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<!-- [PLACEHOLDER_START:portfolio_selection_and_optimisation] -->
| <sub>repo</sub> | <sub>comment</sub> | <sub>created_at</sub> | <sub>last_commit</sub> | <sub>star_count</sub> | <sub>repo_status</sub> | <sub>rating</sub> |
|:--------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------------------------------------------------------------------------|:-------------------------------|:-------------------------------|:------------------------|:------------------------------------|:--------------------|
| <sub>[Modern Portfolio Theory](https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb)</sub> | <sub>Universal portfolios; modern portfolio theory.</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Online Portfolio Selection](https://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb)</sub> | <sub>****Comparing OLPS algorithms on a diversified set of ETFs.</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Modern Portfolio Theory](https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb)</sub> | <sub>Universal portfolios; modern portfolio theory.</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[OLMAR Algorithm](https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb)</sub> | <sub>Relative importance of each component of the OLMAR algorithm.</sub> | <sub>2016-07-26 16:20:10</sub> | <sub>2016-12-30 11:40:53</sub> | <sub>7.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib)</sub> | <sub>NEW</sub> | <sub>2020-03-02 19:49:06</sub> | <sub>2021-04-01 03:50:59</sub> | <sub>371.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Reinforcement Learning](https://github.com/filangel/qtrader)</sub> | <sub>Reinforcement Learning for Portfolio Management.</sub> | <sub>2017-10-07 09:14:33</sub> | <sub>2018-06-26 09:22:27</sub> | <sub>364.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[DeepDow](https://github.com/jankrepl/deepdow)</sub> | <sub>Portfolio optimization with deep learning.</sub> | <sub>2020-02-02 08:46:33</sub> | <sub>2021-02-16 18:50:53</sub> | <sub>311.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Distribution Characteristic Optimisation](https://github.com/VivekPa/OptimalPortfolio)</sub> | <sub>Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account.</sub> | <sub>2018-11-16 12:20:25</sub> | <sub>2019-07-04 01:41:46</sub> | <sub>232.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt)</sub> | <sub>Financial portfolio optimisation, including classical efficient frontier and advanced methods.</sub> | <sub>2018-05-29 13:30:30</sub> | <sub>2021-02-25 13:01:56</sub> | <sub>1895.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[401K Portfolio Optimisation](https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb)</sub> | <sub>Portfolio analyses and optimisation for 401K.</sub> | <sub>2018-08-01 19:48:24</sub> | <sub>2019-09-05 11:18:56</sub> | <sub>14.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Policy Gradient Portfolio](https://github.com/ZhengyaoJiang/PGPortfolio)</sub> | <sub>A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.</sub> | <sub>2017-11-12 16:08:44</sub> | <sub>2019-05-09 09:50:18</sub> | <sub>1281.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Deep Portfolio Theory](https://github.com/tcloaa/Deep-Portfolio-Theory)</sub> | <sub>Autoencoder framework for portfolio selection.</sub> | <sub>2017-02-10 09:03:08</sub> | <sub>2018-03-08 16:47:00</sub> | <sub>105.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |<!-- [PLACEHOLDER_END:portfolio_selection_and_optimisation] -->
| <sub>[Policy Gradient Portfolio](https://github.com/ZhengyaoJiang/PGPortfolio)</sub> | <sub>A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.</sub> | <sub>2017-11-12 16:08:44</sub> | <sub>2019-05-09 09:50:18</sub> | <sub>1281.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |<!-- [PLACEHOLDER_END:portfolio_selection_and_optimisation] -->
## Factor and Risk Analysis ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/factor_and_risk_analysis))
<!-- [PLACEHOLDER_START:factor_and_risk_analysis] -->
@@ -88,9 +88,9 @@ ___
| <sub>[VaR GaN](https://github.com/hamaadshah/market_risk_gan_keras)</sub> | <sub>Estimate Value-at-Risk for market risk management using Keras and TensorFlow.</sub> | <sub>2018-08-06 16:09:44</sub> | <sub>2020-11-22 19:02:07</sub> | <sub>41.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Various Risk Measures](https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb)</sub> | <sub>Risk measures and factors for alternative and responsible investments.</sub> | <sub>2017-08-07 14:44:32</sub> | <sub>2017-08-08 22:52:11</sub> | <sub>4.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Pyfolio](https://github.com/quantopian/pyfolio)</sub> | <sub>Portfolio and risk analytics in Python.</sub> | <sub>2015-06-01 15:31:39</sub> | <sub>2020-02-28 17:30:19</sub> | <sub>3673.