gavindiaz/financial-machine-learning
1
0
Fork 0
mirror of https://github.com/firmai/financial-machine-learning.git synced 2026-08-20 06:18:07 +00:00
Code Issues Packages Projects Releases Wiki Activity

{chore: autopublish 2021-04-04T02:34:53Z}

Browse Source
This commit is contained in:
github-actions[bot]
2021-04-04 02:34:53 +00:00
parent b22b5ac327
commit 01cbf4fcad
1 changed files with 165 additions and 165 deletions
Download Patch File Download Diff File Expand all files Collapse all files
raw_data/url_list.csv
+150 -150
View File
@@ -1,165 +1,165 @@
name,url,comment,category,last_update,star_count,fork_count,contributors_count,created_at,last_commit,repo_path,repo_status,rating,finml_added_date name,url,comment,category,last_update,star_count,fork_count,contributors_count,created_at,last_commit,repo_path,repo_status,rating,finml_added_date
Venture Capital NN,https://github.com/tr7200/National-Culture-and-Venture-Capital-Monitoring,Cox-PH neural network predictions for VC/innovations finance research.,Alternative Finance,,,,,,,tr7200/National-Culture-and-Venture-Capital-Monitoring,,, Venture Capital NN,https://github.com/tr7200/National-Culture-and-Venture-Capital-Monitoring,Cox-PH neural network predictions for VC/innovations finance research.,Alternative Finance,,,,,,,tr7200/National-Culture-and-Venture-Capital-Monitoring,,,
Private Equity,https://github.com/TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity/blob/master/RightNow%20Technologies/RightNow%20Technologies.ipynb,Valuation models.,Alternative Finance,11/26/20 3:34,8,6,2,1/27/16 21:13,3/14/16 20:03,TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity,inactive,, Private Equity,https://github.com/TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity/blob/master/RightNow%20Technologies/RightNow%20Technologies.ipynb,Valuation models.,Alternative Finance,2020-11-26 03:34:45,8.0,6.0,2.0,2016-01-27 21:13:33,2016-03-14 20:03:52,TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity,inactive,,
VC OLS,https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb,VC regression.,Alternative Finance,10/6/20 20:56,2,1,1,3/29/18 23:31,3/29/18 23:33,fionawhitefield/venture-capital-ols,inactive,, VC OLS,https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb,VC regression.,Alternative Finance,2020-10-06 20:56:14,2.0,1.0,1.0,2018-03-29 23:31:13,2018-03-29 23:33:19,fionawhitefield/venture-capital-ols,inactive,,
Watch Valuation,https://github.com/alporter08/Luxury-Watch-Valuation/blob/master/Luxury-Watch-Valuation.ipynb,Analysis of luxury watch data to classify whether a certain model is likely to be over-or undervalued.,Alternative Finance,1/14/21 22:41,4,2,1,2/8/17 18:39,4/27/17 22:55,alporter08/Luxury-Watch-Valuation,inactive,, Watch Valuation,https://github.com/alporter08/Luxury-Watch-Valuation/blob/master/Luxury-Watch-Valuation.ipynb,Analysis of luxury watch data to classify whether a certain model is likely to be over-or undervalued.,Alternative Finance,2021-01-14 22:41:08,4.0,2.0,1.0,2017-02-08 18:39:29,2017-04-27 22:55:55,alporter08/Luxury-Watch-Valuation,inactive,,
Art Valuation,https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynb,Art evaluation analytics.,Alternative Finance,2/26/21 12:10,9,5,1,12/11/14 0:25,12/12/14 21:25,ahmedhosny/theGreenCanvas,inactive,, Art Valuation,https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynb,Art evaluation analytics.,Alternative Finance,2021-02-26 12:10:53,9.0,5.0,1.0,2014-12-11 00:25:39,2014-12-12 21:25:46,ahmedhosny/theGreenCanvas,inactive,,
Blockchain,https://github.com/nud3l/dInvest,Repository for distributed autonomous investment banking.,Alternative Finance,2/6/21 7:38,12,7,2,9/5/16 19:12,4/24/17 10:48,nud3l/dInvest,inactive,, Blockchain,https://github.com/nud3l/dInvest,Repository for distributed autonomous investment banking.,Alternative Finance,2021-02-06 07:38:28,12.0,7.0,2.0,2016-09-05 19:12:40,2017-04-24 10:48:56,nud3l/dInvest,inactive,,
Venture Capital,https://github.com/julian-chan/etothex,Insight into a new founder to make data-driven investment decisions.,Alternative Finance,10/6/20 20:56,3,2,1,12/4/17 8:59,12/13/17 5:35,julian-chan/etothex,inactive,, Venture Capital,https://github.com/julian-chan/etothex,Insight into a new founder to make data-driven investment decisions.,Alternative Finance,2020-10-06 20:56:08,3.0,2.0,1.0,2017-12-04 08:59:44,2017-12-13 05:35:27,julian-chan/etothex,inactive,,
Kiva Crowdfunding,https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb,Exploratory data analysis.,Alternative Finance,2/19/21 13:40,5,1,1,2/27/18 16:46,2/13/19 0:15,CJL89/Kiva-Crowdfunding,inactive,, Kiva Crowdfunding,https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb,Exploratory data analysis.,Alternative Finance,2021-02-19 13:40:33,5.0,1.0,1.0,2018-02-27 16:46:02,2019-02-13 00:15:27,CJL89/Kiva-Crowdfunding,inactive,,
NYU FRE,https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering,Finance and Risk Engineering (NYU Tandon),Colleges Centers and Departments,,,,,,,,,,
Cornell University,https://www.cornell.edu/,,Colleges Centers and Departments,,,,,,,,,,
Stanford Advanced Financial Technologies,https://fintech.stanford.edu/,Stanford Advanced Financial Technologies Laboratory,Colleges Centers and Departments,,,,,,,,,,
NYU Courant,https://cims.nyu.edu/,"Courant Institute of Mathematical Sciences, New York University",Colleges Centers and Departments,,,,,,,,,,
Berkeley Lab CIFT,https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/,,Colleges Centers and Departments,,,,,,,,,,
Oxford Man,https://www.oxford-man.ox.ac.uk/,Oxford-Man Institute of Quantitative Finance,Colleges Centers and Departments,,,,,,,,,, Oxford Man,https://www.oxford-man.ox.ac.uk/,Oxford-Man Institute of Quantitative Finance,Colleges Centers and Departments,,,,,,,,,,
Algo Trading,https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading,Intro to algo trading.,Courses,3/12/21 11:02,64,25,1,10/29/17 20:34,1/22/19 6:56,JCreeks/Machine-Learning-in-Finance,inactive,, Berkeley Lab CIFT,https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/,,Colleges Centers and Departments,,,,,,,,,,
Basic Derivatives,https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives,Basic forward contracts and hedging.,Courses,3/31/21 2:08,4,4,1,8/24/17 0:11,10/13/17 1:32,SeanMcOwen/FinanceAndPython.com-Derivatives,inactive,, NYU Courant,https://cims.nyu.edu/,"Courant Institute of Mathematical Sciences, New York University",Colleges Centers and Departments,,,,,,,,,,
Machine Learning for Trading,https://github.com/stefan-jansen/machine-learning-for-trading,"Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading.",Courses,3/31/21 11:07,3663,1145,7,5/9/18 12:33,3/19/21 14:10,stefan-jansen/machine-learning-for-trading,active,, Cornell University,https://www.cornell.edu/,,Colleges Centers and Departments,,,,,,,,,,
Mathematical Finance,https://github.com/yadongli/nyumath2048,NYU Math-GA 2048: Scientific Computing in Finance.,Courses,1/14/21 18:01,69,63,6,1/25/15 21:10,3/25/20 4:24,yadongli/nyumath2048,active,, NYU FRE,https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering,Finance and Risk Engineering (NYU Tandon),Colleges Centers and Departments,,,,,,,,,,
Python for Finance,https://github.com/siaen/python_finance_course,CEU python for finance course material.,Courses,3/31/21 2:08,16,15,4,12/12/17 11:54,2/25/20 20:31,siaen/python_finance_course,active,, Stanford Advanced Financial Technologies,https://fintech.stanford.edu/,Stanford Advanced Financial Technologies Laboratory,Colleges Centers and Departments,,,,,,,,,,
Risk Management,https://github.com/andrey-lukyanov/Risk-Management,Finance risk engagement course resources.,Courses,11/12/20 0:49,6,5,3,10/3/18 16:26,12/13/18 8:04,andrey-lukyanov/Risk-Management,inactive,, Handson Python for Finance,https://github.com/PacktPublishing/Hands-on-Python-for-Finance,Hands-on Python for Finance published by Packt.,Courses,2021-04-01 05:48:41,119.0,107.0,3.0,2018-08-20 14:10:37,2021-01-15 08:57:06,PacktPublishing/Hands-on-Python-for-Finance,active,,
Handson Python for Finance,https://github.com/PacktPublishing/Hands-on-Python-for-Finance,Hands-on Python for Finance published by Packt.,Courses,3/26/21 22:26,120,107,3,8/20/18 14:10,1/15/21 8:57,PacktPublishing/Hands-on-Python-for-Finance,active,, Basic Finance,https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance,Source code notebooks basic finance applications.,Courses,2021-03-31 02:09:16,10.0,8.0,1.0,2017-05-06 02:39:05,2017-06-21 04:04:09,SeanMcOwen/FinanceAndPython.com-BasicFinance,inactive,,
Basic Investments,https://github.com/SeanMcOwen/FinanceAndPython.com-Investments,Basic investment tools in python.,Courses,3/23/21 6:32,9,5,1,8/2/17 21:52,8/17/17 3:24,SeanMcOwen/FinanceAndPython.com-Investments,inactive,, ML Specialisation,https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,Machine Learning in Finance.,Courses,2021-03-31 02:08:49,33.0,32.0,1.0,2019-01-24 02:55:01,2020-01-03 21:54:16,Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,active,,
ML Specialisation,https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,Machine Learning in Finance.,Courses,3/31/21 2:08,33,31,1,1/24/19 2:55,1/3/20 21:54,Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,active,, Basic Investments,https://github.com/SeanMcOwen/FinanceAndPython.com-Investments,Basic investment tools in python.,Courses,2021-03-23 06:32:10,9.0,5.0,1.0,2017-08-02 21:52:19,2017-08-17 03:24:53,SeanMcOwen/FinanceAndPython.com-Investments,inactive,,
Basic Finance,https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance,Source code notebooks basic finance applications.,Courses,3/31/21 2:09,10,8,1,5/6/17 2:39,6/21/17 4:04,SeanMcOwen/FinanceAndPython.com-BasicFinance,inactive,, Risk Management,https://github.com/andrey-lukyanov/Risk-Management,Finance risk engagement course resources.,Courses,2020-11-12 00:49:51,6.0,5.0,3.0,2018-10-03 16:26:14,2018-12-13 08:04:15,andrey-lukyanov/Risk-Management,inactive,,
https://fred.stlouisfed.org/,https://fred.stlouisfed.org/,,Data,,,,,,,,,, Basic Derivatives,https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives,Basic forward contracts and hedging.,Courses,2021-03-31 02:08:39,4.0,4.0,1.0,2017-08-24 00:11:37,2017-10-13 01:32:23,SeanMcOwen/FinanceAndPython.com-Derivatives,inactive,,
Financial Corporate,http://raw.rutgers.edu/Corporate%20Financial%20Data.html,,Data,,,,,,,,,, Mathematical Finance,https://github.com/yadongli/nyumath2048,NYU Math-GA 2048: Scientific Computing in Finance.,Courses,2021-01-14 18:01:08,69.0,63.0,6.0,2015-01-25 21:10:37,2020-03-25 04:24:25,yadongli/nyumath2048,active,,
https://github.com/timestocome/StockMarketData,https://github.com/timestocome/StockMarketData,,Data,3/26/21 22:35,7,6,1,5/10/17 21:49,8/6/17 19:23,timestocome/StockMarketData,,, Machine Learning for Trading,https://github.com/stefan-jansen/machine-learning-for-trading,"Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading.",Courses,2021-04-04 01:48:57,3717.0,1165.0,7.0,2018-05-09 12:33:08,2021-03-19 14:10:47,stefan-jansen/machine-learning-for-trading,active,,
https://stooq.com,https://stooq.com,,Data,,,,,,,,,, Algo Trading,https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading,Intro to algo trading.,Courses,2021-03-12 11:02:04,64.0,25.0,1.0,2017-10-29 20:34:54,2019-01-22 06:56:08,JCreeks/Machine-Learning-in-Finance,inactive,,
http://finance.yahoo.com/,http://finance.yahoo.com/,,Data,,,,,,,,,, Python for Finance,https://github.com/siaen/python_finance_course,CEU python for finance course material.,Courses,2021-03-31 02:08:55,16.0,15.0,4.0,2017-12-12 11:54:46,2020-02-25 20:31:41,siaen/python_finance_course,active,,
Non-financial Corporate,http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html,,Data,,,,,,,,,,
Rating Industries,http://www.ratingshistory.info/,,Data,,,,,,,,,,
Capital Markets Data,https://www.capitalmarketsdata.com/,,Data,,,,,,,,,,
IRS,http://social-metrics.org/sox/,,Data,,,,,,,,,, IRS,http://social-metrics.org/sox/,,Data,,,,,,,,,,
Web Scraping (FirmAI),https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data,,Data,3/28/21 12:43,576,183,2,2/19/19 19:02,7/22/20 16:48,firmai/business-machine-learning,,, Employee Count SEC Filings,https://github.com/healthgradient/sec_employee_information_extraction,,Data,2021-02-27 03:33:31,10.0,2.0,1.0,2018-06-26 23:33:51,2018-08-14 01:31:13,healthgradient/sec_employee_information_extraction,inactive,,
SEC Parsing,https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb,,Data,2/27/21 6:34,9,6,1,6/16/18 14:30,6/16/18 17:23,healthgradient/sec-doc-info-extraction,,, EDGAR,https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb,,Data,2021-01-23 19:22:59,11.0,10.0,1.0,2018-06-11 22:51:57,2018-07-10 18:03:52,TiesdeKok/UW_Python_Camp,inactive,,
Open Edgar,https://github.com/LexPredict/openedgar,,Data,3/31/21 6:16,166,61,6,5/7/18 15:32,5/15/19 8:32,LexPredict/openedgar,active,, Open Edgar,https://github.com/LexPredict/openedgar,,Data,2021-04-02 16:21:48,167.0,61.0,6.0,2018-05-07 15:32:31,2019-05-15 08:32:30,LexPredict/openedgar,active,,
EDGAR,https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb,,Data,1/23/21 19:22,11,10,1,6/11/18 22:51,7/10/18 18:03,TiesdeKok/UW_Python_Camp,inactive,, SEC Parsing,https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb,,Data,2021-02-27 06:34:55,9.0,6.0,1.0,2018-06-16 14:30:06,2018-06-16 17:23:46,healthgradient/sec-doc-info-extraction,inactive,,
Employee Count SEC Filings,https://github.com/healthgradient/sec_employee_information_extraction,,Data,2/27/21 3:33,10,2,1,6/26/18 23:33,8/14/18 1:31,healthgradient/sec_employee_information_extraction,,, Web Scraping (FirmAI),https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data,,Data,2021-03-28 12:43:58,576.0,183.0,2.0,2019-02-19 19:02:59,2020-07-22 16:48:21,firmai/business-machine-learning,active,,
Capital Markets Data,https://www.capitalmarketsdata.com/,,Data,,,,,,,,,,
https://github.com/timestocome/StockMarketData,https://github.com/timestocome/StockMarketData,,Data,2021-03-26 22:35:04,7.0,6.0,1.0,2017-05-10 21:49:45,2017-08-06 19:23:18,timestocome/StockMarketData,inactive,,
Non-financial Corporate,http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html,,Data,,,,,,,,,,
http://finance.yahoo.com/,http://finance.yahoo.com/,,Data,,,,,,,,,,
https://stooq.com,https://stooq.com,,Data,,,,,,,,,,
Financial Corporate,http://raw.rutgers.edu/Corporate%20Financial%20Data.html,,Data,,,,,,,,,,
https://fred.stlouisfed.org/,https://fred.stlouisfed.org/,,Data,,,,,,,,,,
Rating Industries,http://www.ratingshistory.info/,,Data,,,,,,,,,,
Advanced ML II,https://github.com/hudson-and-thames/research,More implementations of Financial Machine Learning (De Prado).,Data Processing Techniques and Transformations,,,,,,,hudson-and-thames/research,,, Advanced ML II,https://github.com/hudson-and-thames/research,More implementations of Financial Machine Learning (De Prado).,Data Processing Techniques and Transformations,,,,,,,hudson-and-thames/research,,,
Advanced ML,https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises,Exercises too Financial Machine Learning (De Prado).,Data Processing Techniques and Transformations,3/30/21 21:50,958,434,4,4/25/18 17:22,1/16/20 17:25,BlackArbsCEO/Adv_Fin_ML_Exercises,,, Advanced ML,https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises,Exercises too Financial Machine Learning (De Prado).,Data Processing Techniques and Transformations,2021-04-03 06:12:51,964.0,435.0,4.0,2018-04-25 17:22:40,2020-01-16 17:25:41,BlackArbsCEO/Adv_Fin_ML_Exercises,active,,
awesome-deep-trading,https://github.com/cbailes/awesome-deep-trading,curated list of papers/repos on topics like CNN/LSTM/GAN/Reinforcement Learning etc. Categorized as deep learning for now but there are other topics here. Manually maintained by cbailes,Deep Learning,3/31/21 6:59,528,135,1,11/26/18 3:23,1/1/21 9:41,cbailes/awesome-deep-trading,active,4,3/31/21 8:00 crypto-rl,https://github.com/sadighian/crypto-rl,NEW,Deep Learning,2021-04-03 21:08:14,345.0,112.0,1.0,2018-06-21 01:06:01,2020-11-05 11:08:19,sadighian/crypto-rl,active,3.0,3/31/21 8:00
trading-bot,https://github.com/pskrunner14/trading-bot,Implementation of deep reinforcement learning using Deep Q Network (DQN). Only supports single security at the moment. Idea is roughly based [here](https://keon.github.io/deep-q-learning/) and uses tensorflow/keras. Interesting helper python libraries used here are [tqdm](https://tqdm.github.io/) for console based progress bar and [altair](https://altair-viz.github.io/) for declarative visualization in python ,Deep Learning,3/31/21 9:46,285,137,1,8/13/18 10:44,1/23/20 4:41,pskrunner14/trading-bot,active,3,3/31/21 8:00 DeepLearningInFinance,https://github.com/sonaam1234/DeepLearningInFinance,NEW,Deep Learning,2021-03-08 13:09:27,266.0,145.0,1.0,2017-08-21 16:00:42,2017-08-21 17:23:48,sonaam1234/DeepLearningInFinance,inactive,3.0,3/31/21 8:00
