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Getting Started
Overview
Quickstart
Setup
Prerequisites
Local Build Setup
Python Bindings Setup
Troubleshooting
Core Workflows
Rust Core Workflow
Python Core Workflow
Notebook Research Workflow
Ch 2: Data Structures
data_structures
Module
filters
Module
etf_trick
Module
Ch 3: Labeling
labeling
Module
bet_sizing
Module
Ch 4: Sample Weights
sampling
Module
sample_weights
Module
sb_bagging
Module
Ch 5: Fractional Differentiation
fracdiff
Module
Ch 6: Ensemble Methods
ensemble_methods
Module
Ch 7: Cross-Validation
cross_validation
Module
Ch 8: Feature Importance
feature_importance
Module
fingerprint
Module
Ch 9: Hyperparameter Tuning
hyperparameter_tuning
Module
Ch 10–12: Backtesting
backtesting_engine
Module
synthetic_backtesting
Module
Ch 14–15: Diagnostics & Risk
backtest_statistics
Module
risk_metrics
Module
strategy_risk
Module
Ch 16: Portfolio Construction
hrp
Module
hcaa
Module
onc
Module
cla
Module
portfolio_optimization
Module
Ch 17–19: Microstructure & Regimes
structural_breaks
Module
microstructural_features
Module
codependence
Module
Ch 20–22: HPC & Advanced
hpc_parallel
Module
combinatorial_optimization
Module
streaming_hpc
Module
Shared Utilities
ef3m
Module
util::fast_ewma
Module
util::volatility
Module
Python Modules
data
Module
feature_diagnostics
Module
pipeline
Module
research
Module
adapters
Module
viz
Module
Reference
API Surfaces
By AFML Chapter
Indexing and Discovery
All Modules
Examples
Examples Catalog
Governance & Release
Methodology and Leakage Controls
Reproducibility and Artifact Contracts
Benchmark Policy
Versioning and Release Policy
Support and Escalation
Coverage Dashboard
GitHub
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Prerequisites
Rust stable toolchain (
rustup default stable
)
Python 3.10+
Bun 1.3+ (docs-site package manager)
Git
Optional:
GitHub Actions access for release/documentation automation validation.