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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,11/26/20 3:34,8.0,6.0,2.0,1/27/16 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 20:56,2.0,1.0,1.0,3/29/18 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 22:41,4.0,2.0,1.0,2/8/17 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 12:10,9.0,5.0,1.0,12/11/14 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 7:38,12.0,7.0,2.0,9/5/16 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 20:56,3.0,2.0,1.0,12/4/17 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 13:40,5.0,1.0,1.0,2/27/18 16:46,2/13/19 0:15,CJL89/Kiva-Crowdfunding,inactive,,
Berkeley Lab CIFT,https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/,,Colleges Centers and Departments,,,,,,,,,,
NYU Courant,https://cims.nyu.edu/,"Courant Institute of Mathematical Sciences, New York University",Colleges Centers and Departments,,,,,,,,,,
Oxford Man,https://www.oxford-man.ox.ac.uk/,Oxford-Man Institute of Quantitative Finance,Colleges Centers and Departments,,,,,,,,,,
Stanford Advanced Financial Technologies,https://fintech.stanford.edu/,Stanford Advanced Financial Technologies Laboratory,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,,,,,,,,,,
ML Specialisation,https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,Machine Learning in Finance.,Courses,4/5/21 13:37,34.0,32.0,1.0,1/24/19 2:55,1/3/20 21:54,Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,active,,
Handson Python for Finance,https://github.com/PacktPublishing/Hands-on-Python-for-Finance,Hands-on Python for Finance published by Packt.,Courses,4/12/21 0:49,121.0,110.0,3.0,8/20/18 14:10,1/15/21 8:57,PacktPublishing/Hands-on-Python-for-Finance,active,,
Risk Management,https://github.com/andrey-lukyanov/Risk-Management,Finance risk engagement course resources.,Courses,11/12/20 0:49,6.0,5.0,3.0,10/3/18 16:26,12/13/18 8:04,andrey-lukyanov/Risk-Management,inactive,,
Basic Finance,https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance,Source code notebooks basic finance applications.,Courses,3/31/21 2:09,10.0,8.0,1.0,5/6/17 2:39,6/21/17 4:04,SeanMcOwen/FinanceAndPython.com-BasicFinance,inactive,,
Basic Investments,https://github.com/SeanMcOwen/FinanceAndPython.com-Investments,Basic investment tools in python.,Courses,3/23/21 6:32,9.0,5.0,1.0,8/2/17 21:52,8/17/17 3:24,SeanMcOwen/FinanceAndPython.com-Investments,inactive,,
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,4/12/21 16:18,3842.0,1225.0,8.0,5/9/18 12:33,4/10/21 22:21,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 11:02,64.0,25.0,1.0,10/29/17 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 2:08,16.0,15.0,4.0,12/12/17 11:54,2/25/20 20:31,siaen/python_finance_course,active,,
Basic Derivatives,https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives,Basic forward contracts and hedging.,Courses,3/31/21 2:08,4.0,4.0,1.0,8/24/17 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 18:01,69.0,63.0,6.0,1/25/15 21:10,3/25/20 4:24,yadongli/nyumath2048,active,,
Web Scraping (FirmAI),https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data,,Data,4/10/21 17:19,577.0,184.0,2.0,2/19/19 19:02,7/22/20 16:48,firmai/business-machine-learning,active,,
Open Edgar,https://github.com/LexPredict/openedgar,,Data,4/9/21 12:15,169.0,61.0,6.0,5/7/18 15:32,5/15/19 8:32,LexPredict/openedgar,active,,
Capital Markets Data,https://www.capitalmarketsdata.com/,,Data,,,,,,,,,,
IRS,http://social-metrics.org/sox/,,Data,,,,,,,,,,
EDGAR,https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb,,Data,1/23/21 19:22,11.0,10.0,1.0,6/11/18 22:51,7/10/18 18:03,TiesdeKok/UW_Python_Camp,inactive,,
SEC Parsing,https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb,,Data,2/27/21 6:34,9.0,6.0,1.0,6/16/18 14:30,6/16/18 17:23,healthgradient/sec-doc-info-extraction,inactive,,
Employee Count SEC Filings,https://github.com/healthgradient/sec_employee_information_extraction,,Data,2/27/21 3:33,10.0,2.0,1.0,6/26/18 23:33,8/14/18 1:31,healthgradient/sec_employee_information_extraction,inactive,,
Non-financial Corporate,http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html,,Data,,,,,,,,,,
https://fred.stlouisfed.org/,https://fred.stlouisfed.org/,,Data,,,,,,,,,,
Rating Industries,http://www.ratingshistory.info/,,Data,,,,,,,,,,
https://stooq.com,https://stooq.com,,Data,,,,,,,,,,
http://finance.yahoo.com/,http://finance.yahoo.com/,,Data,,,,,,,,,,
https://github.com/timestocome/StockMarketData,https://github.com/timestocome/StockMarketData,,Data,3/26/21 22:35,7.0,5.0,1.0,5/10/17 21:49,8/6/17 19:23,timestocome/StockMarketData,inactive,,
Financial Corporate,http://raw.rutgers.edu/Corporate%20Financial%20Data.html,,Data,,,,,,,,,,
CryptoNets,https://github.com/microsoft/CryptoNets,NEW,Data Processing Techniques and Transformations,2021-04-08 01:07:55,154.0,42.0,4.0,2019-06-02 05:48:39,2019-09-12 13:03:05,microsoft/CryptoNets,active,,2021-04-13 16:12:49.160843
Advanced ML,https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises,Exercises too Financial Machine Learning (De Prado).,Data Processing Techniques and Transformations,4/12/21 2:20,973.0,435.0,4.0,4/25/18 17:22,1/16/20 17:25,BlackArbsCEO/Adv_Fin_ML_Exercises,active,,
finserv-application-blueprint,https://github.com/mapr-demos/finserv-application-blueprint,NEW,Data Processing Techniques and Transformations,2021-01-21 00:29:14,72.0,53.0,5.0,2016-09-26 19:42:54,2021-01-20 23:07:40,mapr-demos/finserv-application-blueprint,active,,2021-04-13 16:12:49.160843
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,,,
cointrader,https://github.com/timolson/cointrader,NEW,Data Processing Techniques and Transformations,2021-04-10 17:16:37,339.0,140.0,9.0,2014-06-01 01:14:12,2020-10-22 00:24:50,timolson/cointrader,active,,2021-04-13 16:12:49.160843
Twitter-Trends,https://github.com/Medha11/Twitter-Trends,NEW,Data Processing Techniques and Transformations,2021-02-07 09:16:53,66.0,21.0,1.0,2017-05-22 17:07:45,2017-05-23 08:06:27,Medha11/Twitter-Trends,inactive,,2021-04-13 16:12:49.160843
Google-Finance-Stock-Data-Analysis,https://github.com/hpnhxxwn/Google-Finance-Stock-Data-Analysis,NEW,Data Processing Techniques and Transformations,2020-12-20 08:39:26,70.0,10.0,1.0,2017-07-23 02:59:59,2017-07-23 03:10:35,hpnhxxwn/Google-Finance-Stock-Data-Analysis,inactive,,2021-04-13 16:12:49.160843
Deep Learning II,https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks,Tensorflow Regression.,Deep Learning And Reinforcement Learning,4/10/21 6:06,175.0,67.0,1.0,7/12/16 12:56,2/16/18 2:43,LiamConnell/deep-algotrading,inactive,3.0,
Deep-Reinforcement-Learning-in-Trading,https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading,Deep reinforcement learning for trading leveraging [openai gym](https://gym.openai.com/) framework. Keras implementation of DQN DDQN (double deep Q network) and DDDQN (dueling double dqn) trained/tested on s&p 500 daily data from 2013 to 2018. approach is described in an article [here](https://www.linkedin.com/pulse/deep-reinforcement-learning-trading-saeed-rahman),Deep Learning And Reinforcement Learning,4/10/21 13:17,138.0,66.0,1.0,5/11/18 0:52,10/26/19 14:22,saeed349/Deep-Reinforcement-Learning-in-Trading,active,3.0,3/31/21 8:00
trading-rl,https://github.com/Kostis-S-Z/trading-rl,Deep reinforcement learning for financial trading using [gym](https://gym.openai.com/) and [keras-rl](https://github.com/keras-rl/keras-rl) on FX dataset (EURUSD) not actively maintained,Deep Learning And Reinforcement Learning,4/10/21 4:59,180.0,38.0,2.0,4/22/19 10:03,9/28/20 9:07,Kostis-S-Z/trading-rl,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 And Reinforcement Learning,4/9/21 10:39,1266.0,675.0,1.0,6/18/16 18:23,8/7/18 15:24,Rachnog/Deep-Trading,inactive,5.0,
Stock-Prediction-Models,https://github.com/huseinzol05/Stock-Prediction-Models,very good curated list of notebooks showing deep learning + reinforcement learning models. Also contain topics on outlier detections/overbought oversold study/monte carlo simulartions/sentiment analysis from text (text storage/parsing is not detailed but it mentioned using [BERT](https://github.com/google-research/bert)),Deep Learning And Reinforcement Learning,4/12/21 13:54,3655.0,1542.0,2.0,12/18/17 10:49,1/5/21 10:31,huseinzol05/Stock-Prediction-Models,active,5.0,3/31/21 8:00
ARIMA-LTSM Hybrid,https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid,Hybrid model to predict future price correlation coefficients of two assets.,Deep Learning And Reinforcement Learning,4/11/21 4:12,222.0,86.0,1.0,8/5/18 2:13,10/1/18 11:25,imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict,inactive,3.0,
RLTrader,https://github.com/notadamking/RLTrader,predecessor to [tensortrade](https://github.com/tensortrade-org/tensortrade) uses open api [gym](https://gym.openai.com/) and neat way to render matplotlib plots in real time. Also explains LSTM/data stationarity/Bayesian optimization using [Optuna](https://github.com/optuna/optuna) etc.,Deep Learning And Reinforcement Learning,4/12/21 2:50,1312.0,451.0,15.0,4/27/19 18:35,10/17/19 16:25,notadamking/RLTrader,active,5.0,3/31/21 8:00
Neural Network,https://github.com/VivekPa/IntroNeuralNetworks,Neural networks to predict stock prices.,Deep Learning And Reinforcement Learning,4/3/21 11:59,489.0,176.0,2.0,9/10/18 6:34,11/21/18 7:39,VivekPa/IntroNeuralNetworks,inactive,4.0,
LTSM Recurrent,https://github.com/VivekPa/AIAlpha,OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.,Deep Learning And Reinforcement Learning,4/12/21 2:39,1207.0,370.0,2.0,10/7/18 3:58,8/3/19 9:00,VivekPa/AIAlpha,active,4.0,
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 And Reinforcement Learning,4/11/21 5:10,292.0,143.0,1.0,8/13/18 10:44,1/23/20 4:41,pskrunner14/trading-bot,active,3.0,3/31/21 8:00
DeepLearningInFinance,https://github.com/sonaam1234/DeepLearningInFinance,Based on a [talk](https://towardsdatascience.com/deep-learning-in-finance-9e088cb17c03) Sonam Srivastava gave and there are two studies: 1. single timeseries return prediction using ARIMA/VAR/SVR/Deep Regression/CNN/LSTM 2. indexed portfolio construction using autoencoders i.e. replicate a index using handful of stocks. ,Deep Learning And Reinforcement Learning,3/8/21 13:09,266.0,145.0,1.0,8/21/17 16:00,8/21/17 17:23,sonaam1234/DeepLearningInFinance,inactive,3.0,3/31/21 8:00
FinRL-Library,https://github.com/AI4Finance-LLC/FinRL-Library,started by Columbia university engineering students and designed as an end to end deep reinforcement learning library for automated trading platform. Implementation of DQN DDQN DDPG etc using PyTorch and [gym](https://gym.openai.com/) use [pyfolio](https://github.com/quantopian/pyfolio) for showing backtesting stats. Big contributions on Proximal Policy Optimization (PPO) advantage actor critic (A2C) and Deep Deterministic Policy Gradient (DDPG) agents for trading,Deep Learning And Reinforcement Learning,4/12/21 12:45,1857.0,447.0,22.0,7/26/20 13:18,4/11/21 22:02,AI4Finance-LLC/FinRL-Library,active,5.0,3/31/21 8:00
Deep-Reinforcement-Stock-Trading,https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,inspired by Q-trader a deep reinforcement learning repo for trading. Only 3 actions allowed (buy/hold/sell) and no transaction cost is implemented yet. Uses [empyrical](https://github.com/quantopian/empyrical) for portfolio stats,Deep Learning And Reinforcement Learning,4/3/21 22:50,141.0,42.0,2.0,5/19/19 22:20,9/27/20 19:22,Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,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 And Reinforcement Learning,3/30/21 7:29,319.0,158.0,2.0,2/16/19 21:18,11/29/20 20:12,Rachnog/Advanced-Deep-Trading,active,3.0,3/31/21 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,Part of FinRL and provided code for paper [deep reinformacement learning for automated stock trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3690996) focuses on ensemble.,Deep Learning And Reinforcement Learning,4/12/21 16:24,560.0,249.0,6.0,7/26/20 13:12,1/21/21 18:11,AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,active,4.0,3/31/21 8:00
AutomatedStockTrading-DeepQ-Learning,https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning,cornerstone project repo for Udacity nanodegree program [Become a machine learning engineer](https://www.udacity.com/course/machine-learning-engineer-nanodegree--nd009t) and focus on trading using deep q learning. Good explanation on design choices in the report,Deep Learning And Reinforcement Learning,3/24/21 1:11,134.0,51.0,2.0,2/23/19 12:01,2/25/20 18:16,sachink2010/AutomatedStockTrading-DeepQ-Learning,active,3.0,3/31/21 8:00
deep-RL-trading,https://github.com/golsun/deep-RL-trading,trading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916),Deep Learning And Reinforcement Learning,4/10/21 7:09,235.0,108.0,1.0,2/25/18 17:41,12/1/20 22:06,golsun/deep-RL-trading,active,3.0,3/31/21 8:00
Deep Learning,https://github.com/keon/deepstock,Technical experimentations to beat the stock market using deep learning.,Deep Learning And Reinforcement Learning,3/24/21 14:45,427.0,154.0,2.0,12/12/16 2:15,3/4/17 8:37,keon/deepstock,inactive,4.0,
Personae,https://github.com/Ceruleanacg/Personae,implementation of deep reinforcement learning and supervised learnings covering areas: deep deterministic policy gradient (DDPG) and DDQN etc. Data are being pulled from [rqalpha](https://github.com/ricequant/rqalpha) which is a python backtest engine and have a nice docker image to run training/testing,Deep Learning And Reinforcement Learning,4/11/21 20:20,1144.0,330.0,2.0,3/10/18 11:22,9/2/18 17:21,Ceruleanacg/Personae,inactive,5.0,3/31/21 8:00
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.,Deep Learning And Reinforcement Learning,3/27/21 2:19,241.0,113.0,1.0,5/18/17 16:47,5/18/17 16:56,shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading,inactive,3.0,
LTSM GRU,https://github.com/RajatHanda/Finance-Forecasting,Stock Market Forecasting using LSTM\GRU.,Deep Learning And Reinforcement Learning,3/29/21 23:59,11.0,6.0,1.0,5/13/18 2:39,2/25/19 0:26,RajatHanda/Finance-Forecasting,inactive,3.0,
AI Trading,https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md,AI to predict stock market movements.,Deep Learning And Reinforcement Learning,4/12/21 15:42,2876.0,1384.0,1.0,1/9/19 8:02,2/11/19 16:32,borisbanushev/stockpredictionai,inactive,5.0,
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 And Reinforcement Learning,4/12/21 10:24,347.0,111.0,1.0,6/21/18 1:06,11/5/20 11:08,sadighian/crypto-rl,active,3.0,3/31/21 8:00
Deep Learning IV,https://github.com/achillesrasquinha/bulbea,Bulbea: Deep Learning based Python Library.,Deep Learning And Reinforcement Learning,4/9/21 20:38,1467.0,416.0,1.0,3/9/17 6:11,3/19/17 7:42,achillesrasquinha/bulbea,inactive,5.0,
BitcoinForecast,https://github.com/PiSimo/BitcoinForecast,RNN model to predict short term price movement (in this case BTC for the next 9 minutes) [deepchart](https://pisimo.github.io/DeepChart/) is used to visualize the model ,Deep Learning And Reinforcement Learning,4/6/21 2:06,289.0,128.0,3.0,3/10/17 10:52,6/11/18 8:07,PiSimo/BitcoinForecast,inactive,3.0,3/31/21 8:00
Deep-Learning-Machine-Learning-Stock,https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock,curated list of notebooks for machine learning models. Start with very simple linear models to more advanced reinforcement learning type of models. Problem with this repo is that the library version numbers may be changing over time and there's no specific way to track and upgrade,Deep Learning And Reinforcement Learning,4/12/21 2:58,275.0,99.0,1.0,9/29/18 23:38,3/18/21 3:16,LastAncientOne/Deep-Learning-Machine-Learning-Stock,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 And Reinforcement Learning,4/11/21 9:02,551.0,140.0,1.0,11/26/18 3:23,1/1/21 9:41,cbailes/awesome-deep-trading,active,4.0,3/31/21 8:00
a3c_trading,https://github.com/evgps/a3c_trading,NEW,Deep Learning And Reinforcement Learning,4/10/21 12:49,311.0,98.0,1.0,6/4/18 15:30,5/23/20 14:47,evgps/a3c_trading,active,,39:11.1
Trading-Gym,https://github.com/thedimlebowski/Trading-Gym,NEW,Deep Learning And Reinforcement Learning,4/10/21 8:00,507.0,147.0,3.0,6/13/17 13:14,7/10/17 8:09,thedimlebowski/Trading-Gym,inactive,,39:11.1
pairstrade-fyp-2019,https://github.com/wywongbd/pairstrade-fyp-2019,NEW,Deep Learning And Reinforcement Learning,4/4/21 23:47,110.0,41.0,2.0,9/7/18 7:51,5/13/20 5:06,wywongbd/pairstrade-fyp-2019,active,,39:11.1
rl_trading,https://github.com/ucaiado/rl_trading,NEW,Deep Learning And Reinforcement Learning,4/8/21 15:34,207.0,89.0,1.0,5/29/17 22:19,8/29/17 14:54,ucaiado/rl_trading,inactive,,39:11.1
Machine-Learning-and-Reinforcement-Learning-in-Finance,https://github.com/joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance,NEW,Deep Learning And Reinforcement Learning,3/30/21 9:11,175.0,98.0,1.0,6/26/18 4:30,9/23/18 16:50,joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance,inactive,,39:11.1
maro,https://github.com/microsoft/maro,NEW,Deep Learning And Reinforcement Learning,4/12/21 2:22,386.0,66.0,17.0,12/27/19 6:48,4/7/21 15:49,microsoft/maro,active,,39:11.1
TradingGym,https://github.com/cove9988/TradingGym,NEW,Deep Learning And Reinforcement Learning,3/28/21 5:37,112.0,39.0,3.0,11/6/17 0:50,11/15/17 23:55,cove9988/TradingGym,inactive,,39:11.1
