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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,,,
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,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,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,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,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,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,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,,
Oxford Man,https://www.oxford-man.ox.ac.uk/,Oxford-Man Institute of Quantitative Finance,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,,,,,,,,,,
NYU Courant,https://cims.nyu.edu/,"Courant Institute of Mathematical Sciences, New York University",Colleges Centers and Departments,,,,,,,,,,
Cornell University,https://www.cornell.edu/,,Colleges Centers and Departments,,,,,,,,,,
NYU FRE,https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering,Finance and Risk Engineering (NYU Tandon),Colleges Centers and Departments,,,,,,,,,,
Stanford Advanced Financial Technologies,https://fintech.stanford.edu/,Stanford Advanced Financial Technologies Laboratory,Colleges Centers and Departments,,,,,,,,,,
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,,
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,,
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,,
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,,
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,,
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,,
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,,
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,,
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,,
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,,
IRS,http://social-metrics.org/sox/,,Data,,,,,,,,,,
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,,
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,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,,
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,,
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,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,,
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
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
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 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,
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,
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 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,
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,
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,
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-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 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,
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
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
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
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
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
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
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-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-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
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
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
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
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
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
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
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,,
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,,
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,,
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,,,
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,,
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,,
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,,
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,,
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,,
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,,
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,,
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,,,
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,,
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,,
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,,
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,,,
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,,
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,,
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,,
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,,
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,,
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,,
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,,
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,,
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,,
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,,
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,,
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,,
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,,
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,,
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,,
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,,
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,,
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,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,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,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,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,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,,
Financial Event Prediction using Machine Learning,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555,,Personal Papers,,,,,,,,,,
Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization,https://jfds.pm-research.com/content/2/2/17,,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,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,,,,,,,,,,
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,,,,,,,,,,
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,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,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,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,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,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,,
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 Trading,https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW,A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab.,Reinforcement Learning,,,,,,,,,,
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,,
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,,
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,,
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,,
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,,