Advanced-Deep-Trading,https://github.com/Rachnog/Advanced-Deep-Trading,"notebooks containing experiments based on Lopez de Prado book ""Advances in financial machine learning"". Mostly not deep learning related but rather sklearn regression models. Interesting libraries include [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) for calculating return stats and [shap](https://github.com/slundberg/shap) for explaining models. Examlpe of shap can be which features are pushing the value up and and which features are pushing the value down. Also contain functions for calculating geometric brownian motion and jump diffusion functions. ",Deep Learning,3/30/21 7:29,319,158,2,2/16/19 21:18,11/29/20 20:12,Rachnog/Advanced-Deep-Trading,active,3,3/31/21 8:00 LTSM GRU,https://github.com/RajatHanda/Finance-Forecasting,Stock Market Forecasting using LSTM\GRU.,Deep Learning,2021-03-29 23:59:32,11.0,6.0,1.0,2018-05-13 02:39:32,2019-02-25 00:26:42,RajatHanda/Finance-Forecasting,inactive,3.0,
deep-RL-trading,https://github.com/golsun/deep-RL-trading,NEW,Deep Learning,3/25/21 17:52,231,109,1,2/25/18 17:41,12/1/20 22:06,golsun/deep-RL-trading,active,3,3/31/21 8:00 Deep Learning,https://github.com/keon/deepstock,Technical experimentations to beat the stock market using deep learning.,Deep Learning,2021-03-24 14:45:00,427.0,154.0,2.0,2016-12-12 02:15:12,2017-03-04 08:37:29,keon/deepstock,inactive,4.0,
FinRL-Library,https://github.com/AI4Finance-LLC/FinRL-Library,NEW,Deep Learning,3/31/21 15:40,1780,423,22,7/26/20 13:18,3/28/21 13:46,AI4Finance-LLC/FinRL-Library,active,5,3/31/21 8:00 Deep Learning II,https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks,Tensorflow Regression.,Deep Learning,2021-03-21 06:53:56,174.0,67.0,1.0,2016-07-12 12:56:10,2018-02-16 02:43:36,LiamConnell/deep-algotrading,inactive,3.0,
RLTrader,https://github.com/notadamking/RLTrader,NEW,Deep Learning,3/30/21 14:02,1300,448,15,4/27/19 18:35,10/17/19 16:25,notadamking/RLTrader,active,5,3/31/21 8:00 Neural Network,https://github.com/VivekPa/IntroNeuralNetworks,Neural networks to predict stock prices.,Deep Learning,2021-04-03 11:59:40,489.0,177.0,2.0,2018-09-10 06:34:53,2018-11-21 07:39:31,VivekPa/IntroNeuralNetworks,inactive,4.0,
Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,NEW,Deep Learning,3/31/21 15:40,542,238,6,7/26/20 13:12,1/21/21 18:11,AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,active,4,3/31/21 8:00 Deep Learning IV,https://github.com/achillesrasquinha/bulbea,Bulbea: Deep Learning based Python Library.,Deep Learning,2021-04-02 01:36:03,1451.0,416.0,1.0,2017-03-09 06:11:06,2017-03-19 07:42:49,achillesrasquinha/bulbea,inactive,5.0,
BitcoinForecast,https://github.com/PiSimo/BitcoinForecast,NEW,Deep Learning,3/29/21 5:38,287,127,3,3/10/17 10:52,6/11/18 8:07,PiSimo/BitcoinForecast,inactive,3,3/31/21 8:00 AI Trading,https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md,AI to predict stock market movements.,Deep Learning,2021-04-03 21:14:18,2857.0,1378.0,1.0,2019-01-09 08:02:47,2019-02-11 16:32:47,borisbanushev/stockpredictionai,inactive,5.0,
AutomatedStockTrading-DeepQ-Learning,https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning,NEW,Deep Learning,3/24/21 1:11,134,51,2,2/23/19 12:01,2/25/20 18:16,sachink2010/AutomatedStockTrading-DeepQ-Learning,active,3,3/31/21 8:00 ARIMA-LTSM Hybrid,https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid,Hybrid model to predict future price correlation coefficients of two assets.,Deep Learning,2021-04-02 15:32:31,219.0,83.0,1.0,2018-08-05 02:13:21,2018-10-01 11:25:53,imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict,inactive,3.0,
Personae,https://github.com/Ceruleanacg/Personae,NEW,Deep Learning,3/31/21 15:38,1142,332,2,3/10/18 11:22,9/2/18 17:21,Ceruleanacg/Personae,inactive,5,3/31/21 8:00 LTSM Recurrent,https://github.com/VivekPa/AIAlpha,OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.,Deep Learning,2021-04-03 10:48:59,1199.0,371.0,2.0,2018-10-07 03:58:26,2019-08-03 09:00:44,VivekPa/AIAlpha,active,4.0,
Deep-Reinforcement-Stock-Trading,https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,NEW,Deep Learning,3/30/21 17:57,140,40,2,5/19/19 22:20,9/27/20 19:22,Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,active,3,3/31/21 8:00 Deep-Reinforcement-Learning-in-Trading,https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading,NEW,Deep Learning,2021-03-31 10:40:16,137.0,66.0,1.0,2018-05-11 00:52:14,2019-10-26 14:22:44,saeed349/Deep-Reinforcement-Learning-in-Trading,active,3.0,3/31/21 8:00
Deep-Learning-Machine-Learning-Stock,https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock,NEW,Deep Learning,3/25/21 17:56,251,93,1,9/29/18 23:38,3/18/21 3:16,LastAncientOne/Deep-Learning-Machine-Learning-Stock,active,3,3/31/21 8:00 Deep Learning III,https://github.com/Rachnog/Deep-Trading,Algorithmic trading with deep learning experiments.,Deep Learning,2021-04-03 05:26:29,1264.0,675.0,1.0,2016-06-18 18:23:06,2018-08-07 15:24:45,Rachnog/Deep-Trading,inactive,5.0,
trading-rl,https://github.com/Kostis-S-Z/trading-rl,NEW,Deep Learning,3/31/21 16:01,179,38,2,4/22/19 10:03,9/28/20 9:07,Kostis-S-Z/trading-rl,active,3,3/31/21 8:00 Stock-Prediction-Models,https://github.com/huseinzol05/Stock-Prediction-Models,NEW,Deep Learning,2021-04-03 20:09:41,3599.0,1521.0,2.0,2017-12-18 10:49:59,2021-01-05 10:31:50,huseinzol05/Stock-Prediction-Models,active,5.0,3/31/21 8:00
DQN-DDPG_Stock_Trading,https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading,NEW,Deep Learning,3/31/21 15:40,134,49,4,9/19/18 3:17,11/26/20 16:58,AI4Finance-LLC/DQN-DDPG_Stock_Trading,active,3,3/31/21 8:00 RLTrader,https://github.com/notadamking/RLTrader,NEW,Deep Learning,2021-04-03 20:09:48,1304.0,449.0,15.0,2019-04-27 18:35:15,2019-10-17 16:25:49,notadamking/RLTrader,active,5.0,3/31/21 8:00
Stock-Prediction-Models,https://github.com/huseinzol05/Stock-Prediction-Models,NEW,Deep Learning,3/31/21 8:38,3584,1520,2,12/18/17 10:49,1/5/21 10:31,huseinzol05/Stock-Prediction-Models,active,5,3/31/21 8:00 trading-rl,https://github.com/Kostis-S-Z/trading-rl,NEW,Deep Learning,2021-03-31 16:01:48,179.0,38.0,2.0,2019-04-22 10:03:21,2020-09-28 09:07:18,Kostis-S-Z/trading-rl,active,3.0,3/31/21 8:00
Deep-Reinforcement-Learning-in-Trading,https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading,NEW,Deep Learning,3/31/21 10:40,137,66,1,5/11/18 0:52,10/26/19 14:22,saeed349/Deep-Reinforcement-Learning-in-Trading,active,3,3/31/21 8:00 awesome-deep-trading,https://github.com/cbailes/awesome-deep-trading,curated list of papers/repos on topics like CNN/LSTM/GAN/Reinforcement Learning etc. Categorized as deep learning for now but there are other topics here. Manually maintained by cbailes,Deep Learning,2021-04-03 19:52:25,541.0,137.0,1.0,2018-11-26 03:23:04,2021-01-01 09:41:21,cbailes/awesome-deep-trading,active,4.0,3/31/21 8:00
crypto-rl,https://github.com/sadighian/crypto-rl,NEW,Deep Learning,3/29/21 21:17,339,110,1,6/21/18 1:06,11/5/20 11:08,sadighian/crypto-rl,active,3,3/31/21 8:00 trading-bot,https://github.com/pskrunner14/trading-bot,Implementation of deep reinforcement learning using Deep Q Network (DQN). Only supports single security at the moment. Idea is roughly based [here](https://keon.github.io/deep-q-learning/) and uses tensorflow/keras. Interesting helper python libraries used here are [tqdm](https://tqdm.github.io/) for console based progress bar and [altair](https://altair-viz.github.io/) for declarative visualization in python ,Deep Learning,2021-04-02 18:45:15,286.0,139.0,1.0,2018-08-13 10:44:08,2020-01-23 04:41:20,pskrunner14/trading-bot,active,3.0,3/31/21 8:00
DeepLearningInFinance,https://github.com/sonaam1234/DeepLearningInFinance,NEW,Deep Learning,3/8/21 13:09,266,145,1,8/21/17 16:00,8/21/17 17:23,sonaam1234/DeepLearningInFinance,inactive,3,3/31/21 8:00 Advanced-Deep-Trading,https://github.com/Rachnog/Advanced-Deep-Trading,"notebooks containing experiments based on Lopez de Prado book ""Advances in financial machine learning"". Mostly not deep learning related but rather sklearn regression models. Interesting libraries include [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) for calculating return stats and [shap](https://github.com/slundberg/shap) for explaining models. Examlpe of shap can be which features are pushing the value up and and which features are pushing the value down. Also contain functions for calculating geometric brownian motion and jump diffusion functions. ",Deep Learning,2021-03-30 07:29:06,319.0,158.0,2.0,2019-02-16 21:18:00,2020-11-29 20:12:59,Rachnog/Advanced-Deep-Trading,active,3.0,3/31/21 8:00
LTSM GRU,https://github.com/RajatHanda/Finance-Forecasting,Stock Market Forecasting using LSTM\GRU.,Deep Learning,3/29/21 23:59,11,6,1,5/13/18 2:39,2/25/19 0:26,RajatHanda/Finance-Forecasting,active,3, FinRL-Library,https://github.com/AI4Finance-LLC/FinRL-Library,NEW,Deep Learning,2021-04-04 01:53:52,1807.0,433.0,22.0,2020-07-26 13:18:16,2021-04-03 23:21:19,AI4Finance-LLC/FinRL-Library,active,5.0,3/31/21 8:00
Deep Learning,https://github.com/keon/deepstock,Technical experimentations to beat the stock market using deep learning.,Deep Learning,3/24/21 14:45,427,154,2,12/12/16 2:15,3/4/17 8:37,keon/deepstock,inactive,4, Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,NEW,Deep Learning,2021-04-03 10:08:31,547.0,240.0,6.0,2020-07-26 13:12:53,2021-01-21 18:11:59,AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,active,4.0,3/31/21 8:00
Deep Learning II,https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks,Tensorflow Regression.,Deep Learning,3/21/21 6:53,174,68,1,7/12/16 12:56,2/16/18 2:43,LiamConnell/deep-algotrading,inactive,3, deep-RL-trading,https://github.com/golsun/deep-RL-trading,NEW,Deep Learning,2021-04-01 12:51:09,233.0,109.0,1.0,2018-02-25 17:41:42,2020-12-01 22:06:39,golsun/deep-RL-trading,active,3.0,3/31/21 8:00
Deep Learning III,https://github.com/Rachnog/Deep-Trading,Algorithmic trading with deep learning experiments.,Deep Learning,3/26/21 6:28,1262,675,1,6/18/16 18:23,8/7/18 15:24,Rachnog/Deep-Trading,inactive,5, AutomatedStockTrading-DeepQ-Learning,https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning,NEW,Deep Learning,2021-03-24 01:11:36,134.0,51.0,2.0,2019-02-23 12:01:21,2020-02-25 18:16:34,sachink2010/AutomatedStockTrading-DeepQ-Learning,active,3.0,3/31/21 8:00
Deep Learning IV,https://github.com/achillesrasquinha/bulbea,Bulbea: Deep Learning based Python Library.,Deep Learning,3/28/21 15:58,1448,416,1,3/9/17 6:11,3/19/17 7:42,achillesrasquinha/bulbea,active,5, Personae,https://github.com/Ceruleanacg/Personae,NEW,Deep Learning,2021-03-31 15:38:46,1142.0,332.0,2.0,2018-03-10 11:22:00,2018-09-02 17:21:38,Ceruleanacg/Personae,inactive,5.0,3/31/21 8:00
AI Trading,https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md,AI to predict stock market movements.,Deep Learning,3/29/21 14:35,2852,1379,1,1/9/19 8:02,2/11/19 16:32,borisbanushev/stockpredictionai,inactive,5, Deep-Reinforcement-Stock-Trading,https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,NEW,Deep Learning,2021-04-03 22:50:43,141.0,42.0,2.0,2019-05-19 22:20:05,2020-09-27 19:22:28,Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,active,3.0,3/31/21 8:00
Neural Network,https://github.com/VivekPa/IntroNeuralNetworks,Neural networks to predict stock prices.,Deep Learning,3/30/21 18:13,488,177,2,9/10/18 6:34,11/21/18 7:39,VivekPa/IntroNeuralNetworks,inactive,4, Deep-Learning-Machine-Learning-Stock,https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock,NEW,Deep Learning,2021-04-04 01:27:04,264.0,94.0,1.0,2018-09-29 23:38:06,2021-03-18 03:16:36,LastAncientOne/Deep-Learning-Machine-Learning-Stock,active,3.0,3/31/21 8:00
ARIMA-LTSM Hybrid,https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid,Hybrid model to predict future price correlation coefficients of two assets.,Deep Learning,3/16/21 4:35,218,83,1,8/5/18 2:13,10/1/18 11:25,imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid,active,3, BitcoinForecast,https://github.com/PiSimo/BitcoinForecast,NEW,Deep Learning,2021-04-03 08:03:11,288.0,127.0,3.0,2017-03-10 10:52:02,2018-06-11 08:07:02,PiSimo/BitcoinForecast,inactive,3.0,3/31/21 8:00
LTSM Recurrent,https://github.com/VivekPa/AIAlpha,OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.,Deep Learning,3/30/21 3:12,1198,370,2,10/7/18 3:58,8/3/19 9:00,VivekPa/AIAlpha,active,4, DQN-DDPG_Stock_Trading,https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading,NEW,Deep Learning,2021-04-03 21:48:43,135.0,49.0,4.0,2018-09-19 03:17:06,2020-11-26 16:58:00,AI4Finance-LLC/DQN-DDPG_Stock_Trading,active,3.0,3/31/21 8:00
Computational Derivatives,https://github.com/chenbowen184/Computational_Finance,Projects focusing on investigating simulations and computational techniques applied in finance.,Derivatives and Hedging,1/12/21 12:22,17,12,1,1/29/18 5:01,8/2/18 5:56,chenbowen184/Computational_Finance,,, Derman,https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb,Binomial tree for American call.,Derivatives and Hedging,2020-10-06 20:37:15,1.0,3.0,1.0,2018-05-18 18:08:16,2018-09-21 19:59:01,rstreppa/valuation-convertibles-Goldman1994,inactive,,
Delta Hedging,https://github.com/RobinsonGarcia/delta-hedging,Advanced derivatives.,Derivatives and Hedging,2/27/21 8:48,3,2,1,3/2/18 23:53,7/17/18 23:32,RobinsonGarcia/delta-hedging,,, Hull White,https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb,"Callable Bond, Hull White.",Derivatives and Hedging,2020-10-06 20:37:16,4.0,6.0,1.0,2018-06-06 22:06:06,2018-06-06 22:27:02,rstreppa/valuation-callables-HullWhite,inactive,,
Options Risk Measures,https://github.com/wanglouis49/risk_estimation,Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling).,Derivatives and Hedging,10/6/20 20:37,1,2,1,4/29/16 3:51,1/16/18 1:24,wanglouis49/risk_estimation,,, Derivative Markets,https://github.com/broughtj/Fin6470/tree/master/Notebooks,"The economics of futures, futures, options, and swaps.",Derivatives and Hedging,2021-03-18 03:47:54,8.0,8.0,1.0,2016-02-09 05:30:27,2021-03-18 03:47:47,broughtj/Fin6470,active,,
Derivatives Python,https://github.com/yhilpisch/dawp/tree/master/python36,Derivative analytics with Python.,Derivatives and Hedging,3/23/21 15:35,387,297,1,7/9/15 12:27,2/22/21 13:29,yhilpisch/dawp,,, Options,https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D,Introduction to options.,Derivatives and Hedging,2021-04-04 00:48:36,332.0,165.0,36.0,2017-07-28 15:48:29,2021-03-17 17:17:08,QuantConnect/Tutorials,active,,
Volatility and Variance Derivatives,https://github.com/yhilpisch/lvvd/tree/master/lvvd,Volatility derivatives analytics.,Derivatives and Hedging,2021-03-23 12:10:07,78.0,77.0,1.0,2016-10-21 04:12:50,2021-02-22 13:32:00,yhilpisch/lvvd,active,,
Reinforcement Learning,https://github.com/FinTechies/HedgingRL,Hedging portfolios with reinforcement learning.,Derivatives and Hedging,2021-01-20 08:12:13,16.0,9.0,1.0,2017-04-21 10:58:56,2017-08-02 21:41:06,FinTechies/HedgingRL,inactive,,
Option Strategies,https://github.com/rstreppa/valuation-OptionStrategies,"Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations.",Derivatives and Hedging,2021-02-27 08:50:16,2.0,3.0,1.0,2018-05-22 18:27:26,2018-05-22 18:30:24,rstreppa/valuation-OptionStrategies,inactive,,
Options,https://github.com/PHBS/2018.M1.ASP/tree/master/py,Black Scholes and Copula.,Derivatives and Hedging,,,,,,,PHBS/2018.M1.ASP,,, Options,https://github.com/PHBS/2018.M1.ASP/tree/master/py,Black Scholes and Copula.,Derivatives and Hedging,,,,,,,PHBS/2018.M1.ASP,,,
Option Strategies,https://github.com/rstreppa/valuation-OptionStrategies,"Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations.",Derivatives and Hedging,2/27/21 8:50,2,3,1,5/22/18 18:27,5/22/18 18:30,rstreppa/valuation-OptionStrategies,,, Derivatives Python,https://github.com/yhilpisch/dawp/tree/master/python36,Derivative analytics with Python.,Derivatives and Hedging,2021-03-23 15:35:23,387.0,297.0,1.0,2015-07-09 12:27:29,2021-02-22 13:29:18,yhilpisch/dawp,active,,
Black Scholes,https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb,Options pricing.,Derivatives and Hedging,10/6/20 20:36,1,2,0,12/9/17 18:50,7/9/18 9:48,irajwani/numerical_methods_python,,, Options Risk Measures,https://github.com/wanglouis49/risk_estimation,Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling).,Derivatives and Hedging,2020-10-06 20:37:02,1.0,2.0,1.0,2016-04-29 03:51:25,2018-01-16 01:24:07,wanglouis49/risk_estimation,inactive,,
Hull White,https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb,"Callable Bond, Hull White.",Derivatives and Hedging,10/6/20 20:37,4,6,1,6/6/18 22:06,6/6/18 22:27,rstreppa/valuation-callables-HullWhite,,, Delta Hedging,https://github.com/RobinsonGarcia/delta-hedging,Advanced derivatives.,Derivatives and Hedging,2021-02-27 08:48:27,3.0,2.0,1.0,2018-03-02 23:53:53,2018-07-17 23:32:23,RobinsonGarcia/delta-hedging,inactive,,
Reinforcement Learning,https://github.com/FinTechies/HedgingRL,Hedging portfolios with reinforcement learning.,Derivatives and Hedging,1/20/21 8:12,16,9,1,4/21/17 10:58,8/2/17 21:41,FinTechies/HedgingRL,,, Computational Derivatives,https://github.com/chenbowen184/Computational_Finance,Projects focusing on investigating simulations and computational techniques applied in finance.,Derivatives and Hedging,2021-01-12 12:22:31,17.0,12.0,1.0,2018-01-29 05:01:52,2018-08-02 05:56:49,chen-bowen/Computational_Finance,inactive,,