RLQuant,https://github.com/yuriak/RLQuant,NEW,Deep Learning And Reinforcement Learning,4/9/21 5:01,277.0,92.0,1.0,4/5/18 5:42,8/13/18 4:18,yuriak/RLQuant,inactive,,39:11.1
RL Trading,https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW,A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab.,Deep Learning And Reinforcement Learning,,,,,,,,,4.0,
QLearning_Trading,https://github.com/ucaiado/QLearning_Trading,NEW,Deep Learning And Reinforcement Learning,4/6/21 22:09,433.0,168.0,1.0,8/10/16 6:02,10/15/16 2:36,ucaiado/QLearning_Trading,inactive,,39:11.1
DQN-DDPG_Stock_Trading,https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading,merged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQN,Deep Learning And Reinforcement Learning,4/7/21 12:42,136.0,49.0,4.0,9/19/18 3:17,11/26/20 16:58,AI4Finance-LLC/DQN-DDPG_Stock_Trading,active,3.0,3/31/21 8:00
RL II,https://github.com/deependersingla/deep_trader,reinforcement learning on stock market and agent tries to learn trading.,Deep Learning And Reinforcement Learning,4/11/21 20:21,1340.0,489.0,3.0,6/11/16 7:27,1/22/18 14:35,deependersingla/deep_trader,inactive,3.0,
gym-trading,https://github.com/hackthemarket/gym-trading,NEW,Deep Learning And Reinforcement Learning,4/12/21 9:06,581.0,195.0,2.0,12/9/16 20:46,12/24/17 15:34,hackthemarket/gym-trading,inactive,,39:11.1
Pair-Trading-Reinforcement-Learning,https://github.com/wai-i/Pair-Trading-Reinforcement-Learning,NEW,Deep Learning And Reinforcement Learning,4/10/21 4:53,136.0,56.0,1.0,6/9/19 22:50,1/3/20 15:36,wai-i/Pair-Trading-Reinforcement-Learning,active,,39:11.1
RL III,https://github.com/samre12/deep-trading-agent,Github -Deep Reinforcement Learning based Trading Agent for Bitcoin.,Deep Learning And Reinforcement Learning,4/3/21 20:48,576.0,203.0,1.0,9/21/17 17:05,4/13/18 16:33,samre12/deep-trading-agent,inactive,3.0,
TradingGym,https://github.com/Yvictor/TradingGym,NEW,Deep Learning And Reinforcement Learning,4/11/21 20:20,841.0,237.0,2.0,5/1/17 13:53,2/14/18 13:58,Yvictor/TradingGym,inactive,,39:11.1
RL IV,https://github.com/jjakimoto/DQN,Reinforcement Learning for finance.,Deep Learning And Reinforcement Learning,4/5/21 11:42,142.0,55.0,1.0,10/21/16 2:47,4/7/17 8:11,jjakimoto/DQN,inactive,,
RL V,https://github.com/gstenger98/rl-finance,Building an Agent to Trade with Reinforcement Learning.,Deep Learning And Reinforcement Learning,4/8/21 18:57,33.0,8.0,5.0,1/16/19 0:43,3/19/20 20:28,gstenger98/rl-finance,active,2.0,
RL,https://github.com/kh-kim/stock_market_reinforcement_learning,OpenGym with Deep Q-learning and Policy Gradient.,Deep Learning And Reinforcement Learning,4/11/21 12:27,715.0,298.0,1.0,10/4/16 14:42,12/23/16 7:34,kh-kim/stock_market_reinforcement_learning,inactive,2.0,
tensortrade,https://github.com/tensortrade-org/tensortrade,NEW,Deep Learning And Reinforcement Learning,4/12/21 16:05,3101.0,715.0,39.0,7/30/19 21:28,3/24/21 16:25,tensortrade-org/tensortrade,active,,39:11.1
FinRL,https://github.com/AI4Finance-LLC/FinRL,NEW,Deep Learning And Reinforcement Learning,2021-04-13 14:37:21,1865.0,451.0,22.0,2020-07-26 13:18:16,2021-04-11 22:02:16,AI4Finance-LLC/FinRL,active,,2021-04-13 16:13:03.716257
huobi_futures_Python,https://github.com/hbdmapi/huobi_futures_Python,NEW,Derivatives and Hedging,2021-04-13 13:28:14,137.0,73.0,2.0,2020-01-14 07:21:39,2021-03-02 07:30:13,hbdmapi/huobi_futures_Python,active,,2021-04-14 01:23:51.373667
algotrader,https://github.com/torreyleonard/algotrader,NEW,Derivatives and Hedging,2021-04-11 10:12:17,477.0,102.0,12.0,2018-04-10 02:31:26,2020-08-27 08:16:44,torreyleonard/algotrader,active,,2021-04-14 01:23:51.373667
tda-api,https://github.com/alexgolec/tda-api,NEW,Derivatives and Hedging,2021-04-13 20:12:50,649.0,161.0,13.0,2020-04-03 21:19:12,2021-04-12 03:12:03,alexgolec/tda-api,active,,2021-04-14 01:23:51.373667
optopsy,https://github.com/michaelchu/optopsy,NEW,Derivatives and Hedging,2021-04-11 06:03:22,393.0,90.0,3.0,2017-09-17 01:49:54,2020-12-07 17:00:58,michaelchu/optopsy,active,,2021-04-14 01:23:51.373667
trade-frame,https://github.com/rburkholder/trade-frame,NEW,Derivatives and Hedging,2021-04-06 09:38:19,188.0,79.0,1.0,2016-07-24 15:25:30,2020-11-09 01:16:46,rburkholder/trade-frame,active,,2021-04-14 01:23:51.373667
AlgorithmicTrading,https://github.com/JerBouma/AlgorithmicTrading,NEW,Derivatives and Hedging,2021-04-09 18:12:26,168.0,54.0,1.0,2019-03-14 09:33:37,2021-02-03 22:29:07,JerBouma/AlgorithmicTrading,active,,2021-04-14 01:23:51.373667
paperbroker,https://github.com/philipodonnell/paperbroker,NEW,Derivatives and Hedging,2021-04-04 04:52:37,175.0,48.0,3.0,2017-07-06 02:04:51,2018-04-08 18:37:57,philipodonnell/paperbroker,inactive,,2021-04-14 01:23:51.373667
quant-trading,https://github.com/je-suis-tm/quant-trading,NEW,Derivatives and Hedging,2021-04-13 23:14:15,1771.0,474.0,2.0,2018-04-03 14:08:14,2021-04-13 18:37:15,je-suis-tm/quant-trading,active,,2021-04-14 01:23:51.373667
QLNet,https://github.com/amaggiulli/QLNet,NEW,Derivatives and Hedging,2021-04-13 07:58:56,259.0,134.0,13.0,2013-08-22 14:51:43,2021-03-02 18:39:41,amaggiulli/QLNet,active,,2021-04-14 01:23:51.373667
Options-Trading-Strategies-in-Python,https://github.com/PyPatel/Options-Trading-Strategies-in-Python,NEW,Derivatives and Hedging,2021-04-10 12:28:33,317.0,134.0,1.0,2017-08-30 06:00:15,2019-08-21 15:47:57,PyPatel/Options-Trading-Strategies-in-Python,active,,2021-04-14 01:23:51.373667
StockSharp,https://github.com/StockSharp/StockSharp,NEW,Derivatives and Hedging,2021-04-13 22:41:17,3924.0,1222.0,17.0,2014-12-08 07:53:44,2021-04-07 10:55:36,StockSharp/StockSharp,active,,2021-04-14 01:23:51.373667
tf-quant-finance,https://github.com/google/tf-quant-finance,NEW,Derivatives and Hedging,2021-04-13 22:49:18,2569.0,333.0,28.0,2019-07-24 16:09:50,2021-04-13 22:09:00,google/tf-quant-finance,active,,2021-04-14 01:23:51.373667
tai,https://github.com/fremantle-industries/tai,NEW,Derivatives and Hedging,2021-04-12 22:45:15,273.0,44.0,6.0,2017-07-28 03:07:18,2021-04-12 22:40:47,fremantle-industries/tai,active,,2021-04-14 01:23:51.373667
trading-server,https://github.com/s-brez/trading-server,NEW,Derivatives and Hedging,2021-04-13 09:46:59,209.0,50.0,2.0,2019-03-05 03:06:19,2021-03-08 02:37:08,s-brez/trading-server,active,,2021-04-14 01:23:51.373667
Strata,https://github.com/OpenGamma/Strata,NEW,Derivatives and Hedging,2021-04-12 06:32:10,607.0,217.0,39.0,2014-06-16 11:45:55,2021-04-12 06:32:06,OpenGamma/Strata,active,,2021-04-14 01:23:51.373667
openAlgo,https://github.com/mtompkins/openAlgo,NEW,Derivatives and Hedging,2021-04-03 09:17:16,160.0,82.0,2.0,2013-05-28 14:46:53,2017-03-24 20:00:24,mtompkins/openAlgo,inactive,,2021-04-14 01:23:51.373667
Options_Data_Science,https://github.com/yugedata/Options_Data_Science,NEW,Derivatives and Hedging,2021-04-10 22:31:47,238.0,39.0,1.0,2020-12-09 04:51:20,2021-04-05 03:55:22,yugedata/Options_Data_Science,active,,2021-04-14 01:23:51.373667
fast_arrow,https://github.com/westonplatter/fast_arrow,NEW,Derivatives and Hedging,2021-02-20 11:29:27,127.0,42.0,5.0,2018-07-19 23:15:25,2020-04-18 18:05:37,westonplatter/fast_arrow,active,,2021-04-14 01:23:51.373667
Black Scholes,https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb,Options pricing.,Derivatives and Hedging,10/6/20 20:36,1.0,2.0,0.0,12/9/17 18:50,7/9/18 9:48,irajwani/numerical_methods_python,inactive,,
MarketAnalysis,https://github.com/Poseyy/MarketAnalysis,NEW,Derivatives and Hedging,2021-04-12 21:59:04,170.0,77.0,1.0,2019-03-28 19:46:34,2020-08-06 05:15:46,Poseyy/MarketAnalysis,active,,2021-04-14 01:23:51.373667
gs-quant,https://github.com/goldmansachs/gs-quant,NEW,Derivatives and Hedging,2021-04-12 16:44:58,584.0,170.0,12.0,2018-12-14 21:10:40,2021-03-25 15:33:58,goldmansachs/gs-quant,active,,2021-04-14 01:23:51.373667
Hull White,https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb,"Callable Bond, Hull White.",Derivatives and Hedging,10/6/20 20:37,4.0,6.0,1.0,6/6/18 22:06,6/6/18 22:27,rstreppa/valuation-callables-HullWhite,inactive,,
Options,https://github.com/PHBS/2018.M1.ASP/tree/master/py,Black Scholes and Copula.,Derivatives and Hedging,,,,,,,PHBS/2018.M1.ASP,,,
Derivative Markets,https://github.com/broughtj/Fin6470/tree/master/Notebooks,"The economics of futures, futures, options, and swaps.",Derivatives and Hedging,4/6/21 20:49,8.0,8.0,1.0,2/9/16 5:30,4/6/21 20:49,broughtj/Fin6470,active,,
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 12:22,17.0,12.0,1.0,1/29/18 5:01,8/2/18 5:56,chen-bowen/Computational_Finance,inactive,,
Volatility and Variance Derivatives,https://github.com/yhilpisch/lvvd/tree/master/lvvd,Volatility derivatives analytics.,Derivatives and Hedging,4/7/21 19:21,79.0,78.0,1.0,10/21/16 4:12,2/22/21 13:32,yhilpisch/lvvd,active,,
Options,https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D,Introduction to options.,Derivatives and Hedging,4/9/21 21:17,335.0,163.0,36.0,7/28/17 15:48,3/17/21 17:17,QuantConnect/Tutorials,active,,
robin_stocks,https://github.com/jmfernandes/robin_stocks,NEW,Derivatives and Hedging,2021-04-13 23:48:31,1012.0,261.0,34.0,2018-02-23 00:49:37,2021-02-27 17:48:43,jmfernandes/robin_stocks,active,,2021-04-14 01:23:51.373667
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 8:50,2.0,3.0,1.0,5/22/18 18:27,5/22/18 18:30,rstreppa/valuation-OptionStrategies,inactive,,
Derivatives Python,https://github.com/yhilpisch/dawp/tree/master/python36,Derivative analytics with Python.,Derivatives and Hedging,4/12/21 14:39,388.0,299.0,1.0,7/9/15 12:27,2/22/21 13:29,yhilpisch/dawp,active,,
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 20:37,1.0,3.0,1.0,5/18/18 18:08,9/21/18 19:59,rstreppa/valuation-convertibles-Goldman1994,inactive,,
Reinforcement Learning,https://github.com/FinTechies/HedgingRL,Hedging portfolios with reinforcement learning.,Derivatives and Hedging,1/20/21 8:12,16.0,9.0,1.0,4/21/17 10:58,8/2/17 21:41,FinTechies/HedgingRL,inactive,,
Delta Hedging,https://github.com/RobinsonGarcia/delta-hedging,Advanced derivatives.,Derivatives and Hedging,2/27/21 8:48,3.0,2.0,1.0,3/2/18 23:53,7/17/18 23:32,RobinsonGarcia/delta-hedging,inactive,,
akshare,https://github.com/jindaxiang/akshare,NEW,Derivatives and Hedging,2021-04-13 16:44:35,3374.0,681.0,11.0,2019-10-01 07:34:12,2021-04-13 11:18:53,jindaxiang/akshare,active,,2021-04-14 01:23:51.373667
wallstreet,https://github.com/mcdallas/wallstreet,NEW,Derivatives and Hedging,2021-04-13 22:00:02,570.0,125.0,2.0,2016-01-20 22:03:39,2019-08-09 23:14:52,mcdallas/wallstreet,active,,2021-04-14 01:23:51.373667
FinanceDatabase,https://github.com/JerBouma/FinanceDatabase,NEW,Derivatives and Hedging,2021-04-13 02:33:07,595.0,68.0,1.0,2021-01-28 18:36:09,2021-04-08 11:10:46,JerBouma/FinanceDatabase,active,,2021-04-14 01:23:51.373667
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 20:37,1.0,2.0,1.0,4/29/16 3:51,1/16/18 1:24,wanglouis49/risk_estimation,inactive,,
FinancePy,https://github.com/domokane/FinancePy,NEW,Derivatives and Hedging,2021-04-10 22:50:37,441.0,73.0,6.0,2019-10-27 15:04:56,2021-03-11 21:40:14,domokane/FinancePy,active,,2021-04-14 01:23:51.373667
Financial Economics,https://github.com/rsvp/fecon235/tree/master/nb,Financial Economics Models.,Extended Research,4/10/21 17:02,713.0,275.0,2.0,11/9/14 4:49,12/3/18 16:30,rsvp/fecon235,inactive,,
Computational Finance,https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance,Applied Computational Economics and Finance.,Extended Research,3/7/21 17:47,12.0,13.0,1.0,8/27/17 3:46,8/26/17 4:26,lnsongxf/Applied_Computational_Economics_and_Finance,inactive,,
Behavioural Economics,https://github.com/pcmichaud/notebooks,Behavioural Economics and Finance Python Notebooks.,Extended Research,2/3/21 7:22,9.0,4.0,1.0,12/20/18 0:21,3/26/19 11:51,pcmichaud/notebooks,inactive,,
Economic Foundations,https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations,Basic economic models.,Extended Research,10/6/20 21:01,2.0,3.0,1.0,5/25/17 2:27,6/30/17 3:53,SeanMcOwen/FinanceAndPython.com-EconomicFoundations,inactive,,
Corporate Finance,https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance,Basic corporate finance.,Extended Research,1/16/21 19:01,9.0,4.0,1.0,9/9/17 3:35,9/9/17 23:04,SeanMcOwen/FinanceAndPython.com-CorporateFinance,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 2:22,17.0,7.0,3.0,8/2/18 2:48,3/16/19 18:39,evijit/Finance_Graph_Theory,inactive,,
Commodity,https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb,Commodity influence over Brazilian stocks.,Extended Research,,,,,,,felipessalvatore/fin2vec,,,
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 21:01,1.0,3.0,1.0,1/24/19 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 14:42,3.0,3.0,1.0,1/19/19 18:16,2/18/19 16:57,atulram/Finance-and-Stocks,inactive,,
Life-cycle,https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb,Company life cycle.,Extended Research,12/21/20 14:42,3.0,3.0,1.0,1/19/19 18:16,2/18/19 16:57,atulram/Finance-and-Stocks,inactive,,
High Frequency,https://github.com/cswaney/prickle,A Python toolkit for high-frequency trade research.,Extended Research,3/22/21 2:19,24.0,17.0,2.0,7/6/16 20:32,6/9/18 10:53,cswaney/prickle,inactive,,
Mathematical Finance,https://github.com/Auquan/Tutorials,Notebooks for math and financial tutorials.,Extended Research,4/8/21 19:37,664.0,425.0,9.0,1/21/17 11:24,8/1/20 17:03,Auquan/Tutorials,active,,
Liquidity and Momentum,https://github.com/mrefermat/quant_finance,Various factors and portfolio constructions.,Extended Research,3/30/21 0:09,31.0,15.0,1.0,8/11/18 22:59,11/12/19 4:49,mrefermat/quant_finance,active,,
NLP Finance Papers,https://github.com/chenbowen184/Research_Documents_Curation_with_NLP,Curating quantitative finance papers using machine learning.,Extended Research,2/27/21 6:33,8.0,9.0,1.0,10/11/18 20:32,12/24/18 23:27,chen-bowen/Research_Documents_Curation_with_NLP,inactive,,
Deep Portfolio,https://github.com/DLColumbia/DL_forFinance,Deep learning for finance Predict volume of bonds.,Extended Research,1/12/21 11:48,27.0,19.0,2.0,5/8/18 19:34,5/9/18 15:39,DLColumbia/DL_forFinance,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,,,
Critical Transitions,https://github.com/ryanholbrook/critical-transitions,Detecting critical transitions in financial networks with topological data analysis.,Extended Research,1/30/21 11:50,10.0,3.0,1.0,1/22/19 10:59,3/12/19 18:35,ryanholbrook/critical-transitions,inactive,,
Simulation,https://github.com/chenbowen184/Computational_Finance,Investigating simulations as part of computational finance.,Extended Research,1/12/21 12:22,17.0,12.0,1.0,1/29/18 5:01,8/2/18 5:56,chen-bowen/Computational_Finance,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 0:55,3.0,1.0,1.0,3/12/19 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,4/12/21 2:28,620.0,165.0,3.0,9/16/18 20:00,9/5/20 13:01,AlgoTraders/stock-analysis-engine,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 3:02,25.0,6.0,0.0,1/4/19 12:30,2/18/19 9:55,AlexIoannides/pymc-stochastic-process,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 13:40,8.0,9.0,1.0,1/29/18 5:14,7/19/18 6:25,chen-bowen/Data_Science_in_Applied_Corporate_Finance,inactive,,
Bayesian Finance,https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb,Notebook PyMC3 implementation.,Extended Research,4/10/21 19:50,233.0,55.0,1.0,8/28/18 14:45,8/6/20 22:03,marketneutral/alphatools,active,,
HFT,https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,High frequency trading.,Extended Research,4/11/21 23:36,748.0,333.0,1.0,7/21/16 5:14,2/14/17 16:47,rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,inactive,,
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 21:53,41.0,28.0,1.0,8/6/18 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,4/12/21 11:55,3673.0,1157.0,42.0,6/1/15 15:31,2/28/20 17:30,quantopian/pyfolio,active,,
simulate,https://github.com/leolle/simulate,NEW,Factor and Risk Analysis,2021-03-23 13:34:53,11.0,2.0,1.0,2017-06-04 15:18:21,2018-11-11 14:03:40,leolle/simulate,inactive,,2021-04-14 01:23:57.652450
TradeFinexLive,https://github.com/XinFinOrg/TradeFinexLive,NEW,Factor and Risk Analysis,2021-03-18 09:48:52,5.0,11.0,8.0,2018-03-21 10:05:22,2021-03-18 09:48:32,XinFinOrg/TradeFinexLive,active,,2021-04-14 01:23:57.652450
Machine_learning_In_Finance,https://github.com/chaudharigauravi/Machine_learning_In_Finance,NEW,Factor and Risk Analysis,2020-11-27 19:23:33,8.0,2.0,1.0,2019-08-03 04:04:51,2019-08-03 04:05:32,chaudharigauravi/Machine_learning_In_Finance,active,,2021-04-14 01:23:57.652450
stock-market-analysis-using-python-numpy-pandas,https://github.com/Ashishsinha10/stock-market-analysis-using-python-numpy-pandas,NEW,Factor and Risk Analysis,2021-03-21 08:50:27,8.0,5.0,1.0,2018-04-10 05:15:49,2018-04-10 05:28:54,Ashishsinha10/stock-market-analysis-using-python-numpy-pandas,inactive,,2021-04-14 01:23:57.652450
Statistical Finance,https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments,Various financial experiments.,Factor and Risk Analysis,3/30/21 0:09,21.0,16.0,1.0,10/4/15 9:10,3/28/20 18:33,mrefermat/FinancePhD,active,,
-L-,https://github.com/jettbrains/-L-,NEW,Factor and Risk Analysis,2021-03-15 03:05:00,6.0,16.0,1.0,2019-10-28 21:50:26,2019-10-28 21:51:19,jettbrains/-L-,active,,2021-04-14 01:23:57.652450
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 13:53,31.0,18.0,1.0,5/10/16 11:03,5/17/16 3:44,RJT1990/Active-Portfolio-Management-Notes,inactive,,