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,,
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,,
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,,,
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,,,
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,,
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,,
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,,,
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,,
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,,
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,,
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,,
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,,
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,,
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,,
Oxford Man,https://www.oxford-man.ox.ac.uk/,Oxford-Man Institute of Quantitative Finance,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,,,,,,,,,,
NYU Courant,https://cims.nyu.edu/,"Courant Institute of Mathematical Sciences, New York University",Colleges Centers and Departments,,,,,,,,,,
Cornell University,https://www.cornell.edu/,,Colleges Centers and Departments,,,,,,,,,,
NYU FRE,https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering,Finance and Risk Engineering (NYU Tandon),Colleges Centers and Departments,,,,,,,,,,
Stanford Advanced Financial Technologies,https://fintech.stanford.edu/,Stanford Advanced Financial Technologies Laboratory,Colleges Centers and Departments,,,,,,,,,,
Handson Python for Finance,https://github.com/PacktPublishing/Hands-on-Python-for-Finance,Hands-on Python for Finance published by Packt.,Courses,4/1/21 5:48,119,107,3,8/20/18 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,3/31/21 2:09,10,8,1,5/6/17 2:39,6/21/17 4:04,SeanMcOwen/FinanceAndPython.com-BasicFinance,inactive,,
ML Specialisation,https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,Machine Learning in Finance.,Courses,3/31/21 2:08,33,32,1,1/24/19 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,3/23/21 6:32,9,5,1,8/2/17 21:52,8/17/17 3:24,SeanMcOwen/FinanceAndPython.com-Investments,inactive,,
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,,
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,,
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,,
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,4/4/21 1:48,3717,1165,7,5/9/18 12:33,3/19/21 14:10,stefan-jansen/machine-learning-for-trading,active,,
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,,
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,,
IRS,http://social-metrics.org/sox/,,Data,,,,,,,,,,
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,inactive,,
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,,
Open Edgar,https://github.com/LexPredict/openedgar,,Data,4/2/21 16:21,167,61,6,5/7/18 15:32,5/15/19 8:32,LexPredict/openedgar,active,,
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,inactive,,
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,active,,
Capital Markets Data,https://www.capitalmarketsdata.com/,,Data,,,,,,,,,,
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,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,https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises,Exercises too Financial Machine Learning (De Prado).,Data Processing Techniques and Transformations,4/3/21 6:12,964,435,4,4/25/18 17:22,1/16/20 17:25,BlackArbsCEO/Adv_Fin_ML_Exercises,active,,
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),Deep Learning,4/3/21 21:08,345,112,1,6/21/18 1:06,11/5/20 11:08,sadighian/crypto-rl,active,3,3/31/21 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
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,inactive,3,
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 Learning II,https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks,Tensorflow Regression.,Deep Learning,3/21/21 6:53,174,67,1,7/12/16 12:56,2/16/18 2:43,LiamConnell/deep-algotrading,inactive,3,
Neural Network,https://github.com/VivekPa/IntroNeuralNetworks,Neural networks to predict stock prices.,Deep Learning,4/3/21 11:59,489,177,2,9/10/18 6:34,11/21/18 7:39,VivekPa/IntroNeuralNetworks,inactive,4,
Deep Learning IV,https://github.com/achillesrasquinha/bulbea,Bulbea: Deep Learning based Python Library.,Deep Learning,4/2/21 1:36,1451,416,1,3/9/17 6:11,3/19/17 7:42,achillesrasquinha/bulbea,inactive,5,
AI Trading,https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md,AI to predict stock market movements.,Deep Learning,4/3/21 21:14,2857,1378,1,1/9/19 8:02,2/11/19 16:32,borisbanushev/stockpredictionai,inactive,5,
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,4/2/21 15:32,219,83,1,8/5/18 2:13,10/1/18 11:25,imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict,inactive,3,
LTSM Recurrent,https://github.com/VivekPa/AIAlpha,OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.,Deep Learning,4/3/21 10:48,1199,371,2,10/7/18 3:58,8/3/19 9:00,VivekPa/AIAlpha,active,4,
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
Deep Learning III,https://github.com/Rachnog/Deep-Trading,Algorithmic trading with deep learning experiments.,Deep Learning,4/3/21 5:26,1264,675,1,6/18/16 18:23,8/7/18 15:24,Rachnog/Deep-Trading,inactive,5,
Stock-Prediction-Models,https://github.com/huseinzol05/Stock-Prediction-Models,NEW,Deep Learning,4/3/21 20:09,3599,1521,2,12/18/17 10:49,1/5/21 10:31,huseinzol05/Stock-Prediction-Models,active,5,3/31/21 8:00
RLTrader,https://github.com/notadamking/RLTrader,NEW,Deep Learning,4/3/21 20:09,1304,449,15,4/27/19 18:35,10/17/19 16:25,notadamking/RLTrader,active,5,3/31/21 8:00
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
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,4/3/21 19:52,541,137,1,11/26/18 3:23,1/1/21 9:41,cbailes/awesome-deep-trading,active,4,3/31/21 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,4/2/21 18:45,286,139,1,8/13/18 10:44,1/23/20 4:41,pskrunner14/trading-bot,active,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,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
FinRL-Library,https://github.com/AI4Finance-LLC/FinRL-Library,NEW,Deep Learning,4/4/21 1:53,1807,433,22,7/26/20 13:18,4/3/21 23:21,AI4Finance-LLC/FinRL-Library,active,5,3/31/21 8:00
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,4/3/21 10:08,547,240,6,7/26/20 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-RL-trading,https://github.com/golsun/deep-RL-trading,NEW,Deep Learning,4/1/21 12:51,233,109,1,2/25/18 17:41,12/1/20 22:06,golsun/deep-RL-trading,active,3,3/31/21 8:00
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
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
Deep-Reinforcement-Stock-Trading,https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,NEW,Deep Learning,4/3/21 22:50,141,42,2,5/19/19 22:20,9/27/20 19:22,Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,active,3,3/31/21 8:00
Deep-Learning-Machine-Learning-Stock,https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock,NEW,Deep Learning,4/4/21 1:27,264,94,1,9/29/18 23:38,3/18/21 3:16,LastAncientOne/Deep-Learning-Machine-Learning-Stock,active,3,3/31/21 8:00
