like to open source a project but want to ensure that others will invest in its long-term maintenance, you could tell your community that you'll open-source the project once you've hit a certain amount of sponsorship. (Writer Tim Carmody refers to this as "unlocking the commons.")”
SPONSORS BENEFIT
FROM THE FOLLOWING
Uninterrupted access: Should the code base
1 -------
pivot to closed source - your company will
have access to all implementations and
the source code.
A seat on the Hudson & Thames advisory
council and votes towards the direction of
research and implementations.
-------
2
Ongoing access to slide show presentations
and Jupyter Notebooks. (files can be edited
3 ------- to suit your personal needs such as
classroom notes or client presentations.)
Company / Organisation profile on
hudsonthames.org -------
4
5
Use of Hudson & Thames sponsor badge
-------
on your website.
Access to our communities Slack Channel. -------
6
7 ------- Subscription to project release updates
and news.
FINDING THE PRODUCT/MARKET FIT The Sean Ellis Test is a proven technique, which has become the standard for finding Product/Market Fit (PMF). Determining a company's PMF is the most crucial stage in the development phase of any start-up. We designed a questionnaire for our users based on this technique, with the most important question being: How would you feel if you could no longer use our product? To quote Sean Ellis: “If the ratio of the answer “very disappointed” is more than 40%, then well-done to you; that means you have the product/market fit.” Our survey results are below: As you can see, we have a score of 60% where the target is 40%.
The following highlight some of the most used implementations as well as requested tools:
HUDSON & THAMES THANKS YOU We at Hudson & Thames believe that building and sharing best of breed algorithms and research would benefit the whole of the investment community. In the last 12 months, we have seen a sharp uptick in the number of organizations who have lent support and have nudged us to keep growing. We would like to invite you to join us by becoming a platinum sponsor. In doing so you will reap the benefits of uninterrupted access to the code base. You will also be able to shape the direction of our work.
WE THANK YOU
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