Risk and Return,https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials,Riskiness of portfolios and assets.,Factor and Risk Analysis,4/6/21 17:03,140.0,62.0,2.0,9/12/17 13:35,8/6/20 12:35,PyDataBlog/Python-for-Data-Science,active,,
AlphaTrading,https://github.com/jerryxyx/AlphaTrading,NEW,Factor and Risk Analysis,4/10/21 6:34,149.0,74.0,1.0,5/18/18 22:09,8/7/18 18:05,jerryxyx/AlphaTrading,inactive,,37:06.3
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 7:04,4.0,5.0,1.0,8/7/17 14:44,8/8/17 22:52,Jorgencr/Alternative-and-Responsible-Investments,inactive,,
Python for Finance,https://github.com/yhilpisch/py4fi/tree/master/jupyter36,Various financial notebooks.,Factor and Risk Analysis,4/9/21 8:12,1298.0,794.0,1.0,12/15/14 11:23,7/10/18 6:38,yhilpisch/py4fi,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 14:26,3.0,4.0,1.0,3/13/18 7:39,3/13/18 7:42,garvit-kudesia91/factor_analysis,inactive,,
Performance Analysis,https://github.com/quantopian/alphalens,Performance analysis of predictive (alpha) stock factors.,Factor and Risk Analysis,4/10/21 12:58,1847.0,700.0,17.0,6/3/16 21:49,4/27/20 18:40,quantopian/alphalens,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 13:53,31.0,18.0,1.0,5/10/16 11:03,5/17/16 3:44,RJT1990/Active-Portfolio-Management-Notes,inactive,,
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 2:06,10.0,9.0,1.0,11/15/16 19:24,1/14/17 21:19,willb/var-notebook,inactive,,
Factor Analysis,https://github.com/alpha-miner/alpha-mind/tree/master/notebooks,Factor strategy notebooks.,Factor and Risk Analysis,4/8/21 19:02,172.0,60.0,3.0,5/1/17 7:36,4/7/21 15:25,alpha-miner/alpha-mind,active,,
Convex Optimisation,https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb,Convex Optimization for Finance.,Factor and Risk Analysis,4/8/21 19:02,18.0,10.0,1.0,6/26/18 20:36,10/22/19 21:56,ssanderson/convex-optimization-for-finance,active,,
Quant Finance,https://github.com/mrefermat/quant_finance,General quant repository.,Factor and Risk Analysis,3/30/21 0:09,31.0,15.0,1.0,8/11/18 22:59,11/12/19 4:49,mrefermat/quant_finance,active,,
Stock-Prediction,https://github.com/Ronak-59/Stock-Prediction,NEW,Factor and Risk Analysis,3/26/21 8:37,129.0,64.0,2.0,3/18/18 4:54,2/28/20 11:43,Ronak-59/Stock-Prediction,active,,37:06.3
Binomial Tree,https://github.com/hy-lei/math-finance-exercise,Utility functions in fixed income securities.,Fixed Income,10/6/20 20:55,1.0,2.0,1.0,2/2/19 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 21:46,7.0,5.0,1.0,9/27/17 19:57,9/27/17 20:00,ishank011/gs-quantify-bond-prediction,inactive,,
Vasicek,https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb,Bootstrapping and interpolation.,Fixed Income,12/10/20 21:20,3.0,3.0,1.0,7/18/18 19:26,7/18/18 19:34,RobinsonGarcia/fixed-income,inactive,,
AlphaPy,https://github.com/ScottfreeLLC/AlphaPy,NEW,Other Models,4/4/21 20:02,576.0,130.0,3.0,2/14/16 0:47,2/8/21 21:35,ScottfreeLLC/AlphaPy,active,,39:24.6
Awesome-Quant-Machine-Learning-Trading,https://github.com/grananqvist/Awesome-Quant-Machine-Learning-Trading,NEW,Other Models,4/10/21 13:38,1005.0,319.0,3.0,11/5/18 21:09,10/8/20 16:48,grananqvist/Awesome-Quant-Machine-Learning-Trading,active,,39:24.6
MathAndScienceNotes,https://github.com/melling/MathAndScienceNotes,Collections of news/articles on various topics including quant trading and machine learning. Some articles are from [ycombinator message board](https://news.ycombinator.com/news) and [rediit algotrading forum](https://www.reddit.com/r/algotrading/),Other Models,4/12/21 0:49,460.0,54.0,1.0,3/11/16 19:13,12/21/20 3:54,melling/MathAndScienceNotes,active,,39:24.6
botflow,https://github.com/kkyon/botflow,NEW,Other Models,3/31/21 10:56,1165.0,102.0,8.0,8/20/18 3:13,5/23/19 14:40,kkyon/botflow,active,,39:24.6
surpriver,https://github.com/tradytics/surpriver,NEW,Other Models,4/12/21 12:27,1189.0,221.0,6.0,8/30/20 7:56,9/21/20 4:32,tradytics/surpriver,active,,39:24.6
Pattern-Recognition-for-Forex-Trading,https://github.com/PythonProgramming/Pattern-Recognition-for-Forex-Trading,NEW,Other Models,4/5/21 3:23,173.0,91.0,1.0,3/26/15 2:22,3/26/15 2:33,PythonProgramming/Pattern-Recognition-for-Forex-Trading,inactive,,39:24.6
awesome-ai-in-finance,https://github.com/georgezouq/awesome-ai-in-finance,NEW,Other Models,4/11/21 7:43,941.0,162.0,8.0,8/29/18 2:07,11/27/20 9:43,georgezouq/awesome-ai-in-finance,active,,39:24.6
Microservices-Based-Algorithmic-Trading-System,https://github.com/saeed349/Microservices-Based-Algorithmic-Trading-System,NEW,Other Models,4/10/21 12:59,104.0,56.0,0.0,1/6/20 0:21,3/31/20 13:02,saeed349/Microservices-Based-Algorithmic-Trading-System,active,,39:24.6
Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,NEW,Other Models,4/11/21 6:02,172.0,94.0,5.0,12/6/18 11:35,1/18/21 6:40,PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,active,,39:24.6
Stock.Indicators,https://github.com/DaveSkender/Stock.Indicators,NEW,Other Models,4/12/21 10:47,175.0,64.0,9.0,12/29/19 5:18,4/11/21 19:17,DaveSkender/Stock.Indicators,active,,39:24.6
finance_ml,https://github.com/jjakimoto/finance_ml,NEW,Other Models,4/8/21 15:28,282.0,117.0,1.0,6/29/18 21:21,2/18/19 12:34,jjakimoto/finance_ml,inactive,,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 9:17,234.0,94.0,1.0,1/17/17 12:44,1/17/17 12:48,AdeelMufti/CryptoBot,inactive,2.0,39:24.6
Machine-Learning-for-Finance,https://github.com/PacktPublishing/Machine-Learning-for-Finance,NEW,Other Models,4/8/21 16:54,180.0,122.0,4.0,3/15/18 6:28,1/14/21 15:58,PacktPublishing/Machine-Learning-for-Finance,active,,39:24.6
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 15:41,600.0,386.0,2.0,5/7/19 11:04,1/19/21 7:51,PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading,active,5.0,39:24.6
Trend Following,http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html,A futures trend following portfolio investment strategy.,Other Models,,,,,,,,,,
Short-Term Movement Cues,https://github.com/anfederico/Clairvoyant,Identify social/historical cues for short term stock movement.,Other Models,4/12/21 13:11,2166.0,678.0,1.0,9/12/16 18:38,8/29/18 20:27,anfederico/clairvoyant,inactive,,
Mixture Models II,https://github.com/BlackArbsCEO/mixture_model_trading_public,Mixture models and stock trading.,Other Models,3/12/21 13:21,166.0,73.0,1.0,12/11/17 17:05,5/13/20 23:50,BlackArbsCEO/mixture_model_trading_public,active,,
fin-ml,https://github.com/tatsath/fin-ml,NEW,Other Models,4/11/21 3:29,116.0,66.0,2.0,5/10/20 0:25,1/23/21 17:15,tatsath/fin-ml,active,,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 23:36,383.0,127.0,1.0,7/22/18 8:14,2/17/21 14:39,Hvass-Labs/FinanceOps,active,,
Speculator,https://github.com/amicks/Speculator,NEW,Other Models,3/15/21 16:27,101.0,31.0,2.0,9/3/17 17:43,9/12/18 18:58,amicks/Speculator,inactive,,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 11:31,261.0,101.0,1.0,8/30/17 6:14,10/29/19 8:14,PyPatel/Machine-Learning-and-AI-in-Trading,active,,39:24.6
Machine-Learning-For-Finance,https://github.com/anthonyng2/Machine-Learning-For-Finance,NEW,Other Models,4/1/21 20:11,205.0,119.0,1.0,7/11/17 9:09,2/21/18 5:36,anthonyng2/Machine-Learning-For-Finance,inactive,,39:24.6
Mixture Models I,https://github.com/BlackArbsCEO/Mixture_Models,Mixture models to predict market bottoms.,Other Models,3/2/21 19:44,31.0,31.0,1.0,3/20/17 18:54,4/25/17 23:35,BlackArbsCEO/Mixture_Models,inactive,,
Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,NEW,Other Models,4/8/21 20:01,279.0,126.0,4.0,11/15/19 8:51,1/21/21 7:56,PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,active,,39:24.6
mosquito,https://github.com/miro-ka/mosquito,NEW,Other Models,4/12/21 9:44,220.0,44.0,2.0,6/18/17 19:57,3/14/21 22:22,miro-ka/mosquito,active,,39:24.6
Scikit-learn Stock Prediction,https://github.com/robertmartin8/MachineLearningStocks,Using python and scikit-learn to make stock predictions.,Other Models,4/11/21 10:00,931.0,347.0,2.0,2/12/17 4:50,2/4/21 3:48,robertmartin8/MachineLearningStocks,active,,
ML_Finance_Codes,https://github.com/mfrdixon/ML_Finance_Codes,NEW,Other Models,4/11/21 8:30,250.0,104.0,3.0,9/27/19 16:13,6/13/20 21:20,mfrdixon/ML_Finance_Codes,active,,39:24.6
stock-trading-ml,https://github.com/yacoubb/stock-trading-ml,NEW,Other Models,4/11/21 14:46,340.0,186.0,1.0,10/10/19 9:44,10/12/19 11:38,yacoubb/stock-trading-ml,active,,39:24.6
mlfinlab,https://github.com/hudson-and-thames/mlfinlab,NEW,Other Models,4/12/21 10:51,2295.0,709.0,3.0,2/13/19 16:57,4/12/21 10:50,hudson-and-thames/mlfinlab,active,,39:24.6
Machine Learning in Asset Management,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952,,Personal Papers,,,,,,,,,,
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,,,,,,,,,,
Policy Gradient Portfolio,https://github.com/ZhengyaoJiang/PGPortfolio,A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.,Portfolio Selection and Optimisation,4/9/21 10:41,1281.0,629.0,6.0,11/12/17 16:08,5/9/19 9:50,ZhengyaoJiang/PGPortfolio,active,,
riskparity.py,https://github.com/dppalomar/riskparity.py,NEW,Portfolio Selection and Optimisation,4/11/21 9:40,124.0,31.0,2.0,7/13/19 21:30,1/30/21 1:53,dppalomar/riskparity.py,active,,37:19.5
OLMAR Algorithm,https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb,Relative importance of each component of the OLMAR algorithm.,Portfolio Selection and Optimisation,4/8/21 19:07,7.0,4.0,1.0,7/26/16 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,,,,,,,,,,
Riskfolio-Lib,https://github.com/dcajasn/Riskfolio-Lib,NEW,Portfolio Selection and Optimisation,4/12/21 12:25,371.0,62.0,1.0,3/2/20 19:49,4/1/21 3:50,dcajasn/Riskfolio-Lib,active,,37:19.5
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 0:01,104.0,57.0,1.0,2/17/18 8:19,2/27/18 13:16,tthustla/efficient_frontier,inactive,,
Deep Portfolio Theory,https://github.com/tcloaa/Deep-Portfolio-Theory,Autoencoder framework for portfolio selection.,Portfolio Selection and Optimisation,4/6/21 11:47,105.0,57.0,1.0,2/10/17 9:03,3/8/18 16:47,tcloaa/Deep-Portfolio-Theory,inactive,,
PyPortfolioOpt,https://github.com/robertmartin8/PyPortfolioOpt,"Financial portfolio optimisation, including classical efficient frontier and advanced methods.",Portfolio Selection and Optimisation,4/12/21 11:54,1895.0,479.0,16.0,5/29/18 13:30,2/25/21 13:01,robertmartin8/PyPortfolioOpt,active,,
node-finance,https://github.com/albertosantini/node-finance,NEW,Portfolio Selection and Optimisation,4/5/21 8:01,101.0,26.0,3.0,9/17/11 17:49,4/5/21 8:01,albertosantini/node-finance,active,,37:19.5
Reinforcement Learning,https://github.com/filangel/qtrader,Reinforcement Learning for Portfolio Management.,Portfolio Selection and Optimisation,3/29/21 3:47,364.0,150.0,1.0,10/7/17 9:14,6/26/18 9:22,filangelos/qtrader,inactive,,
DeepDow,https://github.com/jankrepl/deepdow,Portfolio optimization with deep learning.,Portfolio Selection and Optimisation,4/7/21 6:57,311.0,58.0,2.0,2/2/20 8:46,2/16/21 18:50,jankrepl/deepdow,active,,
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,4/12/21 13:10,232.0,82.0,3.0,11/16/18 12:20,7/4/19 1:41,VivekPa/OptimalPortfolio,active,,
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 9:39,14.0,5.0,1.0,8/1/18 19:48,9/5/19 11:18,otosman/Python-for-Finance,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,,,,,,,,,,
Financial Sentiment Analysis,https://github.com/EricHe98/Financial-Statements-Text-Analysis,"Sentiment, distance and proportion analysis for trading signals.",Textual,3/31/21 23:48,48.0,27.0,1.0,6/23/17 0:05,1/26/19 3:35,EricHe98/Financial-Statements-Text-Analysis,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 2:12,4.0,2.0,1.0,4/16/18 22:18,6/7/18 22:01,frechfrechfrech/Mutual-Fund-Market-Clusters,inactive,,
Earning call transcripts,https://github.com/lin882/WebAnalyticsProject,Correlation between mutual fund investment decision and earning call transcripts.,Textual,12/17/20 8:24,3.0,3.0,1.0,12/30/17 8:56,1/11/18 2:11,lin882/WebAnalyticsProject,inactive,,
Accounting Anomalies,https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb,Using deep-learning frameworks to identify accounting anomalies.,Textual,4/12/21 7:47,110.0,51.0,2.0,5/24/17 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 18:54,1.0,4.0,1.0,2/4/18 21:51,2/4/18 21:57,swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds,inactive,,
NLP,https://github.com/toamitesh/NLPinFinance,This project assembles a lot of NLP operations needed for finance domain.,Textual,,,,,,,toamitesh/NLPinFinance,,,
NLP Event,https://github.com/yuriak/DLQuant,Applying Deep Learning and NLP in Quantitative Trading.,Textual,4/1/21 2:16,70.0,31.0,1.0,7/2/18 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 2:10,8.0,7.0,1.0,6/4/18 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 7:39,73.0,42.0,1.0,10/25/17 7:10,6/5/20 3:28,TiesdeKok/Python_NLP_Tutorial,active,,
Pairs Trading,https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb,Finding pairs with cluster analysis.,Unsupervised,4/4/21 17:55,79.0,36.0,0.0,9/5/17 19:19,9/27/17 20:42,marketneutral/pairs-trading-with-ML,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 18:51,4.0,5.0,1.0,7/21/17 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 2:12,4.0,2.0,1.0,4/16/18 22:18,6/7/18 22:01,frechfrechfrech/Mutual-Fund-Market-Clusters,inactive,,
Industry Clustering,https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,Project to cluster industries according to financial attributes.,Unsupervised,10/6/20 18:51,4.0,5.0,1.0,7/21/17 2:12,7/23/17 2:53,SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,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 11:05,32.0,12.0,1.0,6/21/17 4:47,6/21/17 4:51,ml-hongkong/stock2vec,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,,
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,,,,,,,,,,
Oxford Man,https://www.oxford-man.ox.ac.uk/,Oxford-Man Institute of Quantitative Finance,Colleges Centers and Departments,,,,,,,,,,
Stanford Advanced Financial Technologies,https://fintech.stanford.edu/,Stanford Advanced Financial Technologies Laboratory,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,,,,,,,,,,
ML Specialisation,https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,Machine Learning in Finance.,Courses,4/5/21 13:37,34,32,1,1/24/19 2:55,1/3/20 21:54,Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,active,,
Handson Python for Finance,https://github.com/PacktPublishing/Hands-on-Python-for-Finance,Hands-on Python for Finance published by Packt.,Courses,4/12/21 0:49,121,110,3,8/20/18 14:10,1/15/21 8:57,PacktPublishing/Hands-on-Python-for-Finance,active,,
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 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,,
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,,
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,4/12/21 16:18,3842,1225,8,5/9/18 12:33,4/10/21 22:21,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,,
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,,
Web Scraping (FirmAI),https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data,,Data,4/10/21 17:19,577,184,2,2/19/19 19:02,7/22/20 16:48,firmai/business-machine-learning,active,,
Open Edgar,https://github.com/LexPredict/openedgar,,Data,4/9/21 12:15,169,61,6,5/7/18 15:32,5/15/19 8:32,LexPredict/openedgar,active,,
Capital Markets Data,https://www.capitalmarketsdata.com/,,Data,,,,,,,,,,
IRS,http://social-metrics.org/sox/,,Data,,,,,,,,,,
EDGAR,https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb,,Data,1/23/21 19:22,11,10,1,6/11/18 22:51,7/10/18 18:03,TiesdeKok/UW_Python_Camp,inactive,,
SEC Parsing,https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb,,Data,2/27/21 6:34,9,6,1,6/16/18 14:30,6/16/18 17:23,healthgradient/sec-doc-info-extraction,inactive,,
Employee Count SEC Filings,https://github.com/healthgradient/sec_employee_information_extraction,,Data,2/27/21 3:33,10,2,1,6/26/18 23:33,8/14/18 1:31,healthgradient/sec_employee_information_extraction,inactive,,
Non-financial Corporate,http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html,,Data,,,,,,,,,,
https://fred.stlouisfed.org/,https://fred.stlouisfed.org/,,Data,,,,,,,,,,
Rating Industries,http://www.ratingshistory.info/,,Data,,,,,,,,,,
https://stooq.com,https://stooq.com,,Data,,,,,,,,,,
http://finance.yahoo.com/,http://finance.yahoo.com/,,Data,,,,,,,,,,
https://github.com/timestocome/StockMarketData,https://github.com/timestocome/StockMarketData,,Data,3/26/21 22:35,7,5,1,5/10/17 21:49,8/6/17 19:23,timestocome/StockMarketData,inactive,,
Financial Corporate,http://raw.rutgers.edu/Corporate%20Financial%20Data.html,,Data,,,,,,,,,,
CryptoNets,https://github.com/microsoft/CryptoNets,NEW,Data Processing Techniques and Transformations,4/8/21 1:07,154,42,4,6/2/19 5:48,9/12/19 13:03,microsoft/CryptoNets,active,,12:49.2
Advanced ML,https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises,Exercises too Financial Machine Learning (De Prado).,Data Processing Techniques and Transformations,4/12/21 2:20,973,435,4,4/25/18 17:22,1/16/20 17:25,BlackArbsCEO/Adv_Fin_ML_Exercises,active,,
finserv-application-blueprint,https://github.com/mapr-demos/finserv-application-blueprint,NEW,Data Processing Techniques and Transformations,1/21/21 0:29,72,53,5,9/26/16 19:42,1/20/21 23:07,mapr-demos/finserv-application-blueprint,active,,12:49.2
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,,,
cointrader,https://github.com/timolson/cointrader,NEW,Data Processing Techniques and Transformations,4/10/21 17:16,339,140,9,6/1/14 1:14,10/22/20 0:24,timolson/cointrader,active,,12:49.2
