{chore: autopublish 2021-04-12T18:37:23Z}

2026-08-20 14:28:08 +00:00 · 2021-04-12 18:37:23 +00:00
parent d7d7c3033a
commit 69584fa1f1
8 changed files with 179 additions and 169 deletions
@@ -70,16 +70,16 @@ ___
 <!-- [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>[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] -->
 | <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] -->
 ## 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 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>[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>[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] -->
@@ -1,8 +1,8 @@
 | <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>[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>         |
 | <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>[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>         |
@@ -1,13 +1,13 @@
 | <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>         |
 | <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>         |
@@ -10,6 +10,6 @@
 | <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>         |
 | <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>         |
 | <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>         |
 | <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>         |
 | <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>         |
 | <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>         |
 | <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>         |
@@ -2,25 +2,25 @@
 |:-----------------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------|:-------------------------------|:-------------------------------|:------------------------|:------------------------------------|:--------------------|
 | <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>         |
 | <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>         |
 | <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>         |
 | <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>         |
 | <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>         |
 | <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>         |
 | <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>         |
 | <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>         |
 | <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>         |
 | <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>         |
 | <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>         |
 | <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>         |
 | <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>         |
 | <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>         |
 | <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>         |
 | <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>         |
 | <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>         |
 | <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>         |
 | <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>         |
@@ -3,14 +3,16 @@
 | <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>         |
 | <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>[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>         |
@@ -7,38 +7,64 @@ Art Valuation,https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImagePr
 Blockchain,https://github.com/nud3l/dInvest,Repository for distributed autonomous investment banking.,Alternative Finance,2021-02-06 07:38:28,12.0,7.0,2.0,2016-09-05 19:12:40,2017-04-24 10:48:56,nud3l/dInvest,inactive,,
 Venture Capital,https://github.com/julian-chan/etothex,Insight into a new founder to make data-driven investment decisions.,Alternative Finance,2020-10-06 20:56:08,3.0,2.0,1.0,2017-12-04 08:59:44,2017-12-13 05:35:27,julian-chan/etothex,inactive,,
 Kiva Crowdfunding,https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb,Exploratory data analysis.,Alternative Finance,2021-02-19 13:40:33,5.0,1.0,1.0,2018-02-27 16:46:02,2019-02-13 00:15:27,CJL89/Kiva-Crowdfunding,inactive,,
 Stanford Advanced Financial Technologies,https://fintech.stanford.edu/,Stanford Advanced Financial Technologies Laboratory,Colleges Centers and Departments,,,,,,,,,,
 NYU FRE,https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering,Finance and Risk Engineering (NYU Tandon),Colleges Centers and Departments,,,,,,,,,,
 Cornell University,https://www.cornell.edu/,,Colleges Centers and Departments,,,,,,,,,,
 Berkeley Lab CIFT,https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/,,Colleges Centers and Departments,,,,,,,,,,
 Oxford Man,https://www.oxford-man.ox.ac.uk/,Oxford-Man Institute of Quantitative Finance,Colleges Centers and Departments,,,,,,,,,,
 NYU Courant,https://cims.nyu.edu/,"Courant Institute of Mathematical Sciences, New York University",Colleges Centers and Departments,,,,,,,,,,
-Mathematical Finance,https://github.com/yadongli/nyumath2048,NYU Math-GA 2048: Scientific Computing in Finance.,Courses,2021-01-14 18:01:08,69.0,63.0,6.0,2015-01-25 21:10:37,2020-03-25 04:24:25,yadongli/nyumath2048,active,,
+Oxford Man,https://www.oxford-man.ox.ac.uk/,Oxford-Man Institute of Quantitative Finance,Colleges Centers and Departments,,,,,,,,,,
-Python for Finance,https://github.com/siaen/python_finance_course,CEU python for finance course material.,Courses,2021-03-31 02:08:55,16.0,15.0,4.0,2017-12-12 11:54:46,2020-02-25 20:31:41,siaen/python_finance_course,active,,
+Berkeley Lab CIFT,https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/,,Colleges Centers and Departments,,,,,,,,,,
-Algo Trading,https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading,Intro to algo trading.,Courses,2021-03-12 11:02:04,64.0,25.0,1.0,2017-10-29 20:34:54,2019-01-22 06:56:08,JCreeks/Machine-Learning-in-Finance,inactive,,
+NYU FRE,https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering,Finance and Risk Engineering (NYU Tandon),Colleges Centers and Departments,,,,,,,,,,
-Machine Learning for Trading,https://github.com/stefan-jansen/machine-learning-for-trading,"Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading.",Courses,2021-04-12 16:18:26,3842.0,1225.0,8.0,2018-05-09 12:33:08,2021-04-10 22:21:29,stefan-jansen/machine-learning-for-trading,active,,
+Stanford Advanced Financial Technologies,https://fintech.stanford.edu/,Stanford Advanced Financial Technologies Laboratory,Colleges Centers and Departments,,,,,,,,,,
-Basic Derivatives,https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives,Basic forward contracts and hedging.,Courses,2021-03-31 02:08:39,4.0,4.0,1.0,2017-08-24 00:11:37,2017-10-13 01:32:23,SeanMcOwen/FinanceAndPython.com-Derivatives,inactive,,
+Cornell University,https://www.cornell.edu/,,Colleges Centers and Departments,,,,,,,,,,
 Handson Python for Finance,https://github.com/PacktPublishing/Hands-on-Python-for-Finance,Hands-on Python for Finance published by Packt.,Courses,2021-04-12 00:49:10,121.0,110.0,3.0,2018-08-20 14:10:37,2021-01-15 08:57:06,PacktPublishing/Hands-on-Python-for-Finance,active,,
 Basic Investments,https://github.com/SeanMcOwen/FinanceAndPython.com-Investments,Basic investment tools in python.,Courses,2021-03-23 06:32:10,9.0,5.0,1.0,2017-08-02 21:52:19,2017-08-17 03:24:53,SeanMcOwen/FinanceAndPython.com-Investments,inactive,,
 ML Specialisation,https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,Machine Learning in Finance.,Courses,2021-04-05 13:37:33,34.0,32.0,1.0,2019-01-24 02:55:01,2020-01-03 21:54:16,Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,active,,
 Basic Finance,https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance,Source code notebooks basic finance applications.,Courses,2021-03-31 02:09:16,10.0,8.0,1.0,2017-05-06 02:39:05,2017-06-21 04:04:09,SeanMcOwen/FinanceAndPython.com-BasicFinance,inactive,,
 Risk Management,https://github.com/andrey-lukyanov/Risk-Management,Finance risk engagement course resources.,Courses,2020-11-12 00:49:51,6.0,5.0,3.0,2018-10-03 16:26:14,2018-12-13 08:04:15,andrey-lukyanov/Risk-Management,inactive,,
-http://finance.yahoo.com/,http://finance.yahoo.com/,,Data,,,,,,,,,,
+Basic Finance,https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance,Source code notebooks basic finance applications.,Courses,2021-03-31 02:09:16,10.0,8.0,1.0,2017-05-06 02:39:05,2017-06-21 04:04:09,SeanMcOwen/FinanceAndPython.com-BasicFinance,inactive,,
-Rating Industries,http://www.ratingshistory.info/,,Data,,,,,,,,,,
+ML Specialisation,https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,Machine Learning in Finance.,Courses,2021-04-05 13:37:33,34.0,32.0,1.0,2019-01-24 02:55:01,2020-01-03 21:54:16,Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,active,,
-https://fred.stlouisfed.org/,https://fred.stlouisfed.org/,,Data,,,,,,,,,,
