From 6452cd19cfdd7f799320aaefbe70434bacad3e4f Mon Sep 17 00:00:00 2001 From: "github-actions[bot]" Date: Wed, 14 Apr 2021 03:14:10 +0000 Subject: [PATCH] {chore: autopublish 2021-04-14T03:14:10Z} --- README.md | 96 ++++++++++--------- .../colleges_centers_and_departments.md | 10 +- generated_wiki/data.md | 14 +-- generated_wiki/derivatives_and_hedging.md | 55 ++++++++--- generated_wiki/extended_research.md | 8 +- generated_wiki/factor_and_risk_analysis.md | 41 ++++---- 6 files changed, 128 insertions(+), 96 deletions(-) diff --git a/README.md b/README.md index 84e1b44..08b77a7 100644 --- a/README.md +++ b/README.md @@ -103,23 +103,23 @@ ___ ## Factor and Risk Analysis ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/factor_and_risk_analysis)) -| repo | comment | created_at | last_commit | star_count | repo_status | rating | -|:--------------------------------------------------------------------------------------------------------------------------------------------|:-----------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| -| [VaR GaN](https://github.com/hamaadshah/market_risk_gan_keras) | Estimate Value-at-Risk for market risk management using Keras and TensorFlow. | 8/6/18 16:09 | 11/22/20 19:02 | 41.0 | :heavy_check_mark: | | -| [Various Risk Measures](https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb) | Risk measures and factors for alternative and responsible investments. | 8/7/17 14:44 | 8/8/17 22:52 | 4.0 | :heavy_multiplication_x: | | -| [Pyfolio](https://github.com/quantopian/pyfolio) | Portfolio and risk analytics in Python. | 6/1/15 15:31 | 2/28/20 17:30 | 3673.0 | :heavy_check_mark: | | -| [CAPM](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb) | Expected returns using CAPM. | 5/10/16 11:03 | 5/17/16 3:44 | 31.0 | :heavy_multiplication_x: | | -| [Quant Finance](https://github.com/mrefermat/quant_finance) | General quant repository. | 8/11/18 22:59 | 11/12/19 4:49 | 31.0 | :heavy_check_mark: | | -| [Risk Basic](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb) | Active portfolio risk management . | 5/10/16 11:03 | 5/17/16 3:44 | 31.0 | :heavy_multiplication_x: | | -| [Factor Analysis](https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb) | Factor analysis for mutual funds. | 3/13/18 7:39 | 3/13/18 7:42 | 3.0 | :heavy_multiplication_x: | | -| [Statistical Finance](https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments) | Various financial experiments. | 10/4/15 9:10 | 3/28/20 18:33 | 21.0 | :heavy_check_mark: | | -| [Performance Analysis](https://github.com/quantopian/alphalens) | Performance analysis of predictive (alpha) stock factors. | 6/3/16 21:49 | 4/27/20 18:40 | 1847.0 | :heavy_check_mark: | | -| [Convex Optimisation](https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb) | Convex Optimization for Finance. | 6/26/18 20:36 | 10/22/19 21:56 | 18.0 | :heavy_check_mark: | | -| [Factor Analysis](https://github.com/alpha-miner/alpha-mind/tree/master/notebooks) | Factor strategy notebooks. | 5/1/17 7:36 | 4/7/21 15:25 | 172.0 | :heavy_check_mark: | | -| [AlphaTrading](https://github.com/jerryxyx/AlphaTrading) | NEW | 5/18/18 22:09 | 8/7/18 18:05 | 149.0 | :heavy_multiplication_x: | | -| [Risk and Return](https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials) | Riskiness of portfolios and assets. | 9/12/17 13:35 | 8/6/20 12:35 | 140.0 | :heavy_check_mark: | | -| [Python for Finance](https://github.com/yhilpisch/py4fi/tree/master/jupyter36) | Various financial notebooks. | 12/15/14 11:23 | 7/10/18 6:38 | 1298.0 | :heavy_multiplication_x: | | -| [Stock-Prediction](https://github.com/Ronak-59/Stock-Prediction) | NEW | 3/18/18 4:54 | 2/28/20 11:43 | 129.0 | :heavy_check_mark: | | +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:-----------------------------------------------------------------------------------------------------------------------------------------------|:-----------------------------------------------------------------------------------------|:-------------------------------|:-------------------------------|:------------------------|:------------------------------------|:--------------------| +| [Machine_learning_In_Finance](https://github.com/chaudharigauravi/Machine_learning_In_Finance) | NEW | 2019-08-03 04:04:51 | 2019-08-03 04:05:32 | 8.0 | :heavy_check_mark: | | +| [stock-market-analysis-using-python-numpy-pandas](https://github.com/Ashishsinha10/stock-market-analysis-using-python-numpy-pandas) | NEW | 2018-04-10 05:15:49 | 2018-04-10 05:28:54 | 8.0 | :heavy_multiplication_x: | | +| [-L-](https://github.com/jettbrains/-L-) | NEW | 2019-10-28 21:50:26 | 2019-10-28 21:51:19 | 6.0 | :heavy_check_mark: | | +| [TradeFinexLive](https://github.com/XinFinOrg/TradeFinexLive) | NEW | 2018-03-21 10:05:22 | 2021-03-18 09:48:32 | 5.0 | :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. | 8/6/18 16:09 | 11/22/20 19:02 | 41.0 | :heavy_check_mark: | | +| [Various Risk Measures](https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb) | Risk measures and factors for alternative and responsible investments. | 8/7/17 14:44 | 8/8/17 22:52 | 4.0 | :heavy_multiplication_x: | | +| [Pyfolio](https://github.com/quantopian/pyfolio) | Portfolio and risk analytics in Python. | 6/1/15 15:31 | 2/28/20 17:30 | 3673.0 | :heavy_check_mark: | | +| [CAPM](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb) | Expected returns using CAPM. | 5/10/16 11:03 | 5/17/16 3:44 | 31.0 | :heavy_multiplication_x: | | +| [Risk Basic](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb) | Active portfolio risk management . | 5/10/16 11:03 | 5/17/16 3:44 | 31.0 | :heavy_multiplication_x: | | +| [Quant