Twitter-Trends,https://github.com/Medha11/Twitter-Trends,NEW,Data Processing Techniques and Transformations,2/7/21 9:16,66,21,1,5/22/17 17:07,5/23/17 8:06,Medha11/Twitter-Trends,inactive,,12:49.2
Google-Finance-Stock-Data-Analysis,https://github.com/hpnhxxwn/Google-Finance-Stock-Data-Analysis,NEW,Data Processing Techniques and Transformations,12/20/20 8:39,70,10,1,7/23/17 2:59,7/23/17 3:10,hpnhxxwn/Google-Finance-Stock-Data-Analysis,inactive,,12:49.2
Deep Learning II,https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks,Tensorflow Regression.,Deep Learning And Reinforcement Learning,4/10/21 6:06,175,67,1,7/12/16 12:56,2/16/18 2:43,LiamConnell/deep-algotrading,inactive,3,
Deep-Reinforcement-Learning-in-Trading,https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading,Deep reinforcement learning for trading leveraging [openai gym](https://gym.openai.com/) framework. Keras implementation of DQN DDQN (double deep Q network) and DDDQN (dueling double dqn) trained/tested on s&p 500 daily data from 2013 to 2018. approach is described in an article [here](https://www.linkedin.com/pulse/deep-reinforcement-learning-trading-saeed-rahman),Deep Learning And Reinforcement Learning,4/10/21 13:17,138,66,1,5/11/18 0:52,10/26/19 14:22,saeed349/Deep-Reinforcement-Learning-in-Trading,active,3,3/31/21 8:00
trading-rl,https://github.com/Kostis-S-Z/trading-rl,Deep reinforcement learning for financial trading using [gym](https://gym.openai.com/) and [keras-rl](https://github.com/keras-rl/keras-rl) on FX dataset (EURUSD) not actively maintained,Deep Learning And Reinforcement Learning,4/10/21 4:59,180,38,2,4/22/19 10:03,9/28/20 9:07,Kostis-S-Z/trading-rl,active,3,3/31/21 8:00
Deep Learning III,https://github.com/Rachnog/Deep-Trading,Algorithmic trading with deep learning experiments.,Deep Learning And Reinforcement Learning,4/9/21 10:39,1266,675,1,6/18/16 18:23,8/7/18 15:24,Rachnog/Deep-Trading,inactive,5,
Stock-Prediction-Models,https://github.com/huseinzol05/Stock-Prediction-Models,very good curated list of notebooks showing deep learning + reinforcement learning models. Also contain topics on outlier detections/overbought oversold study/monte carlo simulartions/sentiment analysis from text (text storage/parsing is not detailed but it mentioned using [BERT](https://github.com/google-research/bert)),Deep Learning And Reinforcement Learning,4/12/21 13:54,3655,1542,2,12/18/17 10:49,1/5/21 10:31,huseinzol05/Stock-Prediction-Models,active,5,3/31/21 8:00
ARIMA-LTSM Hybrid,https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid,Hybrid model to predict future price correlation coefficients of two assets.,Deep Learning And Reinforcement Learning,4/11/21 4:12,222,86,1,8/5/18 2:13,10/1/18 11:25,imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict,inactive,3,
RLTrader,https://github.com/notadamking/RLTrader,predecessor to [tensortrade](https://github.com/tensortrade-org/tensortrade) uses open api [gym](https://gym.openai.com/) and neat way to render matplotlib plots in real time. Also explains LSTM/data stationarity/Bayesian optimization using [Optuna](https://github.com/optuna/optuna) etc.,Deep Learning And Reinforcement Learning,4/12/21 2:50,1312,451,15,4/27/19 18:35,10/17/19 16:25,notadamking/RLTrader,active,5,3/31/21 8:00
Neural Network,https://github.com/VivekPa/IntroNeuralNetworks,Neural networks to predict stock prices.,Deep Learning And Reinforcement Learning,4/3/21 11:59,489,176,2,9/10/18 6:34,11/21/18 7:39,VivekPa/IntroNeuralNetworks,inactive,4,
LTSM Recurrent,https://github.com/VivekPa/AIAlpha,OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.,Deep Learning And Reinforcement Learning,4/12/21 2:39,1207,370,2,10/7/18 3:58,8/3/19 9:00,VivekPa/AIAlpha,active,4,
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 And Reinforcement Learning,4/11/21 5:10,292,143,1,8/13/18 10:44,1/23/20 4:41,pskrunner14/trading-bot,active,3,3/31/21 8:00
DeepLearningInFinance,https://github.com/sonaam1234/DeepLearningInFinance,Based on a [talk](https://towardsdatascience.com/deep-learning-in-finance-9e088cb17c03) Sonam Srivastava gave and there are two studies: 1. single timeseries return prediction using ARIMA/VAR/SVR/Deep Regression/CNN/LSTM 2. indexed portfolio construction using autoencoders i.e. replicate a index using handful of stocks. ,Deep Learning And Reinforcement 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
FinRL-Library,https://github.com/AI4Finance-LLC/FinRL-Library,started by Columbia university engineering students and designed as an end to end deep reinforcement learning library for automated trading platform. Implementation of DQN DDQN DDPG etc using PyTorch and [gym](https://gym.openai.com/) use [pyfolio](https://github.com/quantopian/pyfolio) for showing backtesting stats. Big contributions on Proximal Policy Optimization (PPO) advantage actor critic (A2C) and Deep Deterministic Policy Gradient (DDPG) agents for trading,Deep Learning And Reinforcement Learning,4/12/21 12:45,1857,447,22,7/26/20 13:18,4/11/21 22:02,AI4Finance-LLC/FinRL-Library,active,5,3/31/21 8:00
Deep-Reinforcement-Stock-Trading,https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,inspired by Q-trader a deep reinforcement learning repo for trading. Only 3 actions allowed (buy/hold/sell) and no transaction cost is implemented yet. Uses [empyrical](https://github.com/quantopian/empyrical) for portfolio stats,Deep Learning And Reinforcement 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
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 And Reinforcement 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
Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,Part of FinRL and provided code for paper [deep reinformacement learning for automated stock trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3690996) focuses on ensemble.,Deep Learning And Reinforcement Learning,4/12/21 16:24,560,249,6,7/26/20 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
AutomatedStockTrading-DeepQ-Learning,https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning,cornerstone project repo for Udacity nanodegree program [Become a machine learning engineer](https://www.udacity.com/course/machine-learning-engineer-nanodegree--nd009t) and focus on trading using deep q learning. Good explanation on design choices in the report,Deep Learning And Reinforcement 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
deep-RL-trading,https://github.com/golsun/deep-RL-trading,trading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916),Deep Learning And Reinforcement Learning,4/10/21 7:09,235,108,1,2/25/18 17:41,12/1/20 22:06,golsun/deep-RL-trading,active,3,3/31/21 8:00
Deep Learning,https://github.com/keon/deepstock,Technical experimentations to beat the stock market using deep learning.,Deep Learning And Reinforcement Learning,3/24/21 14:45,427,154,2,12/12/16 2:15,3/4/17 8:37,keon/deepstock,inactive,4,
Personae,https://github.com/Ceruleanacg/Personae,implementation of deep reinforcement learning and supervised learnings covering areas: deep deterministic policy gradient (DDPG) and DDQN etc. Data are being pulled from [rqalpha](https://github.com/ricequant/rqalpha) which is a python backtest engine and have a nice docker image to run training/testing,Deep Learning And Reinforcement Learning,4/11/21 20:20,1144,330,2,3/10/18 11:22,9/2/18 17:21,Ceruleanacg/Personae,inactive,5,3/31/21 8:00
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.,Deep Learning And Reinforcement Learning,3/27/21 2:19,241,113,1,5/18/17 16:47,5/18/17 16:56,shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading,inactive,3,
LTSM GRU,https://github.com/RajatHanda/Finance-Forecasting,Stock Market Forecasting using LSTM\GRU.,Deep Learning And Reinforcement Learning,3/29/21 23:59,11,6,1,5/13/18 2:39,2/25/19 0:26,RajatHanda/Finance-Forecasting,inactive,3,
AI Trading,https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md,AI to predict stock market movements.,Deep Learning And Reinforcement Learning,4/12/21 15:42,2876,1384,1,1/9/19 8:02,2/11/19 16:32,borisbanushev/stockpredictionai,inactive,5,
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 And Reinforcement Learning,4/12/21 10:24,347,111,1,6/21/18 1:06,11/5/20 11:08,sadighian/crypto-rl,active,3,3/31/21 8:00
Deep Learning IV,https://github.com/achillesrasquinha/bulbea,Bulbea: Deep Learning based Python Library.,Deep Learning And Reinforcement Learning,4/9/21 20:38,1467,416,1,3/9/17 6:11,3/19/17 7:42,achillesrasquinha/bulbea,inactive,5,
BitcoinForecast,https://github.com/PiSimo/BitcoinForecast,RNN model to predict short term price movement (in this case BTC for the next 9 minutes) [deepchart](https://pisimo.github.io/DeepChart/) is used to visualize the model ,Deep Learning And Reinforcement Learning,4/6/21 2:06,289,128,3,3/10/17 10:52,6/11/18 8:07,PiSimo/BitcoinForecast,inactive,3,3/31/21 8:00
Deep-Learning-Machine-Learning-Stock,https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock,curated list of notebooks for machine learning models. Start with very simple linear models to more advanced reinforcement learning type of models. Problem with this repo is that the library version numbers may be changing over time and there's no specific way to track and upgrade,Deep Learning And Reinforcement Learning,4/12/21 2:58,275,99,1,9/29/18 23:38,3/18/21 3:16,LastAncientOne/Deep-Learning-Machine-Learning-Stock,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 And Reinforcement Learning,4/11/21 9:02,551,140,1,11/26/18 3:23,1/1/21 9:41,cbailes/awesome-deep-trading,active,4,3/31/21 8:00
a3c_trading,https://github.com/evgps/a3c_trading,NEW,Deep Learning And Reinforcement Learning,4/10/21 12:49,311,98,1,6/4/18 15:30,5/23/20 14:47,evgps/a3c_trading,active,,39:11.1
Trading-Gym,https://github.com/thedimlebowski/Trading-Gym,NEW,Deep Learning And Reinforcement Learning,4/10/21 8:00,507,147,3,6/13/17 13:14,7/10/17 8:09,thedimlebowski/Trading-Gym,inactive,,39:11.1
pairstrade-fyp-2019,https://github.com/wywongbd/pairstrade-fyp-2019,NEW,Deep Learning And Reinforcement Learning,4/4/21 23:47,110,41,2,9/7/18 7:51,5/13/20 5:06,wywongbd/pairstrade-fyp-2019,active,,39:11.1
rl_trading,https://github.com/ucaiado/rl_trading,NEW,Deep Learning And Reinforcement Learning,4/8/21 15:34,207,89,1,5/29/17 22:19,8/29/17 14:54,ucaiado/rl_trading,inactive,,39:11.1
Machine-Learning-and-Reinforcement-Learning-in-Finance,https://github.com/joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance,NEW,Deep Learning And Reinforcement Learning,3/30/21 9:11,175,98,1,6/26/18 4:30,9/23/18 16:50,joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance,inactive,,39:11.1
maro,https://github.com/microsoft/maro,NEW,Deep Learning And Reinforcement Learning,4/12/21 2:22,386,66,17,12/27/19 6:48,4/7/21 15:49,microsoft/maro,active,,39:11.1
TradingGym,https://github.com/cove9988/TradingGym,NEW,Deep Learning And Reinforcement Learning,3/28/21 5:37,112,39,3,11/6/17 0:50,11/15/17 23:55,cove9988/TradingGym,inactive,,39:11.1
RLQuant,https://github.com/yuriak/RLQuant,NEW,Deep Learning And Reinforcement Learning,4/9/21 5:01,277,92,1,4/5/18 5:42,8/13/18 4:18,yuriak/RLQuant,inactive,,39:11.1
RL Trading,https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW,A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab.,Deep Learning And Reinforcement Learning,,,,,,,,,4,
QLearning_Trading,https://github.com/ucaiado/QLearning_Trading,NEW,Deep Learning And Reinforcement Learning,4/6/21 22:09,433,168,1,8/10/16 6:02,10/15/16 2:36,ucaiado/QLearning_Trading,inactive,,39:11.1
DQN-DDPG_Stock_Trading,https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading,merged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQN,Deep Learning And Reinforcement Learning,4/7/21 12:42,136,49,4,9/19/18 3:17,11/26/20 16:58,AI4Finance-LLC/DQN-DDPG_Stock_Trading,active,3,3/31/21 8:00
RL II,https://github.com/deependersingla/deep_trader,reinforcement learning on stock market and agent tries to learn trading.,Deep Learning And Reinforcement Learning,4/11/21 20:21,1340,489,3,6/11/16 7:27,1/22/18 14:35,deependersingla/deep_trader,inactive,3,
gym-trading,https://github.com/hackthemarket/gym-trading,NEW,Deep Learning And Reinforcement Learning,4/12/21 9:06,581,195,2,12/9/16 20:46,12/24/17 15:34,hackthemarket/gym-trading,inactive,,39:11.1
Pair-Trading-Reinforcement-Learning,https://github.com/wai-i/Pair-Trading-Reinforcement-Learning,NEW,Deep Learning And Reinforcement Learning,4/10/21 4:53,136,56,1,6/9/19 22:50,1/3/20 15:36,wai-i/Pair-Trading-Reinforcement-Learning,active,,39:11.1
RL III,https://github.com/samre12/deep-trading-agent,Github -Deep Reinforcement Learning based Trading Agent for Bitcoin.,Deep Learning And Reinforcement Learning,4/3/21 20:48,576,203,1,9/21/17 17:05,4/13/18 16:33,samre12/deep-trading-agent,inactive,3,
TradingGym,https://github.com/Yvictor/TradingGym,NEW,Deep Learning And Reinforcement Learning,4/11/21 20:20,841,237,2,5/1/17 13:53,2/14/18 13:58,Yvictor/TradingGym,inactive,,39:11.1
RL IV,https://github.com/jjakimoto/DQN,Reinforcement Learning for finance.,Deep Learning And Reinforcement Learning,4/5/21 11:42,142,55,1,10/21/16 2:47,4/7/17 8:11,jjakimoto/DQN,inactive,,
RL V,https://github.com/gstenger98/rl-finance,Building an Agent to Trade with Reinforcement Learning.,Deep Learning And Reinforcement Learning,4/8/21 18:57,33,8,5,1/16/19 0:43,3/19/20 20:28,gstenger98/rl-finance,active,2,
RL,https://github.com/kh-kim/stock_market_reinforcement_learning,OpenGym with Deep Q-learning and Policy Gradient.,Deep Learning And Reinforcement Learning,4/11/21 12:27,715,298,1,10/4/16 14:42,12/23/16 7:34,kh-kim/stock_market_reinforcement_learning,inactive,2,
tensortrade,https://github.com/tensortrade-org/tensortrade,NEW,Deep Learning And Reinforcement Learning,4/12/21 16:05,3101,715,39,7/30/19 21:28,3/24/21 16:25,tensortrade-org/tensortrade,active,,39:11.1
FinRL,https://github.com/AI4Finance-LLC/FinRL,NEW,Deep Learning And Reinforcement Learning,4/13/21 14:37,1865,451,22,7/26/20 13:18,4/11/21 22:02,AI4Finance-LLC/FinRL,active,,13:03.7
huobi_futures_Python,https://github.com/hbdmapi/huobi_futures_Python,NEW,Derivatives and Hedging,4/13/21 13:28,137,73,2,1/14/20 7:21,3/2/21 7:30,hbdmapi/huobi_futures_Python,active,,23:51.4
algotrader,https://github.com/torreyleonard/algotrader,NEW,Derivatives and Hedging,4/11/21 10:12,477,102,12,4/10/18 2:31,8/27/20 8:16,torreyleonard/algotrader,active,,23:51.4
tda-api,https://github.com/alexgolec/tda-api,NEW,Derivatives and Hedging,4/13/21 20:12,649,161,13,4/3/20 21:19,4/12/21 3:12,alexgolec/tda-api,active,,23:51.4
optopsy,https://github.com/michaelchu/optopsy,NEW,Derivatives and Hedging,4/11/21 6:03,393,90,3,9/17/17 1:49,12/7/20 17:00,michaelchu/optopsy,active,,23:51.4
trade-frame,https://github.com/rburkholder/trade-frame,NEW,Derivatives and Hedging,4/6/21 9:38,188,79,1,7/24/16 15:25,11/9/20 1:16,rburkholder/trade-frame,active,,23:51.4
AlgorithmicTrading,https://github.com/JerBouma/AlgorithmicTrading,NEW,Derivatives and Hedging,4/9/21 18:12,168,54,1,3/14/19 9:33,2/3/21 22:29,JerBouma/AlgorithmicTrading,active,,23:51.4
paperbroker,https://github.com/philipodonnell/paperbroker,NEW,Derivatives and Hedging,4/4/21 4:52,175,48,3,7/6/17 2:04,4/8/18 18:37,philipodonnell/paperbroker,inactive,,23:51.4
quant-trading,https://github.com/je-suis-tm/quant-trading,NEW,Derivatives and Hedging,4/13/21 23:14,1771,474,2,4/3/18 14:08,4/13/21 18:37,je-suis-tm/quant-trading,active,,23:51.4
QLNet,https://github.com/amaggiulli/QLNet,NEW,Derivatives and Hedging,4/13/21 7:58,259,134,13,8/22/13 14:51,3/2/21 18:39,amaggiulli/QLNet,active,,23:51.4
Options-Trading-Strategies-in-Python,https://github.com/PyPatel/Options-Trading-Strategies-in-Python,NEW,Derivatives and Hedging,4/10/21 12:28,317,134,1,8/30/17 6:00,8/21/19 15:47,PyPatel/Options-Trading-Strategies-in-Python,active,,23:51.4
StockSharp,https://github.com/StockSharp/StockSharp,NEW,Derivatives and Hedging,4/13/21 22:41,3924,1222,17,12/8/14 7:53,4/7/21 10:55,StockSharp/StockSharp,active,,23:51.4
tf-quant-finance,https://github.com/google/tf-quant-finance,NEW,Derivatives and Hedging,4/13/21 22:49,2569,333,28,7/24/19 16:09,4/13/21 22:09,google/tf-quant-finance,active,,23:51.4
tai,https://github.com/fremantle-industries/tai,NEW,Derivatives and Hedging,4/12/21 22:45,273,44,6,7/28/17 3:07,4/12/21 22:40,fremantle-industries/tai,active,,23:51.4
trading-server,https://github.com/s-brez/trading-server,NEW,Derivatives and Hedging,4/13/21 9:46,209,50,2,3/5/19 3:06,3/8/21 2:37,s-brez/trading-server,active,,23:51.4
Strata,https://github.com/OpenGamma/Strata,NEW,Derivatives and Hedging,4/12/21 6:32,607,217,39,6/16/14 11:45,4/12/21 6:32,OpenGamma/Strata,active,,23:51.4
openAlgo,https://github.com/mtompkins/openAlgo,NEW,Derivatives and Hedging,4/3/21 9:17,160,82,2,5/28/13 14:46,3/24/17 20:00,mtompkins/openAlgo,inactive,,23:51.4
Options_Data_Science,https://github.com/yugedata/Options_Data_Science,NEW,Derivatives and Hedging,4/10/21 22:31,238,39,1,12/9/20 4:51,4/5/21 3:55,yugedata/Options_Data_Science,active,,23:51.4
fast_arrow,https://github.com/westonplatter/fast_arrow,NEW,Derivatives and Hedging,2/20/21 11:29,127,42,5,7/19/18 23:15,4/18/20 18:05,westonplatter/fast_arrow,active,,23:51.4
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,,
MarketAnalysis,https://github.com/Poseyy/MarketAnalysis,NEW,Derivatives and Hedging,4/12/21 21:59,170,77,1,3/28/19 19:46,8/6/20 5:15,Poseyy/MarketAnalysis,active,,23:51.4
