diff --git a/README.md b/README.md index a95756d..cfd3a31 100644 --- a/README.md +++ b/README.md @@ -38,23 +38,33 @@ ___ | [Personae](https://github.com/Ceruleanacg/Personae) | implementation of deep reinforcement learning and supervised learnings covering areas: deep deterministic policy gradient (DDPG) and DDQN etc. Data are being pulled from [rqalpha](https://github.com/ricequant/rqalpha) which is a python backtest engine and have a nice docker image to run training/testing | 3/10/18 11:22 | 9/2/18 17:21 | 1144.0 | :heavy_multiplication_x: | :star:x5 | | [RL Trading](https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW) | A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab. | nan | nan | nan | :heavy_check_mark: | :star:x4 | | [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) | Part of FinRL and provided code for paper [deep reinformacement learning for automated stock trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3690996) focuses on ensemble. | 7/26/20 13:12 | 1/21/21 18:11 | 560.0 | :heavy_check_mark: | :star:x4 | -| [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 | 11/26/18 3:23 | 1/1/21 9:41 | 551.0 | :heavy_check_mark: | :star:x4 | +| [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 | 11/26/18 3:23 | 1/1/21 9:41 | 551.0 | :heavy_check_mark: | :star:x4 | +| [Neural Network](https://github.com/VivekPa/IntroNeuralNetworks) | Neural networks to predict stock prices. | 9/10/18 6:34 | 11/21/18 7:39 | 489.0 | :heavy_multiplication_x: | :star:x4 | +| [Deep Learning](https://github.com/keon/deepstock) | Technical experimentations to beat the stock market using deep learning. | 12/12/16 2:15 | 3/4/17 8:37 | 427.0 | :heavy_multiplication_x: | :star:x4 | +| [LTSM Recurrent](https://github.com/VivekPa/AIAlpha) | OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network. | 10/7/18 3:58 | 8/3/19 9:00 | 1207.0 | :heavy_check_mark: | :star:x4 | +| [RL III](https://github.com/samre12/deep-trading-agent) | Github -Deep Reinforcement Learning based Trading Agent for Bitcoin. | 9/21/17 17:05 | 4/13/18 16:33 | 576.0 | :heavy_multiplication_x: | :star:x3 | +| [crypto-rl](https://github.com/sadighian/crypto-rl) | Retrieve limit order book level data from coinbase pro and bitfinex -> record in [arctic](https://github.com/man-group/arctic) timeseries database then implemented trend following strategies (market orders) and market making (limit orders). Uses reinforcement learning (DQN) [keras-rl](https://github.com/keras-rl/keras-rl) to create agents and uses [openai gym](https://gym.openai.com/) to implement POMDP (partially observable markov decision process) | 6/21/18 1:06 | 11/5/20 11:08 | 347.0 | :heavy_check_mark: | :star:x3 | ## Other Models ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/other_models)) -| repo | comment | created_at | last_commit | star_count | repo_status | rating | -|:-----------------------------------------------------------------------------------------------------------------------------------------------------|:-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:-------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| -| [Hands-On-Machine-Learning-for-Algorithmic-Trading](https://github.com/PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading) | repo for book [hands-on-machine learning for algorithmic trading](https://www.packtpub.com/product/hands-on-machine-learning-for-algorithmic-trading/9781789346411) covering topic from data/unsupervised learning/NPL/RNN & CNN/reinforcement learning etc. Leverage zipline/alphalens/sklearn/openai-gym etc as well. Good references to have | 5/7/19 11:04 | 1/19/21 7:51 | 600.0 | :heavy_check_mark: | :star:x5 | -| [CryptoBot](https://github.com/AdeelMufti/CryptoBot) | Hard fork of [bitpredit](https://github.com/cbyn/bitpredict) and form the trading strategy as a classification problem with -1 (sell) 0 (hold) 1 (buy). Models used are XGBClassifier/RandomForest/GradientBoosting. Not mentained | 1/17/17 12:44 | 1/17/17 12:48 | 234.0 | :heavy_multiplication_x: | :star:x2 | -| [Trend Following](http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html) | A futures trend following portfolio investment strategy. | nan | nan | nan | :heavy_check_mark: | | -| [awesome-ai-in-finance](https://github.com/georgezouq/awesome-ai-in-finance) | NEW | 8/29/18 2:07 | 11/27/20 9:43 | 941.0 | :heavy_check_mark: | | -| [Scikit-learn Stock Prediction](https://github.com/robertmartin8/MachineLearningStocks) | Using python and scikit-learn to make stock predictions. | 2/12/17 4:50 | 2/4/21 3:48 | 931.0 | :heavy_check_mark: | | -| [AlphaPy](https://github.com/ScottfreeLLC/AlphaPy) | NEW | 2/14/16 0:47 | 2/8/21 21:35 | 576.0 | :heavy_check_mark: | | -| [MathAndScienceNotes](https://github.com/melling/MathAndScienceNotes) | Collections of news/articles on various topics including quant trading and machine learning. Some articles are from [ycombinator message board](https://news.ycombinator.com/news) and [rediit algotrading forum](https://www.reddit.com/r/algotrading/) | 3/11/16 19:13 | 12/21/20 3:54 | 460.0 | :heavy_check_mark: | | -| [Fundamental LT Forecasts](https://github.com/Hvass-Labs/FinanceOps) | Research in investment finance for long term forecasts. | 7/22/18 8:14 | 2/17/21 14:39 | 383.0 | :heavy_check_mark: | | -| [stock-trading-ml](https://github.com/yacoubb/stock-trading-ml) | NEW | 10/10/19 9:44 | 10/12/19 11:38 | 340.0 | :heavy_check_mark: | | -| [Mixture Models I](https://github.com/BlackArbsCEO/Mixture_Models) | Mixture models to predict market bottoms. | 3/20/17 18:54 | 4/25/17 23:35 | 31.0 | :heavy_multiplication_x: | | +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:-------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| +| [Hands-On-Machine-Learning-for-Algorithmic-Trading](https://github.com/PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading) | repo for book [hands-on-machine learning for algorithmic trading](https://www.packtpub.com/product/hands-on-machine-learning-for-algorithmic-trading/9781789346411) covering topic from data/unsupervised learning/NPL/RNN & CNN/reinforcement learning etc. Leverage zipline/alphalens/sklearn/openai-gym etc as well. Good references to have | 5/7/19 11:04 | 1/19/21 7:51 | 600.0 | :heavy_check_mark: | :star:x5 | +| [CryptoBot](https://github.com/AdeelMufti/CryptoBot) | Hard fork of [bitpredit](https://github.com/cbyn/bitpredict) and form the trading strategy as a classification problem with -1 (sell) 0 (hold) 1 (buy). Models used are XGBClassifier/RandomForest/GradientBoosting. Not mentained | 1/17/17 12:44 | 1/17/17 12:48 | 234.0 | :heavy_multiplication_x: | :star:x2 | +| [Trend Following](http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html) | A futures trend following portfolio investment strategy. | nan | nan | nan | :heavy_check_mark: | | +| [awesome-ai-in-finance](https://github.com/georgezouq/awesome-ai-in-finance) | NEW | 8/29/18 2:07 | 11/27/20 9:43 | 941.0 | :heavy_check_mark: | | +| [Scikit-learn Stock Prediction](https://github.com/robertmartin8/MachineLearningStocks) | Using python and scikit-learn to make stock predictions. | 2/12/17 4:50 | 2/4/21 3:48 | 931.0 | :heavy_check_mark: | | +| [AlphaPy](https://github.com/ScottfreeLLC/AlphaPy) | NEW | 2/14/16 0:47 | 2/8/21 21:35 | 576.0 | :heavy_check_mark: | | +| [MathAndScienceNotes](https://github.com/melling/MathAndScienceNotes) | Collections of news/articles on various topics including quant trading and machine learning. Some articles are from [ycombinator message board](https://news.ycombinator.com/news) and [rediit algotrading forum](https://www.reddit.com/r/algotrading/) | 3/11/16 19:13 | 12/21/20 3:54 | 460.0 | :heavy_check_mark: | | +| [Fundamental LT Forecasts](https://github.com/Hvass-Labs/FinanceOps) | Research in investment finance for long term forecasts. | 7/22/18 8:14 | 2/17/21 14:39 | 383.0 | :heavy_check_mark: | | +| [stock-trading-ml](https://github.com/yacoubb/stock-trading-ml) | NEW | 10/10/19 9:44 | 10/12/19 11:38 | 340.0 | :heavy_check_mark: | | +| [Mixture Models I](https://github.com/BlackArbsCEO/Mixture_Models) | Mixture