Volatility and Variance Derivatives,https://github.com/yhilpisch/lvvd/tree/master/lvvd,Volatility derivatives analytics.,Derivatives and Hedging,3/23/21 12:10,78,77,1,10/21/16 4:12,2/22/21 13:32,yhilpisch/lvvd,,, Black Scholes,https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb,Options pricing.,Derivatives and Hedging,2020-10-06 20:36:29,1.0,2.0,0.0,2017-12-09 18:50:20,2018-07-09 09:48:36,irajwani/numerical_methods_python,inactive,,
Options,https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D,Introduction to options.,Derivatives and Hedging,3/27/21 22:51,328,164,36,7/28/17 15:48,3/17/21 17:17,QuantConnect/Tutorials,,, Life-cycle,https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb,Company life cycle.,Extended Research,2020-12-21 14:42:43,3.0,3.0,1.0,2019-01-19 18:16:47,2019-02-18 16:57:19,atulram/Finance-and-Stocks,inactive,,
Derivative Markets,https://github.com/broughtj/Fin6470/tree/master/Notebooks,"The economics of futures, futures, options, and swaps.",Derivatives and Hedging,3/18/21 3:47,8,8,1,2/9/16 5:30,3/18/21 3:47,broughtj/Fin6470,,, Computational Finance,https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance,Applied Computational Economics and Finance.,Extended Research,2021-03-07 17:47:01,12.0,13.0,1.0,2017-08-27 03:46:33,2017-08-26 04:26:04,lnsongxf/Applied_Computational_Economics_and_Finance,inactive,,
Derman,https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb,Binomial tree for American call.,Derivatives and Hedging,10/6/20 20:37,1,3,1,5/18/18 18:08,9/21/18 19:59,rstreppa/valuation-convertibles-Goldman1994,,, Bayesian Finance,https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb,Notebook PyMC3 implementation.,Extended Research,2021-04-03 15:17:52,231.0,55.0,1.0,2018-08-28 14:45:00,2020-08-06 22:03:47,marketneutral/alphatools,active,,
Corporate Finance,https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance,Basic corporate finance.,Extended Research,2021-01-16 19:01:31,9.0,4.0,1.0,2017-09-09 03:35:24,2017-09-09 23:04:48,SeanMcOwen/FinanceAndPython.com-CorporateFinance,inactive,,
Mathematical Finance,https://github.com/Auquan/Tutorials,Notebooks for math and financial tutorials.,Extended Research,2021-03-31 18:05:45,662.0,426.0,9.0,2017-01-21 11:24:18,2020-08-01 17:03:32,Auquan/Tutorials,active,,
Economic Foundations,https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations,Basic economic models.,Extended Research,2020-10-06 21:01:59,2.0,3.0,1.0,2017-05-25 02:27:36,2017-06-30 03:53:59,SeanMcOwen/FinanceAndPython.com-EconomicFoundations,inactive,,
Financial Economics,https://github.com/rsvp/fecon235/tree/master/nb,Financial Economics Models.,Extended Research,2021-03-29 08:31:35,709.0,273.0,2.0,2014-11-09 04:49:01,2018-12-03 16:30:28,rsvp/fecon235,inactive,,
Finance Graph Theory,https://github.com/AvijitGhosh82/Finance_Graph_Theory,Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents.,Extended Research,2021-03-28 02:22:22,17.0,7.0,3.0,2018-08-02 02:48:24,2019-03-16 18:39:38,evijit/Finance_Graph_Theory,inactive,,
Market Crash Prediction,https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb,Predicting market crashes using an LPPL model.,Extended Research,2020-10-06 21:01:42,1.0,3.0,1.0,2019-01-24 13:37:45,2019-02-13 16:48:00,sarachmax/MarketCrashes_Prediction,inactive,,
M&A,https://github.com/atulram/Finance-and-Stocks,Mergers and Acquisitions.,Extended Research,2020-12-21 14:42:43,3.0,3.0,1.0,2019-01-19 18:16:47,2019-02-18 16:57:19,atulram/Finance-and-Stocks,inactive,,
Behavioural Economics,https://github.com/pcmichaud/notebooks,Behavioural Economics and Finance Python Notebooks.,Extended Research,2021-02-03 07:22:40,9.0,4.0,1.0,2018-12-20 00:21:38,2019-03-26 11:51:46,pcmichaud/notebooks,inactive,,
Applied Corporate Finance,https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance,Studies the empirical behaviours in stock market.,Extended Research,2021-02-19 13:40:37,8.0,9.0,1.0,2018-01-29 05:14:52,2018-07-19 06:25:36,chen-bowen/Data_Science_in_Applied_Corporate_Finance,inactive,,
HFT,https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,High frequency trading.,Extended Research,2021-04-01 15:27:44,743.0,331.0,1.0,2016-07-21 05:14:14,2017-02-14 16:47:25,rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,inactive,,
Critical Transitions,https://github.com/ryanholbrook/critical-transitions,Detecting critical transitions in financial networks with topological data analysis.,Extended Research,2021-01-30 11:50:22,10.0,3.0,1.0,2019-01-22 10:59:50,2019-03-12 18:35:02,ryanholbrook/critical-transitions,inactive,,
Real Estate Property Fraud,https://github.com/aviroop1/Real_Estate_Property_Fraud,Unsupervised fraud detection model that can identify likely candidates of fraud.,Extended Research,,,,,,,aviroop1/Real_Estate_Property_Fraud,,, Real Estate Property Fraud,https://github.com/aviroop1/Real_Estate_Property_Fraud,Unsupervised fraud detection model that can identify likely candidates of fraud.,Extended Research,,,,,,,aviroop1/Real_Estate_Property_Fraud,,,
HFT,https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,High frequency trading.,Extended Research,3/29/21 17:04,742,331,1,7/21/16 5:14,2/14/17 16:47,rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,,, Deep Portfolio,https://github.com/DLColumbia/DL_forFinance,Deep learning for finance Predict volume of bonds.,Extended Research,2021-01-12 11:48:27,27.0,20.0,2.0,2018-05-08 19:34:17,2018-05-09 15:39:25,DLColumbia/DL_forFinance,inactive,,
Deep Portfolio,https://github.com/DLColumbia/DL_forFinance,Deep learning for finance Predict volume of bonds.,Extended Research,1/12/21 11:48,27,20,2,5/8/18 19:34,5/9/18 15:39,DLColumbia/DL_forFinance,,, NLP Finance Papers,https://github.com/chenbowen184/Research_Documents_Curation_with_NLP,Curating quantitative finance papers using machine learning.,Extended Research,2021-02-27 06:33:23,8.0,9.0,1.0,2018-10-11 20:32:37,2018-12-24 23:27:55,chen-bowen/Research_Documents_Curation_with_NLP,inactive,,
NLP Finance Papers,https://github.com/chenbowen184/Research_Documents_Curation_with_NLP,Curating quantitative finance papers using machine learning.,Extended Research,2/27/21 6:33,8,9,1,10/11/18 20:32,12/24/18 23:27,chenbowen184/Research_Documents_Curation_with_NLP,,, Simulation,https://github.com/chenbowen184/Computational_Finance,Investigating simulations as part of computational finance.,Extended Research,2021-01-12 12:22:31,17.0,12.0,1.0,2018-01-29 05:01:52,2018-08-02 05:56:49,chen-bowen/Computational_Finance,inactive,,
Simulation,https://github.com/chenbowen184/Computational_Finance,Investigating simulations as part of computational finance.,Extended Research,1/12/21 12:22,17,12,1,1/29/18 5:01,8/2/18 5:56,chenbowen184/Computational_Finance,,, Liquidity and Momentum,https://github.com/mrefermat/quant_finance,Various factors and portfolio constructions.,Extended Research,2021-03-30 00:09:34,31.0,15.0,1.0,2018-08-11 22:59:53,2019-11-12 04:49:01,mrefermat/quant_finance,active,,
Bayesian Finance I,https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb,Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs.,Extended Research,2020-11-28 03:02:48,25.0,6.0,0.0,2019-01-04 12:30:41,2019-02-18 09:55:21,AlexIoannides/pymc-stochastic-process,inactive,,
Currency PCA,https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb,Forex spots PCA.,Extended Research,2020-10-26 00:55:20,3.0,1.0,1.0,2019-03-12 21:11:29,2019-03-12 22:09:10,shanemulqueen/python-finance-pca,inactive,,
Backtests,https://github.com/AlgoTraders/stock-analysis-engine,Trading data and algorithms.,Extended Research,2021-04-03 21:19:58,615.0,163.0,3.0,2018-09-16 20:00:36,2020-09-05 13:01:05,AlgoTraders/stock-analysis-engine,active,,
High Frequency,https://github.com/cswaney/prickle,A Python toolkit for high-frequency trade research.,Extended Research,2021-03-22 02:19:15,24.0,17.0,2.0,2016-07-06 20:32:21,2018-06-09 10:53:51,cswaney/prickle,inactive,,
Commodity,https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb,Commodity influence over Brazilian stocks.,Extended Research,,,,,,,felipessalvatore/fin2vec,,, Commodity,https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb,Commodity influence over Brazilian stocks.,Extended Research,,,,,,,felipessalvatore/fin2vec,,,
Bayesian Finance I,https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb,Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs.,Extended Research,11/28/20 3:02,25,6,0,1/4/19 12:30,2/18/19 9:55,AlexIoannides/pymc-stochastic-process,,, VaR GaN,https://github.com/hamaadshah/market_risk_gan_keras,Estimate Value-at-Risk for market risk management using Keras and TensorFlow.,Factor and Risk Analysis,2021-03-20 21:53:18,41.0,28.0,1.0,2018-08-06 16:09:44,2020-11-22 19:02:07,hamaadshah/market_risk_gan_tensorflow,active,,
Currency PCA,https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb,Forex spots PCA.,Extended Research,10/26/20 0:55,3,1,1,3/12/19 21:11,3/12/19 22:09,shanemulqueen/python-finance-pca,,, Pyfolio,https://github.com/quantopian/pyfolio,Portfolio and risk analytics in Python.,Factor and Risk Analysis,2021-04-03 15:55:00,3647.0,1147.0,42.0,2015-06-01 15:31:39,2020-02-28 17:30:19,quantopian/pyfolio,active,,
Backtests,https://github.com/AlgoTraders/stock-analysis-engine,Trading data and algorithms.,Extended Research,3/30/21 2:32,613,162,3,9/16/18 20:00,9/5/20 13:01,AlgoTraders/stock-analysis-engine,,, Performance Analysis,https://github.com/quantopian/alphalens,Performance analysis of predictive (alpha) stock factors.,Factor and Risk Analysis,2021-04-02 19:02:20,1839.0,693.0,17.0,2016-06-03 21:49:15,2020-04-27 18:40:41,quantopian/alphalens,active,,
High Frequency,https://github.com/cswaney/prickle,A Python toolkit for high-frequency trade research.,Extended Research,3/22/21 2:19,24,17,2,7/6/16 20:32,6/9/18 10:53,cswaney/prickle,,, Python for Finance,https://github.com/yhilpisch/py4fi/tree/master/jupyter36,Various financial notebooks.,Factor and Risk Analysis,2021-04-03 11:16:56,1297.0,792.0,1.0,2014-12-15 11:23:34,2018-07-10 06:38:12,yhilpisch/py4fi,inactive,,
Critical Transitions,https://github.com/ryanholbrook/critical-transitions,Detecting critical transitions in financial networks with topological data analysis.,Extended Research,1/30/21 11:50,10,3,1,1/22/19 10:59,3/12/19 18:35,ryanholbrook/critical-transitions,,, Convex Optimisation,https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb,Convex Optimization for Finance.,Factor and Risk Analysis,2020-11-04 07:19:22,17.0,9.0,1.0,2018-06-26 20:36:47,2019-10-22 21:56:46,ssanderson/convex-optimization-for-finance,active,,
Liquidity and Momentum,https://github.com/mrefermat/quant_finance,Various factors and portfolio constructions.,Extended Research,3/30/21 0:09,31,15,1,8/11/18 22:59,11/12/19 4:49,mrefermat/quant_finance,,, Statistical Finance,https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments,Various financial experiments.,Factor and Risk Analysis,2021-03-30 00:09:28,21.0,16.0,1.0,2015-10-04 09:10:54,2020-03-28 18:33:58,mrefermat/FinancePhD,active,,
Applied Corporate Finance,https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance,Studies the empirical behaviours in stock market.,Extended Research,2/19/21 13:40,8,9,1,1/29/18 5:14,7/19/18 6:25,chenbowen184/Data_Science_in_Applied_Corporate_Finance,,, VaR,https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb,Value-at-risk calculations.,Factor and Risk Analysis,2021-03-31 02:06:48,10.0,9.0,1.0,2016-11-15 19:24:17,2017-01-14 21:19:30,willb/var-notebook,inactive,,
M&A,https://github.com/atulram/Finance-and-Stocks,Mergers and Acquisitions.,Extended Research,12/21/20 14:42,3,3,1,1/19/19 18:16,2/18/19 16:57,atulram/Finance-and-Stocks,,, Factor Analysis,https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb,Factor analysis for mutual funds.,Factor and Risk Analysis,2020-12-21 14:26:46,3.0,4.0,1.0,2018-03-13 07:39:20,2018-03-13 07:42:36,garvit-kudesia91/factor_analysis,inactive,,
Life-cycle,https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb,Company life cycle.,Extended Research,12/21/20 14:42,3,3,1,1/19/19 18:16,2/18/19 16:57,atulram/Finance-and-Stocks,,, Risk and Return,https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials,Riskiness of portfolios and assets.,Factor and Risk Analysis,2021-03-19 22:01:05,139.0,61.0,2.0,2017-09-12 13:35:09,2020-08-06 12:35:44,PyDataBlog/Python-for-Data-Science,active,,
Computational Finance,https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance,Applied Computational Economics and Finance.,Extended Research,3/7/21 17:47,12,13,1,8/27/17 3:46,8/26/17 4:26,lnsongxf/Applied_Computational_Economics_and_Finance,,, Risk Basic,https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb,Active portfolio risk management .,Factor and Risk Analysis,2021-03-01 13:53:42,31.0,18.0,1.0,2016-05-10 11:03:48,2016-05-17 03:44:56,RJT1990/Active-Portfolio-Management-Notes,inactive,,
Bayesian Finance,https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb,Notebook PyMC3 implementation.,Extended Research,3/25/21 18:38,229,53,1,8/28/18 14:45,8/6/20 22:03,marketneutral/alphatools,,, Factor Analysis,https://github.com/alpha-miner/alpha-mind/tree/master/notebooks,Factor strategy notebooks.,Factor and Risk Analysis,2021-03-12 22:42:55,171.0,59.0,3.0,2017-05-01 07:36:54,2021-02-09 09:36:41,alpha-miner/alpha-mind,active,,
Corporate Finance,https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance,Basic corporate finance.,Extended Research,1/16/21 19:01,9,4,1,9/9/17 3:35,9/9/17 23:04,SeanMcOwen/FinanceAndPython.com-CorporateFinance,,, Various Risk Measures,https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb,Risk measures and factors for alternative and responsible investments.,Factor and Risk Analysis,2020-11-04 07:04:38,4.0,5.0,1.0,2017-08-07 14:44:32,2017-08-08 22:52:11,Jorgencr/Alternative-and-Responsible-Investments,inactive,,
Mathematical Finance,https://github.com/Auquan/Tutorials,Notebooks for math and financial tutorials.,Extended Research,3/29/21 10:26,661,426,9,1/21/17 11:24,8/1/20 17:03,Auquan/Tutorials,,, CAPM,https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb,Expected returns using CAPM.,Factor and Risk Analysis,2021-03-01 13:53:42,31.0,18.0,1.0,2016-05-10 11:03:48,2016-05-17 03:44:56,RJT1990/Active-Portfolio-Management-Notes,inactive,,
Behavioural Economics,https://github.com/pcmichaud/notebooks,Behavioural Economics and Finance Python Notebooks.,Extended Research,2/3/21 7:22,9,4,1,12/20/18 0:21,3/26/19 11:51,pcmichaud/notebooks,,, Quant Finance,https://github.com/mrefermat/quant_finance,General quant repository.,Factor and Risk Analysis,2021-03-30 00:09:34,31.0,15.0,1.0,2018-08-11 22:59:53,2019-11-12 04:49:01,mrefermat/quant_finance,active,,
Financial Economics,https://github.com/rsvp/fecon235/tree/master/nb,Financial Economics Models.,Extended Research,3/29/21 8:31,709,273,2,11/9/14 4:49,12/3/18 16:30,rsvp/fecon235,,, Vasicek,https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb,Bootstrapping and interpolation.,Fixed Income,2020-12-10 21:20:03,3.0,3.0,1.0,2018-07-18 19:26:54,2018-07-18 19:34:48,RobinsonGarcia/fixed-income,inactive,,
Economic Foundations,https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations,Basic economic models.,Extended Research,10/6/20 21:01,2,3,1,5/25/17 2:27,6/30/17 3:53,SeanMcOwen/FinanceAndPython.com-EconomicFoundations,,, Binomial Tree,https://github.com/hy-lei/math-finance-exercise,Utility functions in fixed income securities.,Fixed Income,2020-10-06 20:55:18,1.0,2.0,1.0,2019-02-02 08:44:14,2019-05-03 17:16:52,hy-lei/math-finance-toolbox,active,,
Finance Graph Theory,https://github.com/AvijitGhosh82/Finance_Graph_Theory,Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents.,Extended Research,3/28/21 2:22,17,7,3,8/2/18 2:48,3/16/19 18:39,AvijitGhosh82/Finance_Graph_Theory,,, Corporate Bonds,https://github.com/ishank011/gs-quantify-bond-prediction,Predicting the buying and selling volume of the corporate bonds.,Fixed Income,2021-01-03 21:46:55,7.0,5.0,1.0,2017-09-27 19:57:13,2017-09-27 20:00:29,ishank011/gs-quantify-bond-prediction,inactive,,
Market Crash Prediction,https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb,Predicting market crashes using an LPPL model.,Extended Research,10/6/20 21:01,1,3,1,1/24/19 13:37,2/13/19 16:48,sarachmax/MarketCrashes_Prediction,,,
Risk and Return,https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials,Riskiness of portfolios and assets.,Factor and Risk Analysis,3/19/21 22:01,139,61,2,9/12/17 13:35,8/6/20 12:35,PyDataBlog/Python-for-Data-Science,,,
Risk Basic,https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb,Active portfolio risk management .,Factor and Risk Analysis,3/1/21 13:53,31,18,1,5/10/16 11:03,5/17/16 3:44,RJT1990/Active-Portfolio-Management-Notes,,,
Quant Finance,https://github.com/mrefermat/quant_finance,General quant repository.,Factor and Risk Analysis,3/30/21 0:09,31,15,1,8/11/18 22:59,11/12/19 4:49,mrefermat/quant_finance,,,
Various Risk Measures,https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb,Risk measures and factors for alternative and responsible investments.,Factor and Risk Analysis,11/4/20 7:04,4,5,1,8/7/17 14:44,8/8/17 22:52,Jorgencr/Alternative-and-Responsible-Investments,,,