Finance](https://github.com/mrefermat/quant_finance) | General quant repository. | 8/11/18 22:59 | 11/12/19 4:49 | 31.0 | :heavy_check_mark: | | +| [Factor Analysis](https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb) | Factor analysis for mutual funds. | 3/13/18 7:39 | 3/13/18 7:42 | 3.0 | :heavy_multiplication_x: | | +| [Statistical Finance](https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments) | Various financial experiments. | 10/4/15 9:10 | 3/28/20 18:33 | 21.0 | :heavy_check_mark: | | +| [Performance Analysis](https://github.com/quantopian/alphalens) | Performance analysis of predictive (alpha) stock factors. | 6/3/16 21:49 | 4/27/20 18:40 | 1847.0 | :heavy_check_mark: | | +| [Convex Optimisation](https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb) | Convex Optimization for Finance. | 6/26/18 20:36 | 10/22/19 21:56 | 18.0 | :heavy_check_mark: | | +| [Factor Analysis](https://github.com/alpha-miner/alpha-mind/tree/master/notebooks) | Factor strategy notebooks. | 5/1/17 7:36 | 4/7/21 15:25 | 172.0 | :heavy_check_mark: | | # Techniques ## Unsupervised ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/unsupervised)) @@ -151,21 +151,23 @@ ___ # Other Assets ## Derivatives and Hedging ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/derivatives_and_hedging)) -| repo | comment | created_at | last_commit | star_count | repo_status | rating | -|:-----------------------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------------------------------|:-------------------------|:-------------------------|:------------------------|:------------------------------------|:--------------------| -| [Options](https://github.com/PHBS/2018.M1.ASP/tree/master/py) | Black Scholes and Copula. | nan | nan | nan | :heavy_check_mark: | | -| [Derivative Markets](https://github.com/broughtj/Fin6470/tree/master/Notebooks) | The economics of futures, futures, options, and swaps. | 2/9/16 5:30 | 4/6/21 20:49 | 8.0 | :heavy_check_mark: | | -| [Volatility and Variance Derivatives](https://github.com/yhilpisch/lvvd/tree/master/lvvd) | Volatility derivatives analytics. | 10/21/16 4:12 | 2/22/21 13:32 | 79.0 | :heavy_check_mark: | | -| [Hull White](https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb) | Callable Bond, Hull White. | 6/6/18 22:06 | 6/6/18 22:27 | 4.0 | :heavy_multiplication_x: | | -| [Derivatives Python](https://github.com/yhilpisch/dawp/tree/master/python36) | Derivative analytics with Python. | 7/9/15 12:27 | 2/22/21 13:29 | 388.0 | :heavy_check_mark: | | -| [Options](https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D) | Introduction to options. | 7/28/17 15:48 | 3/17/21 17:17 | 335.0 | :heavy_check_mark: | | -| [Delta Hedging](https://github.com/RobinsonGarcia/delta-hedging) | Advanced derivatives. | 3/2/18 23:53 | 7/17/18 23:32 | 3.0 | :heavy_multiplication_x: | | -| [Option Strategies](https://github.com/rstreppa/valuation-OptionStrategies) | Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations. | 5/22/18 18:27 | 5/22/18 18:30 | 2.0 | :heavy_multiplication_x: | | -| [Computational Derivatives](https://github.com/chenbowen184/Computational_Finance) | Projects focusing on investigating simulations and computational techniques applied in finance. | 1/29/18 5:01 | 8/2/18 5:56 | 17.0 | :heavy_multiplication_x: | | -| [Reinforcement Learning](https://github.com/FinTechies/HedgingRL) | Hedging portfolios with reinforcement learning. | 4/21/17 10:58 | 8/2/17 21:41 | 16.0 | :heavy_multiplication_x: | | -| [Black Scholes](https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb) | Options pricing. | 12/9/17 18:50 | 7/9/18 9:48 | 1.0 | :heavy_multiplication_x: | | -| [Options Risk Measures](https://github.com/wanglouis49/risk_estimation) | Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). | 4/29/16 3:51 | 1/16/18 1:24 | 1.0 | :heavy_multiplication_x: | | -| [Derman](https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb) | Binomial tree for American call. | 5/18/18 18:08 | 9/21/18 19:59 | 1.0 | :heavy_multiplication_x: | | +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:----------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------|:-------------------------------|:-------------------------------|:------------------------|:------------------------------------|:--------------------| +| [Options](https://github.com/PHBS/2018.M1.ASP/tree/master/py) | Black Scholes and Copula. | nan | nan | nan | :heavy_check_mark: | | +| [Derivative Markets](https://github.com/broughtj/Fin6470/tree/master/Notebooks) | The economics of futures, futures, options, and swaps. | 2/9/16 5:30 | 4/6/21 20:49 | 8.0 | :heavy_check_mark: | | +| [Volatility and Variance Derivatives](https://github.com/yhilpisch/lvvd/tree/master/lvvd) | Volatility derivatives analytics. | 10/21/16 4:12 | 2/22/21 13:32 | 79.0 | :heavy_check_mark: | | +| [tda-api](https://github.com/alexgolec/tda-api) | NEW | 2020-04-03 21:19:12 | 2021-04-12 03:12:03 | 649.0 | :heavy_check_mark: | | +| [Strata](https://github.com/OpenGamma/Strata) | NEW | 2014-06-16 11:45:55 | 2021-04-12 06:32:06 | 607.0 | :heavy_check_mark: | | +| [FinanceDatabase](https://github.com/JerBouma/FinanceDatabase) | NEW | 2021-01-28 18:36:09 | 2021-04-08 11:10:46 | 595.0 | :heavy_check_mark: | | +| [gs-quant](https://github.com/goldmansachs/gs-quant) | NEW | 2018-12-14 21:10:40 | 2021-03-25 15:33:58 | 584.0 | :heavy_check_mark: | | +| [wallstreet](https://github.com/mcdallas/wallstreet) | NEW | 2016-01-20 22:03:39 | 2019-08-09 23:14:52 | 570.0 | :heavy_check_mark: | | +| [algotrader](https://github.com/torreyleonard/algotrader) | NEW | 2018-04-10 02:31:26 | 2020-08-27 08:16:44 | 477.0 | :heavy_check_mark: | | +| [FinancePy](https://github.com/domokane/FinancePy) | NEW | 2019-10-27 15:04:56 | 2021-03-11 21:40:14 | 441.0 | :heavy_check_mark: | | +| [Hull White](https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb) | Callable Bond, Hull White. | 6/6/18 22:06 | 6/6/18 22:27 | 4.0 | :heavy_multiplication_x: | | +| [optopsy](https://github.com/michaelchu/optopsy) | NEW | 2017-09-17 01:49:54 | 2020-12-07 17:00:58 | 393.0 | :heavy_check_mark: | | +| [StockSharp](https://github.com/StockSharp/StockSharp) | NEW | 2014-12-08 07:53:44 | 2021-04-07 10:55:36 | 3924.0 | :heavy_check_mark: | | +| [Derivatives Python](https://github.com/yhilpisch/dawp/tree/master/python36) | Derivative analytics with Python. | 7/9/15 12:27 | 2/22/21 13:29 | 388.0 | :heavy_check_mark: | | +| [akshare](https://github.com/jindaxiang/akshare) | NEW | 2019-10-01 07:34:12 | 2021-04-13 11:18:53 | 3374.0 | :heavy_check_mark: | | ## Fixed Income ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/fixed_income)) @@ -192,8 +194,8 @@ ___ | repo | comment | created_at | last_commit | star_count | repo_status | rating | |:------------------------------------------------------------------------------------------------------------------|:--------------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| -| [Real Estate Property Fraud](https://github.com/aviroop1/Real_Estate_Property_Fraud) | Unsupervised fraud detection model that can identify likely candidates of fraud. | nan | nan | nan | :heavy_check_mark: | | | [Commodity](https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb) | Commodity influence over Brazilian stocks. | nan | nan | nan | :heavy_check_mark: | | +| [Real Estate Property Fraud](https://github.com/aviroop1/Real_Estate_Property_Fraud) | Unsupervised fraud detection model that can identify likely candidates of fraud. | nan | nan | nan | :heavy_check_mark: | | | [Behavioural Economics](https://github.com/pcmichaud/notebooks) | Behavioural Economics and Finance Python Notebooks. | 12/20/18 0:21 | 3/26/19 11:51 | 9.0 | :heavy_multiplication_x: | | | [Corporate Finance](https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance) | Basic corporate finance. | 9/9/17 3:35 | 9/9/17 23:04 | 9.0 | :heavy_multiplication_x: | | | [NLP Finance Papers](https://github.com/chenbowen184/Research_Documents_Curation_with_NLP) | Curating quantitative finance papers using machine learning. | 10/11/18 20:32 | 12/24/18 23:27 | 8.0 | :heavy_multiplication_x: | | @@ -203,9 +205,9 @@ ___ | [Mathematical Finance](https://github.com/Auquan/Tutorials) | Notebooks for math and financial tutorials. | 1/21/17 11:24 | 8/1/20 17:03 | 664.0 | :heavy_check_mark: | | | [Backtests](https://github.com/AlgoTraders/stock-analysis-engine) | Trading data and algorithms. | 9/16/18 20:00 | 9/5/20 13:01 | 620.0 | :heavy_check_mark: | | | [Liquidity and Momentum](https://github.com/mrefermat/quant_finance) | Various factors and portfolio constructions. | 8/11/18 22:59 | 11/12/19 4:49 | 31.0 | :heavy_check_mark: | | -| [Currency PCA](https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb) | Forex spots PCA. | 3/12/19 21:11 | 3/12/19 22:09 | 3.0 | :heavy_multiplication_x: | | -| [Life-cycle](https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb) | Company life cycle. | 1/19/19 18:16 | 2/18/19 16:57 | 3.0 | :heavy_multiplication_x: | | | [M&A](https://github.com/atulram/Finance-and-Stocks) | Mergers and Acquisitions. | 1/19/19 18:16 | 2/18/19 16:57 | 3.0 | :heavy_multiplication_x: | | +| [Life-cycle](https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb) | Company life cycle. | 1/19/19 18:16 | 2/18/19 16:57 | 3.0 | :heavy_multiplication_x: | | +| [Currency PCA](https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb) | Forex spots PCA. | 3/12/19 21:11 | 3/12/19 22:09 | 3.0 | :heavy_multiplication_x: | | | [Deep Portfolio](https://github.com/DLColumbia/DL_forFinance) | Deep learning for finance Predict volume of bonds. | 5/8/18 19:34 | 5/9/18 15:39 | 27.0 | :heavy_multiplication_x: | | # Courses ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/courses)) @@ -227,14 +229,14 @@ ___ | repo | comment | created_at | last_commit | star_count | repo_status | rating | |:--------------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------|:-------------------------|:-------------------------|:------------------------|:------------------------------------|:--------------------| -| [Financial Corporate](http://raw.rutgers.edu/Corporate%20Financial%20Data.html) | nan | nan | nan | nan | :heavy_check_mark: | | -| [http://finance.yahoo.com/](http://finance.yahoo.com/) | nan | nan | nan | nan | :heavy_check_mark: | | -| [Rating Industries](http://www.ratingshistory.info/) | nan | nan | nan | nan | :heavy_check_mark: | | -| [https://fred.stlouisfed.org/](https://fred.stlouisfed.org/) | nan | nan | nan | nan | :heavy_check_mark: | | -| [Non-financial Corporate](http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html) | nan | nan | nan | nan | :heavy_check_mark: | | -| [https://stooq.com](https://stooq.com) | 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: | | +| [IRS](http://social-metrics.org/sox/) | nan | nan | nan | nan | :heavy_check_mark: | | +| [Non-financial Corporate](http://raw.rutgers.edu/Non-Financial%20Corporate%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: | | +| [https://stooq.com](https://stooq.com) | nan | nan | nan | nan | :heavy_check_mark: | | +| [http://finance.yahoo.com/](http://finance.yahoo.