+Handson Python for Finance,https://github.com/PacktPublishing/Hands-on-Python-for-Finance,Hands-on Python for Finance published by Packt.,Courses,2021-04-12 00:49:10,121.0,110.0,3.0,2018-08-20 14:10:37,2021-01-15 08:57:06,PacktPublishing/Hands-on-Python-for-Finance,active,,
-Financial Corporate,http://raw.rutgers.edu/Corporate%20Financial%20Data.html,,Data,,,,,,,,,,
+Mathematical Finance,https://github.com/yadongli/nyumath2048,NYU Math-GA 2048: Scientific Computing in Finance.,Courses,2021-01-14 18:01:08,69.0,63.0,6.0,2015-01-25 21:10:37,2020-03-25 04:24:25,yadongli/nyumath2048,active,,
-https://stooq.com,https://stooq.com,,Data,,,,,,,,,,
+Machine Learning for Trading,https://github.com/stefan-jansen/machine-learning-for-trading,"Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading.",Courses,2021-04-12 16:18:26,3842.0,1225.0,8.0,2018-05-09 12:33:08,2021-04-10 22:21:29,stefan-jansen/machine-learning-for-trading,active,,
-Non-financial Corporate,http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html,,Data,,,,,,,,,,
+Algo Trading,https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading,Intro to algo trading.,Courses,2021-03-12 11:02:04,64.0,25.0,1.0,2017-10-29 20:34:54,2019-01-22 06:56:08,JCreeks/Machine-Learning-in-Finance,inactive,,
-https://github.com/timestocome/StockMarketData,https://github.com/timestocome/StockMarketData,,Data,2021-03-26 22:35:04,7.0,5.0,1.0,2017-05-10 21:49:45,2017-08-06 19:23:18,timestocome/StockMarketData,inactive,,
+Python for Finance,https://github.com/siaen/python_finance_course,CEU python for finance course material.,Courses,2021-03-31 02:08:55,16.0,15.0,4.0,2017-12-12 11:54:46,2020-02-25 20:31:41,siaen/python_finance_course,active,,
-Web Scraping (FirmAI),https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data,,Data,2021-04-10 17:19:48,577.0,184.0,2.0,2019-02-19 19:02:59,2020-07-22 16:48:21,firmai/business-machine-learning,active,,
+Basic Derivatives,https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives,Basic forward contracts and hedging.,Courses,2021-03-31 02:08:39,4.0,4.0,1.0,2017-08-24 00:11:37,2017-10-13 01:32:23,SeanMcOwen/FinanceAndPython.com-Derivatives,inactive,,
 SEC Parsing,https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb,,Data,2021-02-27 06:34:55,9.0,6.0,1.0,2018-06-16 14:30:06,2018-06-16 17:23:46,healthgradient/sec-doc-info-extraction,inactive,,
 Open Edgar,https://github.com/LexPredict/openedgar,,Data,2021-04-09 12:15:03,169.0,61.0,6.0,2018-05-07 15:32:31,2019-05-15 08:32:30,LexPredict/openedgar,active,,
 EDGAR,https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb,,Data,2021-01-23 19:22:59,11.0,10.0,1.0,2018-06-11 22:51:57,2018-07-10 18:03:52,TiesdeKok/UW_Python_Camp,inactive,,
 Employee Count SEC Filings,https://github.com/healthgradient/sec_employee_information_extraction,,Data,2021-02-27 03:33:31,10.0,2.0,1.0,2018-06-26 23:33:51,2018-08-14 01:31:13,healthgradient/sec_employee_information_extraction,inactive,,
 IRS,http://social-metrics.org/sox/,,Data,,,,,,,,,,
 Capital Markets Data,https://www.capitalmarketsdata.com/,,Data,,,,,,,,,,
 IRS,http://social-metrics.org/sox/,,Data,,,,,,,,,,
 Employee Count SEC Filings,https://github.com/healthgradient/sec_employee_information_extraction,,Data,2021-02-27 03:33:31,10.0,2.0,1.0,2018-06-26 23:33:51,2018-08-14 01:31:13,healthgradient/sec_employee_information_extraction,inactive,,
 EDGAR,https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb,,Data,2021-01-23 19:22:59,11.0,10.0,1.0,2018-06-11 22:51:57,2018-07-10 18:03:52,TiesdeKok/UW_Python_Camp,inactive,,
 SEC Parsing,https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb,,Data,2021-02-27 06:34:55,9.0,6.0,1.0,2018-06-16 14:30:06,2018-06-16 17:23:46,healthgradient/sec-doc-info-extraction,inactive,,
 Web Scraping (FirmAI),https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data,,Data,2021-04-10 17:19:48,577.0,184.0,2.0,2019-02-19 19:02:59,2020-07-22 16:48:21,firmai/business-machine-learning,active,,
 Non-financial Corporate,http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html,,Data,,,,,,,,,,
 https://stooq.com,https://stooq.com,,Data,,,,,,,,,,
 Financial Corporate,http://raw.rutgers.edu/Corporate%20Financial%20Data.html,,Data,,,,,,,,,,
 https://fred.stlouisfed.org/,https://fred.stlouisfed.org/,,Data,,,,,,,,,,
 Rating Industries,http://www.ratingshistory.info/,,Data,,,,,,,,,,
 http://finance.yahoo.com/,http://finance.yahoo.com/,,Data,,,,,,,,,,
 https://github.com/timestocome/StockMarketData,https://github.com/timestocome/StockMarketData,,Data,2021-03-26 22:35:04,7.0,5.0,1.0,2017-05-10 21:49:45,2017-08-06 19:23:18,timestocome/StockMarketData,inactive,,
 Advanced ML II,https://github.com/hudson-and-thames/research,More implementations of Financial Machine Learning (De Prado).,Data Processing Techniques and Transformations,,,,,,,hudson-and-thames/research,,,
 Advanced ML,https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises,Exercises too Financial Machine Learning (De Prado).,Data Processing Techniques and Transformations,2021-04-12 02:20:21,973.0,435.0,4.0,2018-04-25 17:22:40,2020-01-16 17:25:41,BlackArbsCEO/Adv_Fin_ML_Exercises,active,,
 awesome-deep-trading,https://github.com/cbailes/awesome-deep-trading,curated list of papers/repos on topics like CNN/LSTM/GAN/Reinforcement Learning etc. Categorized as deep learning for now but there are other topics here. Manually maintained by cbailes,Deep Learning And Reinforcement Learning,2021-04-11 09:02:46,551.0,140.0,1.0,2018-11-26 03:23:04,2021-01-01 09:41:21,cbailes/awesome-deep-trading,active,4.0,3/31/21 8:00
 Deep Learning IV,https://github.com/achillesrasquinha/bulbea,Bulbea: Deep Learning based Python Library.,Deep Learning And Reinforcement Learning,2021-04-09 20:38:16,1467.0,416.0,1.0,2017-03-09 06:11:06,2017-03-19 07:42:49,achillesrasquinha/bulbea,inactive,5.0,
 AI Trading,https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md,AI to predict stock market movements.,Deep Learning And Reinforcement Learning,2021-04-12 15:42:20,2876.0,1384.0,1.0,2019-01-09 08:02:47,2019-02-11 16:32:47,borisbanushev/stockpredictionai,inactive,5.0,
 ARIMA-LTSM Hybrid,https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid,Hybrid model to predict future price correlation coefficients of two assets.,Deep Learning And Reinforcement Learning,2021-04-11 04:12:38,222.0,86.0,1.0,2018-08-05 02:13:21,2018-10-01 11:25:53,imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict,inactive,3.0,
 trading-rl,https://github.com/Kostis-S-Z/trading-rl,Deep reinforcement learning for financial trading using [gym](https://gym.openai.com/) and [keras-rl](https://github.com/keras-rl/keras-rl) on FX dataset (EURUSD) not actively maintained,Deep Learning And Reinforcement Learning,2021-04-10 04:59:14,180.0,38.0,2.0,2019-04-22 10:03:21,2020-09-28 09:07:18,Kostis-S-Z/trading-rl,active,3.0,3/31/21 8:00
 Deep Learning III,https://github.com/Rachnog/Deep-Trading,Algorithmic trading with deep learning experiments.,Deep Learning And Reinforcement Learning,2021-04-09 10:39:54,1266.0,675.0,1.0,2016-06-18 18:23:06,2018-08-07 15:24:45,Rachnog/Deep-Trading,inactive,5.0,
 Stock-Prediction-Models,https://github.com/huseinzol05/Stock-Prediction-Models,very good curated list of notebooks showing deep learning + reinforcement learning models. Also contain topics on outlier detections/overbought oversold study/monte carlo simulartions/sentiment analysis from text (text storage/parsing is not detailed but it mentioned using [BERT](https://github.com/google-research/bert)),Deep Learning And Reinforcement Learning,2021-04-12 13:54:15,3655.0,1542.0,2.0,2017-12-18 10:49:59,2021-01-05 10:31:50,huseinzol05/Stock-Prediction-Models,active,5.0,3/31/21 8:00
 RLTrader,https://github.com/notadamking/RLTrader,predecessor to [tensortrade](https://github.com/tensortrade-org/tensortrade) uses open api [gym](https://gym.openai.com/) and neat way to render matplotlib plots in real time. Also explains LSTM/data stationarity/Bayesian optimization using [Optuna](https://github.com/optuna/optuna) etc.,Deep Learning And Reinforcement Learning,2021-04-12 02:50:22,1312.0,451.0,15.0,2019-04-27 18:35:15,2019-10-17 16:25:49,notadamking/RLTrader,active,5.0,3/31/21 8:00
 Neural Network,https://github.com/VivekPa/IntroNeuralNetworks,Neural networks to predict stock prices.,Deep Learning And Reinforcement Learning,2021-04-03 11:59:40,489.0,176.0,2.0,2018-09-10 06:34:53,2018-11-21 07:39:31,VivekPa/IntroNeuralNetworks,inactive,4.0,
 LTSM Recurrent,https://github.com/VivekPa/AIAlpha,OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.,Deep Learning And Reinforcement Learning,2021-04-12 02:39:50,1207.0,370.0,2.0,2018-10-07 03:58:26,2019-08-03 09:00:44,VivekPa/AIAlpha,active,4.0,