CAPM,https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb,Expected returns using CAPM.,Factor and Risk Analysis,3/1/21 13:53,31,18,1,5/10/16 11:03,5/17/16 3:44,RJT1990/Active-Portfolio-Management-Notes,,,
Factor Analysis,https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb,Factor analysis for mutual funds.,Factor and Risk Analysis,12/21/20 14:26,3,4,1,3/13/18 7:39,3/13/18 7:42,garvit-kudesia91/factor_analysis,,,
Factor Analysis,https://github.com/alpha-miner/alpha-mind/tree/master/notebooks,Factor strategy notebooks.,Factor and Risk Analysis,3/12/21 22:42,171,59,3,5/1/17 7:36,2/9/21 9:36,alpha-miner/alpha-mind,,,
Statistical Finance,https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments,Various financial experiments.,Factor and Risk Analysis,3/30/21 0:09,21,16,1,10/4/15 9:10,3/28/20 18:33,mrefermat/FinancePhD,,,
Convex Optimisation,https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb,Convex Optimization for Finance.,Factor and Risk Analysis,11/4/20 7:19,17,9,1,6/26/18 20:36,10/22/19 21:56,ssanderson/convex-optimization-for-finance,,,
VaR,https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb,Value-at-risk calculations.,Factor and Risk Analysis,10/6/20 20:29,9,9,1,11/15/16 19:24,1/14/17 21:19,willb/var-notebook,,,
Python for Finance,https://github.com/yhilpisch/py4fi/tree/master/jupyter36,Various financial notebooks.,Factor and Risk Analysis,3/27/21 13:15,1294,791,1,12/15/14 11:23,7/10/18 6:38,yhilpisch/py4fi,,,
Performance Analysis,https://github.com/quantopian/alphalens,Performance analysis of predictive (alpha) stock factors.,Factor and Risk Analysis,3/30/21 6:28,1835,691,17,6/3/16 21:49,4/27/20 18:40,quantopian/alphalens,,,
Pyfolio,https://github.com/quantopian/pyfolio,Portfolio and risk analytics in Python.,Factor and Risk Analysis,3/30/21 15:14,3633,1143,42,6/1/15 15:31,2/28/20 17:30,quantopian/pyfolio,,,
VaR GaN,https://github.com/hamaadshah/market_risk_gan_keras,Estimate Value-at-Risk for market risk management using Keras and TensorFlow.,Factor and Risk Analysis,3/20/21 21:53,41,28,1,8/6/18 16:09,11/22/20 19:02,hamaadshah/market_risk_gan_keras,,,
Vasicek,https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb,Bootstrapping and interpolation.,Fixed Income,12/10/20 21:20,3,3,1,7/18/18 19:26,7/18/18 19:34,RobinsonGarcia/fixed-income,,,
Corporate Bonds,https://github.com/ishank011/gs-quantify-bond-prediction,Predicting the buying and selling volume of the corporate bonds.,Fixed Income,1/3/21 21:46,7,5,1,9/27/17 19:57,9/27/17 20:00,ishank011/gs-quantify-bond-prediction,,,
Binomial Tree,https://github.com/hy-lei/math-finance-exercise,Utility functions in fixed income securities.,Fixed Income,10/6/20 20:55,1,2,1,2/2/19 8:44,5/3/19 17:16,hy-lei/math-finance-exercise,,,
Trend Following,http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html,A futures trend following portfolio investment strategy.,Other Models,,,,,,,,,, Trend Following,http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html,A futures trend following portfolio investment strategy.,Other Models,,,,,,,,,,
Mixture Models I,https://github.com/BlackArbsCEO/Mixture_Models,Mixture models to predict market bottoms.,Other Models,3/2/21 19:44,31,31,1,3/20/17 18:54,4/25/17 23:35,BlackArbsCEO/Mixture_Models,,, Mixture Models I,https://github.com/BlackArbsCEO/Mixture_Models,Mixture models to predict market bottoms.,Other Models,2021-03-02 19:44:01,31.0,31.0,1.0,2017-03-20 18:54:24,2017-04-25 23:35:20,BlackArbsCEO/Mixture_Models,inactive,,
Mixture Models II,https://github.com/BlackArbsCEO/mixture_model_trading_public,Mixture models and stock trading.,Other Models,3/12/21 13:21,166,73,1,12/11/17 17:05,5/13/20 23:50,BlackArbsCEO/mixture_model_trading_public,,, Mixture Models II,https://github.com/BlackArbsCEO/mixture_model_trading_public,Mixture models and stock trading.,Other Models,2021-03-12 13:21:17,166.0,73.0,1.0,2017-12-11 17:05:38,2020-05-13 23:50:47,BlackArbsCEO/mixture_model_trading_public,active,,
Fundamental LT Forecasts,https://github.com/Hvass-Labs/FinanceOps,Research in investment finance for long term forecasts.,Other Models,3/21/21 19:26,379,126,1,7/22/18 8:14,2/17/21 14:39,Hvass-Labs/FinanceOps,,, Fundamental LT Forecasts,https://github.com/Hvass-Labs/FinanceOps,Research in investment finance for long term forecasts.,Other Models,2021-04-03 10:59:10,381.0,126.0,1.0,2018-07-22 08:14:46,2021-02-17 14:39:30,Hvass-Labs/FinanceOps,active,,
Scikit-learn Stock Prediction,https://github.com/robertmartin8/MachineLearningStocks,Using python and scikit-learn to make stock predictions.,Other Models,3/30/21 18:11,919,344,2,2/12/17 4:50,2/4/21 3:48,robertmartin8/MachineLearningStocks,,, Scikit-learn Stock Prediction,https://github.com/robertmartin8/MachineLearningStocks,Using python and scikit-learn to make stock predictions.,Other Models,2021-04-03 11:22:54,922.0,344.0,2.0,2017-02-12 04:50:44,2021-02-04 03:48:33,robertmartin8/MachineLearningStocks,active,,
Short-Term Movement Cues,https://github.com/anfederico/Clairvoyant,Identify social/historical cues for short term stock movement.,Other Models,3/28/21 16:31,2157,678,1,9/12/16 18:38,8/29/18 20:27,anfederico/Clairvoyant,,, Short-Term Movement Cues,https://github.com/anfederico/Clairvoyant,Identify social/historical cues for short term stock movement.,Other Models,2021-03-31 20:19:04,2158.0,676.0,1.0,2016-09-12 18:38:17,2018-08-29 20:27:19,anfederico/clairvoyant,inactive,,
Machine Learning in Asset Management,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952,,Personal Papers,,,,,,,,,,
Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies,https://jfds.pm-research.com/content/2/1/10,,Personal Papers,,,,,,,,,,
Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization,https://jfds.pm-research.com/content/2/2/17,,Personal Papers,,,,,,,,,,
Financial Event Prediction using Machine Learning,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555,,Personal Papers,,,,,,,,,, Financial Event Prediction using Machine Learning,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555,,Personal Papers,,,,,,,,,,
PyPortfolioOpt,https://github.com/robertmartin8/PyPortfolioOpt,"Financial portfolio optimisation, including classical efficient frontier and advanced methods.",Portfolio Selection and Optimisation,3/30/21 3:37,1865,476,16,5/29/18 13:30,2/25/21 13:01,robertmartin8/PyPortfolioOpt,,, Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization,https://jfds.pm-research.com/content/2/2/17,,Personal Papers,,,,,,,,,,
DeepDow,https://github.com/jankrepl/deepdow,Portfolio optimization with deep learning.,Portfolio Selection and Optimisation,3/30/21 13:34,303,57,2,2/2/20 8:46,2/16/21 18:50,jankrepl/deepdow,,, Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies,https://jfds.pm-research.com/content/2/1/10,,Personal Papers,,,,,,,,,,
Machine Learning in Asset Management,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952,,Personal Papers,,,,,,,,,,
PyPortfolioOpt,https://github.com/robertmartin8/PyPortfolioOpt,"Financial portfolio optimisation, including classical efficient frontier and advanced methods.",Portfolio Selection and Optimisation,2021-04-03 15:57:14,1875.0,478.0,16.0,2018-05-29 13:30:30,2021-02-25 13:01:56,robertmartin8/PyPortfolioOpt,active,,
DeepDow,https://github.com/jankrepl/deepdow,Portfolio optimization with deep learning.,Portfolio Selection and Optimisation,2021-04-01 16:06:44,306.0,57.0,2.0,2020-02-02 08:46:33,2021-02-16 18:50:53,jankrepl/deepdow,active,,
Modern Portfolio Theory,https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb,Universal portfolios; modern portfolio theory.,Portfolio Selection and Optimisation,,,,,,,,,, Modern Portfolio Theory,https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb,Universal portfolios; modern portfolio theory.,Portfolio Selection and Optimisation,,,,,,,,,,
OLMAR Algorithm,https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb,Relative importance of each component of the OLMAR algorithm.,Portfolio Selection and Optimisation,12/16/20 17:28,6,3,1,7/26/16 16:20,12/30/16 11:40,charlessutton/OLMAR,,, OLMAR Algorithm,https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb,Relative importance of each component of the OLMAR algorithm.,Portfolio Selection and Optimisation,2020-12-16 17:28:05,6.0,3.0,1.0,2016-07-26 16:20:10,2016-12-30 11:40:53,charlessutton/OLMAR,inactive,,
Online Portfolio Selection,https://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb,****Comparing OLPS algorithms on a diversified set of ETFs.,Portfolio Selection and Optimisation,,,,,,,,,, Online Portfolio Selection,https://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb,****Comparing OLPS algorithms on a diversified set of ETFs.,Portfolio Selection and Optimisation,,,,,,,,,,
401K Portfolio Optimisation,https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb,Portfolio analyses and optimisation for 401K.,Portfolio Selection and Optimisation,12/25/20 9:39,14,5,1,8/1/18 19:48,9/5/19 11:18,otosman/Python-for-Finance,,, 401K Portfolio Optimisation,https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb,Portfolio analyses and optimisation for 401K.,Portfolio Selection and Optimisation,2020-12-25 09:39:33,14.0,5.0,1.0,2018-08-01 19:48:24,2019-09-05 11:18:56,otosman/Python-for-Finance,active,,
Policy Gradient Portfolio,https://github.com/ZhengyaoJiang/PGPortfolio,A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.,Portfolio Selection and Optimisation,3/30/21 14:21,1274,629,6,11/12/17 16:08,5/9/19 9:50,ZhengyaoJiang/PGPortfolio,,, Policy Gradient Portfolio,https://github.com/ZhengyaoJiang/PGPortfolio,A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.,Portfolio Selection and Optimisation,2021-03-31 09:42:46,1276.0,628.0,6.0,2017-11-12 16:08:44,2019-05-09 09:50:18,ZhengyaoJiang/PGPortfolio,active,,
Deep Portfolio Theory,https://github.com/tcloaa/Deep-Portfolio-Theory,Autoencoder framework for portfolio selection.,Portfolio Selection and Optimisation,1/30/21 13:50,104,58,1,2/10/17 9:03,3/8/18 16:47,tcloaa/Deep-Portfolio-Theory,,, Deep Portfolio Theory,https://github.com/tcloaa/Deep-Portfolio-Theory,Autoencoder framework for portfolio selection.,Portfolio Selection and Optimisation,2021-01-30 13:50:57,104.0,58.0,1.0,2017-02-10 09:03:08,2018-03-08 16:47:00,tcloaa/Deep-Portfolio-Theory,inactive,,
Efficient Frontier,https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb,Modern Portfolio Theory.,Portfolio Selection and Optimisation,3/30/21 0:01,104,57,1,2/17/18 8:19,2/27/18 13:16,tthustla/efficient_frontier,,, Efficient Frontier,https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb,Modern Portfolio Theory.,Portfolio Selection and Optimisation,2021-03-30 00:01:39,104.0,57.0,1.0,2018-02-17 08:19:46,2018-02-27 13:16:57,tthustla/efficient_frontier,inactive,,
Reinforcement Learning,https://github.com/filangel/qtrader,Reinforcement Learning for Portfolio Management.,Portfolio Selection and Optimisation,3/29/21 3:47,364,150,1,10/7/17 9:14,6/26/18 9:22,filangel/qtrader,,, Reinforcement Learning,https://github.com/filangel/qtrader,Reinforcement Learning for Portfolio Management.,Portfolio Selection and Optimisation,2021-03-29 03:47:07,364.0,151.0,1.0,2017-10-07 09:14:33,2018-06-26 09:22:27,filangelos/qtrader,inactive,,
Distribution Characteristic Optimisation,https://github.com/VivekPa/OptimalPortfolio,Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account.,Portfolio Selection and Optimisation,3/18/21 22:35,229,82,3,11/16/18 12:20,7/4/19 1:41,VivekPa/OptimalPortfolio,,, Distribution Characteristic Optimisation,https://github.com/VivekPa/OptimalPortfolio,Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account.,Portfolio Selection and Optimisation,2021-03-18 22:35:10,229.0,82.0,3.0,2018-11-16 12:20:25,2019-07-04 01:41:46,VivekPa/OptimalPortfolio,active,,
Pair Trading RL,https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading,Using deep actor-critic model to learn best strategies in pair trading.,Reinforcement Learning,3/27/21 2:19,241,114,1,5/18/17 16:47,5/18/17 16:56,shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading,,, RL IV,https://github.com/jjakimoto/DQN,Reinforcement Learning for finance.,Reinforcement Learning,2021-03-25 19:14:20,140.0,55.0,1.0,2016-10-21 02:47:17,2017-04-07 08:11:57,jjakimoto/DQN,inactive,,
RL II,https://github.com/deependersingla/deep_trader,reinforcement learning on stock market and agent tries to learn trading.,Reinforcement Learning,3/29/21 11:10,1340,490,3,6/11/16 7:27,1/22/18 14:35,deependersingla/deep_trader,,,
RL,https://github.com/kh-kim/stock_market_reinforcement_learning,OpenGym with Deep Q-learning and Policy Gradient.,Reinforcement Learning,3/28/21 22:14,712,299,1,10/4/16 14:42,12/23/16 7:34,kh-kim/stock_market_reinforcement_learning,,,
RL III,https://github.com/samre12/deep-trading-agent,Github -Deep Reinforcement Learning based Trading Agent for Bitcoin.,Reinforcement Learning,3/29/21 1:02,575,204,1,9/21/17 17:05,4/13/18 16:33,samre12/deep-trading-agent,,,
RL IV,https://github.com/jjakimoto/DQN,Reinforcement Learning for finance.,Reinforcement Learning,3/25/21 19:14,140,55,1,10/21/16 2:47,4/7/17 8:11,jjakimoto/DQN,,,
RL V,https://github.com/gstenger98/rl-finance,Building an Agent to Trade with Reinforcement Learning.,Reinforcement Learning,1/3/21 4:36,32,7,5,1/16/19 0:43,3/19/20 20:28,gstenger98/rl-finance,,,
RL Trading,https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW,A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab.,Reinforcement Learning,,,,,,,,,, RL Trading,https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW,A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab.,Reinforcement Learning,,,,,,,,,,
Fund classification,https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb,Fund classification using text mining and NLP.,Textual,10/6/20 18:46,3,2,1,4/16/18 22:18,6/7/18 22:01,frechfrechfrech/Mutual-Fund-Market-Clusters,,, RL V,https://github.com/gstenger98/rl-finance,Building an Agent to Trade with Reinforcement Learning.,Reinforcement Learning,2021-01-03 04:36:11,32.0,7.0,5.0,2019-01-16 00:43:36,2020-03-19 20:28:08,gstenger98/rl-finance,active,,
Financial Sentiment Analysis,https://github.com/EricHe98/Financial-Statements-Text-Analysis,"Sentiment, distance and proportion analysis for trading signals.",Textual,1/21/21 8:07,47,27,1,6/23/17 0:05,1/26/19 3:35,EricHe98/Financial-Statements-Text-Analysis,,, RL,https://github.com/kh-kim/stock_market_reinforcement_learning,OpenGym with Deep Q-learning and Policy Gradient.,Reinforcement Learning,2021-04-01 14:04:21,713.0,299.0,1.0,2016-10-04 14:42:19,2016-12-23 07:34:08,kh-kim/stock_market_reinforcement_learning,inactive,,
NLP Event,https://github.com/yuriak/DLQuant,Applying Deep Learning and NLP in Quantitative Trading.,Textual,3/24/21 2:52,68,31,1,7/2/18 23:50,1/31/19 14:08,yuriak/DLQuant,,, RL II,https://github.com/deependersingla/deep_trader,reinforcement learning on stock market and agent tries to learn trading.,Reinforcement Learning,2021-03-29 11:10:37,1340.0,490.0,3.0,2016-06-11 07:27:10,2018-01-22 14:35:50,deependersingla/deep_trader,inactive,,
Financial Statement Sentiment,https://github.com/MAydogdu/TextualAnalysis,Extracting sentiment from financial statements using neural networks.,Textual,10/22/20 16:32,7,7,1,6/4/18 20:54,6/4/18 20:56,MAydogdu/TextualAnalysis,,, Pair Trading RL,https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading,Using deep actor-critic model to learn best strategies in pair trading.,Reinforcement Learning,2021-03-27 02:19:29,241.0,114.0,1.0,2017-05-18 16:47:11,2017-05-18 16:56:38,shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading,inactive,,
Extensive NLP,https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb,Comprehensive NLP techniques for accounting research.,Textual,3/21/21 7:39,73,42,1,10/25/17 7:10,6/5/20 3:28,TiesdeKok/Python_NLP_Tutorial,,, RL III,https://github.com/samre12/deep-trading-agent,Github -Deep Reinforcement Learning based Trading Agent for Bitcoin.,Reinforcement Learning,2021-04-03 20:48:36,576.0,204.0,1.0,2017-09-21 17:05:19,2018-04-13 16:33:21,samre12/deep-trading-agent,inactive,,
Accounting Anomalies,https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb,Using deep-learning frameworks to identify accounting anomalies.,Textual,3/30/21 3:25,106,50,2,5/24/17 12:36,8/7/19 21:47,GitiHubi/deepAI,,, Fund classification,https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb,Fund classification using text mining and NLP.,Textual,2021-03-31 02:12:50,4.0,2.0,1.0,2018-04-16 22:18:55,2018-06-07 22:01:32,frechfrechfrech/Mutual-Fund-Market-Clusters,inactive,,
Buzzwords,https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds,Return performance and mutual fund selection.,Textual,10/6/20 18:54,1,4,1,2/4/18 21:51,2/4/18 21:57,swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds,,, Financial Sentiment Analysis,https://github.com/EricHe98/Financial-Statements-Text-Analysis,"Sentiment, distance and proportion analysis for trading signals.",Textual,2021-03-31 23:48:48,48.0,27.0,1.0,2017-06-23 00:05:49,2019-01-26 03:35:55,EricHe98/Financial-Statements-Text-Analysis,inactive,,