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: | | | [SEC Parsing](https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb) | nan | 6/16/18 14:30 | 6/16/18 17:23 | 9.0 | :heavy_multiplication_x: | | | [https://github.com/timestocome/StockMarketData](https://github.com/timestocome/StockMarketData) | nan | 5/10/17 21:49 | 8/6/17 19:23 | 7.0 | :heavy_multiplication_x: | | | [Web Scraping (FirmAI)](https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data) | nan | 2/19/19 19:02 | 7/22/20 16:48 | 577.0 | :heavy_check_mark: | | @@ -246,9 +248,9 @@ ___ | repo | comment | created_at | last_commit | star_count | repo_status | rating | |:-----------------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------|:------------------------|:-------------------------|:------------------------|:------------------------------|:--------------------| -| [Cornell University](https://www.cornell.edu/) | nan | nan | nan | nan | :heavy_check_mark: | | -| [Stanford Advanced Financial Technologies](https://fintech.stanford.edu/) | Stanford Advanced Financial Technologies Laboratory | nan | nan | nan | :heavy_check_mark: | | -| [NYU FRE](https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering) | Finance and Risk Engineering (NYU Tandon) | nan | nan | nan | :heavy_check_mark: | | -| [Oxford Man](https://www.oxford-man.ox.ac.uk/) | Oxford-Man Institute of Quantitative Finance | nan | nan | nan | :heavy_check_mark: | | +| [Berkeley Lab CIFT](https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/) | nan | nan | nan | nan | :heavy_check_mark: | | | [NYU Courant](https://cims.nyu.edu/) | Courant Institute of Mathematical Sciences, New York University | nan | nan | nan | :heavy_check_mark: | | -| [Berkeley Lab CIFT](https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/) | nan | nan | nan | nan | :heavy_check_mark: | | +| [Oxford Man](https://www.oxford-man.ox.ac.uk/) | Oxford-Man Institute of Quantitative Finance | nan | nan | nan | :heavy_check_mark: | | +| [Stanford Advanced Financial Technologies](https://fintech.stanford.edu/) | Stanford Advanced Financial Technologies Laboratory | nan | nan | nan | :heavy_check_mark: | | +| [Cornell University](https://www.cornell.edu/) | nan | nan | nan | nan | :heavy_check_mark: | | +| [NYU FRE](https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering) | Finance and Risk Engineering (NYU Tandon) | nan | nan | nan | :heavy_check_mark: | | diff --git a/generated_wiki/colleges_centers_and_departments.md b/generated_wiki/colleges_centers_and_departments.md index 543a06e..541ddb6 100644 --- a/generated_wiki/colleges_centers_and_departments.md +++ b/generated_wiki/colleges_centers_and_departments.md @@ -1,8 +1,8 @@ | repo | comment | created_at | last_commit | star_count | repo_status | rating | |:-----------------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------|:------------------------|:-------------------------|:------------------------|:------------------------------|:--------------------| -| [Cornell University](https://www.cornell.edu/) | nan | nan | nan | nan | :heavy_check_mark: | | -| [Stanford Advanced Financial Technologies](https://fintech.stanford.edu/) | Stanford Advanced Financial Technologies Laboratory | nan | nan | nan | :heavy_check_mark: | | -| [NYU FRE](https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering) | Finance and Risk Engineering (NYU Tandon) | nan | nan | nan | :heavy_check_mark: | | -| [Oxford Man](https://www.oxford-man.ox.ac.uk/) | Oxford-Man Institute of Quantitative Finance | nan | nan | nan | :heavy_check_mark: | | +| [Berkeley Lab CIFT](https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/) | nan | nan | nan | nan | :heavy_check_mark: | | | [NYU Courant](https://cims.nyu.edu/) | Courant Institute of Mathematical Sciences, New York University | nan | nan | nan | :heavy_check_mark: | | -| [Berkeley Lab CIFT](https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/) | nan | nan | nan | nan | :heavy_check_mark: | | \ No newline at end of file +| [Oxford Man](https://www.oxford-man.ox.ac.uk/) | Oxford-Man Institute of Quantitative Finance | nan | nan | nan | :heavy_check_mark: | | +| [Stanford Advanced Financial Technologies](https://fintech.stanford.edu/) | Stanford Advanced Financial Technologies Laboratory | nan | nan | nan | :heavy_check_mark: | | +| [Cornell University](https://www.cornell.edu/) | nan | nan | nan | nan | :heavy_check_mark: | | +| [NYU FRE](https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering) | Finance and Risk Engineering (NYU Tandon) | nan | nan | nan | :heavy_check_mark: | | \ No newline at end of file diff --git a/generated_wiki/data.md b/generated_wiki/data.md index 3765b07..052abb4 100644 --- a/generated_wiki/data.md +++ b/generated_wiki/data.md @@ -1,13 +1,13 @@ | repo | comment | created_at | last_commit | star_count | repo_status | rating | |:--------------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------|:-------------------------|:-------------------------|:------------------------|:------------------------------------|:--------------------| -| [Financial Corporate](http://raw.rutgers.edu/Corporate%20Financial%20Data.html) | nan | nan | nan | nan | :heavy_check_mark: | | -| [http://finance.yahoo.com/](http://finance.yahoo.com/) | nan | nan | nan | nan | :heavy_check_mark: | | -| [Rating Industries](http://www.ratingshistory.info/) | nan | nan | nan | nan | :heavy_check_mark: | | -| [https://fred.stlouisfed.org/](https://fred.stlouisfed.org/) | nan | nan | nan | nan | :heavy_check_mark: | | -| [Non-financial Corporate](http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html) | nan | nan | nan | nan | :heavy_check_mark: | | -| [https://stooq.com](https://stooq.com) | 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: | | +| [IRS](http://social-metrics.org/sox/) | nan | nan | nan | nan | :heavy_check_mark: | | +| [Non-financial Corporate](http://raw.rutgers.edu/Non-Financial%20Corporate%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: | | +| [https://stooq.com](https://stooq.com) | nan | nan | nan | nan | :heavy_check_mark: | | +| [http://finance.yahoo.com/](http://finance.yahoo.