 Deep Learning II,https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks,Tensorflow Regression.,Deep Learning And Reinforcement Learning,2021-04-10 06:06:01,175.0,67.0,1.0,2016-07-12 12:56:10,2018-02-16 02:43:36,LiamConnell/deep-algotrading,inactive,3.0,
 trading-bot,https://github.com/pskrunner14/trading-bot,Implementation of deep reinforcement learning using Deep Q Network (DQN). Only supports single security at the moment. Idea is roughly based [here](https://keon.github.io/deep-q-learning/) and uses tensorflow/keras. Interesting helper python libraries used here are [tqdm](https://tqdm.github.io/) for console based progress bar and [altair](https://altair-viz.github.io/) for declarative visualization in python ,Deep Learning And Reinforcement Learning,2021-04-11 05:10:55,292.0,143.0,1.0,2018-08-13 10:44:08,2020-01-23 04:41:20,pskrunner14/trading-bot,active,3.0,3/31/21 8:00
 LTSM GRU,https://github.com/RajatHanda/Finance-Forecasting,Stock Market Forecasting using LSTM\GRU.,Deep Learning And Reinforcement Learning,2021-03-29 23:59:32,11.0,6.0,1.0,2018-05-13 02:39:32,2019-02-25 00:26:42,RajatHanda/Finance-Forecasting,inactive,3.0,
 DeepLearningInFinance,https://github.com/sonaam1234/DeepLearningInFinance,Based on a [talk](https://towardsdatascience.com/deep-learning-in-finance-9e088cb17c03) Sonam Srivastava gave and there are two studies: 1. single timeseries return prediction using ARIMA/VAR/SVR/Deep Regression/CNN/LSTM 2. indexed portfolio construction using autoencoders i.e. replicate a index using handful of stocks. ,Deep Learning And Reinforcement Learning,2021-03-08 13:09:27,266.0,145.0,1.0,2017-08-21 16:00:42,2017-08-21 17:23:48,sonaam1234/DeepLearningInFinance,inactive,3.0,3/31/21 8:00
 crypto-rl,https://github.com/sadighian/crypto-rl,Retrieve limit order book level data from coinbase pro and bitfinex -> record in [arctic](https://github.com/man-group/arctic) timeseries database then implemented trend following strategies (market orders) and market making (limit orders). Uses reinforcement learning (DQN) [keras-rl](https://github.com/keras-rl/keras-rl) to create agents and uses [openai gym](https://gym.openai.com/) to implement POMDP (partially observable markov decision process),Deep Learning And Reinforcement Learning,2021-04-12 10:24:43,347.0,111.0,1.0,2018-06-21 01:06:01,2020-11-05 11:08:19,sadighian/crypto-rl,active,3.0,3/31/21 8:00
 Deep-Reinforcement-Stock-Trading,https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,inspired by Q-trader a deep reinforcement learning repo for trading. Only 3 actions allowed (buy/hold/sell) and no transaction cost is implemented yet. Uses [empyrical](https://github.com/quantopian/empyrical) for portfolio stats,Deep Learning And Reinforcement Learning,2021-04-03 22:50:43,141.0,42.0,2.0,2019-05-19 22:20:05,2020-09-27 19:22:28,Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,active,3.0,3/31/21 8:00
 Advanced-Deep-Trading,https://github.com/Rachnog/Advanced-Deep-Trading,"notebooks containing experiments based on Lopez de Prado book ""Advances in financial machine learning"". Mostly not deep learning related but rather sklearn regression models. Interesting libraries include [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) for calculating return stats and [shap](https://github.com/slundberg/shap) for explaining models. Examlpe of shap can be which features are pushing the value up and and which features are pushing the value down. Also contain functions for calculating geometric brownian motion and jump diffusion functions. ",Deep Learning And Reinforcement Learning,2021-03-30 07:29:06,319.0,158.0,2.0,2019-02-16 21:18:00,2020-11-29 20:12:59,Rachnog/Advanced-Deep-Trading,active,3.0,3/31/21 8:00
 Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,Part of FinRL and provided code for paper [deep reinformacement learning for automated stock trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3690996) focuses on ensemble.,Deep Learning And Reinforcement Learning,2021-04-12 16:24:32,560.0,249.0,6.0,2020-07-26 13:12:53,2021-01-21 18:11:59,AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,active,4.0,3/31/21 8:00
 AutomatedStockTrading-DeepQ-Learning,https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning,cornerstone project repo for Udacity nanodegree program [Become a machine learning engineer](https://www.udacity.com/course/machine-learning-engineer-nanodegree--nd009t) and focus on trading using deep q learning. Good explanation on design choices in the report,Deep Learning And Reinforcement Learning,2021-03-24 01:11:36,134.0,51.0,2.0,2019-02-23 12:01:21,2020-02-25 18:16:34,sachink2010/AutomatedStockTrading-DeepQ-Learning,active,3.0,3/31/21 8:00
 deep-RL-trading,https://github.com/golsun/deep-RL-trading,trading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916),Deep Learning And Reinforcement Learning,2021-04-10 07:09:48,235.0,108.0,1.0,2018-02-25 17:41:42,2020-12-01 22:06:39,golsun/deep-RL-trading,active,3.0,3/31/21 8:00
 FinRL-Library,https://github.com/AI4Finance-LLC/FinRL-Library,started by Columbia university engineering students and designed as an end to end deep reinforcement learning library for automated trading platform. Implementation of DQN DDQN DDPG etc using PyTorch and [gym](https://gym.openai.com/) use [pyfolio](https://github.com/quantopian/pyfolio) for showing backtesting stats. Big contributions on Proximal Policy Optimization (PPO) advantage actor critic (A2C) and Deep Deterministic Policy Gradient (DDPG) agents for trading,Deep Learning And Reinforcement Learning,2021-04-12 12:45:15,1857.0,447.0,22.0,2020-07-26 13:18:16,2021-04-11 22:02:16,AI4Finance-LLC/FinRL-Library,active,5.0,3/31/21 8:00
 Deep Learning,https://github.com/keon/deepstock,Technical experimentations to beat the stock market using deep learning.,Deep Learning And Reinforcement Learning,2021-03-24 14:45:00,427.0,154.0,2.0,2016-12-12 02:15:12,2017-03-04 08:37:29,keon/deepstock,inactive,4.0,
 Personae,https://github.com/Ceruleanacg/Personae,implementation of deep reinforcement learning and supervised learnings covering areas: deep deterministic policy gradient (DDPG) and DDQN etc. Data are being pulled from [rqalpha](https://github.com/ricequant/rqalpha) which is a python backtest engine and have a nice docker image to run training/testing,Deep Learning And Reinforcement Learning,2021-04-11 20:20:48,1144.0,330.0,2.0,2018-03-10 11:22:00,2018-09-02 17:21:38,Ceruleanacg/Personae,inactive,5.0,3/31/21 8:00
 Pair Trading RL,https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading,Using deep actor-critic model to learn best strategies in pair trading.,Deep Learning And Reinforcement Learning,2021-03-27 02:19:29,241.0,113.0,1.0,2017-05-18 16:47:11,2017-05-18 16:56:38,shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading,inactive,3.0,
 Deep-Learning-Machine-Learning-Stock,https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock,curated list of notebooks for machine learning models. Start with very simple linear models to more advanced reinforcement learning type of models. Problem with this repo is that the library version numbers may be changing over time and there's no specific way to track and upgrade,Deep Learning And Reinforcement Learning,2021-04-12 02:58:32,275.0,99.0,1.0,2018-09-29 23:38:06,2021-03-18 03:16:36,LastAncientOne/Deep-Learning-Machine-Learning-Stock,active,3.0,3/31/21 8:00
 Deep-Reinforcement-Learning-in-Trading,https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading,Deep reinforcement learning for trading leveraging [openai gym](https://gym.openai.com/) framework. Keras implementation of DQN DDQN (double deep Q network) and DDDQN (dueling double dqn) trained/tested on s&p 500 daily data from 2013 to 2018. approach is described in an article [here](https://www.linkedin.com/pulse/deep-reinforcement-learning-trading-saeed-rahman),Deep Learning And Reinforcement Learning,2021-04-10 13:17:25,138.0,66.0,1.0,2018-05-11 00:52:14,2019-10-26 14:22:44,saeed349/Deep-Reinforcement-Learning-in-Trading,active,3.0,3/31/21 8:00
 BitcoinForecast,https://github.com/PiSimo/BitcoinForecast,RNN model to predict short term price movement (in this case BTC for the next 9 minutes) [deepchart](https://pisimo.github.io/DeepChart/) is used to visualize the model ,Deep Learning And Reinforcement Learning,2021-04-06 02:06:05,289.0,128.0,3.0,2017-03-10 10:52:02,2018-06-11 08:07:02,PiSimo/BitcoinForecast,inactive,3.0,3/31/21 8:00
 Pair-Trading-Reinforcement-Learning,https://github.com/wai-i/Pair-Trading-Reinforcement-Learning,NEW,Deep Learning And Reinforcement Learning,2021-04-10 04:53:28,136.0,56.0,1.0,2019-06-09 22:50:37,2020-01-03 15:36:22,wai-i/Pair-Trading-Reinforcement-Learning,active,,2021-04-12 16:39:11.055181
 rl_trading,https://github.com/ucaiado/rl_trading,NEW,Deep Learning And Reinforcement Learning,2021-04-08 15:34:33,207.0,89.0,1.0,2017-05-29 22:19:00,2017-08-29 14:54:50,ucaiado/rl_trading,inactive,,2021-04-12 16:39:11.055181
