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Bin Yang
2021-04-15 01:07:33 -04:00
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@@ -190,15 +190,15 @@ mosquito,https://github.com/miro-ka/mosquito,base framework trading bot for cryp
Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,official repo for [machine learning for algorithmic trading](https://www.amazon.com/Machine-Learning-Algorithmic-Trading-alternative/dp/1839217715?pf_rd_r=GZH2XZ35GB3BET09PCCA&pf_rd_p=c5b6893a-24f2-4a59-9d4b-aff5065c90ec&pd_rd_r=91a679c7-f069-4a6e-bdbb-a2b3f548f0c8&pd_rd_w=2B0Q0&pd_rd_wg=GMY5S&ref_=pd_gw_ci_mcx_mr_hp_d) book. Covering topics including backtesting/boosting/nlp/deep&reinforcement learning. Leverage open source libraries including [backtrader](https://www.backtrader.com/) [zipline](https://github.com/quantopian/zipline) and [talib](https://github.com/mrjbq7/ta-lib),Other Models,4/8/21 20:01,279,126,4,11/15/19 8:51,1/21/21 7:56,PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,active,4,39:24.6
Mixture Models I,https://github.com/BlackArbsCEO/Mixture_Models,Mixture models to predict market bottoms and regime changes based on a seminar given to quantinsti in 2017 and summary and video is [here](https://blog.quantinsti.com/webinar-can-we-use-mixture-models-to-predict-market-bottoms/). Gaussian mixture models are build on markov models and expectation maximization thoery to detect regimes and seminar reported positive results using features asset returns/tedrate/10y2ysptread/10y3m spread from fred which can be access here [fredapi](https://github.com/mortada/fredapi). Though most of the returns came from being long equities after 2009 ,Other Models,3/2/21 19:44,31,31,1,3/20/17 18:54,4/25/17 23:35,BlackArbsCEO/Mixture_Models,inactive,2,
Machine-Learning-For-Finance,https://github.com/anthonyng2/Machine-Learning-For-Finance,accompanying materials for slide [here](https://github.com/anthonyng2/Machine-Learning-For-Finance/blob/master/Regression%20Based%20Machine%20Learning%20for%20Algorithmic%20Trading/Machine%20Learning%20-%20Linear%20Regression%20for%20Algo%20Trading%20v2017-07-13.pdf) covering more tradition quant trading topics like pair trading/kalman filter/trend following etc. Referecing interesting paper [characterization of financial time series](http://www.cs.ucl.ac.uk/fileadmin/UCL-CS/research/Research_Notes/RN_11_01.pdf),Other Models,4/1/21 20:11,205,119,1,7/11/17 9:09,2/21/18 5:36,anthonyng2/Machine-Learning-For-Finance,inactive,2,39:24.6
Machine-Learning-and-AI-in-Trading,https://github.com/PyPatel/Machine-Learning-and-AI-in-Trading,NEW,Other Models,4/8/21 11:31,261,101,1,8/30/17 6:14,10/29/19 8:14,PyPatel/Machine-Learning-and-AI-in-Trading,active,,39:24.6
Speculator,https://github.com/amicks/Speculator,NEW,Other Models,3/15/21 16:27,101,31,2,9/3/17 17:43,9/12/18 18:58,amicks/Speculator,inactive,,39:24.6
Fundamental LT Forecasts,https://github.com/Hvass-Labs/FinanceOps,Research in investment finance for long term forecasts.,Other Models,4/5/21 23:36,383,127,1,7/22/18 8:14,2/17/21 14:39,Hvass-Labs/FinanceOps,active,,
fin-ml,https://github.com/tatsath/fin-ml,NEW,Other Models,4/11/21 3:29,116,66,2,5/10/20 0:25,1/23/21 17:15,tatsath/fin-ml,active,,39:24.6
Machine-Learning-and-AI-in-Trading,https://github.com/PyPatel/Machine-Learning-and-AI-in-Trading,repo covering lstm and other sklearn model for trading. Code is not structured well and less extensible,Other Models,4/8/21 11:31,261,101,1,8/30/17 6:14,10/29/19 8:14,PyPatel/Machine-Learning-and-AI-in-Trading,inactive,2,39:24.6
Speculator,https://github.com/amicks/Speculator,python code to predict crypto prices using machine learning models. Two models used here tensorflow DNNClassifier and sklearn randomforest. Exposes the functionality as web services api using flask. Some idea are based on this paper [predicting the direction of stock market prices](https://arxiv.org/pdf/1605.00003.pdf),Other Models,3/15/21 16:27,101,31,2,9/3/17 17:43,9/12/18 18:58,amicks/Speculator,inactive,3,39:24.6
