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Farm ML Models

Model registry plus ML Testing backtest desk on one page. Hermie / classifiers stay planned — use Backtest below for forecast-model runs.

Resource: Machine Learning for Trading (Stefan Jansen), via Herman Trading on X

David’s note: “This could be powerful” — David

Post by Herman Trading (@RHerman) on X — text transcribed verbatim from the screenshots · View post on X

🚨 20,000+ STARS. SOMEONE BASICALLY OPEN-SOURCED A MACHINE LEARNING TRADING LAB.

I recently came across Stefan Jansen’s “Machine Learning for Trading” GitHub repo.

20.9K stars - and this thing is HUGE.

It takes you from raw financial data all the way to building, testing and deploying ML-driven trading strategies:

  • → 27 chapters
  • → 9 end-to-end case studies
  • → Machine Learning + Deep Learning
  • → Market microstructure
  • → Alternative data
  • → Backtesting & transaction costs
  • → Portfolio construction & risk
  • → Reinforcement Learning
  • → Generative AI + autonomous trading agents

There are also 100+ research primers, agent skills and production Python libraries.

And the code is PUBLIC.

github.com/stefan-jansen/...

I haven’t gone through the whole thing yet - but this looks like a serious rabbit hole.

Has anyone here actually USED this repo?

Found anything genuinely useful for building trading systems?

Drop your experience/results below 👇

Stars claimed in post
20.9K
Stars via GitHub API · 1 Oct 2026
21,179
Screenshot 1 of Herman Trading's X post about Stefan Jansen's Machine Learning for Trading repo
Screenshot 1 (click to enlarge)
Screenshot 2 of Herman Trading's X post, ending with the GitHub link card
Screenshot 2 (click to enlarge)

Backtest

Listed below are all the forecast models, which can be filtered by their time horizon, currency, or name. Additionally, you can sort selective columns in ascending or descending order by clicking on the column header.

Time Duration of Model

Test Result

Sharpe Ratio
3.34
PNL
1.98
Sortino Ratio
4.2
R² Score
90
Total Wins
98
Total Losses
12
Maximum Dropdown
0.24

ML models

EnabledPCNameGroupVersionUpdatedNotes

ML tasks

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Add New Model Tab

Placeholder — wire when model upload is ready.

Model Comparison

Placeholder — compare champions side-by-side later.

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Data Systems Global · farm ML desk.

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FAQ

Backtest numbers below are sample UI until live runs are hooked up.