Earning call transcripts,https://github.com/lin882/WebAnalyticsProject,Correlation between mutual fund investment decision and earning call transcripts.,Textual,12/17/20 8:24,3,3,1,12/30/17 8:56,1/11/18 2:11,lin882/WebAnalyticsProject,,, NLP Event,https://github.com/yuriak/DLQuant,Applying Deep Learning and NLP in Quantitative Trading.,Textual,2021-04-01 02:16:38,70.0,31.0,1.0,2018-07-02 23:50:52,2019-01-31 14:08:20,yuriak/DLQuant,inactive,,
Financial Statement Sentiment,https://github.com/MAydogdu/TextualAnalysis,Extracting sentiment from financial statements using neural networks.,Textual,2021-03-31 02:10:58,8.0,7.0,1.0,2018-06-04 20:54:14,2018-06-04 20:56:02,MAydogdu/TextualAnalysis,inactive,,
Extensive NLP,https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb,Comprehensive NLP techniques for accounting research.,Textual,2021-03-21 07:39:02,73.0,42.0,1.0,2017-10-25 07:10:26,2020-06-05 03:28:46,TiesdeKok/Python_NLP_Tutorial,active,,
Accounting Anomalies,https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb,Using deep-learning frameworks to identify accounting anomalies.,Textual,2021-03-31 02:11:18,107.0,51.0,2.0,2017-05-24 12:36:38,2019-08-07 21:47:08,GitiHubi/deepAI,active,,
Buzzwords,https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds,Return performance and mutual fund selection.,Textual,2020-10-06 18:54:58,1.0,4.0,1.0,2018-02-04 21:51:16,2018-02-04 21:57:09,swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds,inactive,,
Earning call transcripts,https://github.com/lin882/WebAnalyticsProject,Correlation between mutual fund investment decision and earning call transcripts.,Textual,2020-12-17 08:24:20,3.0,3.0,1.0,2017-12-30 08:56:03,2018-01-11 02:11:11,lin882/WebAnalyticsProject,inactive,,
NLP,https://github.com/toamitesh/NLPinFinance,This project assembles a lot of NLP operations needed for finance domain.,Textual,,,,,,,toamitesh/NLPinFinance,,, NLP,https://github.com/toamitesh/NLPinFinance,This project assembles a lot of NLP operations needed for finance domain.,Textual,,,,,,,toamitesh/NLPinFinance,,,
Industry Clustering,https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,Project to cluster industries according to financial attributes.,Unsupervised,2020-10-06 18:51:22,4.0,5.0,1.0,2017-07-21 02:12:51,2017-07-23 02:53:37,SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,inactive,,
Pairs Trading,https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb,Finding pairs with cluster analysis.,Unsupervised,2021-03-08 11:01:33,78.0,36.0,0.0,2017-09-05 19:19:19,2017-09-27 20:42:14,marketneutral/pairs-trading-with-ML,inactive,,
VRA Stock Embedding,https://github.com/ml-hongkong/stock2vec,Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history.,Unsupervised,2020-10-20 11:05:55,32.0,12.0,1.0,2017-06-21 04:47:14,2017-06-21 04:51:13,ml-hongkong/stock2vec,inactive,,
PCA Pairs Trading,https://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_Trading,"PCA, Factor Returns, and trading strategies.",Unsupervised,,,,,,,joelQF/quant-finance,,, PCA Pairs Trading,https://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_Trading,"PCA, Factor Returns, and trading strategies.",Unsupervised,,,,,,,joelQF/quant-finance,,,
Industry Clustering,https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,Clustering of industries.,Unsupervised,10/6/20 18:51,4,5,1,7/21/17 2:12,7/23/17 2:53,SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,,, Industry Clustering,https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,Clustering of industries.,Unsupervised,2020-10-06 18:51:22,4.0,5.0,1.0,2017-07-21 02:12:51,2017-07-23 02:53:37,SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,inactive,,
Pairs Trading,https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb,Finding pairs with cluster analysis.,Unsupervised,3/8/21 11:01,78,36,0,9/5/17 19:19,9/27/17 20:42,marketneutral/pairs-trading-with-ML,,, Fund Clusters,https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb,Data exploration of fund clusters.,Unsupervised,2021-03-31 02:12:50,4.0,2.0,1.0,2018-04-16 22:18:55,2018-06-07 22:01:32,frechfrechfrech/Mutual-Fund-Market-Clusters,inactive,,
Industry Clustering,https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,Project to cluster industries according to financial attributes.,Unsupervised,10/6/20 18:51,4,5,1,7/21/17 2:12,7/23/17 2:53,SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,,,
VRA Stock Embedding,https://github.com/ml-hongkong/stock2vec,Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history.,Unsupervised,10/20/20 11:05,32,12,1,6/21/17 4:47,6/21/17 4:51,ml-hongkong/stock2vec,,,
Fund Clusters,https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb,Data exploration of fund clusters.,Unsupervised,10/6/20 18:46,3,2,1,4/16/18 22:18,6/7/18 22:01,frechfrechfrech/Mutual-Fund-Market-Clusters,,,
1 name url comment category last_update star_count fork_count contributors_count created_at last_commit repo_path repo_status rating finml_added_date
2 Venture Capital NN https://github.com/tr7200/National-Culture-and-Venture-Capital-Monitoring Cox-PH neural network predictions for VC/innovations finance research. Alternative Finance tr7200/National-Culture-and-Venture-Capital-Monitoring
3 Private Equity https://github.com/TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity/blob/master/RightNow%20Technologies/RightNow%20Technologies.ipynb Valuation models. Alternative Finance 11/26/20 3:34 2020-11-26 03:34:45 8 8.0 6 6.0 2 2.0 1/27/16 21:13 2016-01-27 21:13:33 3/14/16 20:03 2016-03-14 20:03:52 TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity inactive
4 VC OLS https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb VC regression. Alternative Finance 10/6/20 20:56 2020-10-06 20:56:14 2 2.0 1 1.0 1 1.0 3/29/18 23:31 2018-03-29 23:31:13 3/29/18 23:33 2018-03-29 23:33:19 fionawhitefield/venture-capital-ols inactive
5 Watch Valuation https://github.com/alporter08/Luxury-Watch-Valuation/blob/master/Luxury-Watch-Valuation.ipynb Analysis of luxury watch data to classify whether a certain model is likely to be over-or undervalued. Alternative Finance 1/14/21 22:41 2021-01-14 22:41:08 4 4.0 2 2.0 1 1.0 2/8/17 18:39 2017-02-08 18:39:29 4/27/17 22:55 2017-04-27 22:55:55 alporter08/Luxury-Watch-Valuation inactive
6 Art Valuation https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynb Art evaluation analytics. Alternative Finance 2/26/21 12:10 2021-02-26 12:10:53 9 9.0 5 5.0 1 1.0 12/11/14 0:25 2014-12-11 00:25:39 12/12/14 21:25 2014-12-12 21:25:46 ahmedhosny/theGreenCanvas inactive
7 Blockchain https://github.com/nud3l/dInvest Repository for distributed autonomous investment banking. Alternative Finance 2/6/21 7:38 2021-02-06 07:38:28 12 12.0 7 7.0 2 2.0 9/5/16 19:12 2016-09-05 19:12:40 4/24/17 10:48 2017-04-24 10:48:56 nud3l/dInvest inactive
8 Venture Capital https://github.com/julian-chan/etothex Insight into a new founder to make data-driven investment decisions. Alternative Finance 10/6/20 20:56 2020-10-06 20:56:08 3 3.0 2 2.0 1 1.0 12/4/17 8:59 2017-12-04 08:59:44 12/13/17 5:35 2017-12-13 05:35:27 julian-chan/etothex inactive
9 Kiva Crowdfunding https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb Exploratory data analysis. Alternative Finance 2/19/21 13:40 2021-02-19 13:40:33 5 5.0 1 1.0 1 1.0 2/27/18 16:46 2018-02-27 16:46:02 2/13/19 0:15 2019-02-13 00:15:27 CJL89/Kiva-Crowdfunding inactive
NYU FRE https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering Finance and Risk Engineering (NYU Tandon) Colleges Centers and Departments
Cornell University https://www.cornell.edu/ Colleges Centers and Departments
Stanford Advanced Financial Technologies https://fintech.stanford.edu/ Stanford Advanced Financial Technologies Laboratory Colleges Centers and Departments
NYU Courant https://cims.nyu.edu/ Courant Institute of Mathematical Sciences, New York University Colleges Centers and Departments
Berkeley Lab CIFT https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/ Colleges Centers and Departments
10 Oxford Man https://www.oxford-man.ox.ac.uk/ Oxford-Man Institute of Quantitative Finance Colleges Centers and Departments
11 Algo Trading Berkeley Lab CIFT https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/ Intro to algo trading. Courses Colleges Centers and Departments 3/12/21 11:02 64 25 1 10/29/17 20:34 1/22/19 6:56 JCreeks/Machine-Learning-in-Finance inactive
12 Basic Derivatives NYU Courant https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives https://cims.nyu.edu/ Basic forward contracts and hedging. Courant Institute of Mathematical Sciences, New York University Courses Colleges Centers and Departments 3/31/21 2:08 4 4 1 8/24/17 0:11 10/13/17 1:32 SeanMcOwen/FinanceAndPython.com-Derivatives inactive
13 Machine Learning for Trading Cornell University https://github.com/stefan-jansen/machine-learning-for-trading https://www.cornell.edu/ Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading. Courses Colleges Centers and Departments 3/31/21 11:07 3663 1145 7 5/9/18 12:33 3/19/21 14:10 stefan-jansen/machine-learning-for-trading active
14 Mathematical Finance NYU FRE https://github.com/yadongli/nyumath2048 https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering NYU Math-GA 2048: Scientific Computing in Finance. Finance and Risk Engineering (NYU Tandon) Courses Colleges Centers and Departments 1/14/21 18:01 69 63 6 1/25/15 21:10 3/25/20 4:24 yadongli/nyumath2048 active
15 Python for Finance Stanford Advanced Financial Technologies https://github.com/siaen/python_finance_course https://fintech.stanford.edu/ CEU python for finance course material. Stanford Advanced Financial Technologies Laboratory Courses Colleges Centers and Departments 3/31/21 2:08 16 15 4 12/12/17 11:54 2/25/20 20:31 siaen/python_finance_course active
16 Risk Management Handson Python for Finance https://github.com/andrey-lukyanov/Risk-Management https://github.com/PacktPublishing/Hands-on-Python-for-Finance Finance risk engagement course resources. Hands-on Python for Finance published by Packt. Courses 11/12/20 0:49 2021-04-01 05:48:41 6 119.0 5 107.0 3 3.0 10/3/18 16:26 2018-08-20 14:10:37 12/13/18 8:04 2021-01-15 08:57:06 andrey-lukyanov/Risk-Management PacktPublishing/Hands-on-Python-for-Finance inactive active
17 Handson Python for Finance Basic Finance https://github.com/PacktPublishing/Hands-on-Python-for-Finance https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance Hands-on Python for Finance published by Packt. Source code notebooks basic finance applications. Courses 3/26/21 22:26 2021-03-31 02:09:16 120 10.0 107 8.0 3 1.0 8/20/18 14:10 2017-05-06 02:39:05 1/15/21 8:57 2017-06-21 04:04:09 PacktPublishing/Hands-on-Python-for-Finance SeanMcOwen/FinanceAndPython.com-BasicFinance active inactive
18 Basic Investments ML Specialisation https://github.com/SeanMcOwen/FinanceAndPython.com-Investments https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization Basic investment tools in python. Machine Learning in Finance. Courses 3/23/21 6:32 2021-03-31 02:08:49 9 33.0 5 32.0 1 1.0 8/2/17 21:52 2019-01-24 02:55:01 8/17/17 3:24 2020-01-03 21:54:16 SeanMcOwen/FinanceAndPython.com-Investments Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization inactive active
19 ML Specialisation Basic Investments https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization https://github.com/SeanMcOwen/FinanceAndPython.com-Investments Machine Learning in Finance. Basic investment tools in python. Courses 3/31/21 2:08 2021-03-23 06:32:10 33 9.0 31 5.0 1 1.0 1/24/19 2:55 2017-08-02 21:52:19 1/3/20 21:54 2017-08-17 03:24:53 Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization SeanMcOwen/FinanceAndPython.com-Investments active inactive
20 Basic Finance Risk Management https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance https://github.com/andrey-lukyanov/Risk-Management Source code notebooks basic finance applications. Finance risk engagement course resources. Courses 3/31/21 2:09 2020-11-12 00:49:51 10 6.0 8 5.0 1 3.0 5/6/17 2:39 2018-10-03 16:26:14 6/21/17 4:04 2018-12-13 08:04:15 SeanMcOwen/FinanceAndPython.com-BasicFinance andrey-lukyanov/Risk-Management inactive
21 https://fred.stlouisfed.org/ Basic Derivatives https://fred.stlouisfed.org/ https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives Basic forward contracts and hedging. Data Courses 2021-03-31 02:08:39 4.0 4.0 1.0 2017-08-24 00:11:37 2017-10-13 01:32:23 SeanMcOwen/FinanceAndPython.com-Derivatives inactive
22 Financial Corporate Mathematical Finance http://raw.rutgers.edu/Corporate%20Financial%20Data.html https://github.com/yadongli/nyumath2048 NYU Math-GA 2048: Scientific Computing in Finance. Data Courses 2021-01-14 18:01:08 69.0 63.0 6.0 2015-01-25 21:10:37 2020-03-25 04:24:25 yadongli/nyumath2048 active
23 https://github.com/timestocome/StockMarketData Machine Learning for Trading https://github.com/timestocome/StockMarketData https://github.com/stefan-jansen/machine-learning-for-trading Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading. Data Courses 3/26/21 22:35 2021-04-04 01:48:57 7 3717.0 6 1165.0 1 7.0 5/10/17 21:49 2018-05-09 12:33:08 8/6/17 19:23 2021-03-19 14:10:47 timestocome/StockMarketData stefan-jansen/machine-learning-for-trading active
24 https://stooq.com Algo Trading https://stooq.com https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading Intro to algo trading. Data Courses 2021-03-12 11:02:04 64.0 25.0 1.0 2017-10-29 20:34:54 2019-01-22 06:56:08 JCreeks/Machine-Learning-in-Finance inactive
25 http://finance.yahoo.com/ Python for Finance http://finance.yahoo.com/ https://github.com/siaen/python_finance_course CEU python for finance course material. Data Courses 2021-03-31 02:08:55 16.0 15.0 4.0 2017-12-12 11:54:46 2020-02-25 20:31:41 siaen/python_finance_course active
Non-financial Corporate http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html Data
Rating Industries http://www.ratingshistory.info/ Data
Capital Markets Data https://www.capitalmarketsdata.com/ Data
26 IRS http://social-metrics.org/sox/ Data
27 Web Scraping (FirmAI) Employee Count SEC Filings https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data https://github.com/healthgradient/sec_employee_information_extraction Data 3/28/21 12:43 2021-02-27 03:33:31 576 10.0 183 2.0 2 1.0 2/19/19 19:02 2018-06-26 23:33:51 7/22/20 16:48 2018-08-14 01:31:13 firmai/business-machine-learning healthgradient/sec_employee_information_extraction inactive
28 SEC Parsing EDGAR https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb Data 2/27/21 6:34 2021-01-23 19:22:59 9 11.0 6 10.0 1 1.0 6/16/18 14:30 2018-06-11 22:51:57 6/16/18 17:23 2018-07-10 18:03:52 healthgradient/sec-doc-info-extraction TiesdeKok/UW_Python_Camp inactive
29 Open Edgar https://github.com/LexPredict/openedgar Data 3/31/21 6:16 2021-04-02 16:21:48 166 167.0 61 61.0 6 6.0 5/7/18 15:32 2018-05-07 15:32:31 5/15/19 8:32 2019-05-15 08:32:30 LexPredict/openedgar active
30 EDGAR SEC Parsing https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb Data 1/23/21 19:22 2021-02-27 06:34:55 11 9.0 10 6.0 1 1.0 6/11/18 22:51 2018-06-16 14:30:06 7/10/18 18:03 2018-06-16 17:23:46 TiesdeKok/UW_Python_Camp healthgradient/sec-doc-info-extraction inactive
31 Employee Count SEC Filings Web Scraping (FirmAI) https://github.com/healthgradient/sec_employee_information_extraction https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data Data 2/27/21 3:33 2021-03-28 12:43:58 10 576.0 2 183.0 1 2.0 6/26/18 23:33 2019-02-19 19:02:59 8/14/18 1:31 2020-07-22 16:48:21 healthgradient/sec_employee_information_extraction firmai/business-machine-learning active
32 Capital Markets Data https://www.capitalmarketsdata.com/ Data
33 https://github.com/timestocome/StockMarketData https://github.com/timestocome/StockMarketData Data 2021-03-26 22:35:04 7.0 6.0 1.0 2017-05-10 21:49:45 2017-08-06 19:23:18 timestocome/StockMarketData inactive
34 Non-financial Corporate http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html Data
35 http://finance.yahoo.com/ http://finance.yahoo.com/ Data
36 https://stooq.com https://stooq.com Data
37 Financial Corporate http://raw.rutgers.edu/Corporate%20Financial%20Data.html Data
38 https://fred.stlouisfed.org/ https://fred.stlouisfed.org/ Data
39 Rating Industries http://www.ratingshistory.info/ Data
40 Advanced ML II https://github.com/hudson-and-thames/research More implementations of Financial Machine Learning (De Prado). Data Processing Techniques and Transformations hudson-and-thames/research
41 Advanced ML https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises Exercises too Financial Machine Learning (De Prado). Data Processing Techniques and Transformations 3/30/21 21:50 2021-04-03 06:12:51 958 964.0 434 435.0 4 4.0 4/25/18 17:22 2018-04-25 17:22:40 1/16/20 17:25 2020-01-16 17:25:41 BlackArbsCEO/Adv_Fin_ML_Exercises active
42 awesome-deep-trading crypto-rl https://github.com/cbailes/awesome-deep-trading https://github.com/sadighian/crypto-rl curated list of papers/repos on topics like CNN/LSTM/GAN/Reinforcement Learning etc. Categorized as deep learning for now but there are other topics here. Manually maintained by cbailes NEW Deep Learning 3/31/21 6:59 2021-04-03 21:08:14 528 345.0 135 112.0 1 1.0 11/26/18 3:23 2018-06-21 01:06:01 1/1/21 9:41 2020-11-05 11:08:19 cbailes/awesome-deep-trading sadighian/crypto-rl active 4 3.0 3/31/21 8:00