BitcoinForecast,https://github.com/PiSimo/BitcoinForecast,NEW,Deep Learning,4/3/21 8:03,288,127,3,3/10/17 10:52,6/11/18 8:07,PiSimo/BitcoinForecast,inactive,3,3/31/21 8:00
DQN-DDPG_Stock_Trading,https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading,NEW,Deep Learning,4/3/21 21:48,135,49,4,9/19/18 3:17,11/26/20 16:58,AI4Finance-LLC/DQN-DDPG_Stock_Trading,active,3,3/31/21 8:00
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,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,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,active,,
Options,https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D,Introduction to options.,Derivatives and Hedging,4/4/21 0:48,332,165,36,7/28/17 15:48,3/17/21 17:17,QuantConnect/Tutorials,active,,
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,active,,
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,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,2/27/21 8:50,2,3,1,5/22/18 18:27,5/22/18 18:30,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,,,
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,active,,
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,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,inactive,,
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,chen-bowen/Computational_Finance,inactive,,
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,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,inactive,,
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,inactive,,
Bayesian Finance,https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb,Notebook PyMC3 implementation.,Extended Research,4/3/21 15:17,231,55,1,8/28/18 14:45,8/6/20 22:03,marketneutral/alphatools,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,inactive,,
Mathematical Finance,https://github.com/Auquan/Tutorials,Notebooks for math and financial tutorials.,Extended Research,3/31/21 18:05,662,426,9,1/21/17 11:24,8/1/20 17:03,Auquan/Tutorials,active,,
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,inactive,,
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,inactive,,
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,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,10/6/20 21:01,1,3,1,1/24/19 13:37,2/13/19 16:48,sarachmax/MarketCrashes_Prediction,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,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,inactive,,
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,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,4/1/21 15:27,743,331,1,7/21/16 5:14,2/14/17 16:47,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,1/30/21 11:50,10,3,1,1/22/19 10:59,3/12/19 18:35,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,,,
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,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,chen-bowen/Research_Documents_Curation_with_NLP,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,chen-bowen/Computational_Finance,inactive,,
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,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,11/28/20 3:02,25,6,0,1/4/19 12:30,2/18/19 9:55,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,10/26/20 0:55,3,1,1,3/12/19 21:11,3/12/19 22:09,shanemulqueen/python-finance-pca,inactive,,
Backtests,https://github.com/AlgoTraders/stock-analysis-engine,Trading data and algorithms.,Extended Research,4/3/21 21:19,615,163,3,9/16/18 20:00,9/5/20 13:01,AlgoTraders/stock-analysis-engine,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,inactive,,
Commodity,https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb,Commodity influence over Brazilian stocks.,Extended Research,,,,,,,felipessalvatore/fin2vec,,,
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_tensorflow,active,,
Pyfolio,https://github.com/quantopian/pyfolio,Portfolio and risk analytics in Python.,Factor and Risk Analysis,4/3/21 15:55,3647,1147,42,6/1/15 15:31,2/28/20 17:30,quantopian/pyfolio,active,,
Performance Analysis,https://github.com/quantopian/alphalens,Performance analysis of predictive (alpha) stock factors.,Factor and Risk Analysis,4/2/21 19:02,1839,693,17,6/3/16 21:49,4/27/20 18:40,quantopian/alphalens,active,,
Python for Finance,https://github.com/yhilpisch/py4fi/tree/master/jupyter36,Various financial notebooks.,Factor and Risk Analysis,4/3/21 11:16,1297,792,1,12/15/14 11:23,7/10/18 6:38,yhilpisch/py4fi,inactive,,
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,active,,
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,active,,
VaR,https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb,Value-at-risk calculations.,Factor and Risk Analysis,3/31/21 2:06,10,9,1,11/15/16 19:24,1/14/17 21:19,willb/var-notebook,inactive,,
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,inactive,,
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,active,,
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,inactive,,
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,active,,
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,inactive,,
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,inactive,,
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,active,,
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,inactive,,
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-toolbox,active,,
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,inactive,,
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,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,active,,
Fundamental LT Forecasts,https://github.com/Hvass-Labs/FinanceOps,Research in investment finance for long term forecasts.,Other Models,4/3/21 10:59,381,126,1,7/22/18 8:14,2/17/21 14:39,Hvass-Labs/FinanceOps,active,,
Scikit-learn Stock Prediction,https://github.com/robertmartin8/MachineLearningStocks,Using python and scikit-learn to make stock predictions.,Other Models,4/3/21 11:22,922,344,2,2/12/17 4:50,2/4/21 3:48,robertmartin8/MachineLearningStocks,active,,
Short-Term Movement Cues,https://github.com/anfederico/Clairvoyant,Identify social/historical cues for short term stock movement.,Other Models,3/31/21 20:19,2158,676,1,9/12/16 18:38,8/29/18 20:27,anfederico/clairvoyant,inactive,,
Financial Event Prediction using Machine Learning,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555,,Personal Papers,,,,,,,,,,
Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization,https://jfds.pm-research.com/content/2/2/17,,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,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,4/3/21 15:57,1875,478,16,5/29/18 13:30,2/25/21 13:01,robertmartin8/PyPortfolioOpt,active,,
DeepDow,https://github.com/jankrepl/deepdow,Portfolio optimization with deep learning.,Portfolio Selection and Optimisation,4/1/21 16:06,306,57,2,2/2/20 8:46,2/16/21 18:50,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,,,,,,,,,,
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,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,,,,,,,,,,
