Scottfree
v1.x · Apache 2.0 · Python 3.12+

AlphaPy Pro. Machine learning for speculators.

An advanced Python framework for financial modeling. MetaLabeling, NLP-driven sentiment features, ensemble stacking, and the MarketFlow pipeline.

$ pip install alphapy-pro

What's inside

Six things, one pipeline.

01 / Pipeline

MarketFlow

The financial-data pipeline, from ingestion through feature engineering.

02 / Labels

MetaLabeling

Advanced labeling for financial ML, following the Lopez de Prado playbook.

03 / NLP

NLP features

Sentiment analysis baked into the feature pipeline.

04 / Models

Ensembles

Blended and stacked across scikit-learn, XGBoost, LightGBM, and CatBoost.

05 / Config

YAML-driven

Declarative configs, isolated project workspaces, reproducible runs.

06 / Tooling

Modern tooling

Built with uv. Python 3.12+. CI on GitHub Actions.

Pipeline

Raw data to scored signals.

01 / Ingest

Load

Load and preprocess data from multiple sources.

02 / Engineer

Transform

Create, transform, and select features, including NLP.

03 / Train

Fit

Fit and optimize multiple algorithms in parallel.

04 / Ensemble

Combine

Combine models for improved out-of-sample performance.

05 / Evaluate

Measure

Full metrics and visualizations, walk-forward.

06 / Deploy

Ship

Export models and predictions for production.

Adjacent

Using AlphaPy Pro in production?
We consult on deployment, evals, and scaling.