Fundamental LT Forecasts,https://github.com/Hvass-Labs/FinanceOps,Research in investment finance for long term forecasts and a curated list of notebooks. Each topic contains a youtube video explaining in details. Interesting topics including using price per book ratio and other multiples for future return prediction and portfolio optimization. data sourced form [simfin](https://github.com/SimFin/simfin) yahoo finance and [s&p 500 earnings and estimate report](https://www.spglobal.com/spdji/en/documents/additional-material/sp-500-eps-est.xlsx) etc.,Other Models,4/5/21 23:36,383,127,1,7/22/18 8:14,2/17/21 14:39,Hvass-Labs/FinanceOps,active,3,
fin-ml,https://github.com/tatsath/fin-ml,accompanying materials for book [Machine Learning and Data Science Blueprints for Finance](https://www.amazon.com/Machine-Learning-Science-Blueprints-Finance/dp/1492073059) on top of basic machine learning models i.e. nlp/reinforcement learning/supervised & unsupervised learning it covers wider topics including robo-advisors/fraud detection/loan default/derivative pricing/yield curve construction.,Other Models,4/11/21 3:29,116,66,2,5/10/20 0:25,1/23/21 17:15,tatsath/fin-ml,active,4,39:24.6
AlphaPy,https://github.com/ScottfreeLLC/AlphaPy,machine learning framework built on sklearn and pandas. Support pyfolio/xgboost/lightgmb/catboost(gradient boosting on decision tress) etc. Examples include financial market prediction/sports prediction/kaggle. Configurations are set though yaml file for all model process including feature selection/grid search on parameters and aggregate results for each model,Other Models,4/4/21 20:02,576,130,3,2/14/16 0:47,2/8/21 21:35,ScottfreeLLC/AlphaPy,active,4,39:24.6
Short-Term Movement Cues,https://github.com/anfederico/Clairvoyant,Identify social/historical cues for short term stock movement.,Other Models,4/12/21 13:11,2166,678,1,9/12/16 18:38,8/29/18 20:27,anfederico/clairvoyant,inactive,,
Short-Term Movement Cues,https://github.com/anfederico/Clairvoyant,Identify social/historical cues for short term stock movement. Sklearn SVM model is used and good visualization coded in matplotlib,Other Models,4/12/21 13:11,2166,678,1,9/12/16 18:38,8/29/18 20:27,anfederico/clairvoyant,inactive,3,
Trend Following,http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html,A futures trend following portfolio investment strategy.,Other Models,,,,,,,,,,
Hands-On-Machine-Learning-for-Algorithmic-Trading,https://github.com/PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading,repo for book [hands-on-machine learning for algorithmic trading](https://www.packtpub.com/product/hands-on-machine-learning-for-algorithmic-trading/9781789346411) covering topic from data/unsupervised learning/NPL/RNN & CNN/reinforcement learning etc. Leverage zipline/alphalens/sklearn/openai-gym etc as well. Good references to have,Other Models,4/12/21 15:41,600,386,2,5/7/19 11:04,1/19/21 7:51,PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading,active,5,39:24.6
Machine-Learning-for-Finance,https://github.com/PacktPublishing/Machine-Learning-for-Finance,NEW,Other Models,4/8/21 16:54,180,122,4,3/15/18 6:28,1/14/21 15:58,PacktPublishing/Machine-Learning-for-Finance,active,,39:24.6
Machine-Learning-for-Finance,https://github.com/PacktPublishing/Machine-Learning-for-Finance,repo for book [machine learning for finance](https://www.packtpub.com/product/machine-learning-for-finance/9781789136364) with heavier focus on machine learning and less on finance. Topics covered including computer vision/time series/nlp/generative models (i.e. autoencoder)/reinforcement learning/debugging ml systems,Other Models,4/8/21 16:54,180,122,4,3/15/18 6:28,1/14/21 15:58,PacktPublishing/Machine-Learning-for-Finance,active,3,39:24.6