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: | | | [SEC Parsing](https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb) | nan | 6/16/18 14:30 | 6/16/18 17:23 | 9.0 | :heavy_multiplication_x: | | | [https://github.com/timestocome/StockMarketData](https://github.com/timestocome/StockMarketData) | nan | 5/10/17 21:49 | 8/6/17 19:23 | 7.0 | :heavy_multiplication_x: | | | [Web Scraping (FirmAI)](https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data) | nan | 2/19/19 19:02 | 7/22/20 16:48 | 577.0 | :heavy_check_mark: | | diff --git a/generated_wiki/derivatives_and_hedging.md b/generated_wiki/derivatives_and_hedging.md index 600c4d2..279acf3 100644 --- a/generated_wiki/derivatives_and_hedging.md +++ b/generated_wiki/derivatives_and_hedging.md @@ -1,15 +1,40 @@ -| repo | comment | created_at | last_commit | star_count | repo_status | rating | -|:-----------------------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------------------------------|:-------------------------|:-------------------------|:------------------------|:------------------------------------|:--------------------| -| [Options](https://github.com/PHBS/2018.M1.ASP/tree/master/py) | Black Scholes and Copula. | nan | nan | nan | :heavy_check_mark: | | -| [Derivative Markets](https://github.com/broughtj/Fin6470/tree/master/Notebooks) | The economics of futures, futures, options, and swaps. | 2/9/16 5:30 | 4/6/21 20:49 | 8.0 | :heavy_check_mark: | | -| [Volatility and Variance Derivatives](https://github.com/yhilpisch/lvvd/tree/master/lvvd) | Volatility derivatives analytics. | 10/21/16 4:12 | 2/22/21 13:32 | 79.0 | :heavy_check_mark: | | -| [Hull White](https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb) | Callable Bond, Hull White. | 6/6/18 22:06 | 6/6/18 22:27 | 4.0 | :heavy_multiplication_x: | | -| [Derivatives Python](https://github.com/yhilpisch/dawp/tree/master/python36) | Derivative analytics with Python. | 7/9/15 12:27 | 2/22/21 13:29 | 388.0 | :heavy_check_mark: | | -| [Options](https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D) | Introduction to options. | 7/28/17 15:48 | 3/17/21 17:17 | 335.0 | :heavy_check_mark: | | -| [Delta Hedging](https://github.com/RobinsonGarcia/delta-hedging) | Advanced derivatives. | 3/2/18 23:53 | 7/17/18 23:32 | 3.0 | :heavy_multiplication_x: | | -| [Option Strategies](https://github.com/rstreppa/valuation-OptionStrategies) | Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations. | 5/22/18 18:27 | 5/22/18 18:30 | 2.0 | :heavy_multiplication_x: | | -| [Computational Derivatives](https://github.com/chenbowen184/Computational_Finance) | Projects focusing on investigating simulations and computational techniques applied in finance. | 1/29/18 5:01 | 8/2/18 5:56 | 17.0 | :heavy_multiplication_x: | | -| [Reinforcement Learning](https://github.com/FinTechies/HedgingRL) | Hedging portfolios with reinforcement learning. | 4/21/17 10:58 | 8/2/17 21:41 | 16.0 | :heavy_multiplication_x: | | -| [Black Scholes](https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb) | Options pricing. | 12/9/17 18:50 | 7/9/18 9:48 | 1.0 | :heavy_multiplication_x: | | -| [Options Risk Measures](https://github.com/wanglouis49/risk_estimation) | Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). | 4/29/16 3:51 | 1/16/18 1:24 | 1.0 | :heavy_multiplication_x: | | -| [Derman](https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb) | Binomial tree for American call. | 5/18/18 18:08 | 9/21/18 19:59 | 1.0 | :heavy_multiplication_x: | | \ No newline at end of file +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:-----------------------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------------------------------|:-------------------------------|:-------------------------------|:------------------------|:------------------------------------|:--------------------| +| [Options](https://github.com/PHBS/2018.M1.ASP/tree/master/py) | Black Scholes and Copula. | nan | nan | nan | :heavy_check_mark: | | +| [Derivative Markets](https://github.com/broughtj/Fin6470/tree/master/Notebooks) | The economics of futures, futures, options, and swaps. | 2/9/16 5:30 | 4/6/21 20:49 | 8.0 | :heavy_check_mark: | | +| [Volatility and Variance Derivatives](https://github.com/yhilpisch/lvvd/tree/master/lvvd) | Volatility derivatives analytics. | 10/21/16 4:12 | 2/22/21 13:32 | 79.0 | :heavy_check_mark: | | +| [tda-api](https://github.com/alexgolec/tda-api) | NEW | 2020-04-03 21:19:12 | 2021-04-12 03:12:03 | 649.0 | :heavy_check_mark: | | +| [Strata](https://github.com/OpenGamma/Strata) | NEW | 2014-06-16 11:45:55 | 2021-04-12 06:32:06 | 607.0 | :heavy_check_mark: | | +| [FinanceDatabase](https://github.com/JerBouma/FinanceDatabase) | NEW | 2021-01-28 18:36:09 | 2021-04-08 11:10:46 | 595.0 | :heavy_check_mark: | | +| [gs-quant](https://github.com/goldmansachs/gs-quant) | NEW | 2018-12-14 21:10:40 | 2021-03-25 15:33:58 | 584.0 | :heavy_check_mark: | | +| [wallstreet](https://github.com/mcdallas/wallstreet) | NEW | 2016-01-20 22:03:39 | 2019-08-09 23:14:52 | 570.0 | :heavy_check_mark: | | +| [algotrader](https://github.com/torreyleonard/algotrader) | NEW | 2018-04-10 02:31:26 | 2020-08-27 08:16:44 | 477.0 | :heavy_check_mark: | | +| [FinancePy](https://github.com/domokane/FinancePy) | NEW | 2019-10-27 15:04:56 | 2021-03-11 21:40:14 | 441.0 | :heavy_check_mark: | | +| [Hull White](https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb) | Callable Bond, Hull White. | 6/6/18 22:06 | 6/6/18 22:27 | 4.0 | :heavy_multiplication_x: | | +| [optopsy](https://github.com/michaelchu/optopsy) | NEW | 2017-09-17 01:49:54 | 2020-12-07 17:00:58 | 393.0 | :heavy_check_mark: | | +| [StockSharp](https://github.com/StockSharp/StockSharp) | NEW | 2014-12-08 07:53:44 | 2021-04-07 10:55:36 | 3924.0 | :heavy_check_mark: | | +| [Derivatives Python](https://github.com/yhilpisch/dawp/tree/master/python36) | Derivative analytics with Python. | 7/9/15 12:27 | 2/22/21 13:29 | 388.0 | :heavy_check_mark: | | +| [akshare](https://github.com/jindaxiang/akshare) | NEW | 2019-10-01 07:34:12 | 2021-04-13 11:18:53 | 3374.0 | :heavy_check_mark: | | +| [Options](https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D) | Introduction to options. | 7/28/17 15:48 | 3/17/21 17:17 | 335.0 | :heavy_check_mark: | | +| [Options-Trading-Strategies-in-Python](https://github.com/PyPatel/Options-Trading-Strategies-in-Python) | NEW | 2017-08-30 06:00:15 | 2019-08-21 15:47:57 | 317.0 | :heavy_check_mark: | | +| [Delta Hedging](https://github.com/RobinsonGarcia/delta-hedging) | Advanced derivatives. | 3/2/18 23:53 | 7/17/18 23:32 | 3.0 | :heavy_multiplication_x: | | +| [tai](https://github.com/fremantle-industries/tai) | NEW | 2017-07-28 03:07:18 | 2021-04-12 22:40:47 | 273.0 | :heavy_check_mark: | | +| [QLNet](https://github.com/amaggiulli/QLNet) | NEW | 2013-08-22 14:51:43 | 2021-03-02 18:39:41 | 259.0 | :heavy_check_mark: | | +| [tf-quant-finance](https://github.com/google/tf-quant-finance) | NEW | 2019-07-24 16:09:50 | 2021-04-13 22:09:00 | 2569.0 | :heavy_check_mark: | | +| [Options_Data_Science](https://github.com/yugedata/Options_Data_Science) | NEW | 2020-12-09 04:51:20 | 2021-04-05 03:55:22 | 238.0 | :heavy_check_mark: | | +| [trading-server](https://github.com/s-brez/trading-server) | NEW | 2019-03-05 03:06:19 | 2021-03-08 02:37:08 | 209.0 | :heavy_check_mark: | | +| [Option Strategies](https://github.com/rstreppa/valuation-OptionStrategies) | Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations. | 5/22/18 18:27 | 5/22/18 18:30 | 2.0 | :heavy_multiplication_x: | | +| [trade-frame](https://github.com/rburkholder/trade-frame) | NEW | 2016-07-24 15:25:30 | 2020-11-09 01:16:46 | 188.0 | :heavy_check_mark: | | +| [quant-trading](https://github.com/je-suis-tm/quant-trading) | NEW | 2018-04-03 14:08:14 | 2021-04-13 18:37:15 | 1771.0 | :heavy_check_mark: | | +| [paperbroker](https://github.com/philipodonnell/paperbroker) | NEW | 2017-07-06 02:04:51 | 2018-04-08 18:37:57 | 175.0 | :heavy_multiplication_x: | | +| [MarketAnalysis](https://github.com/Poseyy/MarketAnalysis) | NEW | 2019-03-28 19:46:34 | 2020-08-06 05:15:46 | 170.0 | :heavy_check_mark: | | +| [Computational Derivatives](https://github.com/chenbowen184/Computational_Finance) | Projects focusing on investigating simulations and computational techniques applied in finance. | 1/29/18 5:01 | 8/2/18 5:56 | 17.0 | :heavy_multiplication_x: | | +| [AlgorithmicTrading](https://github.com/JerBouma/AlgorithmicTrading) | NEW | 2019-03-14 09:33:37 | 2021-02-03 22:29:07 | 168.0 | :heavy_check_mark: | | +| [openAlgo](https://github.com/mtompkins/openAlgo) | NEW | 2013-05-28 14:46:53 | 2017-03-24 20:00:24 | 160.0 | :heavy_multiplication_x: | | +| [Reinforcement Learning](https://github.com/FinTechies/HedgingRL) | Hedging portfolios with reinforcement learning. | 4/21/17 10:58 | 8/2/17 21:41 | 16.0 | :heavy_multiplication_x: | | +| [huobi_futures_Python](https://github.com/hbdmapi/huobi_futures_Python) | NEW | 2020-01-14 07:21:39 | 2021-03-02 07:30:13 | 137.0 | :heavy_check_mark: | | +| [fast_arrow](https://github.com/westonplatter/fast_arrow) | NEW | 2018-07-19 23:15:25 | 2020-04-18 18:05:37 | 127.0 | :heavy_check_mark: | | +| [robin_stocks](https://github.com/jmfernandes/robin_stocks) | NEW | 2018-02-23 00:49:37 | 2021-02-27 17:48:43 | 1012.0 | :heavy_check_mark: | | +| [Black Scholes](https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb) | Options pricing. | 12/9/17 18:50 | 7/9/18 9:48 | 1.0 | :heavy_multiplication_x: | | +| [Derman](https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb) | Binomial tree for American call. | 5/18/18 18:08 | 9/21/18 19:59 | 1.0 | :heavy_multiplication_x: | | +| [Options Risk Measures](https://github.com/wanglouis49/risk_estimation) | Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). | 4/29/16 3:51 | 1/16/18 1:24 | 1.0 | :heavy_multiplication_x: | | \ No newline at end of file diff --git a/generated_wiki/extended_research.md b/generated_wiki/extended_research.md index e1f4a87..5d57d9f 100644 --- a/generated_wiki/extended_research.md +++ b/generated_wiki/extended_research.md @@ -1,7 +1,7 @@ | repo | comment | created_at | last_commit | star_count | repo_status | rating | |:-----------------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| -| [Real Estate Property Fraud](https://github.com/aviroop1/Real_Estate_Property_Fraud) | Unsupervised fraud detection model that can identify likely candidates of fraud. | nan | nan | nan | :heavy_check_mark: | | | [Commodity](https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb) | Commodity influence over Brazilian stocks. | nan | nan | nan | :heavy_check_mark: | | +| [Real Estate Property Fraud](https://github.com/aviroop1/Real_Estate_Property_Fraud) | Unsupervised fraud detection model that can identify likely candidates of fraud. | nan | nan | nan | :heavy_check_mark: | | | [Behavioural Economics](https://github.com/pcmichaud/notebooks) | Behavioural Economics and Finance Python Notebooks. | 12/20/18 0:21 | 3/26/19 