mirror of
https://github.com/firmai/financial-machine-learning.git
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{chore: autopublish 2021-04-12T18:37:23Z}
This commit is contained in:
github-actions[bot]
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| <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> |
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|:-----------------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------|:------------------------|:-------------------------|:------------------------|:------------------------------|:--------------------|
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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@@ -1,13 +1,13 @@
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| <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> |
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|:--------------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------|:-------------------------------|:-------------------------------|:------------------------|:------------------------------------|:--------------------|
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <sub>[Web Scraping (FirmAI)](https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data)</sub> | <sub>nan</sub> | <sub>2019-02-19 19:02:59</sub> | <sub>2020-07-22 16:48:21</sub> | <sub>577.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[Option Strategies](https://github.com/rstreppa/valuation-OptionStrategies)</sub> | <sub>Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations.</sub> | <sub>2018-05-22 18:27:26</sub> | <sub>2018-05-22 18:30:24</sub> | <sub>2.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[Computational Derivatives](https://github.com/chenbowen184/Computational_Finance)</sub> | <sub>Projects focusing on investigating simulations and computational techniques applied in finance.</sub> | <sub>2018-01-29 05:01:52</sub> | <sub>2018-08-02 05:56:49</sub> | <sub>17.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[Reinforcement Learning](https://github.com/FinTechies/HedgingRL)</sub> | <sub>Hedging portfolios with reinforcement learning.</sub> | <sub>2017-04-21 10:58:56</sub> | <sub>2017-08-02 21:41:06</sub> | <sub>16.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[Derman](https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb)</sub> | <sub>Binomial tree for American call.</sub> | <sub>2018-05-18 18:08:16</sub> | <sub>2018-09-21 19:59:01</sub> | <sub>1.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[Options Risk Measures](https://github.com/wanglouis49/risk_estimation)</sub> | <sub>Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling).</sub> | <sub>2016-04-29 03:51:25</sub> | <sub>2018-01-16 01:24:07</sub> | <sub>1.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[Black Scholes](https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb)</sub> | <sub>Options pricing.</sub> | <sub>2017-12-09 18:50:20</sub> | <sub>2018-07-09 09:48:36</sub> | <sub>1.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[Black Scholes](https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb)</sub> | <sub>Options pricing.</sub> | <sub>2017-12-09 18:50:20</sub> | <sub>2018-07-09 09:48:36</sub> | <sub>1.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[Derman](https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb)</sub> | <sub>Binomial tree for American call.</sub> | <sub>2018-05-18 18:08:16</sub> | <sub>2018-09-21 19:59:01</sub> | <sub>1.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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|:-----------------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------|:-------------------------------|:-------------------------------|:------------------------|:------------------------------------|:--------------------|
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <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> |
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| <sub>[Backtests](https://github.com/AlgoTraders/stock-analysis-engine)</sub> | <sub>Trading data and algorithms.</sub> | <sub>2018-09-16 20:00:36</sub> | <sub>2020-09-05 13:01:05</sub> | <sub>620.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[Liquidity and Momentum](https://github.com/mrefermat/quant_finance)</sub> | <sub>Various factors and portfolio constructions.</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> |
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| <sub>[Currency PCA](https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb)</sub> | <sub>Forex spots PCA.</sub> | <sub>2019-03-12 21:11:29</sub> | <sub>2019-03-12 22:09:10</sub> | <sub>3.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[M&A](https://github.com/atulram/Finance-and-Stocks)</sub> | <sub>Mergers and Acquisitions.</sub> | <sub>2019-01-19 18:16:47</sub> | <sub>2019-02-18 16:57:19</sub> | <sub>3.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[Life-cycle](https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb)</sub> | <sub>Company life cycle.</sub> | <sub>2019-01-19 18:16:47</sub> | <sub>2019-02-18 16:57:19</sub> | <sub>3.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[M&A](https://github.com/atulram/Finance-and-Stocks)</sub> | <sub>Mergers and Acquisitions.</sub> | <sub>2019-01-19 18:16:47</sub> | <sub>2019-02-18 16:57:19</sub> | <sub>3.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[Currency PCA](https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb)</sub> | <sub>Forex spots PCA.</sub> | <sub>2019-03-12 21:11:29</sub> | <sub>2019-03-12 22:09:10</sub> | <sub>3.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[Deep Portfolio](https://github.com/DLColumbia/DL_forFinance)</sub> | <sub>Deep learning for finance Predict volume of bonds.</sub> | <sub>2018-05-08 19:34:17</sub> | <sub>2018-05-09 15:39:25</sub> | <sub>27.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[Bayesian Finance I](https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb)</sub> | <sub>Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs.</sub> | <sub>2019-01-04 12:30:41</sub> | <sub>2019-02-18 09:55:21</sub> | <sub>25.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[High Frequency](https://github.com/cswaney/prickle)</sub> | <sub>A Python toolkit for high-frequency trade research.</sub> | <sub>2016-07-06 20:32:21</sub> | <sub>2018-06-09 10:53:51</sub> | <sub>24.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[Bayesian Finance](https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb)</sub> | <sub>Notebook PyMC3 implementation.</sub> | <sub>2018-08-28 14:45:00</sub> | <sub>2020-08-06 22:03:47</sub> | <sub>233.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[Economic Foundations](https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations)</sub> | <sub>Basic economic models.</sub> | <sub>2017-05-25 02:27:36</sub> | <sub>2017-06-30 03:53:59</sub> | <sub>2.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[Simulation](https://github.com/chenbowen184/Computational_Finance)</sub> | <sub>Investigating simulations as part of computational finance.</sub> | <sub>2018-01-29 05:01:52</sub> | <sub>2018-08-02 05:56:49</sub> | <sub>17.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[Finance Graph Theory](https://github.com/AvijitGhosh82/Finance_Graph_Theory)</sub> | <sub>Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents.</sub> | <sub>2018-08-02 02:48:24</sub> | <sub>2019-03-16 18:39:38</sub> | <sub>17.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[Simulation](https://github.com/chenbowen184/Computational_Finance)</sub> | <sub>Investigating simulations as part of computational finance.</sub> | <sub>2018-01-29 05:01:52</sub> | <sub>2018-08-02 05:56:49</sub> | <sub>17.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[Computational Finance](https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance)</sub> | <sub>Applied Computational Economics and Finance.</sub> | <sub>2017-08-27 03:46:33</sub> | <sub>2017-08-26 04:26:04</sub> | <sub>12.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[Critical Transitions](https://github.com/ryanholbrook/critical-transitions)</sub> | <sub>Detecting critical transitions in financial networks with topological data analysis.</sub> | <sub>2019-01-22 10:59:50</sub> | <sub>2019-03-12 18:35:02</sub> | <sub>10.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[Market Crash Prediction](https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb)</sub> | <sub>Predicting market crashes using an LPPL model.</sub> | <sub>2019-01-24 13:37:45</sub> | <sub>2019-02-13 16:48:00</sub> | <sub>1.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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@@ -3,14 +3,16 @@
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| <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> |
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| <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> |
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| <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> |
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| <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> |
|
||||
| <sub>[Convex Optimisation](https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb)</sub> | <sub>Convex Optimization for Finance.</sub> | <sub>2018-06-26 20:36:47</sub> | <sub>2019-10-22 21:56:46</sub> | <sub>18.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[Factor Analysis](https://github.com/alpha-miner/alpha-mind/tree/master/notebooks)</sub> | <sub>Factor strategy notebooks.</sub> | <sub>2017-05-01 07:36:54</sub> | <sub>2021-04-07 15:25:27</sub> | <sub>172.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[AlphaTrading](https://github.com/jerryxyx/AlphaTrading)</sub> | <sub>NEW</sub> | <sub>2018-05-18 22:09:52</sub> | <sub>2018-08-07 18:05:37</sub> | <sub>149.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
|
||||
| <sub>[Risk and Return](https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials)</sub> | <sub>Riskiness of portfolios and assets.</sub> | <sub>2017-09-12 13:35:09</sub> | <sub>2020-08-06 12:35:44</sub> | <sub>140.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[Python for Finance](https://github.com/yhilpisch/py4fi/tree/master/jupyter36)</sub> | <sub>Various financial notebooks.</sub> | <sub>2014-12-15 11:23:34</sub> | <sub>2018-07-10 06:38:12</sub> | <sub>1298.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
|
||||
| <sub>[Stock-Prediction](https://github.com/Ronak-59/Stock-Prediction)</sub> | <sub>NEW</sub> | <sub>2018-03-18 04:54:45</sub> | <sub>2020-02-28 11:43:07</sub> | <sub>129.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[VaR](https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb)</sub> | <sub>Value-at-risk calculations.</sub> | <sub>2016-11-15 19:24:17</sub> | <sub>2017-01-14 21:19:30</sub> | <sub>10.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
|
||||
@@ -1,13 +1,16 @@
|
||||
| <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>[riskparity.py](https://github.com/dppalomar/riskparity.py)</sub> | <sub>NEW</sub> | <sub>2019-07-13 21:30:55</sub> | <sub>2021-01-30 01:53:09</sub> | <sub>124.0</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> |
|
||||
| <sub>[Efficient Frontier](https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb)</sub> | <sub>Modern Portfolio Theory.</sub> | <sub>2018-02-17 08:19:46</sub> | <sub>2018-02-27 13:16:57</sub> | <sub>104.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
|
||||
| <sub>[Efficient Frontier](https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb)</sub> | <sub>Modern Portfolio Theory.</sub> | <sub>2018-02-17 08:19:46</sub> | <sub>2018-02-27 13:16:57</sub> | <sub>104.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
|
||||
| <sub>[node-finance](https://github.com/albertosantini/node-finance)</sub> | <sub>NEW</sub> | <sub>2011-09-17 17:49:56</sub> | <sub>2021-04-05 08:01:12</sub> | <sub>101.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
Reference in New Issue
Block a user