gs-quant,https://github.com/goldmansachs/gs-quant,NEW,Derivatives and Hedging,4/12/21 16:44,584,170,12,12/14/18 21:10,3/25/21 15:33,goldmansachs/gs-quant,active,,23:51.4
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,,
Options,https://github.com/PHBS/2018.M1.ASP/tree/master/py,Black Scholes and Copula.,Derivatives and Hedging,,,,,,,PHBS/2018.M1.ASP,,,
Derivative Markets,https://github.com/broughtj/Fin6470/tree/master/Notebooks,"The economics of futures, futures, options, and swaps.",Derivatives and Hedging,4/6/21 20:49,8,8,1,2/9/16 5:30,4/6/21 20:49,broughtj/Fin6470,active,,
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,,
Volatility and Variance Derivatives,https://github.com/yhilpisch/lvvd/tree/master/lvvd,Volatility derivatives analytics.,Derivatives and Hedging,4/7/21 19:21,79,78,1,10/21/16 4:12,2/22/21 13:32,yhilpisch/lvvd,active,,
Options,https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D,Introduction to options.,Derivatives and Hedging,4/9/21 21:17,335,163,36,7/28/17 15:48,3/17/21 17:17,QuantConnect/Tutorials,active,,
robin_stocks,https://github.com/jmfernandes/robin_stocks,NEW,Derivatives and Hedging,4/13/21 23:48,1012,261,34,2/23/18 0:49,2/27/21 17:48,jmfernandes/robin_stocks,active,,23:51.4
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,,
Derivatives Python,https://github.com/yhilpisch/dawp/tree/master/python36,Derivative analytics with Python.,Derivatives and Hedging,4/12/21 14:39,388,299,1,7/9/15 12:27,2/22/21 13:29,yhilpisch/dawp,active,,
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,,
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,,
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,,
akshare,https://github.com/jindaxiang/akshare,NEW,Derivatives and Hedging,4/13/21 16:44,3374,681,11,10/1/19 7:34,4/13/21 11:18,jindaxiang/akshare,active,,23:51.4
wallstreet,https://github.com/mcdallas/wallstreet,NEW,Derivatives and Hedging,4/13/21 22:00,570,125,2,1/20/16 22:03,8/9/19 23:14,mcdallas/wallstreet,active,,23:51.4
FinanceDatabase,https://github.com/JerBouma/FinanceDatabase,NEW,Derivatives and Hedging,4/13/21 2:33,595,68,1,1/28/21 18:36,4/8/21 11:10,JerBouma/FinanceDatabase,active,,23:51.4
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,,
FinancePy,https://github.com/domokane/FinancePy,NEW,Derivatives and Hedging,4/10/21 22:50,441,73,6,10/27/19 15:04,3/11/21 21:40,domokane/FinancePy,active,,23:51.4
Financial Economics,https://github.com/rsvp/fecon235/tree/master/nb,Financial Economics Models.,Extended Research,4/10/21 17:02,713,275,2,11/9/14 4:49,12/3/18 16:30,rsvp/fecon235,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,,
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,,
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,,
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,,
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,,
Commodity,https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb,Commodity influence over Brazilian stocks.,Extended Research,,,,,,,felipessalvatore/fin2vec,,,
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,,
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,,
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,,
Mathematical Finance,https://github.com/Auquan/Tutorials,Notebooks for math and financial tutorials.,Extended Research,4/8/21 19:37,664,425,9,1/21/17 11:24,8/1/20 17:03,Auquan/Tutorials,active,,
Liquidity and Momentum,https://github.com/mrefermat/quant_finance,Various factors and portfolio constructions.,Extended Research,3/30/21 0:09,31,15,1,8/11/18 22:59,11/12/19 4:49,mrefermat/quant_finance,active,,
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,,
Deep Portfolio,https://github.com/DLColumbia/DL_forFinance,Deep learning for finance Predict volume of bonds.,Extended Research,1/12/21 11:48,27,19,2,5/8/18 19:34,5/9/18 15:39,DLColumbia/DL_forFinance,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,,,
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,,
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,,
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,4/12/21 2:28,620,165,3,9/16/18 20:00,9/5/20 13:01,AlgoTraders/stock-analysis-engine,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,,
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,,
Bayesian Finance,https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb,Notebook PyMC3 implementation.,Extended Research,4/10/21 19:50,233,55,1,8/28/18 14:45,8/6/20 22:03,marketneutral/alphatools,active,,
HFT,https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,High frequency trading.,Extended Research,4/11/21 23:36,748,333,1,7/21/16 5:14,2/14/17 16:47,rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,inactive,,
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,4/12/21 11:55,3673,1157,42,6/1/15 15:31,2/28/20 17:30,quantopian/pyfolio,active,,
simulate,https://github.com/leolle/simulate,NEW,Factor and Risk Analysis,3/23/21 13:34,11,2,1,6/4/17 15:18,11/11/18 14:03,leolle/simulate,inactive,,23:57.7
TradeFinexLive,https://github.com/XinFinOrg/TradeFinexLive,NEW,Factor and Risk Analysis,3/18/21 9:48,5,11,8,3/21/18 10:05,3/18/21 9:48,XinFinOrg/TradeFinexLive,active,,23:57.7
Machine_learning_In_Finance,https://github.com/chaudharigauravi/Machine_learning_In_Finance,NEW,Factor and Risk Analysis,11/27/20 19:23,8,2,1,8/3/19 4:04,8/3/19 4:05,chaudharigauravi/Machine_learning_In_Finance,active,,23:57.7
stock-market-analysis-using-python-numpy-pandas,https://github.com/Ashishsinha10/stock-market-analysis-using-python-numpy-pandas,NEW,Factor and Risk Analysis,3/21/21 8:50,8,5,1,4/10/18 5:15,4/10/18 5:28,Ashishsinha10/stock-market-analysis-using-python-numpy-pandas,inactive,,23:57.7
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,,
-L-,https://github.com/jettbrains/-L-,NEW,Factor and Risk Analysis,3/15/21 3:05,6,16,1,10/28/19 21:50,10/28/19 21:51,jettbrains/-L-,active,,23:57.7
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,,
Risk and Return,https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials,Riskiness of portfolios and assets.,Factor and Risk Analysis,4/6/21 17:03,140,62,2,9/12/17 13:35,8/6/20 12:35,PyDataBlog/Python-for-Data-Science,active,,
AlphaTrading,https://github.com/jerryxyx/AlphaTrading,NEW,Factor and Risk Analysis,4/10/21 6:34,149,74,1,5/18/18 22:09,8/7/18 18:05,jerryxyx/AlphaTrading,inactive,,37:06.3
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,,
Python for Finance,https://github.com/yhilpisch/py4fi/tree/master/jupyter36,Various financial notebooks.,Factor and Risk Analysis,4/9/21 8:12,1298,794,1,12/15/14 11:23,7/10/18 6:38,yhilpisch/py4fi,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,,
Performance Analysis,https://github.com/quantopian/alphalens,Performance analysis of predictive (alpha) stock factors.,Factor and Risk Analysis,4/10/21 12:58,1847,700,17,6/3/16 21:49,4/27/20 18:40,quantopian/alphalens,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,,
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/alpha-miner/alpha-mind/tree/master/notebooks,Factor strategy notebooks.,Factor and Risk Analysis,4/8/21 19:02,172,60,3,5/1/17 7:36,4/7/21 15:25,alpha-miner/alpha-mind,active,,
Convex Optimisation,https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb,Convex Optimization for Finance.,Factor and Risk Analysis,4/8/21 19:02,18,10,1,6/26/18 20:36,10/22/19 21:56,ssanderson/convex-optimization-for-finance,active,,
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,,
Stock-Prediction,https://github.com/Ronak-59/Stock-Prediction,NEW,Factor and Risk Analysis,3/26/21 8:37,129,64,2,3/18/18 4:54,2/28/20 11:43,Ronak-59/Stock-Prediction,active,,37:06.3
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,,
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,,
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
Awesome-Quant-Machine-Learning-Trading,https://github.com/grananqvist/Awesome-Quant-Machine-Learning-Trading,curated list of books/online courses/youtube videos/blogs/interviews/papers/code etc. Updates are pretty infrequent,Other Models,4/10/21 13:38,1005,319,3,11/5/18 21:09,10/8/20 16:48,grananqvist/Awesome-Quant-Machine-Learning-Trading,active,5,39:24.6
MathAndScienceNotes,https://github.com/melling/MathAndScienceNotes,Collections of news/articles on various topics including quant trading and machine learning. Some articles are from [ycombinator message board](https://news.ycombinator.com/news) and [rediit algotrading forum](https://www.reddit.com/r/algotrading/),Other Models,4/12/21 0:49,460,54,1,3/11/16 19:13,12/21/20 3:54,melling/MathAndScienceNotes,active,3,39:24.6
botflow,https://github.com/kkyon/botflow,NEW,Other Models,3/31/21 10:56,1165,102,8,8/20/18 3:13,5/23/19 14:40,kkyon/botflow,active,,39:24.6
surpriver,https://github.com/tradytics/surpriver,NEW,Other Models,4/12/21 12:27,1189,221,6,8/30/20 7:56,9/21/20 4:32,tradytics/surpriver,active,,39:24.6
Pattern-Recognition-for-Forex-Trading,https://github.com/PythonProgramming/Pattern-Recognition-for-Forex-Trading,NEW,Other Models,4/5/21 3:23,173,91,1,3/26/15 2:22,3/26/15 2:33,PythonProgramming/Pattern-Recognition-for-Forex-Trading,inactive,,39:24.6
awesome-ai-in-finance,https://github.com/georgezouq/awesome-ai-in-finance,NEW,Other Models,4/11/21 7:43,941,162,8,8/29/18 2:07,11/27/20 9:43,georgezouq/awesome-ai-in-finance,active,,39:24.6
Microservices-Based-Algorithmic-Trading-System,https://github.com/saeed349/Microservices-Based-Algorithmic-Trading-System,NEW,Other Models,4/10/21 12:59,104,56,0,1/6/20 0:21,3/31/20 13:02,saeed349/Microservices-Based-Algorithmic-Trading-System,active,,39:24.6
Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,NEW,Other Models,4/11/21 6:02,172,94,5,12/6/18 11:35,1/18/21 6:40,PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,active,,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
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
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
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
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
Trend Following,http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html,A futures trend following portfolio investment strategy.,Other Models,,,,,,,,,,
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,,
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,,
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
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,,
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
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
Machine-Learning-For-Finance,https://github.com/anthonyng2/Machine-Learning-For-Finance,NEW,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,,39:24.6
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,,
Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,NEW,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,,39:24.6
mosquito,https://github.com/miro-ka/mosquito,NEW,Other Models,4/12/21 9:44,220,44,2,6/18/17 19:57,3/14/21 22:22,miro-ka/mosquito,active,,39:24.6
Scikit-learn Stock Prediction,https://github.com/robertmartin8/MachineLearningStocks,Using python and scikit-learn to make stock predictions.,Other Models,4/11/21 10:00,931,347,2,2/12/17 4:50,2/4/21 3:48,robertmartin8/MachineLearningStocks,active,,
ML_Finance_Codes,https://github.com/mfrdixon/ML_Finance_Codes,NEW,Other Models,4/11/21 8:30,250,104,3,9/27/19 16:13,6/13/20 21:20,mfrdixon/ML_Finance_Codes,active,,39:24.6
stock-trading-ml,https://github.com/yacoubb/stock-trading-ml,NEW,Other Models,4/11/21 14:46,340,186,1,10/10/19 9:44,10/12/19 11:38,yacoubb/stock-trading-ml,active,,39:24.6
mlfinlab,https://github.com/hudson-and-thames/mlfinlab,NEW,Other Models,4/12/21 10:51,2295,709,3,2/13/19 16:57,4/12/21 10:50,hudson-and-thames/mlfinlab,active,,39:24.6
Machine Learning in Asset Management,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952,,Personal Papers,,,,,,,,,,
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,,,,,,,,,,
Policy Gradient Portfolio,https://github.com/ZhengyaoJiang/PGPortfolio,A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.,Portfolio Selection and Optimisation,4/9/21 10:41,1281,629,6,11/12/17 16:08,5/9/19 9:50,ZhengyaoJiang/PGPortfolio,active,,
riskparity.py,https://github.com/dppalomar/riskparity.py,NEW,Portfolio Selection and Optimisation,4/11/21 9:40,124,31,2,7/13/19 21:30,1/30/21 1:53,dppalomar/riskparity.py,active,,37:19.5
OLMAR Algorithm,https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb,Relative importance of each component of the OLMAR algorithm.,Portfolio Selection and Optimisation,4/8/21 19:07,7,4,1,7/26/16 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,,,,,,,,,,
Riskfolio-Lib,https://github.com/dcajasn/Riskfolio-Lib,NEW,Portfolio Selection and Optimisation,4/12/21 12:25,371,62,1,3/2/20 19:49,4/1/21 3:50,dcajasn/Riskfolio-Lib,active,,37:19.5
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,,
Deep Portfolio Theory,https://github.com/tcloaa/Deep-Portfolio-Theory,Autoencoder framework for portfolio selection.,Portfolio Selection and Optimisation,4/6/21 11:47,105,57,1,2/10/17 9:03,3/8/18 16:47,tcloaa/Deep-Portfolio-Theory,inactive,,
PyPortfolioOpt,https://github.com/robertmartin8/PyPortfolioOpt,"Financial portfolio optimisation, including classical efficient frontier and advanced methods.",Portfolio Selection and Optimisation,4/12/21 11:54,1895,479,16,5/29/18 13:30,2/25/21 13:01,robertmartin8/PyPortfolioOpt,active,,
node-finance,https://github.com/albertosantini/node-finance,NEW,Portfolio Selection and Optimisation,4/5/21 8:01,101,26,3,9/17/11 17:49,4/5/21 8:01,albertosantini/node-finance,active,,37:19.5
Reinforcement Learning,https://github.com/filangel/qtrader,Reinforcement Learning for Portfolio Management.,Portfolio Selection and Optimisation,3/29/21 3:47,364,150,1,10/7/17 9:14,6/26/18 9:22,filangelos/qtrader,inactive,,
DeepDow,https://github.com/jankrepl/deepdow,Portfolio optimization with deep learning.,Portfolio Selection and Optimisation,4/7/21 6:57,311,58,2,2/2/20 8:46,2/16/21 18:50,jankrepl/deepdow,active,,
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,4/12/21 13:10,232,82,3,11/16/18 12:20,7/4/19 1:41,VivekPa/OptimalPortfolio,active,,
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,,
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,,,,,,,,,,
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,,
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,,
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,,
Accounting Anomalies,https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb,Using deep-learning frameworks to identify accounting anomalies.,Textual,4/12/21 7:47,110,51,2,5/24/17 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,,
NLP,https://github.com/toamitesh/NLPinFinance,This project assembles a lot of NLP operations needed for finance domain.,Textual,,,,,,,toamitesh/NLPinFinance,,,
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,,
Pairs Trading,https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb,Finding pairs with cluster analysis.,Unsupervised,4/4/21 17:55,79,36,0,9/5/17 19:19,9/27/17 20:42,marketneutral/pairs-trading-with-ML,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,,
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,,
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,,
1 name url comment category last_update star_count fork_count contributors_count created_at last_commit repo_path repo_status rating finml_added_date
2 Venture Capital NN https://github.com/tr7200/National-Culture-and-Venture-Capital-Monitoring Cox-PH neural network predictions for VC/innovations finance research. Alternative Finance tr7200/National-Culture-and-Venture-Capital-Monitoring
3 Private Equity https://github.com/TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity/blob/master/RightNow%20Technologies/RightNow%20Technologies.ipynb Valuation models. Alternative Finance 11/26/20 3:34 8.0 8 6.0 6 2.0 2 1/27/16 21:13 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 10/6/20 20:56 2.0 2 1.0 1 1.0 1 3/29/18 23:31 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 1/14/21 22:41 4.0 4 2.0 2 1.0 1 2/8/17 18:39 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 2/26/21 12:10 9.0 9 5.0 5 1.0 1 12/11/14 0:25 12/12/14 21:25 ahmedhosny/theGreenCanvas inactive
7 Blockchain https://github.com/nud3l/dInvest Repository for distributed autonomous investment banking. Alternative Finance 2/6/21 7:38 12.0 12 7.0 7 2.0 2 9/5/16 19:12 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 10/6/20 20:56 3.0 3 2.0 2 1.0 1 12/4/17 8:59 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 2/19/21 13:40 5.0 5 1.0 1 1.0 1 2/27/18 16:46 2/13/19 0:15 CJL89/Kiva-Crowdfunding inactive
10 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
11 NYU Courant https://cims.nyu.edu/ Courant Institute of Mathematical Sciences, New York University Colleges Centers and Departments
12 Oxford Man https://www.oxford-man.ox.ac.uk/ Oxford-Man Institute of Quantitative Finance Colleges Centers and Departments
13 Stanford Advanced Financial Technologies https://fintech.stanford.edu/ Stanford Advanced Financial Technologies Laboratory Colleges Centers and Departments
14 Cornell University https://www.cornell.edu/ Colleges Centers and Departments
15 NYU FRE https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering Finance and Risk Engineering (NYU Tandon) Colleges Centers and Departments
