diff --git a/README.md b/README.md index 6c50197..1ab266c 100644 --- a/README.md +++ b/README.md @@ -119,6 +119,7 @@ ___ | [TradeFinexLive](https://github.com/XinFinOrg/TradeFinexLive) | NEW | 2018-03-21 10:05:22 | 2021-08-16 11:40:03 | 7.0 | :heavy_check_mark: | | | [SafetyAndTrade](https://github.com/vrdcas/SafetyAndTrade) | NEW | 2020-04-11 20:18:03 | 2020-04-12 17:00:36 | 6.0 | :heavy_check_mark: | | | [VaR GaN](https://github.com/hamaadshah/market_risk_gan_keras) | Estimate Value-at-Risk for market risk management using Keras and TensorFlow. | 2018-08-06 16:09:44 | 2020-11-22 19:02:07 | 50.0 | :heavy_check_mark: | | +| [Empirical-Method-in-Finance](https://github.com/yitaohu88/Empirical-Method-in-Finance) | NEW | 2021-01-13 23:48:30 | 2021-01-13 23:57:32 | 5.0 | :heavy_check_mark: | | | [Various Risk Measures](https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb) | Risk measures and factors for alternative and responsible investments. | 2017-08-07 14:44:32 | 2017-08-08 22:52:11 | 5.0 | :heavy_multiplication_x: | | | [Pyfolio](https://github.com/quantopian/pyfolio) | Portfolio and risk analytics in Python. | 2015-06-01 15:31:39 | 2020-02-28 17:30:19 | 4153.0 | :heavy_check_mark: | | | [Factor Analysis](https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb) | Factor analysis for mutual funds. | 2018-03-13 07:39:20 | 2018-03-13 07:42:36 | 4.0 | :heavy_multiplication_x: | | @@ -127,8 +128,7 @@ ___ | [CAPM](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb) | Expected returns using CAPM. | 2016-05-10 11:03:48 | 2016-05-17 03:44:56 | 33.0 | :heavy_multiplication_x: | | | [Risk Basic](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb) | Active portfolio risk management . | 2016-05-10 11:03:48 | 2016-05-17 03:44:56 | 33.0 | :heavy_multiplication_x: | | | [Statistical Finance](https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments) | Various financial experiments. | 2015-10-04 09:10:54 | 2020-03-28 18:33:58 | 23.0 | :heavy_check_mark: | | -| [Performance Analysis](https://github.com/quantopian/alphalens) | Performance analysis of predictive (alpha) stock factors. | 2016-06-03 21:49:15 | 2020-04-27 18:40:41 | 2119.0 | :heavy_check_mark: | | -| [Convex Optimisation](https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb) | Convex Optimization for Finance. | 2018-06-26 20:36:47 | 2019-10-22 21:56:46 | 19.0 | :heavy_multiplication_x: | | +| [Performance Analysis](https://github.com/quantopian/alphalens) | Performance analysis of predictive (alpha) stock factors. | 2016-06-03 21:49:15 | 2020-04-27 18:40:41 | 2119.0 | :heavy_check_mark: | | # Techniques ## Unsupervised ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/unsupervised)) @@ -138,8 +138,8 @@ ___ | [PCA Pairs Trading](https://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_Trading) | PCA, Factor Returns, and trading strategies. | nan | nan | nan | :heavy_check_mark: | | | [Pairs Trading](https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb) | Finding pairs with cluster analysis. | 2017-09-05 19:19:19 | 2017-09-27 20:42:14 | 95.0 | :heavy_multiplication_x: | | | [Fund Clusters](https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb) | Data exploration of fund clusters. | 2018-04-16 22:18:55 | 2018-06-07 22:01:32 | 6.0 | :heavy_multiplication_x: | | -| [Industry Clustering](https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries) | Project to cluster industries according to financial attributes. | 2017-07-21 02:12:51 | 2017-07-23 02:53:37 | 5.0 | :heavy_multiplication_x: | | | [Industry Clustering](https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries) | Clustering of industries. | 2017-07-21 02:12:51 | 2017-07-23 02:53:37 | 5.0 | :heavy_multiplication_x: | | +| [Industry Clustering](https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries) | Project to cluster industries according to financial attributes. | 2017-07-21 02:12:51 | 2017-07-23 02:53:37 | 5.0 | :heavy_multiplication_x: | | | [all-classification-templetes-for-ML](https://github.com/sayantann11/all-classification-templetes-for-ML) | NEW | 2020-05-05 10:28:52 | 2020-05-05 10:30:32 | 44.0 | :heavy_check_mark: | | | [Eigen-Portfolio](https://github.com/Gustrigos/Eigen-Portfolio) | NEW | 2018-09-05 05:29:18 | 2020-04-09 21:40:04 | 41.0 | :heavy_check_mark: | | | [Stock_Support_Resistance_ML](https://github.com/judopro/Stock_Support_Resistance_ML) | NEW | 2019-12-22 20:25:48 | 2021-05-02 04:25:21 | 37.0 | :heavy_check_mark: | | @@ -199,8 +199,8 @@ ___ | [rating_history](https://github.com/govwiki/rating_history) | NEW | 2017-11-23 22:52:14 | 2017-12-03 20:42:49 | 29.0 | :heavy_multiplication_x: | | | [market-data](https://github.com/kriasoft/market-data) | NEW | 2012-12-07 13:42:48 | 2012-12-15 12:10:06 | 26.0 | :heavy_multiplication_x: | | | [woe](https://github.com/boredbird/woe) | NEW | 2017-09-11 07:15:04 | 2018-03-01 10:45:40 | 235.0 | :heavy_multiplication_x: | | -| [DROP-Fixed-Income](https://github.com/lakshmiDRIP/DROP-Fixed-Income) | NEW | 2017-08-10 20:58:18 | 2018-09-26 19:21:02 | 21.0 | :heavy_multiplication_x: | | | [punk.protocol](https://github.com/PunkFinance/punk.protocol) | NEW | 2021-04-29 08:39:42 | 2021-08-13 11:53:11 | 21.0 | :heavy_check_mark: | | +| [DROP-Fixed-Income](https://github.com/lakshmiDRIP/DROP-Fixed-Income) | NEW | 2017-08-10 20:58:18 | 2018-09-26 19:21:02 | 21.0 | :heavy_multiplication_x: | | | [Corporate Bonds](https://github.com/ishank011/gs-quantify-bond-prediction) | Predicting the buying and selling volume of the corporate bonds. | 2017-09-27 19:57:13 | 2017-09-27 20:00:29 | 12.0 | :heavy_multiplication_x: | | | [MagentoExtensions](https://github.com/5mehulhelp5/MagentoExtensions) | NEW | 2014-07-03 05:45:54 | 2017-11-24 16:15:49 | 112.0 | :heavy_multiplication_x: | | @@ -268,13 +268,13 @@ ___ |:---------------------------------------------------------------------------------------------------|:---------------------|:-------------------------------|:-------------------------------|:------------------------|:------------------------------|:--------------------| | [Non-financial Corporate](http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html) | nan | nan | nan | nan | :heavy_check_mark: | | | [IRS](http://social-metrics.org/sox/) | nan | nan | nan | nan | :heavy_check_mark: | | -| [Capital Markets Data](https://www.capitalmarketsdata.com/) | nan | nan | nan | nan | :heavy_check_mark: | | | [Financial Corporate](http://raw.rutgers.edu/Corporate%20Financial%20Data.html) | nan | nan | nan | nan | :heavy_check_mark: | | | [https://fred.stlouisfed.org/](https://fred.stlouisfed.org/) | nan | nan | nan | nan | :heavy_check_mark: | | -| [Rating Industries](http://www.ratingshistory.info/) | nan | nan | nan | nan | :heavy_check_mark: | | -| [Tools-termux](https://github.com/Taoviqinvicible/Tools-termux) | NEW | nan | nan | nan | :heavy_check_mark: | | -| [https://stooq.com](https://stooq.com) | nan | nan | nan | nan | :heavy_check_mark: | | +| [Capital Markets Data](https://www.capitalmarketsdata.com/) | nan | nan | nan | nan | :heavy_check_mark: | | | [http://finance.yahoo.com/](http://finance.yahoo.com/) | nan | nan | nan | nan | :heavy_check_mark: | | +| [Tools-termux](https://github.com/Taoviqinvicible/Tools-termux) | NEW | nan | nan | nan | :heavy_check_mark: | | +| [Rating Industries](http://www.ratingshistory.info/) | nan | nan | nan | nan | :heavy_check_mark: | | +| [https://stooq.com](https://stooq.com) | nan | nan | nan | nan | :heavy_check_mark: | | | [cs-fundamentals](https://github.com/connor11528/cs-fundamentals) | NEW | 2016-12-29 21:47:23 | 2020-06-09 00:04:00 | 948.0 | :heavy_check_mark: | | | [element-china-area-data](https://github.com/Plortinus/element-china-area-data) | NEW | 2017-03-01 06:10:33 | 2020-09-29 02:55:21 | 925.0 | :heavy_check_mark: | | | [hypercube](https://github.com/hypercube-lab/hypercube) | NEW | 