@@ -47,155 +73,134 @@ DQN-DDPG_Stock_Trading,https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading,
 pairstrade-fyp-2019,https://github.com/wywongbd/pairstrade-fyp-2019,NEW,Deep Learning And Reinforcement Learning,2021-04-04 23:47:56,110.0,41.0,2.0,2018-09-07 07:51:06,2020-05-13 05:06:51,wywongbd/pairstrade-fyp-2019,active,,2021-04-12 16:39:11.055181
 Machine-Learning-and-Reinforcement-Learning-in-Finance,https://github.com/joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance,NEW,Deep Learning And Reinforcement Learning,2021-03-30 09:11:21,175.0,98.0,1.0,2018-06-26 04:30:08,2018-09-23 16:50:33,joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance,inactive,,2021-04-12 16:39:11.055181
 maro,https://github.com/microsoft/maro,NEW,Deep Learning And Reinforcement Learning,2021-04-12 02:22:41,386.0,66.0,17.0,2019-12-27 06:48:27,2021-04-07 15:49:38,microsoft/maro,active,,2021-04-12 16:39:11.055181
 RLQuant,https://github.com/yuriak/RLQuant,NEW,Deep Learning And Reinforcement Learning,2021-04-09 05:01:03,277.0,92.0,1.0,2018-04-05 05:42:44,2018-08-13 04:18:29,yuriak/RLQuant,inactive,,2021-04-12 16:39:11.055181
 TradingGym,https://github.com/cove9988/TradingGym,NEW,Deep Learning And Reinforcement Learning,2021-03-28 05:37:33,112.0,39.0,3.0,2017-11-06 00:50:01,2017-11-15 23:55:32,cove9988/TradingGym,inactive,,2021-04-12 16:39:11.055181
 a3c_trading,https://github.com/evgps/a3c_trading,NEW,Deep Learning And Reinforcement Learning,2021-04-10 12:49:10,311.0,98.0,1.0,2018-06-04 15:30:16,2020-05-23 14:47:54,evgps/a3c_trading,active,,2021-04-12 16:39:11.055181
-RL III,https://github.com/samre12/deep-trading-agent,Github -Deep Reinforcement Learning based Trading Agent for Bitcoin.,Deep Learning And Reinforcement Learning,2021-04-03 20:48:36,576.0,203.0,1.0,2017-09-21 17:05:19,2018-04-13 16:33:21,samre12/deep-trading-agent,inactive,3.0,
+RLQuant,https://github.com/yuriak/RLQuant,NEW,Deep Learning And Reinforcement Learning,2021-04-09 05:01:03,277.0,92.0,1.0,2018-04-05 05:42:44,2018-08-13 04:18:29,yuriak/RLQuant,inactive,,2021-04-12 16:39:11.055181
 TradingGym,https://github.com/Yvictor/TradingGym,NEW,Deep Learning And Reinforcement Learning,2021-04-11 20:20:33,841.0,237.0,2.0,2017-05-01 13:53:32,2018-02-14 13:58:18,Yvictor/TradingGym,inactive,,2021-04-12 16:39:11.055181
 QLearning_Trading,https://github.com/ucaiado/QLearning_Trading,NEW,Deep Learning And Reinforcement Learning,2021-04-06 22:09:31,433.0,168.0,1.0,2016-08-10 06:02:23,2016-10-15 02:36:09,ucaiado/QLearning_Trading,inactive,,2021-04-12 16:39:11.055181
 gym-trading,https://github.com/hackthemarket/gym-trading,NEW,Deep Learning And Reinforcement Learning,2021-04-12 09:06:22,581.0,195.0,2.0,2016-12-09 20:46:19,2017-12-24 15:34:37,hackthemarket/gym-trading,inactive,,2021-04-12 16:39:11.055181
 Pair Trading RL,https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading,Using deep actor-critic model to learn best strategies in pair trading.,Deep Learning And Reinforcement Learning,2021-03-27 02:19:29,241.0,113.0,1.0,2017-05-18 16:47:11,2017-05-18 16:56:38,shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading,inactive,3.0,
 RL II,https://github.com/deependersingla/deep_trader,reinforcement learning on stock market and agent tries to learn trading.,Deep Learning And Reinforcement Learning,2021-04-11 20:21:25,1340.0,489.0,3.0,2016-06-11 07:27:10,2018-01-22 14:35:50,deependersingla/deep_trader,inactive,3.0,
 RL,https://github.com/kh-kim/stock_market_reinforcement_learning,OpenGym with Deep Q-learning and Policy Gradient.,Deep Learning And Reinforcement Learning,2021-04-11 12:27:18,715.0,298.0,1.0,2016-10-04 14:42:19,2016-12-23 07:34:08,kh-kim/stock_market_reinforcement_learning,inactive,2.0,
 RL V,https://github.com/gstenger98/rl-finance,Building an Agent to Trade with Reinforcement Learning.,Deep Learning And Reinforcement Learning,2021-04-08 18:57:53,33.0,8.0,5.0,2019-01-16 00:43:36,2020-03-19 20:28:08,gstenger98/rl-finance,active,2.0,
 RL Trading,https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW,A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab.,Deep Learning And Reinforcement Learning,,,,,,,,,4.0,
 RL IV,https://github.com/jjakimoto/DQN,Reinforcement Learning for finance.,Deep Learning And Reinforcement Learning,2021-04-05 11:42:45,142.0,55.0,1.0,2016-10-21 02:47:17,2017-04-07 08:11:57,jjakimoto/DQN,inactive,,
 tensortrade,https://github.com/tensortrade-org/tensortrade,NEW,Deep Learning And Reinforcement Learning,2021-04-12 16:05:19,3101.0,715.0,39.0,2019-07-30 21:28:32,2021-03-24 16:25:28,tensortrade-org/tensortrade,active,,2021-04-12 16:39:11.055181
-Deep-Learning-Machine-Learning-Stock,https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock,curated list of notebooks for machine learning models. Start with very simple linear models to more advanced reinforcement learning type of models. Problem with this repo is that the library version numbers may be changing over time and there's no specific way to track and upgrade,Deep Learning And Reinforcement Learning,2021-04-12 02:58:32,275.0,99.0,1.0,2018-09-29 23:38:06,2021-03-18 03:16:36,LastAncientOne/Deep-Learning-Machine-Learning-Stock,active,3.0,3/31/21 8:00
+RL III,https://github.com/samre12/deep-trading-agent,Github -Deep Reinforcement Learning based Trading Agent for Bitcoin.,Deep Learning And Reinforcement Learning,2021-04-03 20:48:36,576.0,203.0,1.0,2017-09-21 17:05:19,2018-04-13 16:33:21,samre12/deep-trading-agent,inactive,3.0,
 Deep-Reinforcement-Learning-in-Trading,https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading,Deep reinforcement learning for trading leveraging [openai gym](https://gym.openai.com/) framework. Keras implementation of DQN DDQN (double deep Q network) and DDDQN (dueling double dqn) trained/tested on s&p 500 daily data from 2013 to 2018. approach is described in an article [here](https://www.linkedin.com/pulse/deep-reinforcement-learning-trading-saeed-rahman),Deep Learning And Reinforcement Learning,2021-04-10 13:17:25,138.0,66.0,1.0,2018-05-11 00:52:14,2019-10-26 14:22:44,saeed349/Deep-Reinforcement-Learning-in-Trading,active,3.0,3/31/21 8:00
 Personae,https://github.com/Ceruleanacg/Personae,implementation of deep reinforcement learning and supervised learnings covering areas: deep deterministic policy gradient (DDPG) and DDQN etc. Data are being pulled from [rqalpha](https://github.com/ricequant/rqalpha) which is a python backtest engine and have a nice docker image to run training/testing,Deep Learning And Reinforcement Learning,2021-04-11 20:20:48,1144.0,330.0,2.0,2018-03-10 11:22:00,2018-09-02 17:21:38,Ceruleanacg/Personae,inactive,5.0,3/31/21 8:00
 awesome-deep-trading,https://github.com/cbailes/awesome-deep-trading,curated list of papers/repos on topics like CNN/LSTM/GAN/Reinforcement Learning etc. Categorized as deep learning for now but there are other topics here. Manually maintained by cbailes,Deep Learning And Reinforcement Learning,2021-04-11 09:02:46,551.0,140.0,1.0,2018-11-26 03:23:04,2021-01-01 09:41:21,cbailes/awesome-deep-trading,active,4.0,3/31/21 8:00
 trading-rl,https://github.com/Kostis-S-Z/trading-rl,Deep reinforcement learning for financial trading using [gym](https://gym.openai.com/) and [keras-rl](https://github.com/keras-rl/keras-rl) on FX dataset (EURUSD) not actively maintained,Deep Learning And Reinforcement Learning,2021-04-10 04:59:14,180.0,38.0,2.0,2019-04-22 10:03:21,2020-09-28 09:07:18,Kostis-S-Z/trading-rl,active,3.0,3/31/21 8:00
 RLTrader,https://github.com/notadamking/RLTrader,predecessor to [tensortrade](https://github.com/tensortrade-org/tensortrade) uses open api [gym](https://gym.openai.com/) and neat way to render matplotlib plots in real time. Also explains LSTM/data stationarity/Bayesian optimization using [Optuna](https://github.com/optuna/optuna) etc.,Deep Learning And Reinforcement Learning,2021-04-12 02:50:22,1312.0,451.0,15.0,2019-04-27 18:35:15,2019-10-17 16:25:49,notadamking/RLTrader,active,5.0,3/31/21 8:00
 Stock-Prediction-Models,https://github.com/huseinzol05/Stock-Prediction-Models,very good curated list of notebooks showing deep learning + reinforcement learning models. Also contain topics on outlier detections/overbought oversold study/monte carlo simulartions/sentiment analysis from text (text storage/parsing is not detailed but it mentioned using [BERT](https://github.com/google-research/bert)),Deep Learning And Reinforcement Learning,2021-04-12 13:54:15,3655.0,1542.0,2.0,2017-12-18 10:49:59,2021-01-05 10:31:50,huseinzol05/Stock-Prediction-Models,active,5.0,3/31/21 8:00
 Deep Learning III,https://github.com/Rachnog/Deep-Trading,Algorithmic trading with deep learning experiments.,Deep Learning And Reinforcement Learning,2021-04-09 10:39:54,1266.0,675.0,1.0,2016-06-18 18:23:06,2018-08-07 15:24:45,Rachnog/Deep-Trading,inactive,5.0,