CryptoBot,https://github.com/AdeelMufti/CryptoBot,Hard fork of [bitpredit](https://github.com/cbyn/bitpredict) and form the trading strategy as a classification problem with -1 (sell) 0 (hold) 1 (buy). Models used are XGBClassifier/RandomForest/GradientBoosting. Not mentained,Other Models,3/25/21 9:17,234,94,1,1/17/17 12:44,1/17/17 12:48,AdeelMufti/CryptoBot,inactive,2,39:24.6
finance_ml,https://github.com/jjakimoto/finance_ml,NEW,Other Models,4/8/21 15:28,282,117,1,6/29/18 21:21,2/18/19 12:34,jjakimoto/finance_ml,inactive,,39:24.6
Stock.Indicators,https://github.com/DaveSkender/Stock.Indicators,NEW,Other Models,4/12/21 10:47,175,64,9,12/29/19 5:18,4/11/21 19:17,DaveSkender/Stock.Indicators,active,,39:24.6
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
190 Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original official repo for [machine learning for algorithmic trading](https://www.amazon.com/Machine-Learning-Algorithmic-Trading-alternative/dp/1839217715?pf_rd_r=GZH2XZ35GB3BET09PCCA&pf_rd_p=c5b6893a-24f2-4a59-9d4b-aff5065c90ec&pd_rd_r=91a679c7-f069-4a6e-bdbb-a2b3f548f0c8&pd_rd_w=2B0Q0&pd_rd_wg=GMY5S&ref_=pd_gw_ci_mcx_mr_hp_d) book. Covering topics including backtesting/boosting/nlp/deep&reinforcement learning. Leverage open source libraries including [backtrader](https://www.backtrader.com/) [zipline](https://github.com/quantopian/zipline) and [talib](https://github.com/mrjbq7/ta-lib) Other Models 4/8/21 20:01 279 126 4 11/15/19 8:51 1/21/21 7:56 PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original active 4 39:24.6
191 Mixture Models I https://github.com/BlackArbsCEO/Mixture_Models Mixture models to predict market bottoms and regime changes based on a seminar given to quantinsti in 2017 and summary and video is [here](https://blog.quantinsti.com/webinar-can-we-use-mixture-models-to-predict-market-bottoms/). Gaussian mixture models are build on markov models and expectation maximization thoery to detect regimes and seminar reported positive results using features asset returns/tedrate/10y2ysptread/10y3m spread from fred which can be access here [fredapi](https://github.com/mortada/fredapi). Though most of the returns came from being long equities after 2009 Other Models 3/2/21 19:44 31 31 1 3/20/17 18:54 4/25/17 23:35 BlackArbsCEO/Mixture_Models inactive 2
192 Machine-Learning-For-Finance https://github.com/anthonyng2/Machine-Learning-For-Finance accompanying materials for slide [here](https://github.com/anthonyng2/Machine-Learning-For-Finance/blob/master/Regression%20Based%20Machine%20Learning%20for%20Algorithmic%20Trading/Machine%20Learning%20-%20Linear%20Regression%20for%20Algo%20Trading%20v2017-07-13.pdf) covering more tradition quant trading topics like pair trading/kalman filter/trend following etc. Referecing interesting paper [characterization of financial time series](http://www.cs.ucl.ac.uk/fileadmin/UCL-CS/research/Research_Notes/RN_11_01.pdf) Other Models 4/1/21 20:11 205 119 1 7/11/17 9:09 2/21/18 5:36 anthonyng2/Machine-Learning-For-Finance inactive 2 39:24.6
193 Machine-Learning-and-AI-in-Trading https://github.com/PyPatel/Machine-Learning-and-AI-in-Trading NEW repo covering lstm and other sklearn model for trading. Code is not structured well and less extensible Other Models 4/8/21 11:31 261 101 1 8/30/17 6:14 10/29/19 8:14 PyPatel/Machine-Learning-and-AI-in-Trading active inactive 2 39:24.6
194 Speculator https://github.com/amicks/Speculator NEW python code to predict crypto prices using machine learning models. Two models used here tensorflow DNNClassifier and sklearn randomforest. Exposes the functionality as web services api using flask. Some idea are based on this paper [predicting the direction of stock market prices](https://arxiv.org/pdf/1605.00003.pdf) Other Models 3/15/21 16:27 101 31 2 9/3/17 17:43 9/12/18 18:58 amicks/Speculator inactive 3 39:24.6
