All rights reserved.

Copyright (c) 2019, Hudson and Thames Quantitative Research

This codebase is open-source* only in the sense that the code is free to use
as-is, and the source code is publicly available, however, all other rights
are reserved under the Hudson and Thames Quantitative Research brand.

Our intention is to make some of the techniques developed publicly available
and to promote research in quantitative finance and machine learning.

1. Users may use the code as-is.
2. All modifications made, must be added to the respective repositories
   and all contribution's copyright falls under the Hudson and Thames brand.
3. Rights to reproduce, distribute, or create derivative works must be
   granted in writing. Requests for permissions must be directed to
   research@hudsonthames.org
4. Neither the name of the copyright holder nor the names of its contributors
   may be used to endorse or promote products.
5. No user may use our code or any part thereof to sell, market, or distribute for any reason whatsoever,
   especially to make a profit of any kind whatsoever.

IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.