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,active,,
Policy Gradient Portfolio,https://github.com/ZhengyaoJiang/PGPortfolio,A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.,Portfolio Selection and Optimisation,3/31/21 9:42,1276,628,6,11/12/17 16:08,5/9/19 9:50,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,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,inactive,,
Reinforcement Learning,https://github.com/filangel/qtrader,Reinforcement Learning for Portfolio Management.,Portfolio Selection and Optimisation,3/29/21 3:47,364,151,1,10/7/17 9:14,6/26/18 9:22,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,active,,
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,inactive,,
RL Trading,https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW,A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab.,Reinforcement Learning,,,,,,,,,,
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,active,,
RL,https://github.com/kh-kim/stock_market_reinforcement_learning,OpenGym with Deep Q-learning and Policy Gradient.,Reinforcement Learning,4/1/21 14:04,713,299,1,10/4/16 14:42,12/23/16 7:34,kh-kim/stock_market_reinforcement_learning,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,inactive,,
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,inactive,,
RL III,https://github.com/samre12/deep-trading-agent,Github -Deep Reinforcement Learning based Trading Agent for Bitcoin.,Reinforcement Learning,4/3/21 20:48,576,204,1,9/21/17 17:05,4/13/18 16:33,samre12/deep-trading-agent,inactive,,
Fund classification,https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb,Fund classification using text mining and NLP.,Textual,3/31/21 2:12,4,2,1,4/16/18 22:18,6/7/18 22:01,frechfrechfrech/Mutual-Fund-Market-Clusters,inactive,,
Financial Sentiment Analysis,https://github.com/EricHe98/Financial-Statements-Text-Analysis,"Sentiment, distance and proportion analysis for trading signals.",Textual,3/31/21 23:48,48,27,1,6/23/17 0:05,1/26/19 3:35,EricHe98/Financial-Statements-Text-Analysis,inactive,,
NLP Event,https://github.com/yuriak/DLQuant,Applying Deep Learning and NLP in Quantitative Trading.,Textual,4/1/21 2:16,70,31,1,7/2/18 23:50,1/31/19 14:08,yuriak/DLQuant,inactive,,
Financial Statement Sentiment,https://github.com/MAydogdu/TextualAnalysis,Extracting sentiment from financial statements using neural networks.,Textual,3/31/21 2:10,8,7,1,6/4/18 20:54,6/4/18 20:56,MAydogdu/TextualAnalysis,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,active,,
Accounting Anomalies,https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb,Using deep-learning frameworks to identify accounting anomalies.,Textual,3/31/21 2:11,107,51,2,5/24/17 12:36,8/7/19 21:47,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,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,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,inactive,,
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,10/6/20 18:51,4,5,1,7/21/17 2:12,7/23/17 2:53,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,inactive,,
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,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,,,
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,inactive,,
Fund Clusters,https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb,Data exploration of fund clusters.,Unsupervised,3/31/21 2:12,4,2,1,4/16/18 22:18,6/7/18 22:01,frechfrechfrech/Mutual-Fund-Market-Clusters,inactive,,
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 2020-11-26 03:34:45 11/26/20 3:34 8.0 8 6.0 6 2.0 2 2016-01-27 21:13:33 1/27/16 21:13 2016-03-14 20:03:52 3/14/16 20:03 TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity inactive
4 VC OLS https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb VC regression. Alternative Finance 2020-10-06 20:56:14 10/6/20 20:56 2.0 2 1.0 1 1.0 1 2018-03-29 23:31:13 3/29/18 23:31 2018-03-29 23:33:19 3/29/18 23:33 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 2021-01-14 22:41:08 1/14/21 22:41 4.0 4 2.0 2 1.0 1 2017-02-08 18:39:29 2/8/17 18:39 2017-04-27 22:55:55 4/27/17 22:55 alporter08/Luxury-Watch-Valuation inactive
6 Art Valuation https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynb Art evaluation analytics. Alternative Finance 2021-02-26 12:10:53 2/26/21 12:10 9.0 9 5.0 5 1.0 1 2014-12-11 00:25:39 12/11/14 0:25 2014-12-12 21:25:46 12/12/14 21:25 ahmedhosny/theGreenCanvas inactive
7 Blockchain https://github.com/nud3l/dInvest Repository for distributed autonomous investment banking. Alternative Finance 2021-02-06 07:38:28 2/6/21 7:38 12.0 12 7.0 7 2.0 2 2016-09-05 19:12:40 9/5/16 19:12 2017-04-24 10:48:56 4/24/17 10:48 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 2020-10-06 20:56:08 10/6/20 20:56 3.0 3 2.0 2 1.0 1 2017-12-04 08:59:44 12/4/17 8:59 2017-12-13 05:35:27 12/13/17 5:35 julian-chan/etothex inactive
9 Kiva Crowdfunding https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb Exploratory data analysis. Alternative Finance 2021-02-19 13:40:33 2/19/21 13:40 5.0 5 1.0 1 1.0 1 2018-02-27 16:46:02 2/27/18 16:46 2019-02-13 00:15:27 2/13/19 0:15 CJL89/Kiva-Crowdfunding inactive
10 Oxford Man https://www.oxford-man.ox.ac.uk/ Oxford-Man Institute of Quantitative Finance Colleges Centers and Departments
11 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
12 NYU Courant https://cims.nyu.edu/ Courant Institute of Mathematical Sciences, New York University Colleges Centers and Departments
13 Cornell University https://www.cornell.edu/ Colleges Centers and Departments
14 NYU FRE https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering Finance and Risk Engineering (NYU Tandon) Colleges Centers and Departments
15 Stanford Advanced Financial Technologies https://fintech.stanford.edu/ Stanford Advanced Financial Technologies Laboratory Colleges Centers and Departments
16 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 4/1/21 5:48 119.0 119 107.0 107 3.0 3 2018-08-20 14:10:37 8/20/18 14:10 2021-01-15 08:57:06 1/15/21 8:57 PacktPublishing/Hands-on-Python-for-Finance active
17 Basic Finance https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance Source code notebooks basic finance applications. Courses 2021-03-31 02:09:16 3/31/21 2:09 10.0 10 8.0 8 1.0 1 2017-05-06 02:39:05 5/6/17 2:39 2017-06-21 04:04:09 6/21/17 4:04 SeanMcOwen/FinanceAndPython.com-BasicFinance inactive
18 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 3/31/21 2:08 33.0 33 32.0 32 1.0 1 2019-01-24 02:55:01 1/24/19 2:55 2020-01-03 21:54:16 1/3/20 21:54 Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization active
19 Basic Investments https://github.com/SeanMcOwen/FinanceAndPython.com-Investments Basic investment tools in python. Courses 2021-03-23 06:32:10 3/23/21 6:32 9.0 9 5.0 5 1.0 1 2017-08-02 21:52:19 8/2/17 21:52 2017-08-17 03:24:53 8/17/17 3:24 SeanMcOwen/FinanceAndPython.com-Investments inactive