43 trading-bot DeepLearningInFinance https://github.com/pskrunner14/trading-bot https://github.com/sonaam1234/DeepLearningInFinance Implementation of deep reinforcement learning using Deep Q Network (DQN). Only supports single security at the moment. Idea is roughly based [here](https://keon.github.io/deep-q-learning/) and uses tensorflow/keras. Interesting helper python libraries used here are [tqdm](https://tqdm.github.io/) for console based progress bar and [altair](https://altair-viz.github.io/) for declarative visualization in python NEW Deep Learning 3/31/21 9:46 2021-03-08 13:09:27 285 266.0 137 145.0 1 1.0 8/13/18 10:44 2017-08-21 16:00:42 1/23/20 4:41 2017-08-21 17:23:48 pskrunner14/trading-bot sonaam1234/DeepLearningInFinance active inactive 3 3.0 3/31/21 8:00
44 Advanced-Deep-Trading LTSM GRU https://github.com/Rachnog/Advanced-Deep-Trading https://github.com/RajatHanda/Finance-Forecasting notebooks containing experiments based on Lopez de Prado book "Advances in financial machine learning". Mostly not deep learning related but rather sklearn regression models. Interesting libraries include [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) for calculating return stats and [shap](https://github.com/slundberg/shap) for explaining models. Examlpe of shap can be which features are pushing the value up and and which features are pushing the value down. Also contain functions for calculating geometric brownian motion and jump diffusion functions. Stock Market Forecasting using LSTM\GRU. Deep Learning 3/30/21 7:29 2021-03-29 23:59:32 319 11.0 158 6.0 2 1.0 2/16/19 21:18 2018-05-13 02:39:32 11/29/20 20:12 2019-02-25 00:26:42 Rachnog/Advanced-Deep-Trading RajatHanda/Finance-Forecasting active inactive 3 3.0 3/31/21 8:00
45 deep-RL-trading Deep Learning https://github.com/golsun/deep-RL-trading https://github.com/keon/deepstock NEW Technical experimentations to beat the stock market using deep learning. Deep Learning 3/25/21 17:52 2021-03-24 14:45:00 231 427.0 109 154.0 1 2.0 2/25/18 17:41 2016-12-12 02:15:12 12/1/20 22:06 2017-03-04 08:37:29 golsun/deep-RL-trading keon/deepstock active inactive 3 4.0 3/31/21 8:00
46 FinRL-Library Deep Learning II https://github.com/AI4Finance-LLC/FinRL-Library https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks NEW Tensorflow Regression. Deep Learning 3/31/21 15:40 2021-03-21 06:53:56 1780 174.0 423 67.0 22 1.0 7/26/20 13:18 2016-07-12 12:56:10 3/28/21 13:46 2018-02-16 02:43:36 AI4Finance-LLC/FinRL-Library LiamConnell/deep-algotrading active inactive 5 3.0 3/31/21 8:00
47 RLTrader Neural Network https://github.com/notadamking/RLTrader https://github.com/VivekPa/IntroNeuralNetworks NEW Neural networks to predict stock prices. Deep Learning 3/30/21 14:02 2021-04-03 11:59:40 1300 489.0 448 177.0 15 2.0 4/27/19 18:35 2018-09-10 06:34:53 10/17/19 16:25 2018-11-21 07:39:31 notadamking/RLTrader VivekPa/IntroNeuralNetworks active inactive 5 4.0 3/31/21 8:00
48 Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 Deep Learning IV https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 https://github.com/achillesrasquinha/bulbea NEW Bulbea: Deep Learning based Python Library. Deep Learning 3/31/21 15:40 2021-04-02 01:36:03 542 1451.0 238 416.0 6 1.0 7/26/20 13:12 2017-03-09 06:11:06 1/21/21 18:11 2017-03-19 07:42:49 AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 achillesrasquinha/bulbea active inactive 4 5.0 3/31/21 8:00
49 BitcoinForecast AI Trading https://github.com/PiSimo/BitcoinForecast https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md NEW AI to predict stock market movements. Deep Learning 3/29/21 5:38 2021-04-03 21:14:18 287 2857.0 127 1378.0 3 1.0 3/10/17 10:52 2019-01-09 08:02:47 6/11/18 8:07 2019-02-11 16:32:47 PiSimo/BitcoinForecast borisbanushev/stockpredictionai inactive 3 5.0 3/31/21 8:00
50 AutomatedStockTrading-DeepQ-Learning ARIMA-LTSM Hybrid https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid NEW Hybrid model to predict future price correlation coefficients of two assets. Deep Learning 3/24/21 1:11 2021-04-02 15:32:31 134 219.0 51 83.0 2 1.0 2/23/19 12:01 2018-08-05 02:13:21 2/25/20 18:16 2018-10-01 11:25:53 sachink2010/AutomatedStockTrading-DeepQ-Learning imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict active inactive 3 3.0 3/31/21 8:00
51 Personae LTSM Recurrent https://github.com/Ceruleanacg/Personae https://github.com/VivekPa/AIAlpha NEW OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network. Deep Learning 3/31/21 15:38 2021-04-03 10:48:59 1142 1199.0 332 371.0 2 2.0 3/10/18 11:22 2018-10-07 03:58:26 9/2/18 17:21 2019-08-03 09:00:44 Ceruleanacg/Personae VivekPa/AIAlpha inactive active 5 4.0 3/31/21 8:00
52 Deep-Reinforcement-Stock-Trading Deep-Reinforcement-Learning-in-Trading https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading NEW Deep Learning 3/30/21 17:57 2021-03-31 10:40:16 140 137.0 40 66.0 2 1.0 5/19/19 22:20 2018-05-11 00:52:14 9/27/20 19:22 2019-10-26 14:22:44 Albert-Z-Guo/Deep-Reinforcement-Stock-Trading saeed349/Deep-Reinforcement-Learning-in-Trading active 3 3.0 3/31/21 8:00
53 Deep-Learning-Machine-Learning-Stock Deep Learning III https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock https://github.com/Rachnog/Deep-Trading NEW Algorithmic trading with deep learning experiments. Deep Learning 3/25/21 17:56 2021-04-03 05:26:29 251 1264.0 93 675.0 1 1.0 9/29/18 23:38 2016-06-18 18:23:06 3/18/21 3:16 2018-08-07 15:24:45 LastAncientOne/Deep-Learning-Machine-Learning-Stock Rachnog/Deep-Trading active inactive 3 5.0 3/31/21 8:00
54 trading-rl Stock-Prediction-Models https://github.com/Kostis-S-Z/trading-rl https://github.com/huseinzol05/Stock-Prediction-Models NEW Deep Learning 3/31/21 16:01 2021-04-03 20:09:41 179 3599.0 38 1521.0 2 2.0 4/22/19 10:03 2017-12-18 10:49:59 9/28/20 9:07 2021-01-05 10:31:50 Kostis-S-Z/trading-rl huseinzol05/Stock-Prediction-Models active 3 5.0 3/31/21 8:00
55 DQN-DDPG_Stock_Trading RLTrader https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading https://github.com/notadamking/RLTrader NEW Deep Learning 3/31/21 15:40 2021-04-03 20:09:48 134 1304.0 49 449.0 4 15.0 9/19/18 3:17 2019-04-27 18:35:15 11/26/20 16:58 2019-10-17 16:25:49 AI4Finance-LLC/DQN-DDPG_Stock_Trading notadamking/RLTrader active 3 5.0 3/31/21 8:00
56 Stock-Prediction-Models trading-rl https://github.com/huseinzol05/Stock-Prediction-Models https://github.com/Kostis-S-Z/trading-rl NEW Deep Learning 3/31/21 8:38 2021-03-31 16:01:48 3584 179.0 1520 38.0 2 2.0 12/18/17 10:49 2019-04-22 10:03:21 1/5/21 10:31 2020-09-28 09:07:18 huseinzol05/Stock-Prediction-Models Kostis-S-Z/trading-rl active 5 3.0 3/31/21 8:00
57 Deep-Reinforcement-Learning-in-Trading awesome-deep-trading https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading https://github.com/cbailes/awesome-deep-trading NEW curated list of papers/repos on topics like CNN/LSTM/GAN/Reinforcement Learning etc. Categorized as deep learning for now but there are other topics here. Manually maintained by cbailes Deep Learning 3/31/21 10:40 2021-04-03 19:52:25 137 541.0 66 137.0 1 1.0 5/11/18 0:52 2018-11-26 03:23:04 10/26/19 14:22 2021-01-01 09:41:21 saeed349/Deep-Reinforcement-Learning-in-Trading cbailes/awesome-deep-trading active 3 4.0 3/31/21 8:00
58 crypto-rl trading-bot https://github.com/sadighian/crypto-rl https://github.com/pskrunner14/trading-bot NEW Implementation of deep reinforcement learning using Deep Q Network (DQN). Only supports single security at the moment. Idea is roughly based [here](https://keon.github.io/deep-q-learning/) and uses tensorflow/keras. Interesting helper python libraries used here are [tqdm](https://tqdm.github.io/) for console based progress bar and [altair](https://altair-viz.github.io/) for declarative visualization in python Deep Learning 3/29/21 21:17 2021-04-02 18:45:15 339 286.0 110 139.0 1 1.0 6/21/18 1:06 2018-08-13 10:44:08 11/5/20 11:08 2020-01-23 04:41:20 sadighian/crypto-rl pskrunner14/trading-bot active 3 3.0 3/31/21 8:00
59 DeepLearningInFinance Advanced-Deep-Trading https://github.com/sonaam1234/DeepLearningInFinance https://github.com/Rachnog/Advanced-Deep-Trading NEW notebooks containing experiments based on Lopez de Prado book "Advances in financial machine learning". Mostly not deep learning related but rather sklearn regression models. Interesting libraries include [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) for calculating return stats and [shap](https://github.com/slundberg/shap) for explaining models. Examlpe of shap can be which features are pushing the value up and and which features are pushing the value down. Also contain functions for calculating geometric brownian motion and jump diffusion functions. Deep Learning 3/8/21 13:09 2021-03-30 07:29:06 266 319.0 145 158.0 1 2.0 8/21/17 16:00 2019-02-16 21:18:00 8/21/17 17:23 2020-11-29 20:12:59 sonaam1234/DeepLearningInFinance Rachnog/Advanced-Deep-Trading inactive active 3 3.0 3/31/21 8:00
60 LTSM GRU FinRL-Library https://github.com/RajatHanda/Finance-Forecasting https://github.com/AI4Finance-LLC/FinRL-Library Stock Market Forecasting using LSTM\GRU. NEW Deep Learning 3/29/21 23:59 2021-04-04 01:53:52 11 1807.0 6 433.0 1 22.0 5/13/18 2:39 2020-07-26 13:18:16 2/25/19 0:26 2021-04-03 23:21:19 RajatHanda/Finance-Forecasting AI4Finance-LLC/FinRL-Library active 3 5.0 3/31/21 8:00
61 Deep Learning Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 https://github.com/keon/deepstock https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 Technical experimentations to beat the stock market using deep learning. NEW Deep Learning 3/24/21 14:45 2021-04-03 10:08:31 427 547.0 154 240.0 2 6.0 12/12/16 2:15 2020-07-26 13:12:53 3/4/17 8:37 2021-01-21 18:11:59 keon/deepstock AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 inactive active 4 4.0 3/31/21 8:00
62 Deep Learning II deep-RL-trading https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks https://github.com/golsun/deep-RL-trading Tensorflow Regression. NEW Deep Learning 3/21/21 6:53 2021-04-01 12:51:09 174 233.0 68 109.0 1 1.0 7/12/16 12:56 2018-02-25 17:41:42 2/16/18 2:43 2020-12-01 22:06:39 LiamConnell/deep-algotrading golsun/deep-RL-trading inactive active 3 3.0 3/31/21 8:00
63 Deep Learning III AutomatedStockTrading-DeepQ-Learning https://github.com/Rachnog/Deep-Trading https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning Algorithmic trading with deep learning experiments. NEW Deep Learning 3/26/21 6:28 2021-03-24 01:11:36 1262 134.0 675 51.0 1 2.0 6/18/16 18:23 2019-02-23 12:01:21 8/7/18 15:24 2020-02-25 18:16:34 Rachnog/Deep-Trading sachink2010/AutomatedStockTrading-DeepQ-Learning inactive active 5 3.0 3/31/21 8:00
64 Deep Learning IV Personae https://github.com/achillesrasquinha/bulbea https://github.com/Ceruleanacg/Personae Bulbea: Deep Learning based Python Library. NEW Deep Learning 3/28/21 15:58 2021-03-31 15:38:46 1448 1142.0 416 332.0 1 2.0 3/9/17 6:11 2018-03-10 11:22:00 3/19/17 7:42 2018-09-02 17:21:38 achillesrasquinha/bulbea Ceruleanacg/Personae active inactive 5 5.0 3/31/21 8:00
65 AI Trading Deep-Reinforcement-Stock-Trading https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading AI to predict stock market movements. NEW Deep Learning 3/29/21 14:35 2021-04-03 22:50:43 2852 141.0 1379 42.0 1 2.0 1/9/19 8:02 2019-05-19 22:20:05 2/11/19 16:32 2020-09-27 19:22:28 borisbanushev/stockpredictionai Albert-Z-Guo/Deep-Reinforcement-Stock-Trading inactive active 5 3.0 3/31/21 8:00
66 Neural Network Deep-Learning-Machine-Learning-Stock https://github.com/VivekPa/IntroNeuralNetworks https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock Neural networks to predict stock prices. NEW Deep Learning 3/30/21 18:13 2021-04-04 01:27:04 488 264.0 177 94.0 2 1.0 9/10/18 6:34 2018-09-29 23:38:06 11/21/18 7:39 2021-03-18 03:16:36 VivekPa/IntroNeuralNetworks LastAncientOne/Deep-Learning-Machine-Learning-Stock inactive active 4 3.0 3/31/21 8:00
67 ARIMA-LTSM Hybrid BitcoinForecast https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid https://github.com/PiSimo/BitcoinForecast Hybrid model to predict future price correlation coefficients of two assets. NEW Deep Learning 3/16/21 4:35 2021-04-03 08:03:11 218 288.0 83 127.0 1 3.0 8/5/18 2:13 2017-03-10 10:52:02 10/1/18 11:25 2018-06-11 08:07:02 imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid PiSimo/BitcoinForecast active inactive 3 3.0 3/31/21 8:00
68 LTSM Recurrent DQN-DDPG_Stock_Trading https://github.com/VivekPa/AIAlpha https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network. NEW Deep Learning 3/30/21 3:12 2021-04-03 21:48:43 1198 135.0 370 49.0 2 4.0 10/7/18 3:58 2018-09-19 03:17:06 8/3/19 9:00 2020-11-26 16:58:00 VivekPa/AIAlpha AI4Finance-LLC/DQN-DDPG_Stock_Trading active 4 3.0 3/31/21 8:00
69 Computational Derivatives Derman https://github.com/chenbowen184/Computational_Finance https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb Projects focusing on investigating simulations and computational techniques applied in finance. Binomial tree for American call. Derivatives and Hedging 1/12/21 12:22 2020-10-06 20:37:15 17 1.0 12 3.0 1 1.0 1/29/18 5:01 2018-05-18 18:08:16 8/2/18 5:56 2018-09-21 19:59:01 chenbowen184/Computational_Finance rstreppa/valuation-convertibles-Goldman1994 inactive
70 Delta Hedging Hull White https://github.com/RobinsonGarcia/delta-hedging https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb Advanced derivatives. Callable Bond, Hull White. Derivatives and Hedging 2/27/21 8:48 2020-10-06 20:37:16 3 4.0 2 6.0 1 1.0 3/2/18 23:53 2018-06-06 22:06:06 7/17/18 23:32 2018-06-06 22:27:02 RobinsonGarcia/delta-hedging rstreppa/valuation-callables-HullWhite inactive
71 Options Risk Measures Derivative Markets https://github.com/wanglouis49/risk_estimation https://github.com/broughtj/Fin6470/tree/master/Notebooks Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). The economics of futures, futures, options, and swaps. Derivatives and Hedging 10/6/20 20:37 2021-03-18 03:47:54 1 8.0 2 8.0 1 1.0 4/29/16 3:51 2016-02-09 05:30:27 1/16/18 1:24 2021-03-18 03:47:47 wanglouis49/risk_estimation broughtj/Fin6470 active
72 Derivatives Python Options https://github.com/yhilpisch/dawp/tree/master/python36 https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D Derivative analytics with Python. Introduction to options. Derivatives and Hedging 3/23/21 15:35 2021-04-04 00:48:36 387 332.0 297 165.0 1 36.0 7/9/15 12:27 2017-07-28 15:48:29 2/22/21 13:29 2021-03-17 17:17:08 yhilpisch/dawp QuantConnect/Tutorials active
73 Volatility and Variance Derivatives https://github.com/yhilpisch/lvvd/tree/master/lvvd Volatility derivatives analytics. Derivatives and Hedging 2021-03-23 12:10:07 78.0 77.0 1.0 2016-10-21 04:12:50 2021-02-22 13:32:00 yhilpisch/lvvd active
74 Reinforcement Learning https://github.com/FinTechies/HedgingRL Hedging portfolios with reinforcement learning. Derivatives and Hedging 2021-01-20 08:12:13 16.0 9.0 1.0 2017-04-21 10:58:56 2017-08-02 21:41:06 FinTechies/HedgingRL inactive
75 Option Strategies https://github.com/rstreppa/valuation-OptionStrategies Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations. Derivatives and Hedging 2021-02-27 08:50:16 2.0 3.0 1.0 2018-05-22 18:27:26 2018-05-22 18:30:24 rstreppa/valuation-OptionStrategies inactive
76 Options https://github.com/PHBS/2018.M1.ASP/tree/master/py Black Scholes and Copula. Derivatives and Hedging PHBS/2018.M1.ASP
77 Option Strategies Derivatives Python https://github.com/rstreppa/valuation-OptionStrategies https://github.com/yhilpisch/dawp/tree/master/python36 Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations. Derivative analytics with Python. Derivatives and Hedging 2/27/21 8:50 2021-03-23 15:35:23 2 387.0 3 297.0 1 1.0 5/22/18 18:27 2015-07-09 12:27:29 5/22/18 18:30 2021-02-22 13:29:18 rstreppa/valuation-OptionStrategies yhilpisch/dawp active
78 Black Scholes Options Risk Measures https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb https://github.com/wanglouis49/risk_estimation Options pricing. Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). Derivatives and Hedging 10/6/20 20:36 2020-10-06 20:37:02 1 1.0 2 2.0 0 1.0 12/9/17 18:50 2016-04-29 03:51:25 7/9/18 9:48 2018-01-16 01:24:07 irajwani/numerical_methods_python wanglouis49/risk_estimation inactive
79 Hull White Delta Hedging https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb https://github.com/RobinsonGarcia/delta-hedging Callable Bond, Hull White. Advanced derivatives. Derivatives and Hedging 10/6/20 20:37 2021-02-27 08:48:27 4 3.0 6 2.0 1 1.0 6/6/18 22:06 2018-03-02 23:53:53 6/6/18 22:27 2018-07-17 23:32:23 rstreppa/valuation-callables-HullWhite RobinsonGarcia/delta-hedging inactive
80 Reinforcement Learning Computational Derivatives https://github.com/FinTechies/HedgingRL https://github.com/chenbowen184/Computational_Finance Hedging portfolios with reinforcement learning. Projects focusing on investigating simulations and computational techniques applied in finance. Derivatives and Hedging 1/20/21 8:12 2021-01-12 12:22:31 16 17.0 9 12.0 1 1.0 4/21/17 10:58 2018-01-29 05:01:52 8/2/17 21:41 2018-08-02 05:56:49 FinTechies/HedgingRL chen-bowen/Computational_Finance inactive