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Risk Basic](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb)</sub> | <sub>Active portfolio risk management .</sub> | <sub>2016-05-10 11:03:48</sub> | <sub>2016-05-17 03:44:56</sub> | <sub>31.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[CAPM](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb)</sub> | <sub>Expected returns using CAPM.</sub> | <sub>2016-05-10 11:03:48</sub> | <sub>2016-05-17 03:44:56</sub> | <sub>31.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Quant Finance](https://github.com/mrefermat/quant_finance)</sub> | <sub>General quant repository.</sub> | <sub>2018-08-11 22:59:53</sub> | <sub>2019-11-12 04:49:01</sub> | <sub>31.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[CAPM](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb)</sub> | <sub>Expected returns using CAPM.</sub> | <sub>2016-05-10 11:03:48</sub> | <sub>2016-05-17 03:44:56</sub> | <sub>31.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Risk Basic](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb)</sub> | <sub>Active portfolio risk management .</sub> | <sub>2016-05-10 11:03:48</sub> | <sub>2016-05-17 03:44:56</sub> | <sub>31.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Factor Analysis](https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb)</sub> | <sub>Factor analysis for mutual funds.</sub> | <sub>2018-03-13 07:39:20</sub> | <sub>2018-03-13 07:42:36</sub> | <sub>3.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Statistical Finance](https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments)</sub> | <sub>Various financial experiments.</sub> | <sub>2015-10-04 09:10:54</sub> | <sub>2020-03-28 18:33:58</sub> | <sub>21.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Performance Analysis](https://github.com/quantopian/alphalens)</sub> | <sub>Performance analysis of predictive (alpha) stock factors.</sub> | <sub>2016-06-03 21:49:15</sub> | <sub>2020-04-27 18:40:41</sub> | <sub>1847.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
@@ -166,10 +166,10 @@ ___
|:------------------------------------------------------------------------------------------------------------------|:--------------------------------------------------------------------------------------------|:-------------------------------|:-------------------------------|:------------------------|:------------------------------------|:--------------------|
| <sub>[Commodity](https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb)</sub> | <sub>Commodity influence over Brazilian stocks.</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Real Estate Property Fraud](https://github.com/aviroop1/Real_Estate_Property_Fraud)</sub> | <sub>Unsupervised fraud detection model that can identify likely candidates of fraud.</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Corporate Finance](https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance)</sub> | <sub>Basic corporate finance.</sub> | <sub>2017-09-09 03:35:24</sub> | <sub>2017-09-09 23:04:48</sub> | <sub>9.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Behavioural Economics](https://github.com/pcmichaud/notebooks)</sub> | <sub>Behavioural Economics and Finance Python Notebooks.</sub> | <sub>2018-12-20 00:21:38</sub> | <sub>2019-03-26 11:51:46</sub> | <sub>9.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[NLP Finance Papers](https://github.com/chenbowen184/Research_Documents_Curation_with_NLP)</sub> | <sub>Curating quantitative finance papers using machine learning.</sub> | <sub>2018-10-11 20:32:37</sub> | <sub>2018-12-24 23:27:55</sub> | <sub>8.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Corporate Finance](https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance)</sub> | <sub>Basic corporate finance.</sub> | <sub>2017-09-09 03:35:24</sub> | <sub>2017-09-09 23:04:48</sub> | <sub>9.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Applied Corporate Finance](https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance)</sub> | <sub>Studies the empirical behaviours in stock market.</sub> | <sub>2018-01-29 05:14:52</sub> | <sub>2018-07-19 06:25:36</sub> | <sub>8.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[NLP Finance Papers](https://github.com/chenbowen184/Research_Documents_Curation_with_NLP)</sub> | <sub>Curating quantitative finance papers using machine learning.</sub> | <sub>2018-10-11 20:32:37</sub> | <sub>2018-12-24 23:27:55</sub> | <sub>8.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[HFT](https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy)</sub> | <sub>High frequency trading.</sub> | <sub>2016-07-21 05:14:14</sub> | <sub>2017-02-14 16:47:25</sub> | <sub>748.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Financial Economics](https://github.com/rsvp/fecon235/tree/master/nb)</sub> | <sub>Financial Economics Models.</sub> | <sub>2014-11-09 04:49:01</sub> | <sub>2018-12-03 16:30:28</sub> | <sub>713.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Mathematical Finance](https://github.com/Auquan/Tutorials)</sub> | <sub>Notebooks for math and financial tutorials.</sub> | <sub>2017-01-21 11:24:18</sub> | <sub>2020-08-01 17:03:32</sub> | <sub>664.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