20 Risk Management https://github.com/andrey-lukyanov/Risk-Management Finance risk engagement course resources. Courses 2020-11-12 00:49:51 11/12/20 0:49 6.0 6 5.0 5 3.0 3 2018-10-03 16:26:14 10/3/18 16:26 2018-12-13 08:04:15 12/13/18 8:04 andrey-lukyanov/Risk-Management inactive
21 Basic Derivatives https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives Basic forward contracts and hedging. Courses 2021-03-31 02:08:39 3/31/21 2:08 4.0 4 4.0 4 1.0 1 2017-08-24 00:11:37 8/24/17 0:11 2017-10-13 01:32:23 10/13/17 1:32 SeanMcOwen/FinanceAndPython.com-Derivatives inactive
22 Mathematical Finance https://github.com/yadongli/nyumath2048 NYU Math-GA 2048: Scientific Computing in Finance. Courses 2021-01-14 18:01:08 1/14/21 18:01 69.0 69 63.0 63 6.0 6 2015-01-25 21:10:37 1/25/15 21:10 2020-03-25 04:24:25 3/25/20 4:24 yadongli/nyumath2048 active
23 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 4/4/21 1:48 3717.0 3717 1165.0 1165 7.0 7 2018-05-09 12:33:08 5/9/18 12:33 2021-03-19 14:10:47 3/19/21 14:10 stefan-jansen/machine-learning-for-trading active
24 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 3/12/21 11:02 64.0 64 25.0 25 1.0 1 2017-10-29 20:34:54 10/29/17 20:34 2019-01-22 06:56:08 1/22/19 6:56 JCreeks/Machine-Learning-in-Finance inactive
25 Python for Finance https://github.com/siaen/python_finance_course CEU python for finance course material. Courses 2021-03-31 02:08:55 3/31/21 2:08 16.0 16 15.0 15 4.0 4 2017-12-12 11:54:46 12/12/17 11:54 2020-02-25 20:31:41 2/25/20 20:31 siaen/python_finance_course active
26 IRS http://social-metrics.org/sox/ Data
27 Employee Count SEC Filings https://github.com/healthgradient/sec_employee_information_extraction Data 2021-02-27 03:33:31 2/27/21 3:33 10.0 10 2.0 2 1.0 1 2018-06-26 23:33:51 6/26/18 23:33 2018-08-14 01:31:13 8/14/18 1:31 healthgradient/sec_employee_information_extraction inactive
28 EDGAR https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb Data 2021-01-23 19:22:59 1/23/21 19:22 11.0 11 10.0 10 1.0 1 2018-06-11 22:51:57 6/11/18 22:51 2018-07-10 18:03:52 7/10/18 18:03 TiesdeKok/UW_Python_Camp inactive
29 Open Edgar https://github.com/LexPredict/openedgar Data 2021-04-02 16:21:48 4/2/21 16:21 167.0 167 61.0 61 6.0 6 2018-05-07 15:32:31 5/7/18 15:32 2019-05-15 08:32:30 5/15/19 8:32 LexPredict/openedgar active
30 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 2/27/21 6:34 9.0 9 6.0 6 1.0 1 2018-06-16 14:30:06 6/16/18 14:30 2018-06-16 17:23:46 6/16/18 17:23 healthgradient/sec-doc-info-extraction inactive
31 Web Scraping (FirmAI) https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data Data 2021-03-28 12:43:58 3/28/21 12:43 576.0 576 183.0 183 2.0 2 2019-02-19 19:02:59 2/19/19 19:02 2020-07-22 16:48:21 7/22/20 16:48 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 3/26/21 22:35 7.0 7 6.0 6 1.0 1 2017-05-10 21:49:45 5/10/17 21:49 2017-08-06 19:23:18 8/6/17 19:23 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 2021-04-03 06:12:51 4/3/21 6:12 964.0 964 435.0 435 4.0 4 2018-04-25 17:22:40 4/25/18 17:22 2020-01-16 17:25:41 1/16/20 17:25 BlackArbsCEO/Adv_Fin_ML_Exercises active
42 crypto-rl https://github.com/sadighian/crypto-rl NEW 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) Deep Learning 2021-04-03 21:08:14 4/3/21 21:08 345.0 345 112.0 112 1.0 1 2018-06-21 01:06:01 6/21/18 1:06 2020-11-05 11:08:19 11/5/20 11:08 sadighian/crypto-rl active 3.0 3 3/31/21 8:00
43 DeepLearningInFinance https://github.com/sonaam1234/DeepLearningInFinance NEW Deep Learning 2021-03-08 13:09:27 3/8/21 13:09 266.0 266 145.0 145 1.0 1 2017-08-21 16:00:42 8/21/17 16:00 2017-08-21 17:23:48 8/21/17 17:23 sonaam1234/DeepLearningInFinance inactive 3.0 3 3/31/21 8:00
44 LTSM GRU https://github.com/RajatHanda/Finance-Forecasting Stock Market Forecasting using LSTM\GRU. Deep Learning 2021-03-29 23:59:32 3/29/21 23:59 11.0 11 6.0 6 1.0 1 2018-05-13 02:39:32 5/13/18 2:39 2019-02-25 00:26:42 2/25/19 0:26 RajatHanda/Finance-Forecasting inactive 3.0 3
45 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 3/24/21 14:45 427.0 427 154.0 154 2.0 2 2016-12-12 02:15:12 12/12/16 2:15 2017-03-04 08:37:29 3/4/17 8:37 keon/deepstock inactive 4.0 4
46 Deep Learning II https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks Tensorflow Regression. Deep Learning 2021-03-21 06:53:56 3/21/21 6:53 174.0 174 67.0 67 1.0 1 2016-07-12 12:56:10 7/12/16 12:56 2018-02-16 02:43:36 2/16/18 2:43 LiamConnell/deep-algotrading inactive 3.0 3
47 Neural Network https://github.com/VivekPa/IntroNeuralNetworks Neural networks to predict stock prices. Deep Learning 2021-04-03 11:59:40 4/3/21 11:59 489.0 489 177.0 177 2.0 2 2018-09-10 06:34:53 9/10/18 6:34 2018-11-21 07:39:31 11/21/18 7:39 VivekPa/IntroNeuralNetworks inactive 4.0 4
48 Deep Learning IV https://github.com/achillesrasquinha/bulbea Bulbea: Deep Learning based Python Library. Deep Learning 2021-04-02 01:36:03 4/2/21 1:36 1451.0 1451 416.0 416 1.0 1 2017-03-09 06:11:06 3/9/17 6:11 2017-03-19 07:42:49 3/19/17 7:42 achillesrasquinha/bulbea inactive 5.0 5
49 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 4/3/21 21:14 2857.0 2857 1378.0 1378 1.0 1 2019-01-09 08:02:47 1/9/19 8:02 2019-02-11 16:32:47 2/11/19 16:32 borisbanushev/stockpredictionai inactive 5.0 5
50 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 4/2/21 15:32 219.0 219 83.0 83 1.0 1 2018-08-05 02:13:21 8/5/18 2:13 2018-10-01 11:25:53 10/1/18 11:25 imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict inactive 3.0 3
51 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 4/3/21 10:48 1199.0 1199 371.0 371 2.0 2 2018-10-07 03:58:26 10/7/18 3:58 2019-08-03 09:00:44 8/3/19 9:00 VivekPa/AIAlpha active 4.0 4
52 Deep-Reinforcement-Learning-in-Trading https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading NEW Deep Learning 2021-03-31 10:40:16 3/31/21 10:40 137.0 137 66.0 66 1.0 1 2018-05-11 00:52:14 5/11/18 0:52 2019-10-26 14:22:44 10/26/19 14:22 saeed349/Deep-Reinforcement-Learning-in-Trading active 3.0 3 3/31/21 8:00
53 Deep Learning III https://github.com/Rachnog/Deep-Trading Algorithmic trading with deep learning experiments. Deep Learning 2021-04-03 05:26:29 4/3/21 5:26 1264.0 1264 675.0 675 1.0 1 2016-06-18 18:23:06 6/18/16 18:23 2018-08-07 15:24:45 8/7/18 15:24 Rachnog/Deep-Trading inactive 5.0 5
54 Stock-Prediction-Models https://github.com/huseinzol05/Stock-Prediction-Models NEW Deep Learning 2021-04-03 20:09:41 4/3/21 20:09 3599.0 3599 1521.0 1521 2.0 2 2017-12-18 10:49:59 12/18/17 10:49 2021-01-05 10:31:50 1/5/21 10:31 huseinzol05/Stock-Prediction-Models active 5.0 5 3/31/21 8:00
55 RLTrader https://github.com/notadamking/RLTrader NEW Deep Learning 2021-04-03 20:09:48 4/3/21 20:09 1304.0 1304 449.0 449 15.0 15 2019-04-27 18:35:15 4/27/19 18:35 2019-10-17 16:25:49 10/17/19 16:25 notadamking/RLTrader active 5.0 5 3/31/21 8:00
56 trading-rl https://github.com/Kostis-S-Z/trading-rl NEW Deep Learning 2021-03-31 16:01:48 3/31/21 16:01 179.0 179 38.0 38 2.0 2 2019-04-22 10:03:21 4/22/19 10:03 2020-09-28 09:07:18 9/28/20 9:07 Kostis-S-Z/trading-rl active 3.0 3 3/31/21 8:00