16 ML Specialisation https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization Machine Learning in Finance. Courses 4/5/21 13:37 34.0 34 32.0 32 1.0 1 1/24/19 2:55 1/3/20 21:54 Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization active
17 Handson Python for Finance https://github.com/PacktPublishing/Hands-on-Python-for-Finance Hands-on Python for Finance published by Packt. Courses 4/12/21 0:49 121.0 121 110.0 110 3.0 3 8/20/18 14:10 1/15/21 8:57 PacktPublishing/Hands-on-Python-for-Finance active
18 Risk Management https://github.com/andrey-lukyanov/Risk-Management Finance risk engagement course resources. Courses 11/12/20 0:49 6.0 6 5.0 5 3.0 3 10/3/18 16:26 12/13/18 8:04 andrey-lukyanov/Risk-Management inactive
19 Basic Finance https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance Source code notebooks basic finance applications. Courses 3/31/21 2:09 10.0 10 8.0 8 1.0 1 5/6/17 2:39 6/21/17 4:04 SeanMcOwen/FinanceAndPython.com-BasicFinance inactive
20 Basic Investments https://github.com/SeanMcOwen/FinanceAndPython.com-Investments Basic investment tools in python. Courses 3/23/21 6:32 9.0 9 5.0 5 1.0 1 8/2/17 21:52 8/17/17 3:24 SeanMcOwen/FinanceAndPython.com-Investments inactive
21 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 4/12/21 16:18 3842.0 3842 1225.0 1225 8.0 8 5/9/18 12:33 4/10/21 22:21 stefan-jansen/machine-learning-for-trading active
22 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 64.0 64 25.0 25 1.0 1 10/29/17 20:34 1/22/19 6:56 JCreeks/Machine-Learning-in-Finance inactive
23 Python for Finance https://github.com/siaen/python_finance_course CEU python for finance course material. Courses 3/31/21 2:08 16.0 16 15.0 15 4.0 4 12/12/17 11:54 2/25/20 20:31 siaen/python_finance_course active
24 Basic Derivatives https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives Basic forward contracts and hedging. Courses 3/31/21 2:08 4.0 4 4.0 4 1.0 1 8/24/17 0:11 10/13/17 1:32 SeanMcOwen/FinanceAndPython.com-Derivatives inactive
25 Mathematical Finance https://github.com/yadongli/nyumath2048 NYU Math-GA 2048: Scientific Computing in Finance. Courses 1/14/21 18:01 69.0 69 63.0 63 6.0 6 1/25/15 21:10 3/25/20 4:24 yadongli/nyumath2048 active
26 Web Scraping (FirmAI) https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data Data 4/10/21 17:19 577.0 577 184.0 184 2.0 2 2/19/19 19:02 7/22/20 16:48 firmai/business-machine-learning active
27 Open Edgar https://github.com/LexPredict/openedgar Data 4/9/21 12:15 169.0 169 61.0 61 6.0 6 5/7/18 15:32 5/15/19 8:32 LexPredict/openedgar active
28 Capital Markets Data https://www.capitalmarketsdata.com/ Data
29 IRS http://social-metrics.org/sox/ Data
30 EDGAR https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb Data 1/23/21 19:22 11.0 11 10.0 10 1.0 1 6/11/18 22:51 7/10/18 18:03 TiesdeKok/UW_Python_Camp inactive
31 SEC Parsing https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb Data 2/27/21 6:34 9.0 9 6.0 6 1.0 1 6/16/18 14:30 6/16/18 17:23 healthgradient/sec-doc-info-extraction inactive
32 Employee Count SEC Filings https://github.com/healthgradient/sec_employee_information_extraction Data 2/27/21 3:33 10.0 10 2.0 2 1.0 1 6/26/18 23:33 8/14/18 1:31 healthgradient/sec_employee_information_extraction inactive
33 Non-financial Corporate http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html Data
34 https://fred.stlouisfed.org/ https://fred.stlouisfed.org/ Data
35 Rating Industries http://www.ratingshistory.info/ Data
36 https://stooq.com https://stooq.com Data
37 http://finance.yahoo.com/ http://finance.yahoo.com/ Data
38 https://github.com/timestocome/StockMarketData https://github.com/timestocome/StockMarketData Data 3/26/21 22:35 7.0 7 5.0 5 1.0 1 5/10/17 21:49 8/6/17 19:23 timestocome/StockMarketData inactive
39 Financial Corporate http://raw.rutgers.edu/Corporate%20Financial%20Data.html Data
40 CryptoNets https://github.com/microsoft/CryptoNets NEW Data Processing Techniques and Transformations 2021-04-08 01:07:55 4/8/21 1:07 154.0 154 42.0 42 4.0 4 2019-06-02 05:48:39 6/2/19 5:48 2019-09-12 13:03:05 9/12/19 13:03 microsoft/CryptoNets active 2021-04-13 16:12:49.160843 12:49.2
41 Advanced ML https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises Exercises too Financial Machine Learning (De Prado). Data Processing Techniques and Transformations 4/12/21 2:20 973.0 973 435.0 435 4.0 4 4/25/18 17:22 1/16/20 17:25 BlackArbsCEO/Adv_Fin_ML_Exercises active
42 finserv-application-blueprint https://github.com/mapr-demos/finserv-application-blueprint NEW Data Processing Techniques and Transformations 2021-01-21 00:29:14 1/21/21 0:29 72.0 72 53.0 53 5.0 5 2016-09-26 19:42:54 9/26/16 19:42 2021-01-20 23:07:40 1/20/21 23:07 mapr-demos/finserv-application-blueprint active 2021-04-13 16:12:49.160843 12:49.2
43 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
44 cointrader https://github.com/timolson/cointrader NEW Data Processing Techniques and Transformations 2021-04-10 17:16:37 4/10/21 17:16 339.0 339 140.0 140 9.0 9 2014-06-01 01:14:12 6/1/14 1:14 2020-10-22 00:24:50 10/22/20 0:24 timolson/cointrader active 2021-04-13 16:12:49.160843 12:49.2
45 Twitter-Trends https://github.com/Medha11/Twitter-Trends NEW Data Processing Techniques and Transformations 2021-02-07 09:16:53 2/7/21 9:16 66.0 66 21.0 21 1.0 1 2017-05-22 17:07:45 5/22/17 17:07 2017-05-23 08:06:27 5/23/17 8:06 Medha11/Twitter-Trends inactive 2021-04-13 16:12:49.160843 12:49.2
46 Google-Finance-Stock-Data-Analysis https://github.com/hpnhxxwn/Google-Finance-Stock-Data-Analysis NEW Data Processing Techniques and Transformations 2020-12-20 08:39:26 12/20/20 8:39 70.0 70 10.0 10 1.0 1 2017-07-23 02:59:59 7/23/17 2:59 2017-07-23 03:10:35 7/23/17 3:10 hpnhxxwn/Google-Finance-Stock-Data-Analysis inactive 2021-04-13 16:12:49.160843 12:49.2
47 Deep Learning II https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks Tensorflow Regression. Deep Learning And Reinforcement Learning 4/10/21 6:06 175.0 175 67.0 67 1.0 1 7/12/16 12:56 2/16/18 2:43 LiamConnell/deep-algotrading inactive 3.0 3
48 Deep-Reinforcement-Learning-in-Trading https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading Deep reinforcement learning for trading leveraging [openai gym](https://gym.openai.com/) framework. Keras implementation of DQN DDQN (double deep Q network) and DDDQN (dueling double dqn) trained/tested on s&p 500 daily data from 2013 to 2018. approach is described in an article [here](https://www.linkedin.com/pulse/deep-reinforcement-learning-trading-saeed-rahman) Deep Learning And Reinforcement Learning 4/10/21 13:17 138.0 138 66.0 66 1.0 1 5/11/18 0:52 10/26/19 14:22 saeed349/Deep-Reinforcement-Learning-in-Trading active 3.0 3 3/31/21 8:00
49 trading-rl https://github.com/Kostis-S-Z/trading-rl Deep reinforcement learning for financial trading using [gym](https://gym.openai.com/) and [keras-rl](https://github.com/keras-rl/keras-rl) on FX dataset (EURUSD) not actively maintained Deep Learning And Reinforcement Learning 4/10/21 4:59 180.0 180 38.0 38 2.0 2 4/22/19 10:03 9/28/20 9:07 Kostis-S-Z/trading-rl active 3.0 3 3/31/21 8:00
50 Deep Learning III https://github.com/Rachnog/Deep-Trading Algorithmic trading with deep learning experiments. Deep Learning And Reinforcement Learning 4/9/21 10:39 1266.0 1266 675.0 675 1.0 1 6/18/16 18:23 8/7/18 15:24 Rachnog/Deep-Trading inactive 5.0 5
51 Stock-Prediction-Models https://github.com/huseinzol05/Stock-Prediction-Models very good curated list of notebooks showing deep learning + reinforcement learning models. Also contain topics on outlier detections/overbought oversold study/monte carlo simulartions/sentiment analysis from text (text storage/parsing is not detailed but it mentioned using [BERT](https://github.com/google-research/bert)) Deep Learning And Reinforcement Learning 4/12/21 13:54 3655.0 3655 1542.0 1542 2.0 2 12/18/17 10:49 1/5/21 10:31 huseinzol05/Stock-Prediction-Models active 5.0 5 3/31/21 8:00
52 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 And Reinforcement Learning 4/11/21 4:12 222.0 222 86.0 86 1.0 1 8/5/18 2:13 10/1/18 11:25 imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict inactive 3.0 3
53 RLTrader https://github.com/notadamking/RLTrader predecessor to [tensortrade](https://github.com/tensortrade-org/tensortrade) uses open api [gym](https://gym.openai.com/) and neat way to render matplotlib plots in real time. Also explains LSTM/data stationarity/Bayesian optimization using [Optuna](https://github.com/optuna/optuna) etc. Deep Learning And Reinforcement Learning 4/12/21 2:50 1312.0 1312 451.0 451 15.0 15 4/27/19 18:35 10/17/19 16:25 notadamking/RLTrader active 5.0 5 3/31/21 8:00
54 Neural Network https://github.com/VivekPa/IntroNeuralNetworks Neural networks to predict stock prices. Deep Learning And Reinforcement Learning 4/3/21 11:59 489.0 489 176.0 176 2.0 2 9/10/18 6:34 11/21/18 7:39 VivekPa/IntroNeuralNetworks inactive 4.0 4
55 LTSM Recurrent https://github.com/VivekPa/AIAlpha OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network. Deep Learning And Reinforcement Learning 4/12/21 2:39 1207.0 1207 370.0 370 2.0 2 10/7/18 3:58 8/3/19 9:00 VivekPa/AIAlpha active 4.0 4
56 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 And Reinforcement Learning 4/11/21 5:10 292.0 292 143.0 143 1.0 1 8/13/18 10:44 1/23/20 4:41 pskrunner14/trading-bot active 3.0 3 3/31/21 8:00
57 DeepLearningInFinance https://github.com/sonaam1234/DeepLearningInFinance Based on a [talk](https://towardsdatascience.com/deep-learning-in-finance-9e088cb17c03) Sonam Srivastava gave and there are two studies: 1. single timeseries return prediction using ARIMA/VAR/SVR/Deep Regression/CNN/LSTM 2. indexed portfolio construction using autoencoders i.e. replicate a index using handful of stocks. Deep Learning And Reinforcement Learning 3/8/21 13:09 266.0 266 145.0 145 1.0 1 8/21/17 16:00 8/21/17 17:23 sonaam1234/DeepLearningInFinance inactive 3.0 3 3/31/21 8:00
58 FinRL-Library https://github.com/AI4Finance-LLC/FinRL-Library started by Columbia university engineering students and designed as an end to end deep reinforcement learning library for automated trading platform. Implementation of DQN DDQN DDPG etc using PyTorch and [gym](https://gym.openai.com/) use [pyfolio](https://github.com/quantopian/pyfolio) for showing backtesting stats. Big contributions on Proximal Policy Optimization (PPO) advantage actor critic (A2C) and Deep Deterministic Policy Gradient (DDPG) agents for trading Deep Learning And Reinforcement Learning 4/12/21 12:45 1857.0 1857 447.0 447 22.0 22 7/26/20 13:18 4/11/21 22:02 AI4Finance-LLC/FinRL-Library active 5.0 5 3/31/21 8:00
59 Deep-Reinforcement-Stock-Trading https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading inspired by Q-trader a deep reinforcement learning repo for trading. Only 3 actions allowed (buy/hold/sell) and no transaction cost is implemented yet. Uses [empyrical](https://github.com/quantopian/empyrical) for portfolio stats Deep Learning And Reinforcement Learning 4/3/21 22:50 141.0 141 42.0 42 2.0 2 5/19/19 22:20 9/27/20 19:22 Albert-Z-Guo/Deep-Reinforcement-Stock-Trading active 3.0 3 3/31/21 8:00
60 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 And Reinforcement Learning 3/30/21 7:29 319.0 319 158.0 158 2.0 2 2/16/19 21:18 11/29/20 20:12 Rachnog/Advanced-Deep-Trading active 3.0 3 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 Part of FinRL and provided code for paper [deep reinformacement learning for automated stock trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3690996) focuses on ensemble. Deep Learning And Reinforcement Learning 4/12/21 16:24 560.0 560 249.0 249 6.0 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 4.0 4 3/31/21 8:00
62 AutomatedStockTrading-DeepQ-Learning https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning cornerstone project repo for Udacity nanodegree program [Become a machine learning engineer](https://www.udacity.com/course/machine-learning-engineer-nanodegree--nd009t) and focus on trading using deep q learning. Good explanation on design choices in the report Deep Learning And Reinforcement Learning 3/24/21 1:11 134.0 134 51.0 51 2.0 2 2/23/19 12:01 2/25/20 18:16 sachink2010/AutomatedStockTrading-DeepQ-Learning active 3.0 3 3/31/21 8:00
63 deep-RL-trading https://github.com/golsun/deep-RL-trading trading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916) Deep Learning And Reinforcement Learning 4/10/21 7:09 235.0 235 108.0 108 1.0 1 2/25/18 17:41 12/1/20 22:06 golsun/deep-RL-trading active 3.0 3 3/31/21 8:00
64 Deep Learning https://github.com/keon/deepstock Technical experimentations to beat the stock market using deep learning. Deep Learning And Reinforcement Learning 3/24/21 14:45 427.0 427 154.0 154 2.0 2 12/12/16 2:15 3/4/17 8:37 keon/deepstock inactive 4.0 4
65 Personae https://github.com/Ceruleanacg/Personae implementation of deep reinforcement learning and supervised learnings covering areas: deep deterministic policy gradient (DDPG) and DDQN etc. Data are being pulled from [rqalpha](https://github.com/ricequant/rqalpha) which is a python backtest engine and have a nice docker image to run training/testing Deep Learning And Reinforcement Learning 4/11/21 20:20 1144.0 1144 330.0 330 2.0 2 3/10/18 11:22 9/2/18 17:21 Ceruleanacg/Personae inactive 5.0 5 3/31/21 8:00
66 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. Deep Learning And Reinforcement Learning 3/27/21 2:19 241.0 241 113.0 113 1.0 1 5/18/17 16:47 5/18/17 16:56 shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading inactive 3.0 3
67 LTSM GRU https://github.com/RajatHanda/Finance-Forecasting Stock Market Forecasting using LSTM\GRU. Deep Learning And Reinforcement Learning 3/29/21 23:59 11.0 11 6.0 6 1.0 1 5/13/18 2:39 2/25/19 0:26 RajatHanda/Finance-Forecasting inactive 3.0 3
68 AI Trading https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md AI to predict stock market movements. Deep Learning And Reinforcement Learning 4/12/21 15:42 2876.0 2876 1384.0 1384 1.0 1 1/9/19 8:02 2/11/19 16:32 borisbanushev/stockpredictionai inactive 5.0 5
69 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 And Reinforcement Learning 4/12/21 10:24 347.0 347 111.0 111 1.0 1 6/21/18 1:06 11/5/20 11:08 sadighian/crypto-rl active 3.0 3 3/31/21 8:00
70 Deep Learning IV https://github.com/achillesrasquinha/bulbea Bulbea: Deep Learning based Python Library. Deep Learning And Reinforcement Learning 4/9/21 20:38 1467.0 1467 416.0 416 1.0 1 3/9/17 6:11 3/19/17 7:42 achillesrasquinha/bulbea inactive 5.0 5
71 BitcoinForecast https://github.com/PiSimo/BitcoinForecast RNN model to predict short term price movement (in this case BTC for the next 9 minutes) [deepchart](https://pisimo.github.io/DeepChart/) is used to visualize the model Deep Learning And Reinforcement Learning 4/6/21 2:06 289.0 289 128.0 128 3.0 3 3/10/17 10:52 6/11/18 8:07 PiSimo/BitcoinForecast inactive 3.0 3 3/31/21 8:00
72 Deep-Learning-Machine-Learning-Stock https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock curated list of notebooks for machine learning models. Start with very simple linear models to more advanced reinforcement learning type of models. Problem with this repo is that the library version numbers may be changing over time and there's no specific way to track and upgrade Deep Learning And Reinforcement Learning 4/12/21 2:58 275.0 275 99.0 99 1.0 1 9/29/18 23:38 3/18/21 3:16 LastAncientOne/Deep-Learning-Machine-Learning-Stock active 3.0 3 3/31/21 8:00
73 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 And Reinforcement Learning 4/11/21 9:02 551.0 551 140.0 140 1.0 1 11/26/18 3:23 1/1/21 9:41 cbailes/awesome-deep-trading active 4.0 4 3/31/21 8:00
74 a3c_trading https://github.com/evgps/a3c_trading NEW Deep Learning And Reinforcement Learning 4/10/21 12:49 311.0 311 98.0 98 1.0 1 6/4/18 15:30 5/23/20 14:47 evgps/a3c_trading active 39:11.1
75 Trading-Gym https://github.com/thedimlebowski/Trading-Gym NEW Deep Learning And Reinforcement Learning 4/10/21 8:00 507.0 507 147.0 147 3.0 3 6/13/17 13:14 7/10/17 8:09 thedimlebowski/Trading-Gym inactive 39:11.1
76 pairstrade-fyp-2019 https://github.com/wywongbd/pairstrade-fyp-2019 NEW Deep Learning And Reinforcement Learning 4/4/21 23:47 110.0 110 41.0 41 2.0 2 9/7/18 7:51 5/13/20 5:06 wywongbd/pairstrade-fyp-2019 active 39:11.1
77 rl_trading https://github.com/ucaiado/rl_trading NEW Deep Learning And Reinforcement Learning 4/8/21 15:34 207.0 207 89.0 89 1.0 1 5/29/17 22:19 8/29/17 14:54 ucaiado/rl_trading inactive 39:11.1
78 Machine-Learning-and-Reinforcement-Learning-in-Finance https://github.com/joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance NEW Deep Learning And Reinforcement Learning 3/30/21 9:11 175.0 175 98.0 98 1.0 1 6/26/18 4:30 9/23/18 16:50 joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance inactive 39:11.1
79 maro https://github.com/microsoft/maro NEW Deep Learning And Reinforcement Learning 4/12/21 2:22 386.0 386 66.0 66 17.0 17 12/27/19 6:48 4/7/21 15:49 microsoft/maro active 39:11.1
80 TradingGym https://github.com/cove9988/TradingGym NEW Deep Learning And Reinforcement Learning 3/28/21 5:37 112.0 112 39.0 39 3.0 3 11/6/17 0:50 11/15/17 23:55 cove9988/TradingGym inactive 39:11.1
81 RLQuant https://github.com/yuriak/RLQuant NEW Deep Learning And Reinforcement Learning 4/9/21 5:01 277.0 277 92.0 92 1.0 1 4/5/18 5:42 8/13/18 4:18 yuriak/RLQuant inactive 39:11.1