models to predict market bottoms. | 3/20/17 18:54 | 4/25/17 23:35 | 31.0 | :heavy_multiplication_x: | | +| [finance_ml](https://github.com/jjakimoto/finance_ml) | NEW | 6/29/18 21:21 | 2/18/19 12:34 | 282.0 | :heavy_multiplication_x: | | +| [Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original](https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original) | NEW | 11/15/19 8:51 | 1/21/21 7:56 | 279.0 | :heavy_check_mark: | | +| [Machine-Learning-and-AI-in-Trading](https://github.com/PyPatel/Machine-Learning-and-AI-in-Trading) | NEW | 8/30/17 6:14 | 10/29/19 8:14 | 261.0 | :heavy_check_mark: | | +| [ML_Finance_Codes](https://github.com/mfrdixon/ML_Finance_Codes) | NEW | 9/27/19 16:13 | 6/13/20 21:20 | 250.0 | :heavy_check_mark: | | +| [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) | NEW | 2/13/19 16:57 | 4/12/21 10:50 | 2295.0 | :heavy_check_mark: | | ## Data Processing Techniques and Transformations ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/data_processing_techniques_and_transformations)) @@ -79,22 +89,31 @@ ___ | [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. | 11/16/18 12:20 | 7/4/19 1:41 | 232.0 | :heavy_check_mark: | | | [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) | Financial portfolio optimisation, including classical efficient frontier and advanced methods. | 5/29/18 13:30 | 2/25/21 13:01 | 1895.0 | :heavy_check_mark: | | | [401K Portfolio Optimisation](https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb) | Portfolio analyses and optimisation for 401K. | 8/1/18 19:48 | 9/5/19 11:18 | 14.0 | :heavy_check_mark: | | -| [Policy Gradient Portfolio](https://github.com/ZhengyaoJiang/PGPortfolio) | A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. | 11/12/17 16:08 | 5/9/19 9:50 | 1281.0 | :heavy_check_mark: | | +| [Policy Gradient Portfolio](https://github.com/ZhengyaoJiang/PGPortfolio) | A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. | 11/12/17 16:08 | 5/9/19 9:50 | 1281.0 | :heavy_check_mark: | | +| [riskparity.py](https://github.com/dppalomar/riskparity.py) | NEW | 7/13/19 21:30 | 1/30/21 1:53 | 124.0 | :heavy_check_mark: | | +| [Deep Portfolio Theory](https://github.com/tcloaa/Deep-Portfolio-Theory) | Autoencoder framework for portfolio selection. | 2/10/17 9:03 | 3/8/18 16:47 | 105.0 | :heavy_multiplication_x: | | +| [Efficient Frontier](https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb) | Modern Portfolio Theory. | 2/17/18 8:19 | 2/27/18 13:16 | 104.0 | :heavy_multiplication_x: | | +| [node-finance](https://github.com/albertosantini/node-finance) | NEW | 9/17/11 17:49 | 4/5/21 8:01 | 101.0 | :heavy_check_mark: | | ## Factor and Risk Analysis ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/factor_and_risk_analysis)) -| repo | comment | created_at | last_commit | star_count | repo_status | rating | -|:--------------------------------------------------------------------------------------------------------------------------------------------|:-----------------------------------------------------------------------------------------|:-------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| -| [VaR GaN](https://github.com/hamaadshah/market_risk_gan_keras) | Estimate Value-at-Risk for market risk management using Keras and TensorFlow. | 8/6/18 16:09 | 11/22/20 19:02 | 41.0 | :heavy_check_mark: | | -| [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. | 8/7/17 14:44 | 8/8/17 22:52 | 4.0 | :heavy_multiplication_x: | | -| [Pyfolio](https://github.com/quantopian/pyfolio) | Portfolio and risk analytics in Python. | 6/1/15 15:31 | 2/28/20 17:30 | 3673.0 | :heavy_check_mark: | | -| [Quant Finance](https://github.com/mrefermat/quant_finance) | General quant repository. | 8/11/18 22:59 | 11/12/19 4:49 | 31.0 | :heavy_check_mark: | | -| [CAPM](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb) | Expected returns using CAPM. | 5/10/16 11:03 | 5/17/16 3:44 | 31.0 | :heavy_multiplication_x: | | -| [Risk Basic](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb) | Active