57 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 4/3/21 19:52 541.0 541 137.0 137 1.0 1 2018-11-26 03:23:04 11/26/18 3:23 2021-01-01 09:41:21 1/1/21 9:41 cbailes/awesome-deep-trading active 4.0 4 3/31/21 8:00
58 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 4/2/21 18:45 286.0 286 139.0 139 1.0 1 2018-08-13 10:44:08 8/13/18 10:44 2020-01-23 04:41:20 1/23/20 4:41 pskrunner14/trading-bot active 3.0 3 3/31/21 8:00
59 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 3/30/21 7:29 319.0 319 158.0 158 2.0 2 2019-02-16 21:18:00 2/16/19 21:18 2020-11-29 20:12:59 11/29/20 20:12 Rachnog/Advanced-Deep-Trading active 3.0 3 3/31/21 8:00
60 FinRL-Library https://github.com/AI4Finance-LLC/FinRL-Library NEW Deep Learning 2021-04-04 01:53:52 4/4/21 1:53 1807.0 1807 433.0 433 22.0 22 2020-07-26 13:18:16 7/26/20 13:18 2021-04-03 23:21:19 4/3/21 23:21 AI4Finance-LLC/FinRL-Library active 5.0 5 3/31/21 8:00
61 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 4/3/21 10:08 547.0 547 240.0 240 6.0 6 2020-07-26 13:12:53 7/26/20 13:12 2021-01-21 18:11:59 1/21/21 18:11 AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 active 4.0 4 3/31/21 8:00
62 deep-RL-trading https://github.com/golsun/deep-RL-trading NEW Deep Learning 2021-04-01 12:51:09 4/1/21 12:51 233.0 233 109.0 109 1.0 1 2018-02-25 17:41:42 2/25/18 17:41 2020-12-01 22:06:39 12/1/20 22:06 golsun/deep-RL-trading active 3.0 3 3/31/21 8:00
63 AutomatedStockTrading-DeepQ-Learning https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning NEW Deep Learning 2021-03-24 01:11:36 3/24/21 1:11 134.0 134 51.0 51 2.0 2 2019-02-23 12:01:21 2/23/19 12:01 2020-02-25 18:16:34 2/25/20 18:16 sachink2010/AutomatedStockTrading-DeepQ-Learning active 3.0 3 3/31/21 8:00
64 Personae https://github.com/Ceruleanacg/Personae NEW Deep Learning 2021-03-31 15:38:46 3/31/21 15:38 1142.0 1142 332.0 332 2.0 2 2018-03-10 11:22:00 3/10/18 11:22 2018-09-02 17:21:38 9/2/18 17:21 Ceruleanacg/Personae inactive 5.0 5 3/31/21 8:00
65 Deep-Reinforcement-Stock-Trading https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading NEW Deep Learning 2021-04-03 22:50:43 4/3/21 22:50 141.0 141 42.0 42 2.0 2 2019-05-19 22:20:05 5/19/19 22:20 2020-09-27 19:22:28 9/27/20 19:22 Albert-Z-Guo/Deep-Reinforcement-Stock-Trading active 3.0 3 3/31/21 8:00
66 Deep-Learning-Machine-Learning-Stock https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock NEW Deep Learning 2021-04-04 01:27:04 4/4/21 1:27 264.0 264 94.0 94 1.0 1 2018-09-29 23:38:06 9/29/18 23:38 2021-03-18 03:16:36 3/18/21 3:16 LastAncientOne/Deep-Learning-Machine-Learning-Stock active 3.0 3 3/31/21 8:00
67 BitcoinForecast https://github.com/PiSimo/BitcoinForecast NEW Deep Learning 2021-04-03 08:03:11 4/3/21 8:03 288.0 288 127.0 127 3.0 3 2017-03-10 10:52:02 3/10/17 10:52 2018-06-11 08:07:02 6/11/18 8:07 PiSimo/BitcoinForecast inactive 3.0 3 3/31/21 8:00
68 DQN-DDPG_Stock_Trading https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading NEW Deep Learning 2021-04-03 21:48:43 4/3/21 21:48 135.0 135 49.0 49 4.0 4 2018-09-19 03:17:06 9/19/18 3:17 2020-11-26 16:58:00 11/26/20 16:58 AI4Finance-LLC/DQN-DDPG_Stock_Trading active 3.0 3 3/31/21 8:00
69 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 10/6/20 20:37 1.0 1 3.0 3 1.0 1 2018-05-18 18:08:16 5/18/18 18:08 2018-09-21 19:59:01 9/21/18 19:59 rstreppa/valuation-convertibles-Goldman1994 inactive
70 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 10/6/20 20:37 4.0 4 6.0 6 1.0 1 2018-06-06 22:06:06 6/6/18 22:06 2018-06-06 22:27:02 6/6/18 22:27 rstreppa/valuation-callables-HullWhite inactive
71 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 3/18/21 3:47 8.0 8 8.0 8 1.0 1 2016-02-09 05:30:27 2/9/16 5:30 2021-03-18 03:47:47 3/18/21 3:47 broughtj/Fin6470 active
72 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 4/4/21 0:48 332.0 332 165.0 165 36.0 36 2017-07-28 15:48:29 7/28/17 15:48 2021-03-17 17:17:08 3/17/21 17:17 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 3/23/21 12:10 78.0 78 77.0 77 1.0 1 2016-10-21 04:12:50 10/21/16 4:12 2021-02-22 13:32:00 2/22/21 13:32 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 1/20/21 8:12 16.0 16 9.0 9 1.0 1 2017-04-21 10:58:56 4/21/17 10:58 2017-08-02 21:41:06 8/2/17 21:41 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 2/27/21 8:50 2.0 2 3.0 3 1.0 1 2018-05-22 18:27:26 5/22/18 18:27 2018-05-22 18:30:24 5/22/18 18:30 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 Derivatives Python https://github.com/yhilpisch/dawp/tree/master/python36 Derivative analytics with Python. Derivatives and Hedging 2021-03-23 15:35:23 3/23/21 15:35 387.0 387 297.0 297 1.0 1 2015-07-09 12:27:29 7/9/15 12:27 2021-02-22 13:29:18 2/22/21 13:29 yhilpisch/dawp active
78 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 10/6/20 20:37 1.0 1 2.0 2 1.0 1 2016-04-29 03:51:25 4/29/16 3:51 2018-01-16 01:24:07 1/16/18 1:24 wanglouis49/risk_estimation inactive
79 Delta Hedging https://github.com/RobinsonGarcia/delta-hedging Advanced derivatives. Derivatives and Hedging 2021-02-27 08:48:27 2/27/21 8:48 3.0 3 2.0 2 1.0 1 2018-03-02 23:53:53 3/2/18 23:53 2018-07-17 23:32:23 7/17/18 23:32 RobinsonGarcia/delta-hedging inactive
80 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 1/12/21 12:22 17.0 17 12.0 12 1.0 1 2018-01-29 05:01:52 1/29/18 5:01 2018-08-02 05:56:49 8/2/18 5:56 chen-bowen/Computational_Finance inactive
81 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 10/6/20 20:36 1.0 1 2.0 2 0.0 0 2017-12-09 18:50:20 12/9/17 18:50 2018-07-09 09:48:36 7/9/18 9:48 irajwani/numerical_methods_python inactive
82 Life-cycle https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb Company life cycle. Extended Research 2020-12-21 14:42:43 12/21/20 14:42 3.0 3 3.0 3 1.0 1 2019-01-19 18:16:47 1/19/19 18:16 2019-02-18 16:57:19 2/18/19 16:57 atulram/Finance-and-Stocks inactive
83 Computational Finance https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance Applied Computational Economics and Finance. Extended Research 2021-03-07 17:47:01 3/7/21 17:47 12.0 12 13.0 13 1.0 1 2017-08-27 03:46:33 8/27/17 3:46 2017-08-26 04:26:04 8/26/17 4:26 lnsongxf/Applied_Computational_Economics_and_Finance inactive
84 Bayesian Finance https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb Notebook PyMC3 implementation. Extended Research 2021-04-03 15:17:52 4/3/21 15:17 231.0 231 55.0 55 1.0 1 2018-08-28 14:45:00 8/28/18 14:45 2020-08-06 22:03:47 8/6/20 22:03 marketneutral/alphatools active
85 Corporate Finance https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance Basic corporate finance. Extended Research 2021-01-16 19:01:31 1/16/21 19:01 9.0 9 4.0 4 1.0 1 2017-09-09 03:35:24 9/9/17 3:35 2017-09-09 23:04:48 9/9/17 23:04 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 3/31/21 18:05 662.0 662 426.0 426 9.0 9 2017-01-21 11:24:18 1/21/17 11:24 2020-08-01 17:03:32 8/1/20 17:03 Auquan/Tutorials active