82 RL Trading https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab. Deep Learning And Reinforcement Learning 4.0 4
83 QLearning_Trading https://github.com/ucaiado/QLearning_Trading NEW Deep Learning And Reinforcement Learning 4/6/21 22:09 433.0 433 168.0 168 1.0 1 8/10/16 6:02 10/15/16 2:36 ucaiado/QLearning_Trading inactive 39:11.1
84 DQN-DDPG_Stock_Trading https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading merged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQN Deep Learning And Reinforcement Learning 4/7/21 12:42 136.0 136 49.0 49 4.0 4 9/19/18 3:17 11/26/20 16:58 AI4Finance-LLC/DQN-DDPG_Stock_Trading active 3.0 3 3/31/21 8:00
85 RL II https://github.com/deependersingla/deep_trader reinforcement learning on stock market and agent tries to learn trading. Deep Learning And Reinforcement Learning 4/11/21 20:21 1340.0 1340 489.0 489 3.0 3 6/11/16 7:27 1/22/18 14:35 deependersingla/deep_trader inactive 3.0 3
86 gym-trading https://github.com/hackthemarket/gym-trading NEW Deep Learning And Reinforcement Learning 4/12/21 9:06 581.0 581 195.0 195 2.0 2 12/9/16 20:46 12/24/17 15:34 hackthemarket/gym-trading inactive 39:11.1
87 Pair-Trading-Reinforcement-Learning https://github.com/wai-i/Pair-Trading-Reinforcement-Learning NEW Deep Learning And Reinforcement Learning 4/10/21 4:53 136.0 136 56.0 56 1.0 1 6/9/19 22:50 1/3/20 15:36 wai-i/Pair-Trading-Reinforcement-Learning active 39:11.1
88 RL III https://github.com/samre12/deep-trading-agent Github -Deep Reinforcement Learning based Trading Agent for Bitcoin. Deep Learning And Reinforcement Learning 4/3/21 20:48 576.0 576 203.0 203 1.0 1 9/21/17 17:05 4/13/18 16:33 samre12/deep-trading-agent inactive 3.0 3
89 TradingGym https://github.com/Yvictor/TradingGym NEW Deep Learning And Reinforcement Learning 4/11/21 20:20 841.0 841 237.0 237 2.0 2 5/1/17 13:53 2/14/18 13:58 Yvictor/TradingGym inactive 39:11.1
90 RL IV https://github.com/jjakimoto/DQN Reinforcement Learning for finance. Deep Learning And Reinforcement Learning 4/5/21 11:42 142.0 142 55.0 55 1.0 1 10/21/16 2:47 4/7/17 8:11 jjakimoto/DQN inactive
91 RL V https://github.com/gstenger98/rl-finance Building an Agent to Trade with Reinforcement Learning. Deep Learning And Reinforcement Learning 4/8/21 18:57 33.0 33 8.0 8 5.0 5 1/16/19 0:43 3/19/20 20:28 gstenger98/rl-finance active 2.0 2
92 RL https://github.com/kh-kim/stock_market_reinforcement_learning OpenGym with Deep Q-learning and Policy Gradient. Deep Learning And Reinforcement Learning 4/11/21 12:27 715.0 715 298.0 298 1.0 1 10/4/16 14:42 12/23/16 7:34 kh-kim/stock_market_reinforcement_learning inactive 2.0 2
93 tensortrade https://github.com/tensortrade-org/tensortrade NEW Deep Learning And Reinforcement Learning 4/12/21 16:05 3101.0 3101 715.0 715 39.0 39 7/30/19 21:28 3/24/21 16:25 tensortrade-org/tensortrade active 39:11.1
94 FinRL https://github.com/AI4Finance-LLC/FinRL NEW Deep Learning And Reinforcement Learning 2021-04-13 14:37:21 4/13/21 14:37 1865.0 1865 451.0 451 22.0 22 2020-07-26 13:18:16 7/26/20 13:18 2021-04-11 22:02:16 4/11/21 22:02 AI4Finance-LLC/FinRL active 2021-04-13 16:13:03.716257 13:03.7
95 huobi_futures_Python https://github.com/hbdmapi/huobi_futures_Python NEW Derivatives and Hedging 2021-04-13 13:28:14 4/13/21 13:28 137.0 137 73.0 73 2.0 2 2020-01-14 07:21:39 1/14/20 7:21 2021-03-02 07:30:13 3/2/21 7:30 hbdmapi/huobi_futures_Python active 2021-04-14 01:23:51.373667 23:51.4
96 algotrader https://github.com/torreyleonard/algotrader NEW Derivatives and Hedging 2021-04-11 10:12:17 4/11/21 10:12 477.0 477 102.0 102 12.0 12 2018-04-10 02:31:26 4/10/18 2:31 2020-08-27 08:16:44 8/27/20 8:16 torreyleonard/algotrader active 2021-04-14 01:23:51.373667 23:51.4
97 tda-api https://github.com/alexgolec/tda-api NEW Derivatives and Hedging 2021-04-13 20:12:50 4/13/21 20:12 649.0 649 161.0 161 13.0 13 2020-04-03 21:19:12 4/3/20 21:19 2021-04-12 03:12:03 4/12/21 3:12 alexgolec/tda-api active 2021-04-14 01:23:51.373667 23:51.4
98 optopsy https://github.com/michaelchu/optopsy NEW Derivatives and Hedging 2021-04-11 06:03:22 4/11/21 6:03 393.0 393 90.0 90 3.0 3 2017-09-17 01:49:54 9/17/17 1:49 2020-12-07 17:00:58 12/7/20 17:00 michaelchu/optopsy active 2021-04-14 01:23:51.373667 23:51.4
99 trade-frame https://github.com/rburkholder/trade-frame NEW Derivatives and Hedging 2021-04-06 09:38:19 4/6/21 9:38 188.0 188 79.0 79 1.0 1 2016-07-24 15:25:30 7/24/16 15:25 2020-11-09 01:16:46 11/9/20 1:16 rburkholder/trade-frame active 2021-04-14 01:23:51.373667 23:51.4
100 AlgorithmicTrading https://github.com/JerBouma/AlgorithmicTrading NEW Derivatives and Hedging 2021-04-09 18:12:26 4/9/21 18:12 168.0 168 54.0 54 1.0 1 2019-03-14 09:33:37 3/14/19 9:33 2021-02-03 22:29:07 2/3/21 22:29 JerBouma/AlgorithmicTrading active 2021-04-14 01:23:51.373667 23:51.4
101 paperbroker https://github.com/philipodonnell/paperbroker NEW Derivatives and Hedging 2021-04-04 04:52:37 4/4/21 4:52 175.0 175 48.0 48 3.0 3 2017-07-06 02:04:51 7/6/17 2:04 2018-04-08 18:37:57 4/8/18 18:37 philipodonnell/paperbroker inactive 2021-04-14 01:23:51.373667 23:51.4
102 quant-trading https://github.com/je-suis-tm/quant-trading NEW Derivatives and Hedging 2021-04-13 23:14:15 4/13/21 23:14 1771.0 1771 474.0 474 2.0 2 2018-04-03 14:08:14 4/3/18 14:08 2021-04-13 18:37:15 4/13/21 18:37 je-suis-tm/quant-trading active 2021-04-14 01:23:51.373667 23:51.4
103 QLNet https://github.com/amaggiulli/QLNet NEW Derivatives and Hedging 2021-04-13 07:58:56 4/13/21 7:58 259.0 259 134.0 134 13.0 13 2013-08-22 14:51:43 8/22/13 14:51 2021-03-02 18:39:41 3/2/21 18:39 amaggiulli/QLNet active 2021-04-14 01:23:51.373667 23:51.4
104 Options-Trading-Strategies-in-Python https://github.com/PyPatel/Options-Trading-Strategies-in-Python NEW Derivatives and Hedging 2021-04-10 12:28:33 4/10/21 12:28 317.0 317 134.0 134 1.0 1 2017-08-30 06:00:15 8/30/17 6:00 2019-08-21 15:47:57 8/21/19 15:47 PyPatel/Options-Trading-Strategies-in-Python active 2021-04-14 01:23:51.373667 23:51.4
105 StockSharp https://github.com/StockSharp/StockSharp NEW Derivatives and Hedging 2021-04-13 22:41:17 4/13/21 22:41 3924.0 3924 1222.0 1222 17.0 17 2014-12-08 07:53:44 12/8/14 7:53 2021-04-07 10:55:36 4/7/21 10:55 StockSharp/StockSharp active 2021-04-14 01:23:51.373667 23:51.4
106 tf-quant-finance https://github.com/google/tf-quant-finance NEW Derivatives and Hedging 2021-04-13 22:49:18 4/13/21 22:49 2569.0 2569 333.0 333 28.0 28 2019-07-24 16:09:50 7/24/19 16:09 2021-04-13 22:09:00 4/13/21 22:09 google/tf-quant-finance active 2021-04-14 01:23:51.373667 23:51.4
107 tai https://github.com/fremantle-industries/tai NEW Derivatives and Hedging 2021-04-12 22:45:15 4/12/21 22:45 273.0 273 44.0 44 6.0 6 2017-07-28 03:07:18 7/28/17 3:07 2021-04-12 22:40:47 4/12/21 22:40 fremantle-industries/tai active 2021-04-14 01:23:51.373667 23:51.4
108 trading-server https://github.com/s-brez/trading-server NEW Derivatives and Hedging 2021-04-13 09:46:59 4/13/21 9:46 209.0 209 50.0 50 2.0 2 2019-03-05 03:06:19 3/5/19 3:06 2021-03-08 02:37:08 3/8/21 2:37 s-brez/trading-server active 2021-04-14 01:23:51.373667 23:51.4
109 Strata https://github.com/OpenGamma/Strata NEW Derivatives and Hedging 2021-04-12 06:32:10 4/12/21 6:32 607.0 607 217.0 217 39.0 39 2014-06-16 11:45:55 6/16/14 11:45 2021-04-12 06:32:06 4/12/21 6:32 OpenGamma/Strata active 2021-04-14 01:23:51.373667 23:51.4
110 openAlgo https://github.com/mtompkins/openAlgo NEW Derivatives and Hedging 2021-04-03 09:17:16 4/3/21 9:17 160.0 160 82.0 82 2.0 2 2013-05-28 14:46:53 5/28/13 14:46 2017-03-24 20:00:24 3/24/17 20:00 mtompkins/openAlgo inactive 2021-04-14 01:23:51.373667 23:51.4
111 Options_Data_Science https://github.com/yugedata/Options_Data_Science NEW Derivatives and Hedging 2021-04-10 22:31:47 4/10/21 22:31 238.0 238 39.0 39 1.0 1 2020-12-09 04:51:20 12/9/20 4:51 2021-04-05 03:55:22 4/5/21 3:55 yugedata/Options_Data_Science active 2021-04-14 01:23:51.373667 23:51.4
112 fast_arrow https://github.com/westonplatter/fast_arrow NEW Derivatives and Hedging 2021-02-20 11:29:27 2/20/21 11:29 127.0 127 42.0 42 5.0 5 2018-07-19 23:15:25 7/19/18 23:15 2020-04-18 18:05:37 4/18/20 18:05 westonplatter/fast_arrow active 2021-04-14 01:23:51.373667 23:51.4
113 Black Scholes https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb Options pricing. Derivatives and Hedging 10/6/20 20:36 1.0 1 2.0 2 0.0 0 12/9/17 18:50 7/9/18 9:48 irajwani/numerical_methods_python inactive
114 MarketAnalysis https://github.com/Poseyy/MarketAnalysis NEW Derivatives and Hedging 2021-04-12 21:59:04 4/12/21 21:59 170.0 170 77.0 77 1.0 1 2019-03-28 19:46:34 3/28/19 19:46 2020-08-06 05:15:46 8/6/20 5:15 Poseyy/MarketAnalysis active 2021-04-14 01:23:51.373667 23:51.4
115 gs-quant https://github.com/goldmansachs/gs-quant NEW Derivatives and Hedging 2021-04-12 16:44:58 4/12/21 16:44 584.0 584 170.0 170 12.0 12 2018-12-14 21:10:40 12/14/18 21:10 2021-03-25 15:33:58 3/25/21 15:33 goldmansachs/gs-quant active 2021-04-14 01:23:51.373667 23:51.4
116 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 4.0 4 6.0 6 1.0 1 6/6/18 22:06 6/6/18 22:27 rstreppa/valuation-callables-HullWhite inactive
117 Options https://github.com/PHBS/2018.M1.ASP/tree/master/py Black Scholes and Copula. Derivatives and Hedging PHBS/2018.M1.ASP
118 Derivative Markets https://github.com/broughtj/Fin6470/tree/master/Notebooks The economics of futures, futures, options, and swaps. Derivatives and Hedging 4/6/21 20:49 8.0 8 8.0 8 1.0 1 2/9/16 5:30 4/6/21 20:49 broughtj/Fin6470 active
119 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 17.0 17 12.0 12 1.0 1 1/29/18 5:01 8/2/18 5:56 chen-bowen/Computational_Finance inactive
120 Volatility and Variance Derivatives https://github.com/yhilpisch/lvvd/tree/master/lvvd Volatility derivatives analytics. Derivatives and Hedging 4/7/21 19:21 79.0 79 78.0 78 1.0 1 10/21/16 4:12 2/22/21 13:32 yhilpisch/lvvd active
121 Options https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D Introduction to options. Derivatives and Hedging 4/9/21 21:17 335.0 335 163.0 163 36.0 36 7/28/17 15:48 3/17/21 17:17 QuantConnect/Tutorials active
122 robin_stocks https://github.com/jmfernandes/robin_stocks NEW Derivatives and Hedging 2021-04-13 23:48:31 4/13/21 23:48 1012.0 1012 261.0 261 34.0 34 2018-02-23 00:49:37 2/23/18 0:49 2021-02-27 17:48:43 2/27/21 17:48 jmfernandes/robin_stocks active 2021-04-14 01:23:51.373667 23:51.4
123 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 2.0 2 3.0 3 1.0 1 5/22/18 18:27 5/22/18 18:30 rstreppa/valuation-OptionStrategies inactive
124 Derivatives Python https://github.com/yhilpisch/dawp/tree/master/python36 Derivative analytics with Python. Derivatives and Hedging 4/12/21 14:39 388.0 388 299.0 299 1.0 1 7/9/15 12:27 2/22/21 13:29 yhilpisch/dawp active
125 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 1.0 1 3.0 3 1.0 1 5/18/18 18:08 9/21/18 19:59 rstreppa/valuation-convertibles-Goldman1994 inactive
126 Reinforcement Learning https://github.com/FinTechies/HedgingRL Hedging portfolios with reinforcement learning. Derivatives and Hedging 1/20/21 8:12 16.0 16 9.0 9 1.0 1 4/21/17 10:58 8/2/17 21:41 FinTechies/HedgingRL inactive
127 Delta Hedging https://github.com/RobinsonGarcia/delta-hedging Advanced derivatives. Derivatives and Hedging 2/27/21 8:48 3.0 3 2.0 2 1.0 1 3/2/18 23:53 7/17/18 23:32 RobinsonGarcia/delta-hedging inactive
128 akshare https://github.com/jindaxiang/akshare NEW Derivatives and Hedging 2021-04-13 16:44:35 4/13/21 16:44 3374.0 3374 681.0 681 11.0 11 2019-10-01 07:34:12 10/1/19 7:34 2021-04-13 11:18:53 4/13/21 11:18 jindaxiang/akshare active 2021-04-14 01:23:51.373667 23:51.4
129 wallstreet https://github.com/mcdallas/wallstreet NEW Derivatives and Hedging 2021-04-13 22:00:02 4/13/21 22:00 570.0 570 125.0 125 2.0 2 2016-01-20 22:03:39 1/20/16 22:03 2019-08-09 23:14:52 8/9/19 23:14 mcdallas/wallstreet active 2021-04-14 01:23:51.373667 23:51.4
130 FinanceDatabase https://github.com/JerBouma/FinanceDatabase NEW Derivatives and Hedging 2021-04-13 02:33:07 4/13/21 2:33 595.0 595 68.0 68 1.0 1 2021-01-28 18:36:09 1/28/21 18:36 2021-04-08 11:10:46 4/8/21 11:10 JerBouma/FinanceDatabase active 2021-04-14 01:23:51.373667 23:51.4
131 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 1.0 1 2.0 2 1.0 1 4/29/16 3:51 1/16/18 1:24 wanglouis49/risk_estimation inactive
132 FinancePy https://github.com/domokane/FinancePy NEW Derivatives and Hedging 2021-04-10 22:50:37 4/10/21 22:50 441.0 441 73.0 73 6.0 6 2019-10-27 15:04:56 10/27/19 15:04 2021-03-11 21:40:14 3/11/21 21:40 domokane/FinancePy active 2021-04-14 01:23:51.373667 23:51.4
133 Financial Economics https://github.com/rsvp/fecon235/tree/master/nb Financial Economics Models. Extended Research 4/10/21 17:02 713.0 713 275.0 275 2.0 2 11/9/14 4:49 12/3/18 16:30 rsvp/fecon235 inactive
134 Computational Finance https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance Applied Computational Economics and Finance. Extended Research 3/7/21 17:47 12.0 12 13.0 13 1.0 1 8/27/17 3:46 8/26/17 4:26 lnsongxf/Applied_Computational_Economics_and_Finance inactive
135 Behavioural Economics https://github.com/pcmichaud/notebooks Behavioural Economics and Finance Python Notebooks. Extended Research 2/3/21 7:22 9.0 9 4.0 4 1.0 1 12/20/18 0:21 3/26/19 11:51 pcmichaud/notebooks inactive
136 Economic Foundations https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations Basic economic models. Extended Research 10/6/20 21:01 2.0 2 3.0 3 1.0 1 5/25/17 2:27 6/30/17 3:53 SeanMcOwen/FinanceAndPython.com-EconomicFoundations inactive
137 Corporate Finance https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance Basic corporate finance. Extended Research 1/16/21 19:01 9.0 9 4.0 4 1.0 1 9/9/17 3:35 9/9/17 23:04 SeanMcOwen/FinanceAndPython.com-CorporateFinance inactive
138 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 17.0 17 7.0 7 3.0 3 8/2/18 2:48 3/16/19 18:39 evijit/Finance_Graph_Theory inactive
139 Commodity https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb Commodity influence over Brazilian stocks. Extended Research felipessalvatore/fin2vec
140 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 1.0 1 3.0 3 1.0 1 1/24/19 13:37 2/13/19 16:48 sarachmax/MarketCrashes_Prediction inactive
141 M&A https://github.com/atulram/Finance-and-Stocks Mergers and Acquisitions. Extended Research 12/21/20 14:42 3.0 3 3.0 3 1.0 1 1/19/19 18:16 2/18/19 16:57 atulram/Finance-and-Stocks inactive
142 Life-cycle https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb Company life cycle. Extended Research 12/21/20 14:42 3.0 3 3.0 3 1.0 1 1/19/19 18:16 2/18/19 16:57 atulram/Finance-and-Stocks inactive
143 High Frequency https://github.com/cswaney/prickle A Python toolkit for high-frequency trade research. Extended Research 3/22/21 2:19 24.0 24 17.0 17 2.0 2 7/6/16 20:32 6/9/18 10:53 cswaney/prickle inactive
144 Mathematical Finance https://github.com/Auquan/Tutorials Notebooks for math and financial tutorials. Extended Research 4/8/21 19:37 664.0 664 425.0 425 9.0 9 1/21/17 11:24 8/1/20 17:03 Auquan/Tutorials active
145 Liquidity and Momentum https://github.com/mrefermat/quant_finance Various factors and portfolio constructions. Extended Research 3/30/21 0:09 31.0 31 15.0 15 1.0 1 8/11/18 22:59 11/12/19 4:49 mrefermat/quant_finance active
146 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 8.0 8 9.0 9 1.0 1 10/11/18 20:32 12/24/18 23:27 chen-bowen/Research_Documents_Curation_with_NLP inactive
147 Deep Portfolio https://github.com/DLColumbia/DL_forFinance Deep learning for finance Predict volume of bonds. Extended Research 1/12/21 11:48 27.0 27 19.0 19 2.0 2 5/8/18 19:34 5/9/18 15:39 DLColumbia/DL_forFinance inactive
148 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
149 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 10.0 10 3.0 3 1.0 1 1/22/19 10:59 3/12/19 18:35 ryanholbrook/critical-transitions inactive
150 Simulation https://github.com/chenbowen184/Computational_Finance Investigating simulations as part of computational finance. Extended Research 1/12/21 12:22 17.0 17 12.0 12 1.0 1 1/29/18 5:01 8/2/18 5:56 chen-bowen/Computational_Finance inactive
151 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 3.0 3 1.0 1 1.0 1 3/12/19 21:11 3/12/19 22:09 shanemulqueen/python-finance-pca inactive
152 Backtests https://github.com/AlgoTraders/stock-analysis-engine Trading data and algorithms. Extended Research 4/12/21 2:28 620.0 620 165.0 165 3.0 3 9/16/18 20:00 9/5/20 13:01 AlgoTraders/stock-analysis-engine active
153 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 25.0 25 6.0 6 0.0 0 1/4/19 12:30 2/18/19 9:55 AlexIoannides/pymc-stochastic-process inactive
154 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 8.0 8 9.0 9 1.0 1 1/29/18 5:14 7/19/18 6:25 chen-bowen/Data_Science_in_Applied_Corporate_Finance inactive
155 Bayesian Finance https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb Notebook PyMC3 implementation. Extended Research 4/10/21 19:50 233.0 233 55.0 55 1.0 1 8/28/18 14:45 8/6/20 22:03 marketneutral/alphatools active
156 HFT https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy High frequency trading. Extended Research 4/11/21 23:36 748.0 748 333.0 333 1.0 1 7/21/16 5:14 2/14/17 16:47 rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy inactive
157 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 41.0 41 28.0 28 1.0 1 8/6/18 16:09 11/22/20 19:02 hamaadshah/market_risk_gan_tensorflow active