portfolio risk management . | 5/10/16 11:03 | 5/17/16 3:44 | 31.0 | :heavy_multiplication_x: | | -| [Factor Analysis](https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb) | Factor analysis for mutual funds. | 3/13/18 7:39 | 3/13/18 7:42 | 3.0 | :heavy_multiplication_x: | | -| [Statistical Finance](https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments) | Various financial experiments. | 10/4/15 9:10 | 3/28/20 18:33 | 21.0 | :heavy_check_mark: | | -| [Performance Analysis](https://github.com/quantopian/alphalens) | Performance analysis of predictive (alpha) stock factors. | 6/3/16 21:49 | 4/27/20 18:40 | 1847.0 | :heavy_check_mark: | | -| [Convex Optimisation](https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb) | Convex Optimization for Finance. | 6/26/18 20:36 | 10/22/19 21:56 | 18.0 | :heavy_check_mark: | | +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:--------------------------------------------------------------------------------------------------------------------------------------------|:-----------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| +| [VaR GaN](https://github.com/hamaadshah/market_risk_gan_keras) | Estimate Value-at-Risk for market risk management using Keras and TensorFlow. | 8/6/18 16:09 | 11/22/20 19:02 | 41.0 | :heavy_check_mark: | | +| [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. | 8/7/17 14:44 | 8/8/17 22:52 | 4.0 | :heavy_multiplication_x: | | +| [Pyfolio](https://github.com/quantopian/pyfolio) | Portfolio and risk analytics in Python. | 6/1/15 15:31 | 2/28/20 17:30 | 3673.0 | :heavy_check_mark: | | +| [Quant Finance](https://github.com/mrefermat/quant_finance) | General quant repository. | 8/11/18 22:59 | 11/12/19 4:49 | 31.0 | :heavy_check_mark: | | +| [CAPM](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb) | Expected returns using CAPM. | 5/10/16 11:03 | 5/17/16 3:44 | 31.0 | :heavy_multiplication_x: | | +| [Risk Basic](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb) | Active portfolio risk management . | 5/10/16 11:03 | 5/17/16 3:44 | 31.0 | :heavy_multiplication_x: | | +| [Factor Analysis](https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb) | Factor analysis for mutual funds. | 3/13/18 7:39 | 3/13/18 7:42 | 3.0 | :heavy_multiplication_x: | | +| [Statistical Finance](https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments) | Various financial experiments. | 10/4/15 9:10 | 3/28/20 18:33 | 21.0 | :heavy_check_mark: | | +| [Performance Analysis](https://github.com/quantopian/alphalens) | Performance analysis of predictive (alpha) stock factors. | 6/3/16 21:49 | 4/27/20 18:40 | 1847.0 | :heavy_check_mark: | | +| [Convex Optimisation](https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb) | Convex Optimization for Finance. | 6/26/18 20:36 | 10/22/19 21:56 | 18.0 | :heavy_check_mark: | | +| [Factor Analysis](https://github.com/alpha-miner/alpha-mind/tree/master/notebooks) | Factor strategy notebooks. | 5/1/17 7:36 | 4/7/21 15:25 | 172.0 | :heavy_check_mark: | | +| [AlphaTrading](https://github.com/jerryxyx/AlphaTrading) | NEW | 5/18/18 22:09 | 8/7/18 18:05 | 149.0 | :heavy_multiplication_x: | | +| [Risk and Return](https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials) | Riskiness of portfolios and assets. | 9/12/17 13:35 | 8/6/20 12:35 | 140.0 | :heavy_check_mark: | | +| [Python for Finance](https://github.com/yhilpisch/py4fi/tree/master/jupyter36) | Various financial notebooks. | 12/15/14 11:23 | 7/10/18 6:38 | 1298.0 | :heavy_multiplication_x: | | +| [Stock-Prediction](https://github.com/Ronak-59/Stock-Prediction) | NEW | 3/18/18 4:54 | 2/28/20 11:43 | 129.0 | :heavy_check_mark: | | # Techniques ## Unsupervised ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/unsupervised)) @@ -126,18 +145,21 @@ ___ # Other Assets ## Derivatives and Hedging ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/derivatives_and_hedging)) -| repo | comment | created_at | last_commit | star_count | repo_status | rating | -|:----------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------------------------------------------------|:-------------------------|:-------------------------|:------------------------|:------------------------------------|:--------------------| -| [Options](https://github.com/PHBS/2018.M1.ASP/tree/master/py) | Black Scholes and Copula. | nan | nan | nan | :heavy_check_mark: | | -| [Derivative Markets](https://github.com/broughtj/Fin6470/tree/master/Notebooks) | The economics of futures, futures, options, and swaps. | 2/9/16 5:30 | 4/6/21 20:49 | 8.0 | :heavy_check_mark: | | -| [Volatility and Variance Derivatives](https://github.com/yhilpisch/lvvd/tree/master/lvvd) | Volatility derivatives analytics. | 10/21/16 4:12 | 2/22/21 13:32 | 79.0 | :heavy_check_mark: | | -| [Hull White](https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb) | Callable Bond, Hull White. | 6/6/18 22:06 | 6/6/18 22:27 | 4.0 | :heavy_multiplication_x: | | -| [Derivatives Python](https://github.com/yhilpisch/dawp/tree/master/python36) | Derivative analytics with Python. | 7/9/15 12:27 | 2/22/21 13:29 | 388.0 | :heavy_check_mark: | | -| [Options](https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D) | Introduction to options. | 7/28/17 15:48 | 3/17/21 17:17 | 335.0 | :heavy_check_mark: | | -| [Delta Hedging](https://github.com/RobinsonGarcia/delta-hedging) | Advanced derivatives. | 3/2/18 23:53 | 7/17/18 23:32 | 3.0 | :heavy_multiplication_x: | | -| [Option Strategies](https://github.com/rstreppa/valuation-OptionStrategies) | Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations. | 5/22/18 18:27 | 5/22/18 18:30 | 2.0 | :heavy_multiplication_x: | | -| [Computational Derivatives](https://github.com/chenbowen184/Computational_Finance) | Projects focusing on investigating simulations and computational techniques applied in finance. | 1/29/18 5:01 | 8/2/18 5:56 | 17.0 | :heavy_multiplication_x: | | -| [Reinforcement Learning](https://github.com/FinTechies/HedgingRL) | Hedging portfolios with reinforcement learning. | 4/21/17 10:58 | 8/2/17 21:41 | 16.0 | :heavy_multiplication_x: | | +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:-----------------------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------------------------------|:-------------------------|:-------------------------|:------------------------|:------------------------------------|:--------------------| +| [Options](https://github.com/PHBS/2018.M1.ASP/tree/master/py) | Black Scholes and Copula. | nan | nan | nan | :heavy_check_mark: | | +| [Derivative Markets](https://github.com/broughtj/Fin6470/tree/master/Notebooks) | The economics of futures, futures, options, and swaps. | 2/9/16 5:30 | 4/6/21 20:49 | 8.0 | :heavy_check_mark: | | +| [Volatility and Variance Derivatives](https://github.com/yhilpisch/lvvd/tree/master/lvvd) | Volatility derivatives analytics. | 10/21/16 4:12 | 2/22/21 13:32 | 79.0 | :heavy_check_mark: | | +| [Hull White](https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb) | Callable Bond, Hull White. | 6/6/18 22:06 | 6/6/18 22:27 | 4.0 | :heavy_multiplication_x: | | +| [Derivatives Python](https://github.com/yhilpisch/dawp/tree/master/python36) | Derivative analytics with Python. | 7/9/15 12:27 | 2/22/21 13:29 | 388.0 | :heavy_check_mark: | | +| [Options](https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D) | Introduction to options. | 7/28/17 15:48 | 3/17/21 17:17 | 335.0 | :heavy_check_mark: | | +| [Delta Hedging](https://github.com/RobinsonGarcia/delta-hedging) | Advanced derivatives. | 3/2/18 23:53 | 7/17/18 23:32 | 3.0 | :heavy_multiplication_x: | | +| [Option Strategies](https://github.com/rstreppa/valuation-OptionStrategies) | Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations. | 5/22/18 18:27 | 5/22/18 18:30 | 2.0 | :heavy_multiplication_x: | | +| [Computational Derivatives](https://github.com/chenbowen184/Computational_Finance) | Projects focusing on investigating simulations and computational techniques applied in finance. | 1/29/18 5:01 | 8/2/18 5:56 | 17.0 | :heavy_multiplication_x: | | +| [Reinforcement