 LTSM Recurrent,https://github.com/VivekPa/AIAlpha,OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.,Deep Learning And Reinforcement Learning,2021-04-12 02:39:50,1207.0,370.0,2.0,2018-10-07 03:58:26,2019-08-03 09:00:44,VivekPa/AIAlpha,active,4.0,
 ARIMA-LTSM Hybrid,https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid,Hybrid model to predict future price correlation coefficients of two assets.,Deep Learning And Reinforcement Learning,2021-04-11 04:12:38,222.0,86.0,1.0,2018-08-05 02:13:21,2018-10-01 11:25:53,imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict,inactive,3.0,
 AI Trading,https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md,AI to predict stock market movements.,Deep Learning And Reinforcement Learning,2021-04-12 15:42:20,2876.0,1384.0,1.0,2019-01-09 08:02:47,2019-02-11 16:32:47,borisbanushev/stockpredictionai,inactive,5.0,
 Deep Learning IV,https://github.com/achillesrasquinha/bulbea,Bulbea: Deep Learning based Python Library.,Deep Learning And Reinforcement Learning,2021-04-09 20:38:16,1467.0,416.0,1.0,2017-03-09 06:11:06,2017-03-19 07:42:49,achillesrasquinha/bulbea,inactive,5.0,
 Neural Network,https://github.com/VivekPa/IntroNeuralNetworks,Neural networks to predict stock prices.,Deep Learning And Reinforcement Learning,2021-04-03 11:59:40,489.0,176.0,2.0,2018-09-10 06:34:53,2018-11-21 07:39:31,VivekPa/IntroNeuralNetworks,inactive,4.0,
 Deep Learning II,https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks,Tensorflow Regression.,Deep Learning And Reinforcement Learning,2021-04-10 06:06:01,175.0,67.0,1.0,2016-07-12 12:56:10,2018-02-16 02:43:36,LiamConnell/deep-algotrading,inactive,3.0,
 Deep Learning,https://github.com/keon/deepstock,Technical experimentations to beat the stock market using deep learning.,Deep Learning And Reinforcement Learning,2021-03-24 14:45:00,427.0,154.0,2.0,2016-12-12 02:15:12,2017-03-04 08:37:29,keon/deepstock,inactive,4.0,
 LTSM GRU,https://github.com/RajatHanda/Finance-Forecasting,Stock Market Forecasting using LSTM\GRU.,Deep Learning And Reinforcement Learning,2021-03-29 23:59:32,11.0,6.0,1.0,2018-05-13 02:39:32,2019-02-25 00:26:42,RajatHanda/Finance-Forecasting,inactive,3.0,
 DeepLearningInFinance,https://github.com/sonaam1234/DeepLearningInFinance,Based on a [talk](https://towardsdatascience.com/deep-learning-in-finance-9e088cb17c03) Sonam Srivastava gave and there are two studies: 1. single timeseries return prediction using ARIMA/VAR/SVR/Deep Regression/CNN/LSTM 2. indexed portfolio construction using autoencoders i.e. replicate a index using handful of stocks. ,Deep Learning And Reinforcement Learning,2021-03-08 13:09:27,266.0,145.0,1.0,2017-08-21 16:00:42,2017-08-21 17:23:48,sonaam1234/DeepLearningInFinance,inactive,3.0,3/31/21 8:00
 crypto-rl,https://github.com/sadighian/crypto-rl,Retrieve limit order book level data from coinbase pro and bitfinex -> record in [arctic](https://github.com/man-group/arctic) timeseries database then implemented trend following strategies (market orders) and market making (limit orders). Uses reinforcement learning (DQN) [keras-rl](https://github.com/keras-rl/keras-rl) to create agents and uses [openai gym](https://gym.openai.com/) to implement POMDP (partially observable markov decision process),Deep Learning And Reinforcement Learning,2021-04-12 10:24:43,347.0,111.0,1.0,2018-06-21 01:06:01,2020-11-05 11:08:19,sadighian/crypto-rl,active,3.0,3/31/21 8:00
 trading-bot,https://github.com/pskrunner14/trading-bot,Implementation of deep reinforcement learning using Deep Q Network (DQN). Only supports single security at the moment. Idea is roughly based [here](https://keon.github.io/deep-q-learning/) and uses tensorflow/keras. Interesting helper python libraries used here are [tqdm](https://tqdm.github.io/) for console based progress bar and [altair](https://altair-viz.github.io/) for declarative visualization in python ,Deep Learning And Reinforcement Learning,2021-04-11 05:10:55,292.0,143.0,1.0,2018-08-13 10:44:08,2020-01-23 04:41:20,pskrunner14/trading-bot,active,3.0,3/31/21 8:00
 Deep-Reinforcement-Stock-Trading,https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,inspired by Q-trader a deep reinforcement learning repo for trading. Only 3 actions allowed (buy/hold/sell) and no transaction cost is implemented yet. Uses [empyrical](https://github.com/quantopian/empyrical) for portfolio stats,Deep Learning And Reinforcement Learning,2021-04-03 22:50:43,141.0,42.0,2.0,2019-05-19 22:20:05,2020-09-27 19:22:28,Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,active,3.0,3/31/21 8:00
 Advanced-Deep-Trading,https://github.com/Rachnog/Advanced-Deep-Trading,"notebooks containing experiments based on Lopez de Prado book ""Advances in financial machine learning"". Mostly not deep learning related but rather sklearn regression models. Interesting libraries include [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) for calculating return stats and [shap](https://github.com/slundberg/shap) for explaining models. Examlpe of shap can be which features are pushing the value up and and which features are pushing the value down. Also contain functions for calculating geometric brownian motion and jump diffusion functions. ",Deep Learning And Reinforcement Learning,2021-03-30 07:29:06,319.0,158.0,2.0,2019-02-16 21:18:00,2020-11-29 20:12:59,Rachnog/Advanced-Deep-Trading,active,3.0,3/31/21 8:00
 Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,Part of FinRL and provided code for paper [deep reinformacement learning for automated stock trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3690996) focuses on ensemble.,Deep Learning And Reinforcement Learning,2021-04-12 16:24:32,560.0,249.0,6.0,2020-07-26 13:12:53,2021-01-21 18:11:59,AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,active,4.0,3/31/21 8:00
 AutomatedStockTrading-DeepQ-Learning,https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning,cornerstone project repo for Udacity nanodegree program [Become a machine learning engineer](https://www.udacity.com/course/machine-learning-engineer-nanodegree--nd009t) and focus on trading using deep q learning. Good explanation on design choices in the report,Deep Learning And Reinforcement Learning,2021-03-24 01:11:36,134.0,51.0,2.0,2019-02-23 12:01:21,2020-02-25 18:16:34,sachink2010/AutomatedStockTrading-DeepQ-Learning,active,3.0,3/31/21 8:00
 deep-RL-trading,https://github.com/golsun/deep-RL-trading,trading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916),Deep Learning And Reinforcement Learning,2021-04-10 07:09:48,235.0,108.0,1.0,2018-02-25 17:41:42,2020-12-01 22:06:39,golsun/deep-RL-trading,active,3.0,3/31/21 8:00
 FinRL-Library,https://github.com/AI4Finance-LLC/FinRL-Library,started by Columbia university engineering students and designed as an end to end deep reinforcement learning library for automated trading platform. Implementation of DQN DDQN DDPG etc using PyTorch and [gym](https://gym.openai.com/) use [pyfolio](https://github.com/quantopian/pyfolio) for showing backtesting stats. Big contributions on Proximal Policy Optimization (PPO) advantage actor critic (A2C) and Deep Deterministic Policy Gradient (DDPG) agents for trading,Deep Learning And Reinforcement Learning,2021-04-12 12:45:15,1857.0,447.0,22.0,2020-07-26 13:18:16,2021-04-11 22:02:16,AI4Finance-LLC/FinRL-Library,active,5.0,3/31/21 8:00
 Derman,https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb,Binomial tree for American call.,Derivatives and Hedging,2020-10-06 20:37:15,1.0,3.0,1.0,2018-05-18 18:08:16,2018-09-21 19:59:01,rstreppa/valuation-convertibles-Goldman1994,inactive,,
 Hull White,https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb,"Callable Bond, Hull White.",Derivatives and Hedging,2020-10-06 20:37:16,4.0,6.0,1.0,2018-06-06 22:06:06,2018-06-06 22:27:02,rstreppa/valuation-callables-HullWhite,inactive,,
 Derivative Markets,https://github.com/broughtj/Fin6470/tree/master/Notebooks,"The economics of futures, futures, options, and swaps.",Derivatives and Hedging,2021-04-06 20:49:50,8.0,8.0,1.0,2016-02-09 05:30:27,2021-04-06 20:49:41,broughtj/Fin6470,active,,
 Options,https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D,Introduction to options.,Derivatives and Hedging,2021-04-09 21:17:26,335.0,163.0,36.0,2017-07-28 15:48:29,2021-03-17 17:17:08,QuantConnect/Tutorials,active,,
 Volatility and Variance Derivatives,https://github.com/yhilpisch/lvvd/tree/master/lvvd,Volatility derivatives analytics.,Derivatives and Hedging,2021-04-07 19:21:15,79.0,78.0,1.0,2016-10-21 04:12:50,2021-02-22 13:32:00,yhilpisch/lvvd,active,,
 Reinforcement Learning,https://github.com/FinTechies/HedgingRL,Hedging portfolios with reinforcement learning.,Derivatives and Hedging,2021-01-20 08:12:13,16.0,9.0,1.0,2017-04-21 10:58:56,2017-08-02 21:41:06,FinTechies/HedgingRL,inactive,,