195 Fundamental LT Forecasts https://github.com/Hvass-Labs/FinanceOps Research in investment finance for long term forecasts. Research in investment finance for long term forecasts and a curated list of notebooks. Each topic contains a youtube video explaining in details. Interesting topics including using price per book ratio and other multiples for future return prediction and portfolio optimization. data sourced form [simfin](https://github.com/SimFin/simfin) yahoo finance and [s&p 500 earnings and estimate report](https://www.spglobal.com/spdji/en/documents/additional-material/sp-500-eps-est.xlsx) etc. Other Models 4/5/21 23:36 383 127 1 7/22/18 8:14 2/17/21 14:39 Hvass-Labs/FinanceOps active 3
196 fin-ml https://github.com/tatsath/fin-ml NEW accompanying materials for book [Machine Learning and Data Science Blueprints for Finance](https://www.amazon.com/Machine-Learning-Science-Blueprints-Finance/dp/1492073059) on top of basic machine learning models i.e. nlp/reinforcement learning/supervised & unsupervised learning it covers wider topics including robo-advisors/fraud detection/loan default/derivative pricing/yield curve construction. Other Models 4/11/21 3:29 116 66 2 5/10/20 0:25 1/23/21 17:15 tatsath/fin-ml active 4 39:24.6
197 AlphaPy https://github.com/ScottfreeLLC/AlphaPy machine learning framework built on sklearn and pandas. Support pyfolio/xgboost/lightgmb/catboost(gradient boosting on decision tress) etc. Examples include financial market prediction/sports prediction/kaggle. Configurations are set though yaml file for all model process including feature selection/grid search on parameters and aggregate results for each model Other Models 4/4/21 20:02 576 130 3 2/14/16 0:47 2/8/21 21:35 ScottfreeLLC/AlphaPy active 4 39:24.6
198 Short-Term Movement Cues https://github.com/anfederico/Clairvoyant Identify social/historical cues for short term stock movement. Identify social/historical cues for short term stock movement. Sklearn SVM model is used and good visualization coded in matplotlib Other Models 4/12/21 13:11 2166 678 1 9/12/16 18:38 8/29/18 20:27 anfederico/clairvoyant inactive 3
199 Trend Following http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html A futures trend following portfolio investment strategy. Other Models
200 Hands-On-Machine-Learning-for-Algorithmic-Trading https://github.com/PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading repo for book [hands-on-machine learning for algorithmic trading](https://www.packtpub.com/product/hands-on-machine-learning-for-algorithmic-trading/9781789346411) covering topic from data/unsupervised learning/NPL/RNN & CNN/reinforcement learning etc. Leverage zipline/alphalens/sklearn/openai-gym etc as well. Good references to have Other Models 4/12/21 15:41 600 386 2 5/7/19 11:04 1/19/21 7:51 PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading active 5 39:24.6
201 Machine-Learning-for-Finance https://github.com/PacktPublishing/Machine-Learning-for-Finance NEW repo for book [machine learning for finance](https://www.packtpub.com/product/machine-learning-for-finance/9781789136364) with heavier focus on machine learning and less on finance. Topics covered including computer vision/time series/nlp/generative models (i.e. autoencoder)/reinforcement learning/debugging ml systems Other Models 4/8/21 16:54 180 122 4 3/15/18 6:28 1/14/21 15:58 PacktPublishing/Machine-Learning-for-Finance active 3 39:24.6
202 CryptoBot https://github.com/AdeelMufti/CryptoBot Hard fork of [bitpredit](https://github.com/cbyn/bitpredict) and form the trading strategy as a classification problem with -1 (sell) 0 (hold) 1 (buy). Models used are XGBClassifier/RandomForest/GradientBoosting. Not mentained Other Models 3/25/21 9:17 234 94 1 1/17/17 12:44 1/17/17 12:48 AdeelMufti/CryptoBot inactive 2 39:24.6
203 finance_ml https://github.com/jjakimoto/finance_ml NEW Other Models 4/8/21 15:28 282 117 1 6/29/18 21:21 2/18/19 12:34 jjakimoto/finance_ml inactive 39:24.6
204 Stock.Indicators https://github.com/DaveSkender/Stock.Indicators NEW Other Models 4/12/21 10:47 175 64 9 12/29/19 5:18 4/11/21 19:17 DaveSkender/Stock.Indicators active 39:24.6