2021-09-08 06:47:07 | 2021-10-14 13:44:17 | 924.0 | :heavy_check_mark: | | diff --git a/generated_wiki/courses.md b/generated_wiki/courses.md index f407c31..0194426 100644 --- a/generated_wiki/courses.md +++ b/generated_wiki/courses.md @@ -57,8 +57,8 @@ | [MachineLearningWithPython](https://github.com/JerryKurata/MachineLearningWithPython) | NEW | 2016-04-24 21:20:10 | 2021-04-15 18:17:30 | 241.0 | :heavy_check_mark: | | | [Data-Science-Free](https://github.com/frontbenchHQ/Data-Science-Free) | NEW | 2019-02-10 14:29:29 | 2020-07-13 06:36:25 | 241.0 | :heavy_check_mark: | | | [Online-Courses-Learning](https://github.com/MrinmoiHossain/Online-Courses-Learning) | NEW | 2018-08-12 18:52:29 | 2019-07-14 21:07:56 | 239.0 | :heavy_multiplication_x: | | -| [AdvancedML](https://github.com/sjhwang82/AdvancedML) | NEW | 2019-02-22 09:15:04 | 2021-12-07 03:51:58 | 237.0 | :heavy_check_mark: | | | [msds621](https://github.com/parrt/msds621) | NEW | 2019-07-01 18:21:25 | 2021-12-07 19:51:49 | 237.0 | :heavy_check_mark: | | +| [AdvancedML](https://github.com/sjhwang82/AdvancedML) | NEW | 2019-02-22 09:15:04 | 2021-12-07 03:51:58 | 237.0 | :heavy_check_mark: | | | [machine-learning-coursera](https://github.com/yhyap/machine-learning-coursera) | NEW | 2013-05-03 09:41:53 | 2013-05-05 11:58:38 | 232.0 | :heavy_multiplication_x: | | | [Intro](https://github.com/rstudio/Intro) | NEW | 2014-11-11 20:45:33 | 2014-11-12 13:42:32 | 232.0 | :heavy_multiplication_x: | | | [DAT7](https://github.com/justmarkham/DAT7) | NEW | 2015-05-16 02:29:54 | 2016-03-18 16:20:30 | 231.0 | :heavy_multiplication_x: | | diff --git a/generated_wiki/data.md b/generated_wiki/data.md index e2d0f13..8deec52 100644 --- a/generated_wiki/data.md +++ b/generated_wiki/data.md @@ -2,13 +2,13 @@ |:-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------|:-------------------------------|:-------------------------------|:------------------------|:------------------------------------|:--------------------| | [Non-financial Corporate](http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html) | nan | nan | nan | nan | :heavy_check_mark: | | | [IRS](http://social-metrics.org/sox/) | nan | nan | nan | nan | :heavy_check_mark: | | -| [Capital Markets Data](https://www.capitalmarketsdata.com/) | nan | nan | nan | nan | :heavy_check_mark: | | | [Financial Corporate](http://raw.rutgers.edu/Corporate%20Financial%20Data.html) | nan | nan | nan | nan | :heavy_check_mark: | | | [https://fred.stlouisfed.org/](https://fred.stlouisfed.org/) | nan | nan | nan | nan | :heavy_check_mark: | | -| [Rating Industries](http://www.ratingshistory.info/) | nan | nan | nan | nan | :heavy_check_mark: | | -| [Tools-termux](https://github.com/Taoviqinvicible/Tools-termux) | NEW | nan | nan | nan | :heavy_check_mark: | | -| [https://stooq.com](https://stooq.com) | nan | nan | nan | nan | :heavy_check_mark: | | +| [Capital Markets Data](https://www.capitalmarketsdata.com/) | nan | nan | nan | nan | :heavy_check_mark: | | | [http://finance.yahoo.com/](http://finance.yahoo.com/) | nan | nan | nan | nan | :heavy_check_mark: | | +| [Tools-termux](https://github.com/Taoviqinvicible/Tools-termux) | NEW | nan | nan | nan | :heavy_check_mark: | | +| [Rating Industries](http://www.ratingshistory.info/) | nan | nan | nan | nan | :heavy_check_mark: | | +| [https://stooq.com](https://stooq.com) | nan | nan | nan | nan | :heavy_check_mark: | | | [cs-fundamentals](https://github.com/connor11528/cs-fundamentals) | NEW | 2016-12-29 21:47:23 | 2020-06-09 00:04:00 | 948.0 | :heavy_check_mark: | | | [element-china-area-data](https://github.com/Plortinus/element-china-area-data) | NEW | 2017-03-01 06:10:33 | 2020-09-29 02:55:21 | 925.0 | :heavy_check_mark: | | | [hypercube](https://github.com/hypercube-lab/hypercube) | NEW | 2021-09-08 06:47:07 | 2021-10-14 13:44:17 | 924.0 | :heavy_check_mark: | | @@ -158,6 +158,7 @@ | [aaltd18](https://github.com/hfawaz/aaltd18) | NEW | 2018-08-02 