 Options,https://github.com/PHBS/2018.M1.ASP/tree/master/py,Black Scholes and Copula.,Derivatives and Hedging,,,,,,,PHBS/2018.M1.ASP,,,
 Derivatives Python,https://github.com/yhilpisch/dawp/tree/master/python36,Derivative analytics with Python.,Derivatives and Hedging,2021-04-12 14:39:55,388.0,299.0,1.0,2015-07-09 12:27:29,2021-02-22 13:29:18,yhilpisch/dawp,active,,
 Options Risk Measures,https://github.com/wanglouis49/risk_estimation,Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling).,Derivatives and Hedging,2020-10-06 20:37:02,1.0,2.0,1.0,2016-04-29 03:51:25,2018-01-16 01:24:07,wanglouis49/risk_estimation,inactive,,
 Delta Hedging,https://github.com/RobinsonGarcia/delta-hedging,Advanced derivatives.,Derivatives and Hedging,2021-02-27 08:48:27,3.0,2.0,1.0,2018-03-02 23:53:53,2018-07-17 23:32:23,RobinsonGarcia/delta-hedging,inactive,,
 Computational Derivatives,https://github.com/chenbowen184/Computational_Finance,Projects focusing on investigating simulations and computational techniques applied in finance.,Derivatives and Hedging,2021-01-12 12:22:31,17.0,12.0,1.0,2018-01-29 05:01:52,2018-08-02 05:56:49,chen-bowen/Computational_Finance,inactive,,
 Black Scholes,https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb,Options pricing.,Derivatives and Hedging,2020-10-06 20:36:29,1.0,2.0,0.0,2017-12-09 18:50:20,2018-07-09 09:48:36,irajwani/numerical_methods_python,inactive,,
 Option Strategies,https://github.com/rstreppa/valuation-OptionStrategies,"Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations.",Derivatives and Hedging,2021-02-27 08:50:16,2.0,3.0,1.0,2018-05-22 18:27:26,2018-05-22 18:30:24,rstreppa/valuation-OptionStrategies,inactive,,
-Commodity,https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb,Commodity influence over Brazilian stocks.,Extended Research,,,,,,,felipessalvatore/fin2vec,,,
+Black Scholes,https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb,Options pricing.,Derivatives and Hedging,2020-10-06 20:36:29,1.0,2.0,0.0,2017-12-09 18:50:20,2018-07-09 09:48:36,irajwani/numerical_methods_python,inactive,,
-High Frequency,https://github.com/cswaney/prickle,A Python toolkit for high-frequency trade research.,Extended Research,2021-03-22 02:19:15,24.0,17.0,2.0,2016-07-06 20:32:21,2018-06-09 10:53:51,cswaney/prickle,inactive,,
+Computational Derivatives,https://github.com/chenbowen184/Computational_Finance,Projects focusing on investigating simulations and computational techniques applied in finance.,Derivatives and Hedging,2021-01-12 12:22:31,17.0,12.0,1.0,2018-01-29 05:01:52,2018-08-02 05:56:49,chen-bowen/Computational_Finance,inactive,,
-Bayesian Finance I,https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb,Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs.,Extended Research,2020-11-28 03:02:48,25.0,6.0,0.0,2019-01-04 12:30:41,2019-02-18 09:55:21,AlexIoannides/pymc-stochastic-process,inactive,,
+Delta Hedging,https://github.com/RobinsonGarcia/delta-hedging,Advanced derivatives.,Derivatives and Hedging,2021-02-27 08:48:27,3.0,2.0,1.0,2018-03-02 23:53:53,2018-07-17 23:32:23,RobinsonGarcia/delta-hedging,inactive,,
-Currency PCA,https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb,Forex spots PCA.,Extended Research,2020-10-26 00:55:20,3.0,1.0,1.0,2019-03-12 21:11:29,2019-03-12 22:09:10,shanemulqueen/python-finance-pca,inactive,,
+Derivatives Python,https://github.com/yhilpisch/dawp/tree/master/python36,Derivative analytics with Python.,Derivatives and Hedging,2021-04-12 14:39:55,388.0,299.0,1.0,2015-07-09 12:27:29,2021-02-22 13:29:18,yhilpisch/dawp,active,,
-Liquidity and Momentum,https://github.com/mrefermat/quant_finance,Various factors and portfolio constructions.,Extended Research,2021-03-30 00:09:34,31.0,15.0,1.0,2018-08-11 22:59:53,2019-11-12 04:49:01,mrefermat/quant_finance,active,,
+Derman,https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb,Binomial tree for American call.,Derivatives and Hedging,2020-10-06 20:37:15,1.0,3.0,1.0,2018-05-18 18:08:16,2018-09-21 19:59:01,rstreppa/valuation-convertibles-Goldman1994,inactive,,
-Simulation,https://github.com/chenbowen184/Computational_Finance,Investigating simulations as part of computational finance.,Extended Research,2021-01-12 12:22:31,17.0,12.0,1.0,2018-01-29 05:01:52,2018-08-02 05:56:49,chen-bowen/Computational_Finance,inactive,,
+Reinforcement Learning,https://github.com/FinTechies/HedgingRL,Hedging portfolios with reinforcement learning.,Derivatives and Hedging,2021-01-20 08:12:13,16.0,9.0,1.0,2017-04-21 10:58:56,2017-08-02 21:41:06,FinTechies/HedgingRL,inactive,,
-NLP Finance Papers,https://github.com/chenbowen184/Research_Documents_Curation_with_NLP,Curating quantitative finance papers using machine learning.,Extended Research,2021-02-27 06:33:23,8.0,9.0,1.0,2018-10-11 20:32:37,2018-12-24 23:27:55,chen-bowen/Research_Documents_Curation_with_NLP,inactive,,
+Volatility and Variance Derivatives,https://github.com/yhilpisch/lvvd/tree/master/lvvd,Volatility derivatives analytics.,Derivatives and Hedging,2021-04-07 19:21:15,79.0,78.0,1.0,2016-10-21 04:12:50,2021-02-22 13:32:00,yhilpisch/lvvd,active,,
-Deep Portfolio,https://github.com/DLColumbia/DL_forFinance,Deep learning for finance Predict volume of bonds.,Extended Research,2021-01-12 11:48:27,27.0,19.0,2.0,2018-05-08 19:34:17,2018-05-09 15:39:25,DLColumbia/DL_forFinance,inactive,,
+Options,https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D,Introduction to options.,Derivatives and Hedging,2021-04-09 21:17:26,335.0,163.0,36.0,2017-07-28 15:48:29,2021-03-17 17:17:08,QuantConnect/Tutorials,active,,
-Real Estate Property Fraud,https://github.com/aviroop1/Real_Estate_Property_Fraud,Unsupervised fraud detection model that can identify likely candidates of fraud.,Extended Research,,,,,,,aviroop1/Real_Estate_Property_Fraud,,,
+Derivative Markets,https://github.com/broughtj/Fin6470/tree/master/Notebooks,"The economics of futures, futures, options, and swaps.",Derivatives and Hedging,2021-04-06 20:49:50,8.0,8.0,1.0,2016-02-09 05:30:27,2021-04-06 20:49:41,broughtj/Fin6470,active,,
-Critical Transitions,https://github.com/ryanholbrook/critical-transitions,Detecting critical transitions in financial networks with topological data analysis.,Extended Research,2021-01-30 11:50:22,10.0,3.0,1.0,2019-01-22 10:59:50,2019-03-12 18:35:02,ryanholbrook/critical-transitions,inactive,,
+Hull White,https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb,"Callable Bond, Hull White.",Derivatives and Hedging,2020-10-06 20:37:16,4.0,6.0,1.0,2018-06-06 22:06:06,2018-06-06 22:27:02,rstreppa/valuation-callables-HullWhite,inactive,,
-Computational Finance,https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance,Applied Computational Economics and Finance.,Extended Research,2021-03-07 17:47:01,12.0,13.0,1.0,2017-08-27 03:46:33,2017-08-26 04:26:04,lnsongxf/Applied_Computational_Economics_and_Finance,inactive,,
+Options,https://github.com/PHBS/2018.M1.ASP/tree/master/py,Black Scholes and Copula.,Derivatives and Hedging,,,,,,,PHBS/2018.M1.ASP,,,
 Bayesian Finance,https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb,Notebook PyMC3 implementation.,Extended Research,2021-04-10 19:50:47,233.0,55.0,1.0,2018-08-28 14:45:00,2020-08-06 22:03:47,marketneutral/alphatools,active,,
 Backtests,https://github.com/AlgoTraders/stock-analysis-engine,Trading data and algorithms.,Extended Research,2021-04-12 02:28:59,620.0,165.0,3.0,2018-09-16 20:00:36,2020-09-05 13:01:05,AlgoTraders/stock-analysis-engine,active,,
 Corporate Finance,https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance,Basic corporate finance.,Extended Research,2021-01-16 19:01:31,9.0,4.0,1.0,2017-09-09 03:35:24,2017-09-09 23:04:48,SeanMcOwen/FinanceAndPython.com-CorporateFinance,inactive,,
 Mathematical Finance,https://github.com/Auquan/Tutorials,Notebooks for math and financial tutorials.,Extended Research,2021-04-08 19:37:16,664.0,425.0,9.0,2017-01-21 11:24:18,2020-08-01 17:03:32,Auquan/Tutorials,active,,
 Economic Foundations,https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations,Basic economic models.,Extended Research,2020-10-06 21:01:59,2.0,3.0,1.0,2017-05-25 02:27:36,2017-06-30 03:53:59,SeanMcOwen/FinanceAndPython.com-EconomicFoundations,inactive,,
 Financial Economics,https://github.com/rsvp/fecon235/tree/master/nb,Financial Economics Models.,Extended Research,2021-04-10 17:02:20,713.0,275.0,2.0,2014-11-09 04:49:01,2018-12-03 16:30:28,rsvp/fecon235,inactive,,
 Finance Graph Theory,https://github.com/AvijitGhosh82/Finance_Graph_Theory,Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents.,Extended Research,2021-03-28 02:22:22,17.0,7.0,3.0,2018-08-02 02:48:24,2019-03-16 18:39:38,evijit/Finance_Graph_Theory,inactive,,