11:51 | 9.0 | :heavy_multiplication_x: | | | [Corporate Finance](https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance) | Basic corporate finance. | 9/9/17 3:35 | 9/9/17 23:04 | 9.0 | :heavy_multiplication_x: | | | [NLP Finance Papers](https://github.com/chenbowen184/Research_Documents_Curation_with_NLP) | Curating quantitative finance papers using machine learning. | 10/11/18 20:32 | 12/24/18 23:27 | 8.0 | :heavy_multiplication_x: | | @@ -11,16 +11,16 @@ | [Mathematical Finance](https://github.com/Auquan/Tutorials) | Notebooks for math and financial tutorials. | 1/21/17 11:24 | 8/1/20 17:03 | 664.0 | :heavy_check_mark: | | | [Backtests](https://github.com/AlgoTraders/stock-analysis-engine) | Trading data and algorithms. | 9/16/18 20:00 | 9/5/20 13:01 | 620.0 | :heavy_check_mark: | | | [Liquidity and Momentum](https://github.com/mrefermat/quant_finance) | Various factors and portfolio constructions. | 8/11/18 22:59 | 11/12/19 4:49 | 31.0 | :heavy_check_mark: | | -| [Currency PCA](https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb) | Forex spots PCA. | 3/12/19 21:11 | 3/12/19 22:09 | 3.0 | :heavy_multiplication_x: | | -| [Life-cycle](https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb) | Company life cycle. | 1/19/19 18:16 | 2/18/19 16:57 | 3.0 | :heavy_multiplication_x: | | | [M&A](https://github.com/atulram/Finance-and-Stocks) | Mergers and Acquisitions. | 1/19/19 18:16 | 2/18/19 16:57 | 3.0 | :heavy_multiplication_x: | | +| [Life-cycle](https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb) | Company life cycle. | 1/19/19 18:16 | 2/18/19 16:57 | 3.0 | :heavy_multiplication_x: | | +| [Currency PCA](https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb) | Forex spots PCA. | 3/12/19 21:11 | 3/12/19 22:09 | 3.0 | :heavy_multiplication_x: | | | [Deep Portfolio](https://github.com/DLColumbia/DL_forFinance) | Deep learning for finance Predict volume of bonds. | 5/8/18 19:34 | 5/9/18 15:39 | 27.0 | :heavy_multiplication_x: | | | [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. | 1/4/19 12:30 | 2/18/19 9:55 | 25.0 | :heavy_multiplication_x: | | | [High Frequency](https://github.com/cswaney/prickle) | A Python toolkit for high-frequency trade research. | 7/6/16 20:32 | 6/9/18 10:53 | 24.0 | :heavy_multiplication_x: | | | [Bayesian Finance](https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb) | Notebook PyMC3 implementation. | 8/28/18 14:45 | 8/6/20 22:03 | 233.0 | :heavy_check_mark: | | | [Economic Foundations](https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations) | Basic economic models. | 5/25/17 2:27 | 6/30/17 3:53 | 2.0 | :heavy_multiplication_x: | | -| [Simulation](https://github.com/chenbowen184/Computational_Finance) | Investigating simulations as part of computational finance. | 1/29/18 5:01 | 8/2/18 5:56 | 17.0 | :heavy_multiplication_x: | | | [Finance Graph Theory](https://github.com/AvijitGhosh82/Finance_Graph_Theory) | Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents. | 8/2/18 2:48 | 3/16/19 18:39 | 17.0 | :heavy_multiplication_x: | | +| [Simulation](https://github.com/chenbowen184/Computational_Finance) | Investigating simulations as part of computational finance. | 1/29/18 5:01 | 8/2/18 5:56 | 17.0 | :heavy_multiplication_x: | | | [Computational Finance](https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance) | Applied Computational Economics and Finance. | 8/27/17 3:46 | 8/26/17 4:26 | 12.0 | :heavy_multiplication_x: | | | [Critical Transitions](https://github.com/ryanholbrook/critical-transitions) | Detecting critical transitions in financial networks with topological data analysis. | 1/22/19 10:59 | 3/12/19 18:35 | 10.0 | :heavy_multiplication_x: | | | [Market Crash Prediction](https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb) | Predicting market crashes using an LPPL model. | 1/24/19 13:37 | 2/13/19 16:48 | 1.0 | :heavy_multiplication_x: | | \ No newline at end of file diff --git a/generated_wiki/factor_and_risk_analysis.md b/generated_wiki/factor_and_risk_analysis.md index abf75f2..6a79e16 100644 --- a/generated_wiki/factor_and_risk_analysis.md +++ b/generated_wiki/factor_and_risk_analysis.md @@ -1,18 +1,23 @@ -| repo | comment | created_at | last_commit | star_count | repo_status | rating | -|:--------------------------------------------------------------------------------------------------------------------------------------------|:-----------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| -| [VaR GaN](https://github.com/hamaadshah/market_risk_gan_keras) | Estimate Value-at-Risk for market risk management using Keras and TensorFlow. | 8/6/18 16:09 | 11/22/20 19:02 | 41.0 | :heavy_check_mark: | | -| [Various Risk Measures](https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb) | Risk measures and factors for alternative and responsible investments. | 8/7/17 14:44 | 8/8/17 22:52 | 4.0 | :heavy_multiplication_x: | | -| [Pyfolio](https://github.com/quantopian/pyfolio) | Portfolio and risk analytics in Python. | 6/1/15 15:31 | 2/28/20 17:30 | 3673.0 | :heavy_check_mark: | | -| [CAPM](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb) | Expected returns using CAPM. | 5/10/16 11:03 | 5/17/16 3:44 | 31.0 | :heavy_multiplication_x: | | -| [Quant Finance](https://github.com/mrefermat/quant_finance) | General quant repository. | 8/11/18 22:59 | 11/12/19 4:49 | 31.0 | :heavy_check_mark: | | -| [Risk Basic](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb) | Active portfolio risk management . | 5/10/16 11:03 | 5/17/16 3:44 | 31.0 | :heavy_multiplication_x: | | -| [Factor Analysis](https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb) | Factor analysis