158 Pyfolio https://github.com/quantopian/pyfolio Portfolio and risk analytics in Python. Factor and Risk Analysis 4/12/21 11:55 3673.0 3673 1157.0 1157 42.0 42 6/1/15 15:31 2/28/20 17:30 quantopian/pyfolio active
159 simulate https://github.com/leolle/simulate NEW Factor and Risk Analysis 2021-03-23 13:34:53 3/23/21 13:34 11.0 11 2.0 2 1.0 1 2017-06-04 15:18:21 6/4/17 15:18 2018-11-11 14:03:40 11/11/18 14:03 leolle/simulate inactive 2021-04-14 01:23:57.652450 23:57.7
160 TradeFinexLive https://github.com/XinFinOrg/TradeFinexLive NEW Factor and Risk Analysis 2021-03-18 09:48:52 3/18/21 9:48 5.0 5 11.0 11 8.0 8 2018-03-21 10:05:22 3/21/18 10:05 2021-03-18 09:48:32 3/18/21 9:48 XinFinOrg/TradeFinexLive active 2021-04-14 01:23:57.652450 23:57.7
161 Machine_learning_In_Finance https://github.com/chaudharigauravi/Machine_learning_In_Finance NEW Factor and Risk Analysis 2020-11-27 19:23:33 11/27/20 19:23 8.0 8 2.0 2 1.0 1 2019-08-03 04:04:51 8/3/19 4:04 2019-08-03 04:05:32 8/3/19 4:05 chaudharigauravi/Machine_learning_In_Finance active 2021-04-14 01:23:57.652450 23:57.7
162 stock-market-analysis-using-python-numpy-pandas https://github.com/Ashishsinha10/stock-market-analysis-using-python-numpy-pandas NEW Factor and Risk Analysis 2021-03-21 08:50:27 3/21/21 8:50 8.0 8 5.0 5 1.0 1 2018-04-10 05:15:49 4/10/18 5:15 2018-04-10 05:28:54 4/10/18 5:28 Ashishsinha10/stock-market-analysis-using-python-numpy-pandas inactive 2021-04-14 01:23:57.652450 23:57.7
163 Statistical Finance https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments Various financial experiments. Factor and Risk Analysis 3/30/21 0:09 21.0 21 16.0 16 1.0 1 10/4/15 9:10 3/28/20 18:33 mrefermat/FinancePhD active
164 -L- https://github.com/jettbrains/-L- NEW Factor and Risk Analysis 2021-03-15 03:05:00 3/15/21 3:05 6.0 6 16.0 16 1.0 1 2019-10-28 21:50:26 10/28/19 21:50 2019-10-28 21:51:19 10/28/19 21:51 jettbrains/-L- active 2021-04-14 01:23:57.652450 23:57.7
165 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 31.0 31 18.0 18 1.0 1 5/10/16 11:03 5/17/16 3:44 RJT1990/Active-Portfolio-Management-Notes inactive
166 Risk and Return https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials Riskiness of portfolios and assets. Factor and Risk Analysis 4/6/21 17:03 140.0 140 62.0 62 2.0 2 9/12/17 13:35 8/6/20 12:35 PyDataBlog/Python-for-Data-Science active
167 AlphaTrading https://github.com/jerryxyx/AlphaTrading NEW Factor and Risk Analysis 4/10/21 6:34 149.0 149 74.0 74 1.0 1 5/18/18 22:09 8/7/18 18:05 jerryxyx/AlphaTrading inactive 37:06.3
168 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 4.0 4 5.0 5 1.0 1 8/7/17 14:44 8/8/17 22:52 Jorgencr/Alternative-and-Responsible-Investments inactive
169 Python for Finance https://github.com/yhilpisch/py4fi/tree/master/jupyter36 Various financial notebooks. Factor and Risk Analysis 4/9/21 8:12 1298.0 1298 794.0 794 1.0 1 12/15/14 11:23 7/10/18 6:38 yhilpisch/py4fi inactive
170 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 3.0 3 4.0 4 1.0 1 3/13/18 7:39 3/13/18 7:42 garvit-kudesia91/factor_analysis inactive
171 Performance Analysis https://github.com/quantopian/alphalens Performance analysis of predictive (alpha) stock factors. Factor and Risk Analysis 4/10/21 12:58 1847.0 1847 700.0 700 17.0 17 6/3/16 21:49 4/27/20 18:40 quantopian/alphalens active
172 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 31.0 31 18.0 18 1.0 1 5/10/16 11:03 5/17/16 3:44 RJT1990/Active-Portfolio-Management-Notes inactive
173 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 10.0 10 9.0 9 1.0 1 11/15/16 19:24 1/14/17 21:19 willb/var-notebook inactive
174 Factor Analysis https://github.com/alpha-miner/alpha-mind/tree/master/notebooks Factor strategy notebooks. Factor and Risk Analysis 4/8/21 19:02 172.0 172 60.0 60 3.0 3 5/1/17 7:36 4/7/21 15:25 alpha-miner/alpha-mind active
175 Convex Optimisation https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb Convex Optimization for Finance. Factor and Risk Analysis 4/8/21 19:02 18.0 18 10.0 10 1.0 1 6/26/18 20:36 10/22/19 21:56 ssanderson/convex-optimization-for-finance active
176 Quant Finance https://github.com/mrefermat/quant_finance General quant repository. Factor and Risk Analysis 3/30/21 0:09 31.0 31 15.0 15 1.0 1 8/11/18 22:59 11/12/19 4:49 mrefermat/quant_finance active
177 Stock-Prediction https://github.com/Ronak-59/Stock-Prediction NEW Factor and Risk Analysis 3/26/21 8:37 129.0 129 64.0 64 2.0 2 3/18/18 4:54 2/28/20 11:43 Ronak-59/Stock-Prediction active 37:06.3
178 Binomial Tree https://github.com/hy-lei/math-finance-exercise Utility functions in fixed income securities. Fixed Income 10/6/20 20:55 1.0 1 2.0 2 1.0 1 2/2/19 8:44 5/3/19 17:16 hy-lei/math-finance-toolbox active
179 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 7.0 7 5.0 5 1.0 1 9/27/17 19:57 9/27/17 20:00 ishank011/gs-quantify-bond-prediction inactive
180 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 3.0 3 3.0 3 1.0 1 7/18/18 19:26 7/18/18 19:34 RobinsonGarcia/fixed-income inactive
181 AlphaPy https://github.com/ScottfreeLLC/AlphaPy NEW 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 20:02 576.0 576 130.0 130 3.0 3 2/14/16 0:47 2/8/21 21:35 ScottfreeLLC/AlphaPy active 4 39:24.6
182 Awesome-Quant-Machine-Learning-Trading https://github.com/grananqvist/Awesome-Quant-Machine-Learning-Trading NEW curated list of books/online courses/youtube videos/blogs/interviews/papers/code etc. Updates are pretty infrequent Other Models 4/10/21 13:38 1005.0 1005 319.0 319 3.0 3 11/5/18 21:09 10/8/20 16:48 grananqvist/Awesome-Quant-Machine-Learning-Trading active 5 39:24.6
183 MathAndScienceNotes https://github.com/melling/MathAndScienceNotes Collections of news/articles on various topics including quant trading and machine learning. Some articles are from [ycombinator message board](https://news.ycombinator.com/news) and [rediit algotrading forum](https://www.reddit.com/r/algotrading/) Other Models 4/12/21 0:49 460.0 460 54.0 54 1.0 1 3/11/16 19:13 12/21/20 3:54 melling/MathAndScienceNotes active 3 39:24.6
184 botflow https://github.com/kkyon/botflow NEW Other Models 3/31/21 10:56 1165.0 1165 102.0 102 8.0 8 8/20/18 3:13 5/23/19 14:40 kkyon/botflow active 39:24.6
185 surpriver https://github.com/tradytics/surpriver NEW Other Models 4/12/21 12:27 1189.0 1189 221.0 221 6.0 6 8/30/20 7:56 9/21/20 4:32 tradytics/surpriver active 39:24.6
186 Pattern-Recognition-for-Forex-Trading https://github.com/PythonProgramming/Pattern-Recognition-for-Forex-Trading NEW Other Models 4/5/21 3:23 173.0 173 91.0 91 1.0 1 3/26/15 2:22 3/26/15 2:33 PythonProgramming/Pattern-Recognition-for-Forex-Trading inactive 39:24.6
187 awesome-ai-in-finance https://github.com/georgezouq/awesome-ai-in-finance NEW Other Models 4/11/21 7:43 941.0 941 162.0 162 8.0 8 8/29/18 2:07 11/27/20 9:43 georgezouq/awesome-ai-in-finance active 39:24.6
188 Microservices-Based-Algorithmic-Trading-System https://github.com/saeed349/Microservices-Based-Algorithmic-Trading-System NEW Other Models 4/10/21 12:59 104.0 104 56.0 56 0.0 0 1/6/20 0:21 3/31/20 13:02 saeed349/Microservices-Based-Algorithmic-Trading-System active 39:24.6
189 Machine-Learning-for-Algorithmic-Trading-Bots-with-Python https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python NEW Other Models 4/11/21 6:02 172.0 172 94.0 94 5.0 5 12/6/18 11:35 1/18/21 6:40 PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python active 39:24.6
190 Stock.Indicators https://github.com/DaveSkender/Stock.Indicators NEW Other Models 4/12/21 10:47 175.0 175 64.0 64 9.0 9 12/29/19 5:18 4/11/21 19:17 DaveSkender/Stock.Indicators active 39:24.6
191 finance_ml https://github.com/jjakimoto/finance_ml NEW Other Models 4/8/21 15:28 282.0 282 117.0 117 1.0 1 6/29/18 21:21 2/18/19 12:34 jjakimoto/finance_ml inactive 39:24.6
192 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 9:17 234.0 234 94.0 94 1.0 1 1/17/17 12:44 1/17/17 12:48 AdeelMufti/CryptoBot inactive 2.0 2 39:24.6
193 Machine-Learning-for-Finance https://github.com/PacktPublishing/Machine-Learning-for-Finance NEW Other Models 4/8/21 16:54 180.0 180 122.0 122 4.0 4 3/15/18 6:28 1/14/21 15:58 PacktPublishing/Machine-Learning-for-Finance active 39:24.6
194 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 15:41 600.0 600 386.0 386 2.0 2 5/7/19 11:04 1/19/21 7:51 PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading active 5.0 5 39:24.6
195 Trend Following http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html A futures trend following portfolio investment strategy. Other Models
196 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 2166.0 2166 678.0 678 1.0 1 9/12/16 18:38 8/29/18 20:27 anfederico/clairvoyant inactive
197 Mixture Models II https://github.com/BlackArbsCEO/mixture_model_trading_public Mixture models and stock trading. Other Models 3/12/21 13:21 166.0 166 73.0 73 1.0 1 12/11/17 17:05 5/13/20 23:50 BlackArbsCEO/mixture_model_trading_public active
198 fin-ml https://github.com/tatsath/fin-ml NEW Other Models 4/11/21 3:29 116.0 116 66.0 66 2.0 2 5/10/20 0:25 1/23/21 17:15 tatsath/fin-ml active 39:24.6
199 Fundamental LT Forecasts https://github.com/Hvass-Labs/FinanceOps Research in investment finance for long term forecasts. Other Models 4/5/21 23:36 383.0 383 127.0 127 1.0 1 7/22/18 8:14 2/17/21 14:39 Hvass-Labs/FinanceOps active
200 Speculator https://github.com/amicks/Speculator NEW Other Models 3/15/21 16:27 101.0 101 31.0 31 2.0 2 9/3/17 17:43 9/12/18 18:58 amicks/Speculator inactive 39:24.6
201 Machine-Learning-and-AI-in-Trading https://github.com/PyPatel/Machine-Learning-and-AI-in-Trading NEW Other Models 4/8/21 11:31 261.0 261 101.0 101 1.0 1 8/30/17 6:14 10/29/19 8:14 PyPatel/Machine-Learning-and-AI-in-Trading active 39:24.6
202 Machine-Learning-For-Finance https://github.com/anthonyng2/Machine-Learning-For-Finance NEW Other Models 4/1/21 20:11 205.0 205 119.0 119 1.0 1 7/11/17 9:09 2/21/18 5:36 anthonyng2/Machine-Learning-For-Finance inactive 39:24.6
203 Mixture Models I https://github.com/BlackArbsCEO/Mixture_Models Mixture models to predict market bottoms. Other Models 3/2/21 19:44 31.0 31 31.0 31 1.0 1 3/20/17 18:54 4/25/17 23:35 BlackArbsCEO/Mixture_Models inactive
204 Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original NEW Other Models 4/8/21 20:01 279.0 279 126.0 126 4.0 4 11/15/19 8:51 1/21/21 7:56 PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original active 39:24.6
205 mosquito https://github.com/miro-ka/mosquito NEW Other Models 4/12/21 9:44 220.0 220 44.0 44 2.0 2 6/18/17 19:57 3/14/21 22:22 miro-ka/mosquito active 39:24.6
206 Scikit-learn Stock Prediction https://github.com/robertmartin8/MachineLearningStocks Using python and scikit-learn to make stock predictions. Other Models 4/11/21 10:00 931.0 931 347.0 347 2.0 2 2/12/17 4:50 2/4/21 3:48 robertmartin8/MachineLearningStocks active
207 ML_Finance_Codes https://github.com/mfrdixon/ML_Finance_Codes NEW Other Models 4/11/21 8:30 250.0 250 104.0 104 3.0 3 9/27/19 16:13 6/13/20 21:20 mfrdixon/ML_Finance_Codes active 39:24.6
208 stock-trading-ml https://github.com/yacoubb/stock-trading-ml NEW Other Models 4/11/21 14:46 340.0 340 186.0 186 1.0 1 10/10/19 9:44 10/12/19 11:38 yacoubb/stock-trading-ml active 39:24.6
209 mlfinlab https://github.com/hudson-and-thames/mlfinlab NEW Other Models 4/12/21 10:51 2295.0 2295 709.0 709 3.0 3 2/13/19 16:57 4/12/21 10:50 hudson-and-thames/mlfinlab active 39:24.6
210 Machine Learning in Asset Management https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952 Personal Papers
211 Financial Event Prediction using Machine Learning https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555 Personal Papers
212 Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization https://jfds.pm-research.com/content/2/2/17 Personal Papers
213 Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies https://jfds.pm-research.com/content/2/1/10 Personal Papers
214 Policy Gradient Portfolio https://github.com/ZhengyaoJiang/PGPortfolio A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. Portfolio Selection and Optimisation 4/9/21 10:41 1281.0 1281 629.0 629 6.0 6 11/12/17 16:08 5/9/19 9:50 ZhengyaoJiang/PGPortfolio active
215 riskparity.py https://github.com/dppalomar/riskparity.py NEW Portfolio Selection and Optimisation 4/11/21 9:40 124.0 124 31.0 31 2.0 2 7/13/19 21:30 1/30/21 1:53 dppalomar/riskparity.py active 37:19.5
216 OLMAR Algorithm https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb Relative importance of each component of the OLMAR algorithm. Portfolio Selection and Optimisation 4/8/21 19:07 7.0 7 4.0 4 1.0 1 7/26/16 16:20 12/30/16 11:40 charlessutton/OLMAR inactive
217 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
218 Riskfolio-Lib https://github.com/dcajasn/Riskfolio-Lib NEW Portfolio Selection and Optimisation 4/12/21 12:25 371.0 371 62.0 62 1.0 1 3/2/20 19:49 4/1/21 3:50 dcajasn/Riskfolio-Lib active 37:19.5
219 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 0:01 104.0 104 57.0 57 1.0 1 2/17/18 8:19 2/27/18 13:16 tthustla/efficient_frontier inactive
220 Deep Portfolio Theory https://github.com/tcloaa/Deep-Portfolio-Theory Autoencoder framework for portfolio selection. Portfolio Selection and Optimisation 4/6/21 11:47 105.0 105 57.0 57 1.0 1 2/10/17 9:03 3/8/18 16:47 tcloaa/Deep-Portfolio-Theory inactive
221 PyPortfolioOpt https://github.com/robertmartin8/PyPortfolioOpt Financial portfolio optimisation, including classical efficient frontier and advanced methods. Portfolio Selection and Optimisation 4/12/21 11:54 1895.0 1895 479.0 479 16.0 16 5/29/18 13:30 2/25/21 13:01 robertmartin8/PyPortfolioOpt active
222 node-finance https://github.com/albertosantini/node-finance NEW Portfolio Selection and Optimisation 4/5/21 8:01 101.0 101 26.0 26 3.0 3 9/17/11 17:49 4/5/21 8:01 albertosantini/node-finance active 37:19.5
223 Reinforcement Learning https://github.com/filangel/qtrader Reinforcement Learning for Portfolio Management. Portfolio Selection and Optimisation 3/29/21 3:47 364.0 364 150.0 150 1.0 1 10/7/17 9:14 6/26/18 9:22 filangelos/qtrader inactive
224 DeepDow https://github.com/jankrepl/deepdow Portfolio optimization with deep learning. Portfolio Selection and Optimisation 4/7/21 6:57 311.0 311 58.0 58 2.0 2 2/2/20 8:46 2/16/21 18:50 jankrepl/deepdow active
225 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 4/12/21 13:10 232.0 232 82.0 82 3.0 3 11/16/18 12:20 7/4/19 1:41 VivekPa/OptimalPortfolio active
226 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 14.0 14 5.0 5 1.0 1 8/1/18 19:48 9/5/19 11:18 otosman/Python-for-Finance active
227 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
228 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 48.0 48 27.0 27 1.0 1 6/23/17 0:05 1/26/19 3:35 EricHe98/Financial-Statements-Text-Analysis inactive
229 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 4.0 4 2.0 2 1.0 1 4/16/18 22:18 6/7/18 22:01 frechfrechfrech/Mutual-Fund-Market-Clusters inactive
230 Earning call transcripts https://github.com/lin882/WebAnalyticsProject Correlation between mutual fund investment decision and earning call transcripts. Textual 12/17/20 8:24 3.0 3 3.0 3 1.0 1 12/30/17 8:56 1/11/18 2:11 lin882/WebAnalyticsProject inactive
231 Accounting Anomalies https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb Using deep-learning frameworks to identify accounting anomalies. Textual 4/12/21 7:47 110.0 110 51.0 51 2.0 2 5/24/17 12:36 8/7/19 21:47 GitiHubi/deepAI active
232 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 1.0 1 4.0 4 1.0 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
233 NLP https://github.com/toamitesh/NLPinFinance This project assembles a lot of NLP operations needed for finance domain. Textual toamitesh/NLPinFinance
234 NLP Event https://github.com/yuriak/DLQuant Applying Deep Learning and NLP in Quantitative Trading. Textual 4/1/21 2:16 70.0 70 31.0 31 1.0 1 7/2/18 23:50 1/31/19 14:08 yuriak/DLQuant inactive
235 Financial Statement Sentiment https://github.com/MAydogdu/TextualAnalysis Extracting sentiment from financial statements using neural networks. Textual 3/31/21 2:10 8.0 8 7.0 7 1.0 1 6/4/18 20:54 6/4/18 20:56 MAydogdu/TextualAnalysis inactive
236 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 73.0 73 42.0 42 1.0 1 10/25/17 7:10 6/5/20 3:28 TiesdeKok/Python_NLP_Tutorial active
237 Pairs Trading https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb Finding pairs with cluster analysis. Unsupervised 4/4/21 17:55 79.0 79 36.0 36 0.0 0 9/5/17 19:19 9/27/17 20:42 marketneutral/pairs-trading-with-ML inactive
238 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
239 Industry Clustering https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries Clustering of industries. Unsupervised 10/6/20 18:51 4.0 4 5.0 5 1.0 1 7/21/17 2:12 7/23/17 2:53 SeanMcOwen/FinanceAndPython.com-ClusteringIndustries inactive
240 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 4.0 4 2.0 2 1.0 1 4/16/18 22:18 6/7/18 22:01 frechfrechfrech/Mutual-Fund-Market-Clusters inactive
241 Industry Clustering https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries Project to cluster industries according to financial attributes. Unsupervised 10/6/20 18:51 4.0 4 5.0 5 1.0 1 7/21/17 2:12 7/23/17 2:53 SeanMcOwen/FinanceAndPython.com-ClusteringIndustries inactive
242 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 32.0 32 12.0 12 1.0 1 6/21/17 4:47 6/21/17 4:51 ml-hongkong/stock2vec inactive