 Market Crash Prediction,https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb,Predicting market crashes using an LPPL model.,Extended Research,2020-10-06 21:01:42,1.0,3.0,1.0,2019-01-24 13:37:45,2019-02-13 16:48:00,sarachmax/MarketCrashes_Prediction,inactive,,
 M&A,https://github.com/atulram/Finance-and-Stocks,Mergers and Acquisitions.,Extended Research,2020-12-21 14:42:43,3.0,3.0,1.0,2019-01-19 18:16:47,2019-02-18 16:57:19,atulram/Finance-and-Stocks,inactive,,
 Behavioural Economics,https://github.com/pcmichaud/notebooks,Behavioural Economics and Finance Python Notebooks.,Extended Research,2021-02-03 07:22:40,9.0,4.0,1.0,2018-12-20 00:21:38,2019-03-26 11:51:46,pcmichaud/notebooks,inactive,,
 Life-cycle,https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb,Company life cycle.,Extended Research,2020-12-21 14:42:43,3.0,3.0,1.0,2019-01-19 18:16:47,2019-02-18 16:57:19,atulram/Finance-and-Stocks,inactive,,
 Behavioural Economics,https://github.com/pcmichaud/notebooks,Behavioural Economics and Finance Python Notebooks.,Extended Research,2021-02-03 07:22:40,9.0,4.0,1.0,2018-12-20 00:21:38,2019-03-26 11:51:46,pcmichaud/notebooks,inactive,,
 Applied Corporate Finance,https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance,Studies the empirical behaviours in stock market.,Extended Research,2021-02-19 13:40:37,8.0,9.0,1.0,2018-01-29 05:14:52,2018-07-19 06:25:36,chen-bowen/Data_Science_in_Applied_Corporate_Finance,inactive,,
 HFT,https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,High frequency trading.,Extended Research,2021-04-11 23:36:10,748.0,333.0,1.0,2016-07-21 05:14:14,2017-02-14 16:47:25,rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,inactive,,
-Factor Analysis,https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb,Factor analysis for mutual funds.,Factor and Risk Analysis,2020-12-21 14:26:46,3.0,4.0,1.0,2018-03-13 07:39:20,2018-03-13 07:42:36,garvit-kudesia91/factor_analysis,inactive,,
+Corporate Finance,https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance,Basic corporate finance.,Extended Research,2021-01-16 19:01:31,9.0,4.0,1.0,2017-09-09 03:35:24,2017-09-09 23:04:48,SeanMcOwen/FinanceAndPython.com-CorporateFinance,inactive,,
-VaR GaN,https://github.com/hamaadshah/market_risk_gan_keras,Estimate Value-at-Risk for market risk management using Keras and TensorFlow.,Factor and Risk Analysis,2021-03-20 21:53:18,41.0,28.0,1.0,2018-08-06 16:09:44,2020-11-22 19:02:07,hamaadshah/market_risk_gan_tensorflow,active,,
+M&A,https://github.com/atulram/Finance-and-Stocks,Mergers and Acquisitions.,Extended Research,2020-12-21 14:42:43,3.0,3.0,1.0,2019-01-19 18:16:47,2019-02-18 16:57:19,atulram/Finance-and-Stocks,inactive,,
-Pyfolio,https://github.com/quantopian/pyfolio,Portfolio and risk analytics in Python.,Factor and Risk Analysis,2021-04-12 11:55:41,3673.0,1157.0,42.0,2015-06-01 15:31:39,2020-02-28 17:30:19,quantopian/pyfolio,active,,
+Backtests,https://github.com/AlgoTraders/stock-analysis-engine,Trading data and algorithms.,Extended Research,2021-04-12 02:28:59,620.0,165.0,3.0,2018-09-16 20:00:36,2020-09-05 13:01:05,AlgoTraders/stock-analysis-engine,active,,
-Performance Analysis,https://github.com/quantopian/alphalens,Performance analysis of predictive (alpha) stock factors.,Factor and Risk Analysis,2021-04-10 12:58:45,1847.0,700.0,17.0,2016-06-03 21:49:15,2020-04-27 18:40:41,quantopian/alphalens,active,,
+Bayesian Finance I,https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb,Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs.,Extended Research,2020-11-28 03:02:48,25.0,6.0,0.0,2019-01-04 12:30:41,2019-02-18 09:55:21,AlexIoannides/pymc-stochastic-process,inactive,,
-Python for Finance,https://github.com/yhilpisch/py4fi/tree/master/jupyter36,Various financial notebooks.,Factor and Risk Analysis,2021-04-09 08:12:10,1298.0,794.0,1.0,2014-12-15 11:23:34,2018-07-10 06:38:12,yhilpisch/py4fi,inactive,,
+Computational Finance,https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance,Applied Computational Economics and Finance.,Extended Research,2021-03-07 17:47:01,12.0,13.0,1.0,2017-08-27 03:46:33,2017-08-26 04:26:04,lnsongxf/Applied_Computational_Economics_and_Finance,inactive,,
-Convex Optimisation,https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb,Convex Optimization for Finance.,Factor and Risk Analysis,2021-04-08 19:02:22,18.0,10.0,1.0,2018-06-26 20:36:47,2019-10-22 21:56:46,ssanderson/convex-optimization-for-finance,active,,
+Commodity,https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb,Commodity influence over Brazilian stocks.,Extended Research,,,,,,,felipessalvatore/fin2vec,,,
-Statistical Finance,https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments,Various financial experiments.,Factor and Risk Analysis,2021-03-30 00:09:28,21.0,16.0,1.0,2015-10-04 09:10:54,2020-03-28 18:33:58,mrefermat/FinancePhD,active,,
+High Frequency,https://github.com/cswaney/prickle,A Python toolkit for high-frequency trade research.,Extended Research,2021-03-22 02:19:15,24.0,17.0,2.0,2016-07-06 20:32:21,2018-06-09 10:53:51,cswaney/prickle,inactive,,
-VaR,https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb,Value-at-risk calculations.,Factor and Risk Analysis,2021-03-31 02:06:48,10.0,9.0,1.0,2016-11-15 19:24:17,2017-01-14 21:19:30,willb/var-notebook,inactive,,
+Currency PCA,https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb,Forex spots PCA.,Extended Research,2020-10-26 00:55:20,3.0,1.0,1.0,2019-03-12 21:11:29,2019-03-12 22:09:10,shanemulqueen/python-finance-pca,inactive,,
 Liquidity and Momentum,https://github.com/mrefermat/quant_finance,Various factors and portfolio constructions.,Extended Research,2021-03-30 00:09:34,31.0,15.0,1.0,2018-08-11 22:59:53,2019-11-12 04:49:01,mrefermat/quant_finance,active,,
 Bayesian Finance,https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb,Notebook PyMC3 implementation.,Extended Research,2021-04-10 19:50:47,233.0,55.0,1.0,2018-08-28 14:45:00,2020-08-06 22:03:47,marketneutral/alphatools,active,,
 NLP Finance Papers,https://github.com/chenbowen184/Research_Documents_Curation_with_NLP,Curating quantitative finance papers using machine learning.,Extended Research,2021-02-27 06:33:23,8.0,9.0,1.0,2018-10-11 20:32:37,2018-12-24 23:27:55,chen-bowen/Research_Documents_Curation_with_NLP,inactive,,
 Deep Portfolio,https://github.com/DLColumbia/DL_forFinance,Deep learning for finance Predict volume of bonds.,Extended Research,2021-01-12 11:48:27,27.0,19.0,2.0,2018-05-08 19:34:17,2018-05-09 15:39:25,DLColumbia/DL_forFinance,inactive,,
 Real Estate Property Fraud,https://github.com/aviroop1/Real_Estate_Property_Fraud,Unsupervised fraud detection model that can identify likely candidates of fraud.,Extended Research,,,,,,,aviroop1/Real_Estate_Property_Fraud,,,
 Critical Transitions,https://github.com/ryanholbrook/critical-transitions,Detecting critical transitions in financial networks with topological data analysis.,Extended Research,2021-01-30 11:50:22,10.0,3.0,1.0,2019-01-22 10:59:50,2019-03-12 18:35:02,ryanholbrook/critical-transitions,inactive,,
 Simulation,https://github.com/chenbowen184/Computational_Finance,Investigating simulations as part of computational finance.,Extended Research,2021-01-12 12:22:31,17.0,12.0,1.0,2018-01-29 05:01:52,2018-08-02 05:56:49,chen-bowen/Computational_Finance,inactive,,
 Risk and Return,https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials,Riskiness of portfolios and assets.,Factor and Risk Analysis,2021-04-06 17:03:06,140.0,62.0,2.0,2017-09-12 13:35:09,2020-08-06 12:35:44,PyDataBlog/Python-for-Data-Science,active,,
-Risk Basic,https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb,Active portfolio risk management .,Factor and Risk Analysis,2021-03-01 13:53:42,31.0,18.0,1.0,2016-05-10 11:03:48,2016-05-17 03:44:56,RJT1990/Active-Portfolio-Management-Notes,inactive,,
+Stock-Prediction,https://github.com/Ronak-59/Stock-Prediction,NEW,Factor and Risk Analysis,2021-03-26 08:37:47,129.0,64.0,2.0,2018-03-18 04:54:45,2020-02-28 11:43:07,Ronak-59/Stock-Prediction,active,,2021-04-12 18:37:06.300228
 Factor Analysis,https://github.com/alpha-miner/alpha-mind/tree/master/notebooks,Factor strategy notebooks.,Factor and Risk Analysis,2021-04-08 19:02:25,172.0,60.0,3.0,2017-05-01 07:36:54,2021-04-07 15:25:27,alpha-miner/alpha-mind,active,,
 Various Risk Measures,https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb,Risk measures and factors for alternative and responsible investments.,Factor and Risk Analysis,2020-11-04 07:04:38,4.0,5.0,1.0,2017-08-07 14:44:32,2017-08-08 22:52:11,Jorgencr/Alternative-and-Responsible-Investments,inactive,,
 CAPM,https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb,Expected returns using CAPM.,Factor and Risk Analysis,2021-03-01 13:53:42,31.0,18.0,1.0,2016-05-10 11:03:48,2016-05-17 03:44:56,RJT1990/Active-Portfolio-Management-Notes,inactive,,