for mutual funds. | 3/13/18 7:39 | 3/13/18 7:42 | 3.0 | :heavy_multiplication_x: | | -| [Statistical Finance](https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments) | Various financial experiments. | 10/4/15 9:10 | 3/28/20 18:33 | 21.0 | :heavy_check_mark: | | -| [Performance Analysis](https://github.com/quantopian/alphalens) | Performance analysis of predictive (alpha) stock factors. | 6/3/16 21:49 | 4/27/20 18:40 | 1847.0 | :heavy_check_mark: | | -| [Convex Optimisation](https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb) | Convex Optimization for Finance. | 6/26/18 20:36 | 10/22/19 21:56 | 18.0 | :heavy_check_mark: | | -| [Factor Analysis](https://github.com/alpha-miner/alpha-mind/tree/master/notebooks) | Factor strategy notebooks. | 5/1/17 7:36 | 4/7/21 15:25 | 172.0 | :heavy_check_mark: | | -| [AlphaTrading](https://github.com/jerryxyx/AlphaTrading) | NEW | 5/18/18 22:09 | 8/7/18 18:05 | 149.0 | :heavy_multiplication_x: | | -| [Risk and Return](https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials) | Riskiness of portfolios and assets. | 9/12/17 13:35 | 8/6/20 12:35 | 140.0 | :heavy_check_mark: | | -| [Python for Finance](https://github.com/yhilpisch/py4fi/tree/master/jupyter36) | Various financial notebooks. | 12/15/14 11:23 | 7/10/18 6:38 | 1298.0 | :heavy_multiplication_x: | | -| [Stock-Prediction](https://github.com/Ronak-59/Stock-Prediction) | NEW | 3/18/18 4:54 | 2/28/20 11:43 | 129.0 | :heavy_check_mark: | | -| [VaR](https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb) | Value-at-risk calculations. | 11/15/16 19:24 | 1/14/17 21:19 | 10.0 | :heavy_multiplication_x: | | \ No newline at end of file +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:-----------------------------------------------------------------------------------------------------------------------------------------------|:-----------------------------------------------------------------------------------------|:-------------------------------|:-------------------------------|:------------------------|:------------------------------------|:--------------------| +| [Machine_learning_In_Finance](https://github.com/chaudharigauravi/Machine_learning_In_Finance) | NEW | 2019-08-03 04:04:51 | 2019-08-03 04:05:32 | 8.0 | :heavy_check_mark: | | +| [stock-market-analysis-using-python-numpy-pandas](https://github.com/Ashishsinha10/stock-market-analysis-using-python-numpy-pandas) | NEW | 2018-04-10 05:15:49 | 2018-04-10 05:28:54 | 8.0 | :heavy_multiplication_x: | | +| [-L-](https://github.com/jettbrains/-L-) | NEW | 2019-10-28 21:50:26 | 2019-10-28 21:51:19 | 6.0 | :heavy_check_mark: | | +| [TradeFinexLive](https://github.com/XinFinOrg/TradeFinexLive) | NEW | 2018-03-21 10:05:22 | 2021-03-18 09:48:32 | 5.0 | :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. | 8/6/18 16:09 | 11/22/20 19:02 | 41.0 | :heavy_check_mark: | | +| [Various Risk Measures](https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb) | Risk measures and factors for alternative and responsible investments. | 8/7/17 14:44 | 8/8/17 22:52 | 4.0 | :heavy_multiplication_x: | | +| [Pyfolio](https://github.com/quantopian/pyfolio) | Portfolio and risk analytics in Python. | 6/1/15 15:31 | 2/28/20 17:30 | 3673.0 | :heavy_check_mark: | | +| [CAPM](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb) | Expected returns using CAPM. | 5/10/16 11:03 | 5/17/16 3:44 | 31.0 | :heavy_multiplication_x: | | +| [Risk Basic](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb) | Active portfolio risk management . | 5/10/16 11:03 | 5/17/16 3:44 | 31.0 | :heavy_multiplication_x: | | +| [Quant Finance](https://github.com/mrefermat/quant_finance) | General quant repository. | 8/11/18 22:59 | 11/12/19 4:49 | 31.0 | :heavy_check_mark: | | +| [Factor Analysis](https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb) | Factor analysis for mutual funds. | 3/13/18 7:39 | 3/13/18 7:42 | 3.0 | :heavy_multiplication_x: | | +| [Statistical Finance](https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments) | Various financial experiments. | 10/4/15 9:10 | 3/28/20 18:33 | 21.0 | :heavy_check_mark: | | +| [Performance Analysis](https://github.com/quantopian/alphalens) | Performance analysis of predictive (alpha) stock factors. | 6/3/16 21:49 | 4/27/20 18:40 | 1847.0 | :heavy_check_mark: | | +| [Convex Optimisation](https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb) | Convex Optimization for Finance. | 6/26/18 20:36 | 10/22/19 21:56 | 18.0 | :heavy_check_mark: | | +| [Factor Analysis](https://github.com/alpha-miner/alpha-mind/tree/master/notebooks) | Factor strategy notebooks. | 5/1/17 7:36 | 4/7/21 15:25 | 172.0 | :heavy_check_mark: | | +| [AlphaTrading](https://github.com/jerryxyx/AlphaTrading) | NEW | 5/18/18 22:09 | 8/7/18 18:05 | 149.0 | :heavy_multiplication_x: | | +| [Risk and Return](https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials) | Riskiness of portfolios and assets. | 9/12/17 13:35 | 8/6/20 12:35 | 140.0 | :heavy_check_mark: | | +| [Python for Finance](https://github.com/yhilpisch/py4fi/tree/master/jupyter36) | Various financial notebooks. | 12/15/14 11:23 | 7/10/18 6:38 | 1298.0 | :heavy_multiplication_x: | | +| [Stock-Prediction](https://github.com/Ronak-59/Stock-Prediction) | NEW | 3/18/18 4:54 | 2/28/20 11:43 | 129.0 | :heavy_check_mark: | | +| [simulate](https://github.com/leolle/simulate) | NEW | 2017-06-04 15:18:21 | 2018-11-11 14:03:40 | 11.0 | :heavy_multiplication_x: | | +| [VaR](https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb) | Value-at-risk calculations. | 11/15/16 19:24 | 1/14/17 21:19 | 10.0 | :heavy_multiplication_x: | | \ No newline at end of file