87 Economic Foundations https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations Basic economic models. Extended Research 2020-10-06 21:01:59 10/6/20 21:01 2.0 2 3.0 3 1.0 1 2017-05-25 02:27:36 5/25/17 2:27 2017-06-30 03:53:59 6/30/17 3:53 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 3/29/21 8:31 709.0 709 273.0 273 2.0 2 2014-11-09 04:49:01 11/9/14 4:49 2018-12-03 16:30:28 12/3/18 16:30 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 3/28/21 2:22 17.0 17 7.0 7 3.0 3 2018-08-02 02:48:24 8/2/18 2:48 2019-03-16 18:39:38 3/16/19 18:39 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 10/6/20 21:01 1.0 1 3.0 3 1.0 1 2019-01-24 13:37:45 1/24/19 13:37 2019-02-13 16:48:00 2/13/19 16:48 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 12/21/20 14:42 3.0 3 3.0 3 1.0 1 2019-01-19 18:16:47 1/19/19 18:16 2019-02-18 16:57:19 2/18/19 16:57 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 2/3/21 7:22 9.0 9 4.0 4 1.0 1 2018-12-20 00:21:38 12/20/18 0:21 2019-03-26 11:51:46 3/26/19 11:51 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 2/19/21 13:40 8.0 8 9.0 9 1.0 1 2018-01-29 05:14:52 1/29/18 5:14 2018-07-19 06:25:36 7/19/18 6:25 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 4/1/21 15:27 743.0 743 331.0 331 1.0 1 2016-07-21 05:14:14 7/21/16 5:14 2017-02-14 16:47:25 2/14/17 16:47 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 1/30/21 11:50 10.0 10 3.0 3 1.0 1 2019-01-22 10:59:50 1/22/19 10:59 2019-03-12 18:35:02 3/12/19 18:35 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 Deep Portfolio https://github.com/DLColumbia/DL_forFinance Deep learning for finance Predict volume of bonds. Extended Research 2021-01-12 11:48:27 1/12/21 11:48 27.0 27 20.0 20 2.0 2 2018-05-08 19:34:17 5/8/18 19:34 2018-05-09 15:39:25 5/9/18 15:39 DLColumbia/DL_forFinance inactive
98 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 2/27/21 6:33 8.0 8 9.0 9 1.0 1 2018-10-11 20:32:37 10/11/18 20:32 2018-12-24 23:27:55 12/24/18 23:27 chen-bowen/Research_Documents_Curation_with_NLP inactive
99 Simulation https://github.com/chenbowen184/Computational_Finance Investigating simulations as part of computational finance. Extended Research 2021-01-12 12:22:31 1/12/21 12:22 17.0 17 12.0 12 1.0 1 2018-01-29 05:01:52 1/29/18 5:01 2018-08-02 05:56:49 8/2/18 5:56 chen-bowen/Computational_Finance inactive
100 Liquidity and Momentum https://github.com/mrefermat/quant_finance Various factors and portfolio constructions. Extended Research 2021-03-30 00:09:34 3/30/21 0:09 31.0 31 15.0 15 1.0 1 2018-08-11 22:59:53 8/11/18 22:59 2019-11-12 04:49:01 11/12/19 4:49 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 11/28/20 3:02 25.0 25 6.0 6 0.0 0 2019-01-04 12:30:41 1/4/19 12:30 2019-02-18 09:55:21 2/18/19 9:55 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 10/26/20 0:55 3.0 3 1.0 1 1.0 1 2019-03-12 21:11:29 3/12/19 21:11 2019-03-12 22:09:10 3/12/19 22:09 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 4/3/21 21:19 615.0 615 163.0 163 3.0 3 2018-09-16 20:00:36 9/16/18 20:00 2020-09-05 13:01:05 9/5/20 13:01 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 3/22/21 2:19 24.0 24 17.0 17 2.0 2 2016-07-06 20:32:21 7/6/16 20:32 2018-06-09 10:53:51 6/9/18 10:53 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 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 3/20/21 21:53 41.0 41 28.0 28 1.0 1 2018-08-06 16:09:44 8/6/18 16:09 2020-11-22 19:02:07 11/22/20 19:02 hamaadshah/market_risk_gan_tensorflow active
107 Pyfolio https://github.com/quantopian/pyfolio Portfolio and risk analytics in Python. Factor and Risk Analysis 2021-04-03 15:55:00 4/3/21 15:55 3647.0 3647 1147.0 1147 42.0 42 2015-06-01 15:31:39 6/1/15 15:31 2020-02-28 17:30:19 2/28/20 17:30 quantopian/pyfolio active
108 Performance Analysis https://github.com/quantopian/alphalens Performance analysis of predictive (alpha) stock factors. Factor and Risk Analysis 2021-04-02 19:02:20 4/2/21 19:02 1839.0 1839 693.0 693 17.0 17 2016-06-03 21:49:15 6/3/16 21:49 2020-04-27 18:40:41 4/27/20 18:40 quantopian/alphalens active
109 Python for Finance https://github.com/yhilpisch/py4fi/tree/master/jupyter36 Various financial notebooks. Factor and Risk Analysis 2021-04-03 11:16:56 4/3/21 11:16 1297.0 1297 792.0 792 1.0 1 2014-12-15 11:23:34 12/15/14 11:23 2018-07-10 06:38:12 7/10/18 6:38 yhilpisch/py4fi inactive
110 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 11/4/20 7:19 17.0 17 9.0 9 1.0 1 2018-06-26 20:36:47 6/26/18 20:36 2019-10-22 21:56:46 10/22/19 21:56 ssanderson/convex-optimization-for-finance active
111 Statistical Finance https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments Various financial experiments. Factor and Risk Analysis 2021-03-30 00:09:28 3/30/21 0:09 21.0 21 16.0 16 1.0 1 2015-10-04 09:10:54 10/4/15 9:10 2020-03-28 18:33:58 3/28/20 18:33 mrefermat/FinancePhD active
112 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 3/31/21 2:06 10.0 10 9.0 9 1.0 1 2016-11-15 19:24:17 11/15/16 19:24 2017-01-14 21:19:30 1/14/17 21:19 willb/var-notebook inactive
113 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 12/21/20 14:26 3.0 3 4.0 4 1.0 1 2018-03-13 07:39:20 3/13/18 7:39 2018-03-13 07:42:36 3/13/18 7:42 garvit-kudesia91/factor_analysis inactive
114 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 3/19/21 22:01 139.0 139 61.0 61 2.0 2 2017-09-12 13:35:09 9/12/17 13:35 2020-08-06 12:35:44 8/6/20 12:35 PyDataBlog/Python-for-Data-Science active
115 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 3/1/21 13:53 31.0 31 18.0 18 1.0 1 2016-05-10 11:03:48 5/10/16 11:03 2016-05-17 03:44:56 5/17/16 3:44 RJT1990/Active-Portfolio-Management-Notes inactive
116 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 3/12/21 22:42 171.0 171 59.0 59 3.0 3 2017-05-01 07:36:54 5/1/17 7:36 2021-02-09 09:36:41 2/9/21 9:36 alpha-miner/alpha-mind active
117 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 11/4/20 7:04 4.0 4 5.0 5 1.0 1 2017-08-07 14:44:32 8/7/17 14:44 2017-08-08 22:52:11 8/8/17 22:52 Jorgencr/Alternative-and-Responsible-Investments inactive
118 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 3/1/21 13:53 31.0 31 18.0 18 1.0 1 2016-05-10 11:03:48 5/10/16 11:03 2016-05-17 03:44:56 5/17/16 3:44 RJT1990/Active-Portfolio-Management-Notes inactive
119 Quant Finance https://github.com/mrefermat/quant_finance General quant repository. Factor and Risk Analysis 2021-03-30 00:09:34 3/30/21 0:09 31.0 31 15.0 15 1.0 1 2018-08-11 22:59:53 8/11/18 22:59 2019-11-12 04:49:01 11/12/19 4:49 mrefermat/quant_finance active
120 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 12/10/20 21:20 3.0 3 3.0 3 1.0 1 2018-07-18 19:26:54 7/18/18 19:26 2018-07-18 19:34:48 7/18/18 19:34 RobinsonGarcia/fixed-income inactive
121 Binomial Tree https://github.com/hy-lei/math-finance-exercise Utility functions in fixed income securities. Fixed Income 2020-10-06 20:55:18 10/6/20 20:55 1.0 1 2.0 2 1.0 1 2019-02-02 08:44:14 2/2/19 8:44 2019-05-03 17:16:52 5/3/19 17:16 hy-lei/math-finance-toolbox active
122 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 1/3/21 21:46 7.0 7 5.0 5 1.0 1 2017-09-27 19:57:13 9/27/17 19:57 2017-09-27 20:00:29 9/27/17 20:00 ishank011/gs-quantify-bond-prediction inactive