Learning](https://github.com/FinTechies/HedgingRL) | Hedging portfolios with reinforcement learning. | 4/21/17 10:58 | 8/2/17 21:41 | 16.0 | :heavy_multiplication_x: | | +| [Options Risk Measures](https://github.com/wanglouis49/risk_estimation) | Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). | 4/29/16 3:51 | 1/16/18 1:24 | 1.0 | :heavy_multiplication_x: | | +| [Black Scholes](https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb) | Options pricing. | 12/9/17 18:50 | 7/9/18 9:48 | 1.0 | :heavy_multiplication_x: | | +| [Derman](https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb) | Binomial tree for American call. | 5/18/18 18:08 | 9/21/18 19:59 | 1.0 | :heavy_multiplication_x: | | ## Fixed Income ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/fixed_income)) @@ -173,7 +195,12 @@ ___ | [HFT](https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy) | High frequency trading. | 7/21/16 5:14 | 2/14/17 16:47 | 748.0 | :heavy_multiplication_x: | | | [Financial Economics](https://github.com/rsvp/fecon235/tree/master/nb) | Financial Economics Models. | 11/9/14 4:49 | 12/3/18 16:30 | 713.0 | :heavy_multiplication_x: | | | [Mathematical Finance](https://github.com/Auquan/Tutorials) | Notebooks for math and financial tutorials. | 1/21/17 11:24 | 8/1/20 17:03 | 664.0 | :heavy_check_mark: | | -| [Backtests](https://github.com/AlgoTraders/stock-analysis-engine) | Trading data and algorithms. | 9/16/18 20:00 | 9/5/20 13:01 | 620.0 | :heavy_check_mark: | | +| [Backtests](https://github.com/AlgoTraders/stock-analysis-engine) | Trading data and algorithms. | 9/16/18 20:00 | 9/5/20 13:01 | 620.0 | :heavy_check_mark: | | +| [Liquidity and Momentum](https://github.com/mrefermat/quant_finance) | Various factors and portfolio constructions. | 8/11/18 22:59 | 11/12/19 4:49 | 31.0 | :heavy_check_mark: | | +| [Life-cycle](https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb) | Company life cycle. | 1/19/19 18:16 | 2/18/19 16:57 | 3.0 | :heavy_multiplication_x: | | +| [M&A](https://github.com/atulram/Finance-and-Stocks) | Mergers and Acquisitions. | 1/19/19 18:16 | 2/18/19 16:57 | 3.0 | :heavy_multiplication_x: | | +| [Currency PCA](https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb) | Forex spots PCA. | 3/12/19 21:11 | 3/12/19 22:09 | 3.0 | :heavy_multiplication_x: | | +| [Deep Portfolio](https://github.com/DLColumbia/DL_forFinance) | Deep learning for finance Predict volume of bonds. | 5/8/18 19:34 | 5/9/18 15:39 | 27.0 | :heavy_multiplication_x: | | # Courses ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/courses)) @@ -203,7 +230,11 @@ ___ | [Rating Industries](http://www.ratingshistory.info/) | nan | nan | nan | nan | :heavy_check_mark: | | | [http://finance.yahoo.com/](http://finance.yahoo.com/) | nan | nan | nan | nan | :heavy_check_mark: | | | [SEC Parsing](https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb) | nan | 6/16/18 14:30 | 6/16/18 17:23 | 9.0 | :heavy_multiplication_x: | | -| [https://github.com/timestocome/StockMarketData](https://github.com/timestocome/StockMarketData) | nan | 5/10/17 21:49 | 8/6/17 19:23 | 7.0 | :heavy_multiplication_x: | | +| [https://github.com/timestocome/StockMarketData](https://github.com/timestocome/StockMarketData) | nan | 5/10/17 21:49 | 8/6/17 19:23 | 7.0 | :heavy_multiplication_x: | | +| [Web Scraping (FirmAI)](https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data) | nan | 2/19/19 19:02 | 7/22/20 16:48 | 577.0 | :heavy_check_mark: | | +| [Open Edgar](https://github.com/LexPredict/openedgar) | nan | 5/7/18 15:32 | 5/15/19 8:32 | 169.0 | :heavy_check_mark: | | +| [EDGAR](https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb) | nan | 6/11/18 22:51 | 7/10/18 18:03 | 11.0 | :heavy_multiplication_x: | | +| [Employee Count SEC Filings](https://github.com/healthgradient/sec_employee_information_extraction) | nan | 6/26/18 23:33 | 8/14/18 1:31 | 10.0 | :heavy_multiplication_x: | | # Colleges, Centers and Departments ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/colleges_centers_and_departments))