81 Volatility and Variance Derivatives Black Scholes https://github.com/yhilpisch/lvvd/tree/master/lvvd https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb Volatility derivatives analytics. Options pricing. Derivatives and Hedging 3/23/21 12:10 2020-10-06 20:36:29 78 1.0 77 2.0 1 0.0 10/21/16 4:12 2017-12-09 18:50:20 2/22/21 13:32 2018-07-09 09:48:36 yhilpisch/lvvd irajwani/numerical_methods_python inactive
82 Options Life-cycle https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb Introduction to options. Company life cycle. Derivatives and Hedging Extended Research 3/27/21 22:51 2020-12-21 14:42:43 328 3.0 164 3.0 36 1.0 7/28/17 15:48 2019-01-19 18:16:47 3/17/21 17:17 2019-02-18 16:57:19 QuantConnect/Tutorials atulram/Finance-and-Stocks inactive
83 Derivative Markets Computational Finance https://github.com/broughtj/Fin6470/tree/master/Notebooks https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance The economics of futures, futures, options, and swaps. Applied Computational Economics and Finance. Derivatives and Hedging Extended Research 3/18/21 3:47 2021-03-07 17:47:01 8 12.0 8 13.0 1 1.0 2/9/16 5:30 2017-08-27 03:46:33 3/18/21 3:47 2017-08-26 04:26:04 broughtj/Fin6470 lnsongxf/Applied_Computational_Economics_and_Finance inactive
84 Derman Bayesian Finance https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb Binomial tree for American call. Notebook PyMC3 implementation. Derivatives and Hedging Extended Research 10/6/20 20:37 2021-04-03 15:17:52 1 231.0 3 55.0 1 1.0 5/18/18 18:08 2018-08-28 14:45:00 9/21/18 19:59 2020-08-06 22:03:47 rstreppa/valuation-convertibles-Goldman1994 marketneutral/alphatools active
85 Corporate Finance https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance Basic corporate finance. Extended Research 2021-01-16 19:01:31 9.0 4.0 1.0 2017-09-09 03:35:24 2017-09-09 23:04:48 SeanMcOwen/FinanceAndPython.com-CorporateFinance inactive
86 Mathematical Finance https://github.com/Auquan/Tutorials Notebooks for math and financial tutorials. Extended Research 2021-03-31 18:05:45 662.0 426.0 9.0 2017-01-21 11:24:18 2020-08-01 17:03:32 Auquan/Tutorials active
87 Economic Foundations https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations Basic economic models. Extended Research 2020-10-06 21:01:59 2.0 3.0 1.0 2017-05-25 02:27:36 2017-06-30 03:53:59 SeanMcOwen/FinanceAndPython.com-EconomicFoundations inactive
88 Financial Economics https://github.com/rsvp/fecon235/tree/master/nb Financial Economics Models. Extended Research 2021-03-29 08:31:35 709.0 273.0 2.0 2014-11-09 04:49:01 2018-12-03 16:30:28 rsvp/fecon235 inactive
89 Finance Graph Theory https://github.com/AvijitGhosh82/Finance_Graph_Theory Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents. Extended Research 2021-03-28 02:22:22 17.0 7.0 3.0 2018-08-02 02:48:24 2019-03-16 18:39:38 evijit/Finance_Graph_Theory inactive
90 Market Crash Prediction https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb Predicting market crashes using an LPPL model. Extended Research 2020-10-06 21:01:42 1.0 3.0 1.0 2019-01-24 13:37:45 2019-02-13 16:48:00 sarachmax/MarketCrashes_Prediction inactive
91 M&A https://github.com/atulram/Finance-and-Stocks Mergers and Acquisitions. Extended Research 2020-12-21 14:42:43 3.0 3.0 1.0 2019-01-19 18:16:47 2019-02-18 16:57:19 atulram/Finance-and-Stocks inactive
92 Behavioural Economics https://github.com/pcmichaud/notebooks Behavioural Economics and Finance Python Notebooks. Extended Research 2021-02-03 07:22:40 9.0 4.0 1.0 2018-12-20 00:21:38 2019-03-26 11:51:46 pcmichaud/notebooks inactive
93 Applied Corporate Finance https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance Studies the empirical behaviours in stock market. Extended Research 2021-02-19 13:40:37 8.0 9.0 1.0 2018-01-29 05:14:52 2018-07-19 06:25:36 chen-bowen/Data_Science_in_Applied_Corporate_Finance inactive
94 HFT https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy High frequency trading. Extended Research 2021-04-01 15:27:44 743.0 331.0 1.0 2016-07-21 05:14:14 2017-02-14 16:47:25 rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy inactive
95 Critical Transitions https://github.com/ryanholbrook/critical-transitions Detecting critical transitions in financial networks with topological data analysis. Extended Research 2021-01-30 11:50:22 10.0 3.0 1.0 2019-01-22 10:59:50 2019-03-12 18:35:02 ryanholbrook/critical-transitions inactive
96 Real Estate Property Fraud https://github.com/aviroop1/Real_Estate_Property_Fraud Unsupervised fraud detection model that can identify likely candidates of fraud. Extended Research aviroop1/Real_Estate_Property_Fraud
97 HFT Deep Portfolio https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy https://github.com/DLColumbia/DL_forFinance High frequency trading. Deep learning for finance Predict volume of bonds. Extended Research 3/29/21 17:04 2021-01-12 11:48:27 742 27.0 331 20.0 1 2.0 7/21/16 5:14 2018-05-08 19:34:17 2/14/17 16:47 2018-05-09 15:39:25 rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy DLColumbia/DL_forFinance inactive
98 Deep Portfolio NLP Finance Papers https://github.com/DLColumbia/DL_forFinance https://github.com/chenbowen184/Research_Documents_Curation_with_NLP Deep learning for finance Predict volume of bonds. Curating quantitative finance papers using machine learning. Extended Research 1/12/21 11:48 2021-02-27 06:33:23 27 8.0 20 9.0 2 1.0 5/8/18 19:34 2018-10-11 20:32:37 5/9/18 15:39 2018-12-24 23:27:55 DLColumbia/DL_forFinance chen-bowen/Research_Documents_Curation_with_NLP inactive
99 NLP Finance Papers Simulation https://github.com/chenbowen184/Research_Documents_Curation_with_NLP https://github.com/chenbowen184/Computational_Finance Curating quantitative finance papers using machine learning. Investigating simulations as part of computational finance. Extended Research 2/27/21 6:33 2021-01-12 12:22:31 8 17.0 9 12.0 1 1.0 10/11/18 20:32 2018-01-29 05:01:52 12/24/18 23:27 2018-08-02 05:56:49 chenbowen184/Research_Documents_Curation_with_NLP chen-bowen/Computational_Finance inactive
100 Simulation Liquidity and Momentum https://github.com/chenbowen184/Computational_Finance https://github.com/mrefermat/quant_finance Investigating simulations as part of computational finance. Various factors and portfolio constructions. Extended Research 1/12/21 12:22 2021-03-30 00:09:34 17 31.0 12 15.0 1 1.0 1/29/18 5:01 2018-08-11 22:59:53 8/2/18 5:56 2019-11-12 04:49:01 chenbowen184/Computational_Finance mrefermat/quant_finance active
101 Bayesian Finance I https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs. Extended Research 2020-11-28 03:02:48 25.0 6.0 0.0 2019-01-04 12:30:41 2019-02-18 09:55:21 AlexIoannides/pymc-stochastic-process inactive
102 Currency PCA https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb Forex spots PCA. Extended Research 2020-10-26 00:55:20 3.0 1.0 1.0 2019-03-12 21:11:29 2019-03-12 22:09:10 shanemulqueen/python-finance-pca inactive
103 Backtests https://github.com/AlgoTraders/stock-analysis-engine Trading data and algorithms. Extended Research 2021-04-03 21:19:58 615.0 163.0 3.0 2018-09-16 20:00:36 2020-09-05 13:01:05 AlgoTraders/stock-analysis-engine active
104 High Frequency https://github.com/cswaney/prickle A Python toolkit for high-frequency trade research. Extended Research 2021-03-22 02:19:15 24.0 17.0 2.0 2016-07-06 20:32:21 2018-06-09 10:53:51 cswaney/prickle inactive
105 Commodity https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb Commodity influence over Brazilian stocks. Extended Research felipessalvatore/fin2vec
106 Bayesian Finance I VaR GaN https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb https://github.com/hamaadshah/market_risk_gan_keras Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs. Estimate Value-at-Risk for market risk management using Keras and TensorFlow. Extended Research Factor and Risk Analysis 11/28/20 3:02 2021-03-20 21:53:18 25 41.0 6 28.0 0 1.0 1/4/19 12:30 2018-08-06 16:09:44 2/18/19 9:55 2020-11-22 19:02:07 AlexIoannides/pymc-stochastic-process hamaadshah/market_risk_gan_tensorflow active
107 Currency PCA Pyfolio https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb https://github.com/quantopian/pyfolio Forex spots PCA. Portfolio and risk analytics in Python. Extended Research Factor and Risk Analysis 10/26/20 0:55 2021-04-03 15:55:00 3 3647.0 1 1147.0 1 42.0 3/12/19 21:11 2015-06-01 15:31:39 3/12/19 22:09 2020-02-28 17:30:19 shanemulqueen/python-finance-pca quantopian/pyfolio active
108 Backtests Performance Analysis https://github.com/AlgoTraders/stock-analysis-engine https://github.com/quantopian/alphalens Trading data and algorithms. Performance analysis of predictive (alpha) stock factors. Extended Research Factor and Risk Analysis 3/30/21 2:32 2021-04-02 19:02:20 613 1839.0 162 693.0 3 17.0 9/16/18 20:00 2016-06-03 21:49:15 9/5/20 13:01 2020-04-27 18:40:41 AlgoTraders/stock-analysis-engine quantopian/alphalens active
109 High Frequency Python for Finance https://github.com/cswaney/prickle https://github.com/yhilpisch/py4fi/tree/master/jupyter36 A Python toolkit for high-frequency trade research. Various financial notebooks. Extended Research Factor and Risk Analysis 3/22/21 2:19 2021-04-03 11:16:56 24 1297.0 17 792.0 2 1.0 7/6/16 20:32 2014-12-15 11:23:34 6/9/18 10:53 2018-07-10 06:38:12 cswaney/prickle yhilpisch/py4fi inactive
110 Critical Transitions Convex Optimisation https://github.com/ryanholbrook/critical-transitions https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb Detecting critical transitions in financial networks with topological data analysis. Convex Optimization for Finance. Extended Research Factor and Risk Analysis 1/30/21 11:50 2020-11-04 07:19:22 10 17.0 3 9.0 1 1.0 1/22/19 10:59 2018-06-26 20:36:47 3/12/19 18:35 2019-10-22 21:56:46 ryanholbrook/critical-transitions ssanderson/convex-optimization-for-finance active
111 Liquidity and Momentum Statistical Finance https://github.com/mrefermat/quant_finance https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments Various factors and portfolio constructions. Various financial experiments. Extended Research Factor and Risk Analysis 3/30/21 0:09 2021-03-30 00:09:28 31 21.0 15 16.0 1 1.0 8/11/18 22:59 2015-10-04 09:10:54 11/12/19 4:49 2020-03-28 18:33:58 mrefermat/quant_finance mrefermat/FinancePhD active
112 Applied Corporate Finance VaR https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb Studies the empirical behaviours in stock market. Value-at-risk calculations. Extended Research Factor and Risk Analysis 2/19/21 13:40 2021-03-31 02:06:48 8 10.0 9 9.0 1 1.0 1/29/18 5:14 2016-11-15 19:24:17 7/19/18 6:25 2017-01-14 21:19:30 chenbowen184/Data_Science_in_Applied_Corporate_Finance willb/var-notebook inactive
113 M&A Factor Analysis https://github.com/atulram/Finance-and-Stocks https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb Mergers and Acquisitions. Factor analysis for mutual funds. Extended Research Factor and Risk Analysis 12/21/20 14:42 2020-12-21 14:26:46 3 3.0 3 4.0 1 1.0 1/19/19 18:16 2018-03-13 07:39:20 2/18/19 16:57 2018-03-13 07:42:36 atulram/Finance-and-Stocks garvit-kudesia91/factor_analysis inactive
114 Life-cycle Risk and Return https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials Company life cycle. Riskiness of portfolios and assets. Extended Research Factor and Risk Analysis 12/21/20 14:42 2021-03-19 22:01:05 3 139.0 3 61.0 1 2.0 1/19/19 18:16 2017-09-12 13:35:09 2/18/19 16:57 2020-08-06 12:35:44 atulram/Finance-and-Stocks PyDataBlog/Python-for-Data-Science active
115 Computational Finance Risk Basic https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb Applied Computational Economics and Finance. Active portfolio risk management . Extended Research Factor and Risk Analysis 3/7/21 17:47 2021-03-01 13:53:42 12 31.0 13 18.0 1 1.0 8/27/17 3:46 2016-05-10 11:03:48 8/26/17 4:26 2016-05-17 03:44:56 lnsongxf/Applied_Computational_Economics_and_Finance RJT1990/Active-Portfolio-Management-Notes inactive
116 Bayesian Finance Factor Analysis https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb https://github.com/alpha-miner/alpha-mind/tree/master/notebooks Notebook PyMC3 implementation. Factor strategy notebooks. Extended Research Factor and Risk Analysis 3/25/21 18:38 2021-03-12 22:42:55 229 171.0 53 59.0 1 3.0 8/28/18 14:45 2017-05-01 07:36:54 8/6/20 22:03 2021-02-09 09:36:41 marketneutral/alphatools alpha-miner/alpha-mind active
117 Corporate Finance Various Risk Measures https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb Basic corporate finance. Risk measures and factors for alternative and responsible investments. Extended Research Factor and Risk Analysis 1/16/21 19:01 2020-11-04 07:04:38 9 4.0 4 5.0 1 1.0 9/9/17 3:35 2017-08-07 14:44:32 9/9/17 23:04 2017-08-08 22:52:11 SeanMcOwen/FinanceAndPython.com-CorporateFinance Jorgencr/Alternative-and-Responsible-Investments inactive
118 Mathematical Finance CAPM https://github.com/Auquan/Tutorials https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb Notebooks for math and financial tutorials. Expected returns using CAPM. Extended Research Factor and Risk Analysis 3/29/21 10:26 2021-03-01 13:53:42 661 31.0 426 18.0 9 1.0 1/21/17 11:24 2016-05-10 11:03:48 8/1/20 17:03 2016-05-17 03:44:56 Auquan/Tutorials RJT1990/Active-Portfolio-Management-Notes inactive
119 Behavioural Economics Quant Finance https://github.com/pcmichaud/notebooks https://github.com/mrefermat/quant_finance Behavioural Economics and Finance Python Notebooks. General quant repository. Extended Research Factor and Risk Analysis 2/3/21 7:22 2021-03-30 00:09:34 9 31.0 4 15.0 1 1.0 12/20/18 0:21 2018-08-11 22:59:53 3/26/19 11:51 2019-11-12 04:49:01 pcmichaud/notebooks mrefermat/quant_finance active
120 Financial Economics Vasicek https://github.com/rsvp/fecon235/tree/master/nb https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb Financial Economics Models. Bootstrapping and interpolation. Extended Research Fixed Income 3/29/21 8:31 2020-12-10 21:20:03 709 3.0 273 3.0 2 1.0 11/9/14 4:49 2018-07-18 19:26:54 12/3/18 16:30 2018-07-18 19:34:48 rsvp/fecon235 RobinsonGarcia/fixed-income inactive
121 Economic Foundations Binomial Tree https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations https://github.com/hy-lei/math-finance-exercise Basic economic models. Utility functions in fixed income securities. Extended Research Fixed Income 10/6/20 21:01 2020-10-06 20:55:18 2 1.0 3 2.0 1 1.0 5/25/17 2:27 2019-02-02 08:44:14 6/30/17 3:53 2019-05-03 17:16:52 SeanMcOwen/FinanceAndPython.com-EconomicFoundations hy-lei/math-finance-toolbox active
122 Finance Graph Theory Corporate Bonds https://github.com/AvijitGhosh82/Finance_Graph_Theory https://github.com/ishank011/gs-quantify-bond-prediction Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents. Predicting the buying and selling volume of the corporate bonds. Extended Research Fixed Income 3/28/21 2:22 2021-01-03 21:46:55 17 7.0 7 5.0 3 1.0 8/2/18 2:48 2017-09-27 19:57:13 3/16/19 18:39 2017-09-27 20:00:29 AvijitGhosh82/Finance_Graph_Theory ishank011/gs-quantify-bond-prediction inactive
Market Crash Prediction https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb Predicting market crashes using an LPPL model. Extended Research 10/6/20 21:01 1 3 1 1/24/19 13:37 2/13/19 16:48 sarachmax/MarketCrashes_Prediction
Risk and Return https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials Riskiness of portfolios and assets. Factor and Risk Analysis 3/19/21 22:01 139 61 2 9/12/17 13:35 8/6/20 12:35 PyDataBlog/Python-for-Data-Science
Risk Basic https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb Active portfolio risk management . Factor and Risk Analysis 3/1/21 13:53 31 18 1 5/10/16 11:03 5/17/16 3:44 RJT1990/Active-Portfolio-Management-Notes
Quant Finance https://github.com/mrefermat/quant_finance General quant repository. Factor and Risk Analysis 3/30/21 0:09 31 15 1 8/11/18 22:59 11/12/19 4:49 mrefermat/quant_finance
Various Risk Measures https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb Risk measures and factors for alternative and responsible investments. Factor and Risk Analysis 11/4/20 7:04 4 5 1 8/7/17 14:44 8/8/17 22:52 Jorgencr/Alternative-and-Responsible-Investments
CAPM https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb Expected returns using CAPM. Factor and Risk Analysis 3/1/21 13:53 31 18 1 5/10/16 11:03 5/17/16 3:44 RJT1990/Active-Portfolio-Management-Notes
Factor Analysis https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb Factor analysis for mutual funds. Factor and Risk Analysis 12/21/20 14:26 3 4 1 3/13/18 7:39 3/13/18 7:42 garvit-kudesia91/factor_analysis
Factor Analysis https://github.com/alpha-miner/alpha-mind/tree/master/notebooks Factor strategy notebooks. Factor and Risk Analysis 3/12/21 22:42 171 59 3 5/1/17 7:36 2/9/21 9:36 alpha-miner/alpha-mind
Statistical Finance https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments Various financial experiments. Factor and Risk Analysis 3/30/21 0:09 21 16 1 10/4/15 9:10 3/28/20 18:33 mrefermat/FinancePhD
