scikit-learn

scikit-learn - A widely-used Python library offering a broad suite of machine learning algorithms (regression, classification, clustering, preprocessing). It is commonly used in trading applications due to its ease of use and variety of tools. For instance, scikit-learn provides DecisionTreeClassifier, RandomForestRegressor, StandardScaler, and GridSearchCV for hyperparameter tuning. A typical workflow might use train_test_split to divide data into X_train and X_test, call model.fit(X_train, y_train), and evaluate with model.predict(X_test). Scikit-learn models can be exported (e.g. to ONNX) or called from MQL5 via Python to drive live trading decisions.