13:13:26 | 2018-10-11 08:55:38 | 143.0 | :heavy_multiplication_x: | | | [springMvcPlusMongo](https://github.com/caijiahao/springMvcPlusMongo) | NEW | 2016-11-11 06:17:47 | 2016-12-22 04:08:01 | 143.0 | :heavy_multiplication_x: | | | [DoppelGANger](https://github.com/fjxmlzn/DoppelGANger) | NEW | 2019-09-28 19:58:41 | 2021-05-26 20:31:34 | 142.0 | :heavy_check_mark: | | +| [plotly-resampler](https://github.com/predict-idlab/plotly-resampler) | NEW | 2021-11-20 10:51:56 | 2021-12-13 17:07:34 | 142.0 | :heavy_check_mark: | | | [twitter-sentiment-visualisation](https://github.com/Lissy93/twitter-sentiment-visualisation) | NEW | 2015-07-24 09:25:24 | 2019-01-12 23:42:11 | 142.0 | :heavy_multiplication_x: | | | [tempo](https://github.com/databrickslabs/tempo) | NEW | 2020-07-14 15:43:11 | 2021-11-18 20:39:39 | 142.0 | :heavy_check_mark: | | | [IDTxl](https://github.com/pwollstadt/IDTxl) | NEW | 2015-07-16 07:14:21 | 2021-05-20 19:11:34 | 142.0 | :heavy_check_mark: | | @@ -168,8 +169,8 @@ | [Python-NSE-Option-Chain-Analyzer](https://github.com/VarunS2002/Python-NSE-Option-Chain-Analyzer) | NEW | 2020-06-20 14:49:19 | 2021-11-03 11:43:17 | 139.0 | :heavy_check_mark: | | | [backtesting-for-cryptocurrency-trading](https://github.com/CyberPunkMetalHead/backtesting-for-cryptocurrency-trading) | NEW | 2021-06-12 16:18:50 | 2021-06-20 11:52:38 | 139.0 | :heavy_check_mark: | | | [prophet](https://github.com/facebook/prophet) | NEW | 2016-11-16 01:50:08 | 2021-10-03 23:20:15 | 13801.0 | :heavy_check_mark: | | -| [awesome-time-series-analysis](https://github.com/youngdou/awesome-time-series-analysis) | NEW | 2018-10-21 13:17:13 | 2021-03-13 17:11:24 | 138.0 | :heavy_check_mark: | | | [CalendarHeatmap](https://github.com/Zacharysp/CalendarHeatmap) | NEW | 2020-03-03 07:38:52 | 2020-10-20 22:38:25 | 138.0 | :heavy_check_mark: | | +| [awesome-time-series-analysis](https://github.com/youngdou/awesome-time-series-analysis) | NEW | 2018-10-21 13:17:13 | 2021-03-13 17:11:24 | 138.0 | :heavy_check_mark: | | | [rollup](https://github.com/ankane/rollup) | NEW | 2020-09-07 22:28:56 | 2021-12-07 01:18:21 | 136.0 | :heavy_check_mark: | | | [finlib](https://github.com/hartktmk/finlib) | NEW | 2019-05-12 05:00:55 | 2021-03-23 20:03:28 | 136.0 | :heavy_check_mark: | | | [FXModelValidation](https://github.com/plandem/FXModelValidation) | NEW | 2014-11-17 20:06:02 | 2015-07-24 14:30:16 | 136.0 | :heavy_multiplication_x: | | @@ -206,11 +207,11 @@ | [financial-data-structures](https://github.com/Jackal08/financial-data-structures) | NEW | 2018-05-07 19:44:37 | 2020-02-21 14:22:00 | 117.0 | :heavy_check_mark: | | | [deep-quant](https://github.com/euclidjda/deep-quant) | NEW | 2017-09-18 20:37:13 | 2019-07-23 19:59:28 | 116.0 | :heavy_multiplication_x: | | | [oreilly_sql_fundamentals_for_data](https://github.com/thomasnield/oreilly_sql_fundamentals_for_data) | NEW | 2017-06-03 17:43:53 | 2021-11-12 15:00:41 | 115.0 | :heavy_check_mark: | | -| [EdgarRenderer](https://github.com/Arelle/EdgarRenderer) | NEW | 2015-04-17 19:28:57 | 2021-09-06 05:19:39 | 114.0 | :heavy_check_mark: | | | [crypto_identifier](https://github.com/Acceis/crypto_identifier) | NEW | 2017-11-30 13:04:49 | 2018-01-04 11:04:44 | 114.0 | :heavy_multiplication_x: | | +| [EdgarRenderer](https://github.com/Arelle/EdgarRenderer) | NEW | 2015-04-17 19:28:57 | 2021-09-06 05:19:39 | 114.0 | :heavy_check_mark: | | | [facette](https://github.com/facette/facette) | NEW | 2011-08-04 16:28:07 | 2020-06-11 07:45:09 | 1139.0 | :heavy_check_mark: | | -| [TAcharts](https://github.com/carlfarterson/TAcharts) | NEW | 2019-09-05 00:02:11 | 2021-09-16 17:22:18 | 113.0 | :heavy_check_mark: | | | [resnet1d](https://github.com/hsd1503/resnet1d) | NEW | 2019-10-27 01:15:48 | 2021-12-04 03:18:40 | 113.0 | :heavy_check_mark: | | +| [TAcharts](https://github.com/carlfarterson/TAcharts) | NEW | 2019-09-05 00:02:11 | 2021-09-16 17:22:18 | 113.0 | :heavy_check_mark: | | | [covid-19](https://github.com/datasets/covid-19) | NEW | 2020-03-07 11:20:47 | 2021-12-11 06:16:11 | 1120.0 | :heavy_check_mark: | | | [Python-Practical-Application-on-Climate-Variability-Studies](https://github.com/royalosyin/Python-Practical-Application-on-Climate-Variability-Studies) | NEW | 2017-09-22 02:24:30 | 2019-10-14 01:22:41 | 112.0 | :heavy_multiplication_x: | | | [Zenroom](https://github.com/dyne/Zenroom) | NEW | 2017-12-02 12:15:05 | 2021-12-10 14:51:09 | 111.0 | :heavy_check_mark: | | @@ -221,11 +222,13 @@ | [egads](https://github.com/yahoo/egads) | NEW | 2015-05-06 17:47:52 | 2021-04-22 17:26:21 | 1050.0 | :heavy_check_mark: | | | [logisland](https://github.com/Hurence/logisland) | NEW | 2016-02-02 10:27:21 | 2021-10-26 13:58:12 | 104.0 | :heavy_check_mark: | | | [tsfile](https://github.com/thulab/tsfile) | NEW | 2017-03-30 14:45:08 | 2018-12-18 03:30:06 | 104.0 | :heavy_multiplication_x: | | +| [FinRL-Meta](https://github.com/AI4Finance-Foundation/FinRL-Meta) | NEW | 2021-02-16 11:30:17 | 2021-12-11 12:35:59 | 103.0 | :heavy_check_mark: | | | [trainset](https://github.com/Geocene/trainset) | NEW | 2019-02-13 21:21:03 | 2021-11-15 18:50:36 | 103.0 | :heavy_check_mark: | | | [Time-Series-Transformer](https://github.com/allen-chiang/Time-Series-Transformer) | NEW | 2020-03-23 13:04:19 | 2021-01-11 17:36:11 | 103.0 | :heavy_check_mark: | | -| [FinRL-Meta](https://github.com/AI4Finance-Foundation/FinRL-Meta) | NEW | 2021-02-16 11:30:17 | 2021-12-11 12:35:59 | 103.0 | :heavy_check_mark: | | | [R-Fundamentals](https://github.com/dlab-berkeley/R-Fundamentals) | NEW | 2016-11-14 17:43:54 | 2021-12-10 17:25:14 | 101.0 | :heavy_check_mark: | | | [sec-api](https://github.com/janlukasschroeder/sec-api) | NEW | 2018-12-22 01:25:04 | 2021-10-30 14:34:38 | 101.0 | :heavy_check_mark: | | | [DataFX](https://github.com/guigarage/DataFX) | NEW | 2017-01-16 18:52:23 | 2018-05-23 20:11:54 | 101.0 | :heavy_multiplication_x: | | | [coinbash](https://github.com/8go/coinbash) | NEW | 2017-12-04 12:58:24 | 2020-10-03 05:51:12 | 101.0 | :heavy_check_mark: | | +| [mstables](https://github.com/caiobran/mstables) | NEW | 2019-02-20 21:00:59 | 2019-07-12 16:20:47 | 100.0 | :heavy_multiplication_x: | | +| [finreportr](https://github.com/sewardlee337/finreportr) | NEW | 2015-08-02 21:20:24 | 2021-11-29 06:14:54 | 100.0 | :heavy_check_mark: | | | [SEC Parsing](https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb) | nan | 2018-06-16 14:30:06 | 2018-06-16 17:23:46 | 10.0 | :heavy_multiplication_x: | | \ No newline at end of file diff --git a/generated_wiki/derivatives_and_hedging.md b/generated_wiki/derivatives_and_hedging.md index 231ef6a..7eb47a3 100644 --- a/generated_wiki/derivatives_and_hedging.md +++ b/generated_wiki/derivatives_and_hedging.md @@ -30,8 +30,8 @@ | [huobi_futures_Python](https://github.com/hbdmapi/huobi_futures_Python) | NEW | 2020-01-14 07:21:39 | 2021-06-25 01:29:01 | 229.0 | :heavy_check_mark: | | | [trade-frame](https://github.com/rburkholder/trade-frame) | NEW | 2016-07-24 15:25:30 | 2021-07-26 01:18:34 | 227.0 | :heavy_check_mark: | | | [Computational Derivatives](https://github.com/chenbowen184/Computational_Finance) | Projects focusing on investigating simulations and computational techniques applied in finance. | 2018-01-29 05:01:52 | 2018-08-02 05:56:49 | 21.0 | :heavy_multiplication_x: | | -| [Black Scholes](https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb) | Options pricing. | 2017-12-09 18:50:20 | 2018-07-09 09:48:36 | 2.0 | :heavy_multiplication_x: | | | [Options Risk Measures](https://github.com/wanglouis49/risk_estimation) | Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). | 2016-04-29 03:51:25 | 2018-01-16 01:24:07 | 2.0 | :heavy_multiplication_x: | | +| [Black Scholes](https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb) | Options pricing. | 2017-12-09 18:50:20 | 2018-07-09 09:48:36 | 2.0 | :heavy_multiplication_x: | | | [paperbroker](https://github.com/philipodonnell/paperbroker) | NEW | 2017-07-06 02:04:51 | 2018-04-08 18:37:57 | 199.0 | :heavy_multiplication_x: | | | [MarketAnalysis](https://github.com/Poseyy/MarketAnalysis) | NEW | 2019-03-28 19:46:34 | 2020-08-06 05:15:46 | 193.0 | :heavy_check_mark: | | | [Reinforcement Learning](https://github.com/FinTechies/HedgingRL) | Hedging portfolios with reinforcement learning. | 2017-04-21 10:58:56 | 2017-08-02 21:41:06 | 19.0 | :heavy_multiplication_x: | | diff --git a/generated_wiki/extended_research.md b/generated_wiki/extended_research.md index 5fe8eb6..b689d30 100644 --- a/generated_wiki/extended_research.md +++ b/generated_wiki/extended_research.md @@ -43,18 +43,19 @@ | [A-Deep-Learning-Based-Illegal-Insider-Trading-Detection-and-Prediction-Technique-in-Stock-Market](https://github.com/SheikhRabiul/A-Deep-Learning-Based-Illegal-Insider-Trading-Detection-and-Prediction-Technique-in-Stock-Market) | NEW | 2017-11-27 06:37:43 | 2019-01-08 18:13:34 | 59.0 | :heavy_multiplication_x: | | | [gamma-ray](https://github.com/hello2all/gamma-ray) | NEW | 2020-12-28 19:46:09 | 2021-02-10 20:15:59 | 58.0 | :heavy_check_mark: | | | [FX-Trading-with-Python-and-Oanda](https://github.com/anthonyng2/FX-Trading-with-Python-and-Oanda) | NEW | 2017-02-23 07:48:12 | 2017-08-14 03:21:30 | 57.0 | :heavy_multiplication_x: | | -| [performance](https://github.com/alexkachanov/performance) | NEW | 2017-11-28 04:10:43 | 2021-01-02 05:49:59 | 57.0 | :heavy_check_mark: | | | [Chronicle-Accelerate](https://github.com/OpenHFT/Chronicle-Accelerate) | NEW | 2018-01-24 08:52:53 | 2018-08-11 12:11:43 | 57.0 | :heavy_multiplication_x: | | +| [performance](https://github.com/alexkachanov/performance) | NEW | 2017-11-28 04:10:43 | 2021-01-02 05:49:59 | 57.0 | :heavy_check_mark: | | | [OrderImbalance](https://github.com/shaileshkakkar/OrderImbalance) | NEW | 2018-06-04 16:35:40 | 2018-06-04 16:49:26 | 56.0 | :heavy_multiplication_x: | | | [High-Frequency-Trading-Simulation-System](https://github.com/chenhaotian/High-Frequency-Trading-Simulation-System) | NEW | 2016-06-14 13:50:39 | 2018-04-16 08:48:10 | 54.0 | :heavy_multiplication_x: | | -| [PyLimitOrderBook](https://github.com/abcabhishek/PyLimitOrderBook) | NEW | 2018-01-03 05:56:23 | 2018-01-03 06:19:23 | 54.0 | :heavy_multiplication_x: | | | [FullFIX](https://github.com/maxim2266/FullFIX) | NEW | 2015-08-26 09:44:55 | 2019-05-20 19:43:37 | 54.0 | :heavy_multiplication_x: | | +| [PyLimitOrderBook](https://github.com/abcabhishek/PyLimitOrderBook) | NEW | 2018-01-03 05:56:23 | 2018-01-03 06:19:23 | 54.0 | :heavy_multiplication_x: | | | [StockPredictionRNN](https://github.com/dzitkowskik/StockPredictionRNN) | NEW | 2015-11-26 19:00:35 | 2016-05-21 15:51:22 | 533.0 | :heavy_multiplication_x: | | | [graph-fraud-detection-papers](https://github.com/safe-graph/graph-fraud-detection-papers) | NEW | 2019-11-21 05:39:23 | 2021-11-15 16:44:33 | 531.0 | :heavy_check_mark: | | | [avellaneda-stoikov](https://github.com/fedecaccia/avellaneda-stoikov) | NEW | 2020-05-02 22:20:21 | 2020-05-02 22:40:59 | 52.0 | :heavy_check_mark: | | | [PE-HFT-Python](https://github.com/PortfolioEffect/PE-HFT-Python) | NEW | 2015-11-11 00:58:39 | 2017-08-08 02:06:15 | 52.0 | :heavy_multiplication_x: | | | [OpenHFT](https://github.com/OpenHFT/OpenHFT) | NEW | 2013-12-26 10:22:00 | 2021-12-10 07:44:56 | 504.0 | :heavy_check_mark: | | | [Coiner](https://github.com/jihoonerd/Coiner) | NEW | 2017-09-26 04:14:36 | 2018-01-01 13:13:21 | 50.0 | :heavy_multiplication_x: | | +| [sagemaker-graph-fraud-detection](https://github.com/awslabs/sagemaker-graph-fraud-detection) | NEW | 2020-03-13 16:51:29 | 2021-05-18 19:20:28 | 50.0 | :heavy_check_mark: | | | [HFT-Orderbook](https://github.com/Crypto-toolbox/HFT-Orderbook) | NEW | 2017-07-26 08:42:19 | 2018-08-24 13:35:39 | 491.0 | :heavy_multiplication_x: | | | [algotrading](https://github.com/ivopetiz/algotrading) | NEW | 2018-07-10 22:10:41 | 2021-11-13 11:04:36 | 474.0 | :heavy_check_mark: | | | [example-hftish](https://github.com/alpacahq/example-hftish) | NEW | 2019-01-25 14:56:38 | 2019-10-25 02:16:27 | 447.0 | :heavy_multiplication_x: | | diff --git a/generated_wiki/factor_and_risk_analysis.md b/generated_wiki/factor_and_risk_analysis.md index f328742..a13b2b2 100644 --- a/generated_wiki/factor_and_risk_analysis.md +++ b/generated_wiki/factor_and_risk_analysis.md @@ -5,6 +5,7 @@ | [TradeFinexLive](https://github.com/XinFinOrg/TradeFinexLive) | NEW | 2018-03-21 10:05:22 | 2021-08-16 11:40:03 | 7.0 | :heavy_check_mark: | | | [SafetyAndTrade](https://github.com/vrdcas/SafetyAndTrade) | NEW | 2020-04-11 20:18:03 | 2020-04-12 17:00:36 | 6.0 | :heavy_check_mark: | | | [VaR GaN](https://github.com/hamaadshah/market_risk_gan_keras) | Estimate Value-at-Risk for market risk management using Keras and TensorFlow. | 2018-08-06 16:09:44 | 2020-11-22 19:02:07 | 50.0 | :heavy_check_mark: | | +| [Empirical-Method-in-Finance](https://github.com/yitaohu88/Empirical-Method-in-Finance) | NEW | 2021-01-13 23:48:30 | 2021-01-13 23:57:32 | 5.0 | :heavy_check_mark: | | | [Various Risk Measures](https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb) | Risk measures and factors for alternative and responsible investments. | 2017-08-07 14:44:32 | 2017-08-08 22:52:11 | 5.0 | :heavy_multiplication_x: | | | [Pyfolio](https://github.com/quantopian/pyfolio) | Portfolio and risk analytics in Python. | 2015-06-01 15:31:39 | 2020-02-28 17:30:19 | 4153.0 | :heavy_check_mark: | | | [Factor Analysis](https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb) | Factor analysis for mutual funds. | 2018-03-13 07:39:20 | 2018-03-13 07:42:36 | 4.0 | :heavy_multiplication_x: | | diff --git a/generated_wiki/fixed_income.md b/generated_wiki/fixed_income.md index b8ed1d1..766444b 100644 --- a/generated_wiki/fixed_income.md +++ b/generated_wiki/fixed_income.md @@ -5,7 +5,7 @@ | [rating_history](https://github.com/govwiki/rating_history) | NEW | 2017-11-23 22:52:14 | 2017-12-03 20:42:49 | 29.0 | :heavy_multiplication_x: | | | [market-data](https://github.com/kriasoft/market-data) | NEW | 2012-12-07 13:42:48 | 2012-12-15 12:10:06 | 26.0 | :heavy_multiplication_x: | | | [woe](https://github.com/boredbird/woe) | NEW | 2017-09-11 07:15:04 | 2018-03-01 10:45:40 | 235.0 | :heavy_multiplication_x: | | -| [DROP-Fixed-Income](https://github.com/lakshmiDRIP/DROP-Fixed-Income) | NEW | 2017-08-10 20:58:18 | 2018-09-26 19:21:02 | 21.0 | :heavy_multiplication_x: | | | [punk.protocol](https://github.com/PunkFinance/punk.protocol) | NEW | 2021-04-29 08:39:42 | 2021-08-13 11:53:11 | 21.0 | :heavy_check_mark: | | +| [DROP-Fixed-Income](https://github.com/lakshmiDRIP/DROP-Fixed-Income) | NEW | 2017-08-10 20:58:18 | 2018-09-26 19:21:02 | 21.0 | :heavy_multiplication_x: | | | [Corporate Bonds](https://github.com/ishank011/gs-quantify-bond-prediction) | Predicting the buying and selling volume of the corporate bonds. | 2017-09-27 19:57:13 | 2017-09-27 20:00:29 | 12.0 | :heavy_multiplication_x: | | | [MagentoExtensions](https://github.com/5mehulhelp5/MagentoExtensions) | NEW | 2014-07-03 05:45:54 | 2017-11-24 16:15:49 | 112.0 | :heavy_multiplication_x: | | \ No newline at end of file diff --git a/generated_wiki/other_models.md b/generated_wiki/other_models.md index a2de1eb..72cb3d3 100644 --- a/generated_wiki/other_models.md +++ b/generated_wiki/other_models.md @@ -32,6 +32,6 @@ | [TradingView-Machine-Learning-GUI](https://github.com/TreborNamor/TradingView-Machine-Learning-GUI) | NEW | 2021-01-27 06:42:02 | 2021-09-26 00:48:26 | 179.0 | :heavy_check_mark: | | | [Stanford-Project-Predicting-stock-prices-using-a-LSTM-Network](https://github.com/dduemig/Stanford-Project-Predicting-stock-prices-using-a-LSTM-Network) | NEW | 2019-02-19 17:40:43 | 2020-02-24 14:46:43 | 128.0 | :heavy_check_mark: | | | [Machine-Learning-for-Asset-Managers](https://github.com/emoen/Machine-Learning-for-Asset-Managers) | NEW | 2020-06-21 17:56:55 | 2021-09-01 13:21:21 | 118.0 | :heavy_check_mark: | | -| [mlbot_tutorial](https://github.com/richmanbtc/mlbot_tutorial) | NEW | 2021-07-19 14:07:12 | 2021-11-28 17:07:03 | 115.0 | :heavy_check_mark: | | | [AMLSim](https://github.com/IBM/AMLSim) | NEW | 2018-12-18 16:14:56 | 2021-11-11 00:53:18 | 115.0 | :heavy_check_mark: | | +| [mlbot_tutorial](https://github.com/richmanbtc/mlbot_tutorial) | NEW | 2021-07-19 14:07:12 | 2021-11-28 17:07:03 | 115.0 | :heavy_check_mark: | | | [AI-Scalpel-Trading-Bot](https://github.com/hackobi/AI-Scalpel-Trading-Bot) | NEW | 2019-09-06 07:17:28 | 2021-06-02 08:12:03 | 108.0 | :heavy_check_mark: | | \ No newline at end of file diff --git a/generated_wiki/personal_papers.md b/generated_wiki/personal_papers.md index 3a8c9a9..99bec4c 100644 --- a/generated_wiki/personal_papers.md +++ b/generated_wiki/personal_papers.md @@ -1,6 +1,6 @@ | repo | comment | created_at | last_commit | star_count | repo_status | rating | |:--------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------|:------------------------|:-------------------------|:------------------------|:------------------------------|:--------------------| | [Machine Learning in Asset Management](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952) | nan | nan | nan | nan | :heavy_check_mark: | | -| [Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization](https://jfds.pm-research.com/content/2/2/17) | nan | nan | nan | nan | :heavy_check_mark: | | | [Financial Event Prediction using Machine Learning](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555) | nan | nan | nan | nan | :heavy_check_mark: | | +| [Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization](https://jfds.pm-research.com/content/2/2/17) | nan | nan | nan | nan | :heavy_check_mark: | | | [Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies](https://jfds.pm-research.com/content/2/1/10) | nan | nan | nan | nan | :heavy_check_mark: | | \ No newline at end of file diff --git a/generated_wiki/unsupervised.md b/generated_wiki/unsupervised.md index 63b1ef7..f1bf215 100644 --- a/generated_wiki/unsupervised.md +++ b/generated_wiki/unsupervised.md @@ -3,8 +3,8 @@ | [PCA Pairs Trading](https://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_Trading) | PCA, Factor Returns, and trading strategies. | nan | nan | nan | :heavy_check_mark: | | | [Pairs Trading](https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb) | Finding pairs with cluster analysis. | 2017-09-05 19:19:19 | 2017-09-27 20:42:14 | 95.0 | :heavy_multiplication_x: | | | [Fund Clusters](https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb) | Data exploration of fund clusters. | 2018-04-16 22:18:55 | 2018-06-07 22:01:32 | 6.0 | :heavy_multiplication_x: | | -| [Industry Clustering](https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries) | Project to cluster industries according to financial attributes. | 2017-07-21 02:12:51 | 2017-07-23 02:53:37 | 5.0 | :heavy_multiplication_x: | | | [Industry Clustering](https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries) | Clustering of industries. | 2017-07-21 02:12:51 | 2017-07-23 02:53:37 | 5.0 | :heavy_multiplication_x: | | +| [Industry Clustering](https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries) | Project to cluster industries according to financial attributes. | 2017-07-21 02:12:51 | 2017-07-23 02:53:37 | 5.0 | :heavy_multiplication_x: | | | [all-classification-templetes-for-ML](https://github.com/sayantann11/all-classification-templetes-for-ML) | NEW | 2020-05-05 10:28:52 | 2020-05-05 10:30:32 | 44.0 | :heavy_check_mark: | | | [Eigen-Portfolio](https://github.com/Gustrigos/Eigen-Portfolio) | NEW | 2018-09-05 05:29:18 | 2020-04-09 21:40:04 | 41.0 | :heavy_check_mark: | | | [Stock_Support_Resistance_ML](https://github.com/judopro/Stock_Support_Resistance_ML) | NEW | 2019-12-22 20:25:48 | 2021-05-02 04:25:21 | 37.0 | :heavy_check_mark: | |