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 2021-03-02 19:44:01 3/2/21 19:44 31.0 31 31.0 31 1.0 1 2017-03-20 18:54:24 3/20/17 18:54 2017-04-25 23:35:20 4/25/17 23:35 BlackArbsCEO/Mixture_Models inactive
125 Mixture Models II https://github.com/BlackArbsCEO/mixture_model_trading_public Mixture models and stock trading. Other Models 2021-03-12 13:21:17 3/12/21 13:21 166.0 166 73.0 73 1.0 1 2017-12-11 17:05:38 12/11/17 17:05 2020-05-13 23:50:47 5/13/20 23:50 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 2021-04-03 10:59:10 4/3/21 10:59 381.0 381 126.0 126 1.0 1 2018-07-22 08:14:46 7/22/18 8:14 2021-02-17 14:39:30 2/17/21 14:39 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 2021-04-03 11:22:54 4/3/21 11:22 922.0 922 344.0 344 2.0 2 2017-02-12 04:50:44 2/12/17 4:50 2021-02-04 03:48:33 2/4/21 3:48 robertmartin8/MachineLearningStocks active
128 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 3/31/21 20:19 2158.0 2158 676.0 676 1.0 1 2016-09-12 18:38:17 9/12/16 18:38 2018-08-29 20:27:19 8/29/18 20:27 anfederico/clairvoyant inactive
129 Financial Event Prediction using Machine Learning https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555 Personal Papers
130 Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization https://jfds.pm-research.com/content/2/2/17 Personal Papers
131 Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies https://jfds.pm-research.com/content/2/1/10 Personal Papers
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 4/3/21 15:57 1875.0 1875 478.0 478 16.0 16 2018-05-29 13:30:30 5/29/18 13:30 2021-02-25 13:01:56 2/25/21 13:01 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 4/1/21 16:06 306.0 306 57.0 57 2.0 2 2020-02-02 08:46:33 2/2/20 8:46 2021-02-16 18:50:53 2/16/21 18:50 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 2020-12-16 17:28:05 12/16/20 17:28 6.0 6 3.0 3 1.0 1 2016-07-26 16:20:10 7/26/16 16:20 2016-12-30 11:40:53 12/30/16 11:40 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 2020-12-25 09:39:33 12/25/20 9:39 14.0 14 5.0 5 1.0 1 2018-08-01 19:48:24 8/1/18 19:48 2019-09-05 11:18:56 9/5/19 11:18 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 2021-03-31 09:42:46 3/31/21 9:42 1276.0 1276 628.0 628 6.0 6 2017-11-12 16:08:44 11/12/17 16:08 2019-05-09 09:50:18 5/9/19 9:50 ZhengyaoJiang/PGPortfolio active
140 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 1/30/21 13:50 104.0 104 58.0 58 1.0 1 2017-02-10 09:03:08 2/10/17 9:03 2018-03-08 16:47:00 3/8/18 16:47 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 2021-03-30 00:01:39 3/30/21 0:01 104.0 104 57.0 57 1.0 1 2018-02-17 08:19:46 2/17/18 8:19 2018-02-27 13:16:57 2/27/18 13:16 tthustla/efficient_frontier inactive
142 Reinforcement Learning https://github.com/filangel/qtrader Reinforcement Learning for Portfolio Management. Portfolio Selection and Optimisation 2021-03-29 03:47:07 3/29/21 3:47 364.0 364 151.0 151 1.0 1 2017-10-07 09:14:33 10/7/17 9:14 2018-06-26 09:22:27 6/26/18 9:22 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 2021-03-18 22:35:10 3/18/21 22:35 229.0 229 82.0 82 3.0 3 2018-11-16 12:20:25 11/16/18 12:20 2019-07-04 01:41:46 7/4/19 1:41 VivekPa/OptimalPortfolio active
144 RL IV https://github.com/jjakimoto/DQN Reinforcement Learning for finance. Reinforcement Learning 2021-03-25 19:14:20 3/25/21 19:14 140.0 140 55.0 55 1.0 1 2016-10-21 02:47:17 10/21/16 2:47 2017-04-07 08:11:57 4/7/17 8:11 jjakimoto/DQN inactive
145 RL Trading https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab. Reinforcement Learning
146 RL V https://github.com/gstenger98/rl-finance Building an Agent to Trade with Reinforcement Learning. Reinforcement Learning 2021-01-03 04:36:11 1/3/21 4:36 32.0 32 7.0 7 5.0 5 2019-01-16 00:43:36 1/16/19 0:43 2020-03-19 20:28:08 3/19/20 20:28 gstenger98/rl-finance active
147 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 4/1/21 14:04 713.0 713 299.0 299 1.0 1 2016-10-04 14:42:19 10/4/16 14:42 2016-12-23 07:34:08 12/23/16 7:34 kh-kim/stock_market_reinforcement_learning inactive
148 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 3/29/21 11:10 1340.0 1340 490.0 490 3.0 3 2016-06-11 07:27:10 6/11/16 7:27 2018-01-22 14:35:50 1/22/18 14:35 deependersingla/deep_trader inactive
149 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 3/27/21 2:19 241.0 241 114.0 114 1.0 1 2017-05-18 16:47:11 5/18/17 16:47 2017-05-18 16:56:38 5/18/17 16:56 shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading inactive
150 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 4/3/21 20:48 576.0 576 204.0 204 1.0 1 2017-09-21 17:05:19 9/21/17 17:05 2018-04-13 16:33:21 4/13/18 16:33 samre12/deep-trading-agent inactive
151 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 3/31/21 2:12 4.0 4 2.0 2 1.0 1 2018-04-16 22:18:55 4/16/18 22:18 2018-06-07 22:01:32 6/7/18 22:01 frechfrechfrech/Mutual-Fund-Market-Clusters inactive
152 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 3/31/21 23:48 48.0 48 27.0 27 1.0 1 2017-06-23 00:05:49 6/23/17 0:05 2019-01-26 03:35:55 1/26/19 3:35 EricHe98/Financial-Statements-Text-Analysis inactive
153 NLP Event https://github.com/yuriak/DLQuant Applying Deep Learning and NLP in Quantitative Trading. Textual 2021-04-01 02:16:38 4/1/21 2:16 70.0 70 31.0 31 1.0 1 2018-07-02 23:50:52 7/2/18 23:50 2019-01-31 14:08:20 1/31/19 14:08 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 3/31/21 2:10 8.0 8 7.0 7 1.0 1 2018-06-04 20:54:14 6/4/18 20:54 2018-06-04 20:56:02 6/4/18 20:56 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 3/21/21 7:39 73.0 73 42.0 42 1.0 1 2017-10-25 07:10:26 10/25/17 7:10 2020-06-05 03:28:46 6/5/20 3:28 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 3/31/21 2:11 107.0 107 51.0 51 2.0 2 2017-05-24 12:36:38 5/24/17 12:36 2019-08-07 21:47:08 8/7/19 21:47 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 10/6/20 18:54 1.0 1 4.0 4 1.0 1 2018-02-04 21:51:16 2/4/18 21:51 2018-02-04 21:57:09 2/4/18 21:57 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 12/17/20 8:24 3.0 3 3.0 3 1.0 1 2017-12-30 08:56:03 12/30/17 8:56 2018-01-11 02:11:11 1/11/18 2:11 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 10/6/20 18:51 4.0 4 5.0 5 1.0 1 2017-07-21 02:12:51 7/21/17 2:12 2017-07-23 02:53:37 7/23/17 2:53 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 3/8/21 11:01 78.0 78 36.0 36 0.0 0 2017-09-05 19:19:19 9/5/17 19:19 2017-09-27 20:42:14 9/27/17 20:42 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 10/20/20 11:05 32.0 32 12.0 12 1.0 1 2017-06-21 04:47:14 6/21/17 4:47 2017-06-21 04:51:13 6/21/17 4:51 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 2020-10-06 18:51:22 10/6/20 18:51 4.0 4 5.0 5 1.0 1 2017-07-21 02:12:51 7/21/17 2:12 2017-07-23 02:53:37 7/23/17 2:53 SeanMcOwen/FinanceAndPython.com-ClusteringIndustries inactive
165 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 3/31/21 2:12 4.0 4 2.0 2 1.0 1 2018-04-16 22:18:55 4/16/18 22:18 2018-06-07 22:01:32 6/7/18 22:01 frechfrechfrech/Mutual-Fund-Market-Clusters inactive