@@ -194,14 +194,14 @@ ___
<!-- [PLACEHOLDER_START:data] -->
| <sub>repo</sub> | <sub>comment</sub> | <sub>created_at</sub> | <sub>last_commit</sub> | <sub>star_count</sub> | <sub>repo_status</sub> | <sub>rating</sub> |
|:--------------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------|:-------------------------------|:-------------------------------|:------------------------|:------------------------------------|:--------------------|
| <sub>[http://finance.yahoo.com/](http://finance.yahoo.com/)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Rating Industries](http://www.ratingshistory.info/)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[https://fred.stlouisfed.org/](https://fred.stlouisfed.org/)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Financial Corporate](http://raw.rutgers.edu/Corporate%20Financial%20Data.html)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[https://stooq.com](https://stooq.com)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Non-financial Corporate](http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[IRS](http://social-metrics.org/sox/)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Capital Markets Data](https://www.capitalmarketsdata.com/)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[IRS](http://social-metrics.org/sox/)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Non-financial Corporate](http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[https://stooq.com](https://stooq.com)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Financial Corporate](http://raw.rutgers.edu/Corporate%20Financial%20Data.html)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[https://fred.stlouisfed.org/](https://fred.stlouisfed.org/)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Rating Industries](http://www.ratingshistory.info/)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[http://finance.yahoo.com/](http://finance.yahoo.com/)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[SEC Parsing](https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb)</sub> | <sub>nan</sub> | <sub>2018-06-16 14:30:06</sub> | <sub>2018-06-16 17:23:46</sub> | <sub>9.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[https://github.com/timestocome/StockMarketData](https://github.com/timestocome/StockMarketData)</sub> | <sub>nan</sub> | <sub>2017-05-10 21:49:45</sub> | <sub>2017-08-06 19:23:18</sub> | <sub>7.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |<!-- [PLACEHOLDER_END:data] -->
@@ -209,9 +209,9 @@ ___
<!-- [PLACEHOLDER_START:colleges_centers_and_departments] -->
| <sub>repo</sub> | <sub>comment</sub> | <sub>created_at</sub> | <sub>last_commit</sub> | <sub>star_count</sub> | <sub>repo_status</sub> | <sub>rating</sub> |
|:-----------------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------|:------------------------|:-------------------------|:------------------------|:------------------------------|:--------------------|
| <sub>[Stanford Advanced Financial Technologies](https://fintech.stanford.edu/)</sub> | <sub>Stanford Advanced Financial Technologies Laboratory</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[NYU FRE](https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering)</sub> | <sub>Finance and Risk Engineering (NYU Tandon)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Cornell University](https://www.cornell.edu/)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Berkeley Lab CIFT](https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[NYU Courant](https://cims.nyu.edu/)</sub> | <sub>Courant Institute of Mathematical Sciences, New York University</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Oxford Man](https://www.oxford-man.ox.ac.uk/)</sub> | <sub>Oxford-Man Institute of Quantitative Finance</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[NYU Courant](https://cims.nyu.edu/)</sub> | <sub>Courant Institute of Mathematical Sciences, New York University</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |<!-- [PLACEHOLDER_END:colleges_centers_and_departments] -->
| <sub>[Berkeley Lab CIFT](https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[NYU FRE](https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering)</sub> | <sub>Finance and Risk Engineering (NYU Tandon)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Stanford Advanced Financial Technologies](https://fintech.stanford.edu/)</sub> | <sub>Stanford Advanced Financial Technologies Laboratory</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Cornell University](https://www.cornell.edu/)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |<!-- [PLACEHOLDER_END:colleges_centers_and_departments] -->