Convex Optimisation https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb Convex Optimization for Finance. Factor and Risk Analysis 11/4/20 7:19 17 9 1 6/26/18 20:36 10/22/19 21:56 ssanderson/convex-optimization-for-finance
VaR https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb Value-at-risk calculations. Factor and Risk Analysis 10/6/20 20:29 9 9 1 11/15/16 19:24 1/14/17 21:19 willb/var-notebook
Python for Finance https://github.com/yhilpisch/py4fi/tree/master/jupyter36 Various financial notebooks. Factor and Risk Analysis 3/27/21 13:15 1294 791 1 12/15/14 11:23 7/10/18 6:38 yhilpisch/py4fi
Performance Analysis https://github.com/quantopian/alphalens Performance analysis of predictive (alpha) stock factors. Factor and Risk Analysis 3/30/21 6:28 1835 691 17 6/3/16 21:49 4/27/20 18:40 quantopian/alphalens
Pyfolio https://github.com/quantopian/pyfolio Portfolio and risk analytics in Python. Factor and Risk Analysis 3/30/21 15:14 3633 1143 42 6/1/15 15:31 2/28/20 17:30 quantopian/pyfolio
VaR GaN https://github.com/hamaadshah/market_risk_gan_keras Estimate Value-at-Risk for market risk management using Keras and TensorFlow. Factor and Risk Analysis 3/20/21 21:53 41 28 1 8/6/18 16:09 11/22/20 19:02 hamaadshah/market_risk_gan_keras
Vasicek https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb Bootstrapping and interpolation. Fixed Income 12/10/20 21:20 3 3 1 7/18/18 19:26 7/18/18 19:34 RobinsonGarcia/fixed-income
Corporate Bonds https://github.com/ishank011/gs-quantify-bond-prediction Predicting the buying and selling volume of the corporate bonds. Fixed Income 1/3/21 21:46 7 5 1 9/27/17 19:57 9/27/17 20:00 ishank011/gs-quantify-bond-prediction
Binomial Tree https://github.com/hy-lei/math-finance-exercise Utility functions in fixed income securities. Fixed Income 10/6/20 20:55 1 2 1 2/2/19 8:44 5/3/19 17:16 hy-lei/math-finance-exercise
123 Trend Following http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html A futures trend following portfolio investment strategy. Other Models
124 Mixture Models I https://github.com/BlackArbsCEO/Mixture_Models Mixture models to predict market bottoms. Other Models 3/2/21 19:44 2021-03-02 19:44:01 31 31.0 31 31.0 1 1.0 3/20/17 18:54 2017-03-20 18:54:24 4/25/17 23:35 2017-04-25 23:35:20 BlackArbsCEO/Mixture_Models inactive
125 Mixture Models II https://github.com/BlackArbsCEO/mixture_model_trading_public Mixture models and stock trading. Other Models 3/12/21 13:21 2021-03-12 13:21:17 166 166.0 73 73.0 1 1.0 12/11/17 17:05 2017-12-11 17:05:38 5/13/20 23:50 2020-05-13 23:50:47 BlackArbsCEO/mixture_model_trading_public active
126 Fundamental LT Forecasts https://github.com/Hvass-Labs/FinanceOps Research in investment finance for long term forecasts. Other Models 3/21/21 19:26 2021-04-03 10:59:10 379 381.0 126 126.0 1 1.0 7/22/18 8:14 2018-07-22 08:14:46 2/17/21 14:39 2021-02-17 14:39:30 Hvass-Labs/FinanceOps active
127 Scikit-learn Stock Prediction https://github.com/robertmartin8/MachineLearningStocks Using python and scikit-learn to make stock predictions. Other Models 3/30/21 18:11 2021-04-03 11:22:54 919 922.0 344 344.0 2 2.0 2/12/17 4:50 2017-02-12 04:50:44 2/4/21 3:48 2021-02-04 03:48:33 robertmartin8/MachineLearningStocks active
128 Short-Term Movement Cues https://github.com/anfederico/Clairvoyant Identify social/historical cues for short term stock movement. Other Models 3/28/21 16:31 2021-03-31 20:19:04 2157 2158.0 678 676.0 1 1.0 9/12/16 18:38 2016-09-12 18:38:17 8/29/18 20:27 2018-08-29 20:27:19 anfederico/Clairvoyant anfederico/clairvoyant inactive
Machine Learning in Asset Management https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952 Personal Papers
Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies https://jfds.pm-research.com/content/2/1/10 Personal Papers
Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization https://jfds.pm-research.com/content/2/2/17 Personal Papers
129 Financial Event Prediction using Machine Learning https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555 Personal Papers
130 PyPortfolioOpt Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization https://github.com/robertmartin8/PyPortfolioOpt https://jfds.pm-research.com/content/2/2/17 Financial portfolio optimisation, including classical efficient frontier and advanced methods. Portfolio Selection and Optimisation Personal Papers 3/30/21 3:37 1865 476 16 5/29/18 13:30 2/25/21 13:01 robertmartin8/PyPortfolioOpt
131 DeepDow Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies https://github.com/jankrepl/deepdow https://jfds.pm-research.com/content/2/1/10 Portfolio optimization with deep learning. Portfolio Selection and Optimisation Personal Papers 3/30/21 13:34 303 57 2 2/2/20 8:46 2/16/21 18:50 jankrepl/deepdow
132 Machine Learning in Asset Management https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952 Personal Papers
133 PyPortfolioOpt https://github.com/robertmartin8/PyPortfolioOpt Financial portfolio optimisation, including classical efficient frontier and advanced methods. Portfolio Selection and Optimisation 2021-04-03 15:57:14 1875.0 478.0 16.0 2018-05-29 13:30:30 2021-02-25 13:01:56 robertmartin8/PyPortfolioOpt active
134 DeepDow https://github.com/jankrepl/deepdow Portfolio optimization with deep learning. Portfolio Selection and Optimisation 2021-04-01 16:06:44 306.0 57.0 2.0 2020-02-02 08:46:33 2021-02-16 18:50:53 jankrepl/deepdow active
135 Modern Portfolio Theory https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb Universal portfolios; modern portfolio theory. Portfolio Selection and Optimisation
136 OLMAR Algorithm https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb Relative importance of each component of the OLMAR algorithm. Portfolio Selection and Optimisation 12/16/20 17:28 2020-12-16 17:28:05 6 6.0 3 3.0 1 1.0 7/26/16 16:20 2016-07-26 16:20:10 12/30/16 11:40 2016-12-30 11:40:53 charlessutton/OLMAR inactive
137 Online Portfolio Selection https://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb ****Comparing OLPS algorithms on a diversified set of ETFs. Portfolio Selection and Optimisation
138 401K Portfolio Optimisation https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb Portfolio analyses and optimisation for 401K. Portfolio Selection and Optimisation 12/25/20 9:39 2020-12-25 09:39:33 14 14.0 5 5.0 1 1.0 8/1/18 19:48 2018-08-01 19:48:24 9/5/19 11:18 2019-09-05 11:18:56 otosman/Python-for-Finance active
139 Policy Gradient Portfolio https://github.com/ZhengyaoJiang/PGPortfolio A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. Portfolio Selection and Optimisation 3/30/21 14:21 2021-03-31 09:42:46 1274 1276.0 629 628.0 6 6.0 11/12/17 16:08 2017-11-12 16:08:44 5/9/19 9:50 2019-05-09 09:50:18 ZhengyaoJiang/PGPortfolio active
140 Deep Portfolio Theory https://github.com/tcloaa/Deep-Portfolio-Theory Autoencoder framework for portfolio selection. Portfolio Selection and Optimisation 1/30/21 13:50 2021-01-30 13:50:57 104 104.0 58 58.0 1 1.0 2/10/17 9:03 2017-02-10 09:03:08 3/8/18 16:47 2018-03-08 16:47:00 tcloaa/Deep-Portfolio-Theory inactive
141 Efficient Frontier https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb Modern Portfolio Theory. Portfolio Selection and Optimisation 3/30/21 0:01 2021-03-30 00:01:39 104 104.0 57 57.0 1 1.0 2/17/18 8:19 2018-02-17 08:19:46 2/27/18 13:16 2018-02-27 13:16:57 tthustla/efficient_frontier inactive
142 Reinforcement Learning https://github.com/filangel/qtrader Reinforcement Learning for Portfolio Management. Portfolio Selection and Optimisation 3/29/21 3:47 2021-03-29 03:47:07 364 364.0 150 151.0 1 1.0 10/7/17 9:14 2017-10-07 09:14:33 6/26/18 9:22 2018-06-26 09:22:27 filangel/qtrader filangelos/qtrader inactive
143 Distribution Characteristic Optimisation https://github.com/VivekPa/OptimalPortfolio Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account. Portfolio Selection and Optimisation 3/18/21 22:35 2021-03-18 22:35:10 229 229.0 82 82.0 3 3.0 11/16/18 12:20 2018-11-16 12:20:25 7/4/19 1:41 2019-07-04 01:41:46 VivekPa/OptimalPortfolio active
144 Pair Trading RL RL IV https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading https://github.com/jjakimoto/DQN Using deep actor-critic model to learn best strategies in pair trading. Reinforcement Learning for finance. Reinforcement Learning 3/27/21 2:19 2021-03-25 19:14:20 241 140.0 114 55.0 1 1.0 5/18/17 16:47 2016-10-21 02:47:17 5/18/17 16:56 2017-04-07 08:11:57 shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading jjakimoto/DQN inactive
RL II https://github.com/deependersingla/deep_trader reinforcement learning on stock market and agent tries to learn trading. Reinforcement Learning 3/29/21 11:10 1340 490 3 6/11/16 7:27 1/22/18 14:35 deependersingla/deep_trader
RL https://github.com/kh-kim/stock_market_reinforcement_learning OpenGym with Deep Q-learning and Policy Gradient. Reinforcement Learning 3/28/21 22:14 712 299 1 10/4/16 14:42 12/23/16 7:34 kh-kim/stock_market_reinforcement_learning
RL III https://github.com/samre12/deep-trading-agent Github -Deep Reinforcement Learning based Trading Agent for Bitcoin. Reinforcement Learning 3/29/21 1:02 575 204 1 9/21/17 17:05 4/13/18 16:33 samre12/deep-trading-agent
RL IV https://github.com/jjakimoto/DQN Reinforcement Learning for finance. Reinforcement Learning 3/25/21 19:14 140 55 1 10/21/16 2:47 4/7/17 8:11 jjakimoto/DQN
RL V https://github.com/gstenger98/rl-finance Building an Agent to Trade with Reinforcement Learning. Reinforcement Learning 1/3/21 4:36 32 7 5 1/16/19 0:43 3/19/20 20:28 gstenger98/rl-finance
145 RL Trading https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab. Reinforcement Learning
146 Fund classification RL V https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb https://github.com/gstenger98/rl-finance Fund classification using text mining and NLP. Building an Agent to Trade with Reinforcement Learning. Textual Reinforcement Learning 10/6/20 18:46 2021-01-03 04:36:11 3 32.0 2 7.0 1 5.0 4/16/18 22:18 2019-01-16 00:43:36 6/7/18 22:01 2020-03-19 20:28:08 frechfrechfrech/Mutual-Fund-Market-Clusters gstenger98/rl-finance active
147 Financial Sentiment Analysis RL https://github.com/EricHe98/Financial-Statements-Text-Analysis https://github.com/kh-kim/stock_market_reinforcement_learning Sentiment, distance and proportion analysis for trading signals. OpenGym with Deep Q-learning and Policy Gradient. Textual Reinforcement Learning 1/21/21 8:07 2021-04-01 14:04:21 47 713.0 27 299.0 1 1.0 6/23/17 0:05 2016-10-04 14:42:19 1/26/19 3:35 2016-12-23 07:34:08 EricHe98/Financial-Statements-Text-Analysis kh-kim/stock_market_reinforcement_learning inactive
148 NLP Event RL II https://github.com/yuriak/DLQuant https://github.com/deependersingla/deep_trader Applying Deep Learning and NLP in Quantitative Trading. reinforcement learning on stock market and agent tries to learn trading. Textual Reinforcement Learning 3/24/21 2:52 2021-03-29 11:10:37 68 1340.0 31 490.0 1 3.0 7/2/18 23:50 2016-06-11 07:27:10 1/31/19 14:08 2018-01-22 14:35:50 yuriak/DLQuant deependersingla/deep_trader inactive
149 Financial Statement Sentiment Pair Trading RL https://github.com/MAydogdu/TextualAnalysis https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading Extracting sentiment from financial statements using neural networks. Using deep actor-critic model to learn best strategies in pair trading. Textual Reinforcement Learning 10/22/20 16:32 2021-03-27 02:19:29 7 241.0 7 114.0 1 1.0 6/4/18 20:54 2017-05-18 16:47:11 6/4/18 20:56 2017-05-18 16:56:38 MAydogdu/TextualAnalysis shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading inactive
150 Extensive NLP RL III https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb https://github.com/samre12/deep-trading-agent Comprehensive NLP techniques for accounting research. Github -Deep Reinforcement Learning based Trading Agent for Bitcoin. Textual Reinforcement Learning 3/21/21 7:39 2021-04-03 20:48:36 73 576.0 42 204.0 1 1.0 10/25/17 7:10 2017-09-21 17:05:19 6/5/20 3:28 2018-04-13 16:33:21 TiesdeKok/Python_NLP_Tutorial samre12/deep-trading-agent inactive
151 Accounting Anomalies Fund classification https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb Using deep-learning frameworks to identify accounting anomalies. Fund classification using text mining and NLP. Textual 3/30/21 3:25 2021-03-31 02:12:50 106 4.0 50 2.0 2 1.0 5/24/17 12:36 2018-04-16 22:18:55 8/7/19 21:47 2018-06-07 22:01:32 GitiHubi/deepAI frechfrechfrech/Mutual-Fund-Market-Clusters inactive
152 Buzzwords Financial Sentiment Analysis https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds https://github.com/EricHe98/Financial-Statements-Text-Analysis Return performance and mutual fund selection. Sentiment, distance and proportion analysis for trading signals. Textual 10/6/20 18:54 2021-03-31 23:48:48 1 48.0 4 27.0 1 1.0 2/4/18 21:51 2017-06-23 00:05:49 2/4/18 21:57 2019-01-26 03:35:55 swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds EricHe98/Financial-Statements-Text-Analysis inactive
153 Earning call transcripts NLP Event https://github.com/lin882/WebAnalyticsProject https://github.com/yuriak/DLQuant Correlation between mutual fund investment decision and earning call transcripts. Applying Deep Learning and NLP in Quantitative Trading. Textual 12/17/20 8:24 2021-04-01 02:16:38 3 70.0 3 31.0 1 1.0 12/30/17 8:56 2018-07-02 23:50:52 1/11/18 2:11 2019-01-31 14:08:20 lin882/WebAnalyticsProject yuriak/DLQuant inactive
154 Financial Statement Sentiment https://github.com/MAydogdu/TextualAnalysis Extracting sentiment from financial statements using neural networks. Textual 2021-03-31 02:10:58 8.0 7.0 1.0 2018-06-04 20:54:14 2018-06-04 20:56:02 MAydogdu/TextualAnalysis inactive
155 Extensive NLP https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb Comprehensive NLP techniques for accounting research. Textual 2021-03-21 07:39:02 73.0 42.0 1.0 2017-10-25 07:10:26 2020-06-05 03:28:46 TiesdeKok/Python_NLP_Tutorial active
156 Accounting Anomalies https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb Using deep-learning frameworks to identify accounting anomalies. Textual 2021-03-31 02:11:18 107.0 51.0 2.0 2017-05-24 12:36:38 2019-08-07 21:47:08 GitiHubi/deepAI active
157 Buzzwords https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds Return performance and mutual fund selection. Textual 2020-10-06 18:54:58 1.0 4.0 1.0 2018-02-04 21:51:16 2018-02-04 21:57:09 swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds inactive
158 Earning call transcripts https://github.com/lin882/WebAnalyticsProject Correlation between mutual fund investment decision and earning call transcripts. Textual 2020-12-17 08:24:20 3.0 3.0 1.0 2017-12-30 08:56:03 2018-01-11 02:11:11 lin882/WebAnalyticsProject inactive
159 NLP https://github.com/toamitesh/NLPinFinance This project assembles a lot of NLP operations needed for finance domain. Textual toamitesh/NLPinFinance
160 Industry Clustering https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries Project to cluster industries according to financial attributes. Unsupervised 2020-10-06 18:51:22 4.0 5.0 1.0 2017-07-21 02:12:51 2017-07-23 02:53:37 SeanMcOwen/FinanceAndPython.com-ClusteringIndustries inactive
161 Pairs Trading https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb Finding pairs with cluster analysis. Unsupervised 2021-03-08 11:01:33 78.0 36.0 0.0 2017-09-05 19:19:19 2017-09-27 20:42:14 marketneutral/pairs-trading-with-ML inactive
162 VRA Stock Embedding https://github.com/ml-hongkong/stock2vec Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history. Unsupervised 2020-10-20 11:05:55 32.0 12.0 1.0 2017-06-21 04:47:14 2017-06-21 04:51:13 ml-hongkong/stock2vec inactive
163 PCA Pairs Trading https://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_Trading PCA, Factor Returns, and trading strategies. Unsupervised joelQF/quant-finance
164 Industry Clustering https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries Clustering of industries. Unsupervised 10/6/20 18:51 2020-10-06 18:51:22 4 4.0 5 5.0 1 1.0 7/21/17 2:12 2017-07-21 02:12:51 7/23/17 2:53 2017-07-23 02:53:37 SeanMcOwen/FinanceAndPython.com-ClusteringIndustries inactive
165 Pairs Trading Fund Clusters https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb Finding pairs with cluster analysis. Data exploration of fund clusters. Unsupervised 3/8/21 11:01 2021-03-31 02:12:50 78 4.0 36 2.0 0 1.0 9/5/17 19:19 2018-04-16 22:18:55 9/27/17 20:42 2018-06-07 22:01:32 marketneutral/pairs-trading-with-ML frechfrechfrech/Mutual-Fund-Market-Clusters inactive
Industry Clustering https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries Project to cluster industries according to financial attributes. Unsupervised 10/6/20 18:51 4 5 1 7/21/17 2:12 7/23/17 2:53 SeanMcOwen/FinanceAndPython.com-ClusteringIndustries
VRA Stock Embedding https://github.com/ml-hongkong/stock2vec Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history. Unsupervised 10/20/20 11:05 32 12 1 6/21/17 4:47 6/21/17 4:51 ml-hongkong/stock2vec
Fund Clusters https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb Data exploration of fund clusters. Unsupervised 10/6/20 18:46 3 2 1 4/16/18 22:18 6/7/18 22:01 frechfrechfrech/Mutual-Fund-Market-Clusters