 Quant Finance,https://github.com/mrefermat/quant_finance,General quant repository.,Factor and Risk Analysis,2021-03-30 00:09:34,31.0,15.0,1.0,2018-08-11 22:59:53,2019-11-12 04:49:01,mrefermat/quant_finance,active,,
 CAPM,https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb,Expected returns using CAPM.,Factor and Risk Analysis,2021-03-01 13:53:42,31.0,18.0,1.0,2016-05-10 11:03:48,2016-05-17 03:44:56,RJT1990/Active-Portfolio-Management-Notes,inactive,,
 Various Risk Measures,https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb,Risk measures and factors for alternative and responsible investments.,Factor and Risk Analysis,2020-11-04 07:04:38,4.0,5.0,1.0,2017-08-07 14:44:32,2017-08-08 22:52:11,Jorgencr/Alternative-and-Responsible-Investments,inactive,,
 Risk Basic,https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb,Active portfolio risk management .,Factor and Risk Analysis,2021-03-01 13:53:42,31.0,18.0,1.0,2016-05-10 11:03:48,2016-05-17 03:44:56,RJT1990/Active-Portfolio-Management-Notes,inactive,,
 VaR,https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb,Value-at-risk calculations.,Factor and Risk Analysis,2021-03-31 02:06:48,10.0,9.0,1.0,2016-11-15 19:24:17,2017-01-14 21:19:30,willb/var-notebook,inactive,,
 Factor Analysis,https://github.com/alpha-miner/alpha-mind/tree/master/notebooks,Factor strategy notebooks.,Factor and Risk Analysis,2021-04-08 19:02:25,172.0,60.0,3.0,2017-05-01 07:36:54,2021-04-07 15:25:27,alpha-miner/alpha-mind,active,,
 Convex Optimisation,https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb,Convex Optimization for Finance.,Factor and Risk Analysis,2021-04-08 19:02:22,18.0,10.0,1.0,2018-06-26 20:36:47,2019-10-22 21:56:46,ssanderson/convex-optimization-for-finance,active,,
 Python for Finance,https://github.com/yhilpisch/py4fi/tree/master/jupyter36,Various financial notebooks.,Factor and Risk Analysis,2021-04-09 08:12:10,1298.0,794.0,1.0,2014-12-15 11:23:34,2018-07-10 06:38:12,yhilpisch/py4fi,inactive,,
 AlphaTrading,https://github.com/jerryxyx/AlphaTrading,NEW,Factor and Risk Analysis,2021-04-10 06:34:55,149.0,74.0,1.0,2018-05-18 22:09:52,2018-08-07 18:05:37,jerryxyx/AlphaTrading,inactive,,2021-04-12 18:37:06.300228
 Performance Analysis,https://github.com/quantopian/alphalens,Performance analysis of predictive (alpha) stock factors.,Factor and Risk Analysis,2021-04-10 12:58:45,1847.0,700.0,17.0,2016-06-03 21:49:15,2020-04-27 18:40:41,quantopian/alphalens,active,,
 Pyfolio,https://github.com/quantopian/pyfolio,Portfolio and risk analytics in Python.,Factor and Risk Analysis,2021-04-12 11:55:41,3673.0,1157.0,42.0,2015-06-01 15:31:39,2020-02-28 17:30:19,quantopian/pyfolio,active,,
 VaR GaN,https://github.com/hamaadshah/market_risk_gan_keras,Estimate Value-at-Risk for market risk management using Keras and TensorFlow.,Factor and Risk Analysis,2021-03-20 21:53:18,41.0,28.0,1.0,2018-08-06 16:09:44,2020-11-22 19:02:07,hamaadshah/market_risk_gan_tensorflow,active,,
 Factor Analysis,https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb,Factor analysis for mutual funds.,Factor and Risk Analysis,2020-12-21 14:26:46,3.0,4.0,1.0,2018-03-13 07:39:20,2018-03-13 07:42:36,garvit-kudesia91/factor_analysis,inactive,,
 Statistical Finance,https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments,Various financial experiments.,Factor and Risk Analysis,2021-03-30 00:09:28,21.0,16.0,1.0,2015-10-04 09:10:54,2020-03-28 18:33:58,mrefermat/FinancePhD,active,,
 Vasicek,https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb,Bootstrapping and interpolation.,Fixed Income,2020-12-10 21:20:03,3.0,3.0,1.0,2018-07-18 19:26:54,2018-07-18 19:34:48,RobinsonGarcia/fixed-income,inactive,,
 Corporate Bonds,https://github.com/ishank011/gs-quantify-bond-prediction,Predicting the buying and selling volume of the corporate bonds.,Fixed Income,2021-01-03 21:46:55,7.0,5.0,1.0,2017-09-27 19:57:13,2017-09-27 20:00:29,ishank011/gs-quantify-bond-prediction,inactive,,
 Binomial Tree,https://github.com/hy-lei/math-finance-exercise,Utility functions in fixed income securities.,Fixed Income,2020-10-06 20:55:18,1.0,2.0,1.0,2019-02-02 08:44:14,2019-05-03 17:16:52,hy-lei/math-finance-toolbox,active,,
 Machine-Learning-for-Finance,https://github.com/PacktPublishing/Machine-Learning-for-Finance,NEW,Other Models,2021-04-08 16:54:52,180.0,122.0,4.0,2018-03-15 06:28:00,2021-01-14 15:58:03,PacktPublishing/Machine-Learning-for-Finance,active,,2021-04-12 16:39:24.593899
 ML_Finance_Codes,https://github.com/mfrdixon/ML_Finance_Codes,NEW,Other Models,2021-04-11 08:30:21,250.0,104.0,3.0,2019-09-27 16:13:50,2020-06-13 21:20:26,mfrdixon/ML_Finance_Codes,active,,2021-04-12 16:39:24.593899
 Awesome-Quant-Machine-Learning-Trading,https://github.com/grananqvist/Awesome-Quant-Machine-Learning-Trading,NEW,Other Models,2021-04-10 13:38:56,1005.0,319.0,3.0,2018-11-05 21:09:06,2020-10-08 16:48:18,grananqvist/Awesome-Quant-Machine-Learning-Trading,active,,2021-04-12 16:39:24.593899
 Machine-Learning-For-Finance,https://github.com/anthonyng2/Machine-Learning-For-Finance,NEW,Other Models,2021-04-01 20:11:59,205.0,119.0,1.0,2017-07-11 09:09:15,2018-02-21 05:36:35,anthonyng2/Machine-Learning-For-Finance,inactive,,2021-04-12 16:39:24.593899
 Stock.Indicators,https://github.com/DaveSkender/Stock.Indicators,NEW,Other Models,2021-04-12 10:47:32,175.0,64.0,9.0,2019-12-29 05:18:07,2021-04-11 19:17:17,DaveSkender/Stock.Indicators,active,,2021-04-12 16:39:24.593899
 AlphaPy,https://github.com/ScottfreeLLC/AlphaPy,NEW,Other Models,2021-04-04 20:02:31,576.0,130.0,3.0,2016-02-14 00:47:32,2021-02-08 21:35:40,ScottfreeLLC/AlphaPy,active,,2021-04-12 16:39:24.593899
 mlfinlab,https://github.com/hudson-and-thames/mlfinlab,NEW,Other Models,2021-04-12 10:51:12,2295.0,709.0,3.0,2019-02-13 16:57:25,2021-04-12 10:50:54,hudson-and-thames/mlfinlab,active,,2021-04-12 16:39:24.593899
 Microservices-Based-Algorithmic-Trading-System,https://github.com/saeed349/Microservices-Based-Algorithmic-Trading-System,NEW,Other Models,2021-04-10 12:59:57,104.0,56.0,0.0,2020-01-06 00:21:58,2020-03-31 13:02:26,saeed349/Microservices-Based-Algorithmic-Trading-System,active,,2021-04-12 16:39:24.593899
 botflow,https://github.com/kkyon/botflow,NEW,Other Models,2021-03-31 10:56:44,1165.0,102.0,8.0,2018-08-20 03:13:31,2019-05-23 14:40:50,kkyon/botflow,active,,2021-04-12 16:39:24.593899
 surpriver,https://github.com/tradytics/surpriver,NEW,Other Models,2021-04-12 12:27:29,1189.0,221.0,6.0,2020-08-30 07:56:22,2020-09-21 04:32:05,tradytics/surpriver,active,,2021-04-12 16:39:24.593899
 finance_ml,https://github.com/jjakimoto/finance_ml,NEW,Other Models,2021-04-08 15:28:17,282.0,117.0,1.0,2018-06-29 21:21:17,2019-02-18 12:34:54,jjakimoto/finance_ml,inactive,,2021-04-12 16:39:24.593899
 awesome-ai-in-finance,https://github.com/georgezouq/awesome-ai-in-finance,NEW,Other Models,2021-04-11 07:43:25,941.0,162.0,8.0,2018-08-29 02:07:02,2020-11-27 09:43:40,georgezouq/awesome-ai-in-finance,active,,2021-04-12 16:39:24.593899
 Pattern-Recognition-for-Forex-Trading,https://github.com/PythonProgramming/Pattern-Recognition-for-Forex-Trading,NEW,Other Models,2021-04-05 03:23:46,173.0,91.0,1.0,2015-03-26 02:22:03,2015-03-26 02:33:51,PythonProgramming/Pattern-Recognition-for-Forex-Trading,inactive,,2021-04-12 16:39:24.593899
 mosquito,https://github.com/miro-ka/mosquito,NEW,Other Models,2021-04-12 09:44:40,220.0,44.0,2.0,2017-06-18 19:57:17,2021-03-14 22:22:00,miro-ka/mosquito,active,,2021-04-12 16:39:24.593899
 Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,NEW,Other Models,2021-04-11 06:02:53,172.0,94.0,5.0,2018-12-06 11:35:08,2021-01-18 06:40:53,PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,active,,2021-04-12 16:39:24.593899
 stock-trading-ml,https://github.com/yacoubb/stock-trading-ml,NEW,Other Models,2021-04-11 14:46:52,340.0,186.0,1.0,2019-10-10 09:44:02,2019-10-12 11:38:49,yacoubb/stock-trading-ml,active,,2021-04-12 16:39:24.593899
 Machine-Learning-and-AI-in-Trading,https://github.com/PyPatel/Machine-Learning-and-AI-in-Trading,NEW,Other Models,2021-04-08 11:31:22,261.0,101.0,1.0,2017-08-30 06:14:59,2019-10-29 08:14:39,PyPatel/Machine-Learning-and-AI-in-Trading,active,,2021-04-12 16:39:24.593899
 Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,NEW,Other Models,2021-04-08 20:01:06,279.0,126.0,4.0,2019-11-15 08:51:40,2021-01-21 07:56:08,PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,active,,2021-04-12 16:39:24.593899
 Hands-On-Machine-Learning-for-Algorithmic-Trading,https://github.com/PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading,NEW,Other Models,2021-04-12 15:41:16,600.0,386.0,2.0,2019-05-07 11:04:25,2021-01-19 07:51:00,PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading,active,,2021-04-12 16:39:24.593899
 CryptoBot,https://github.com/AdeelMufti/CryptoBot,NEW,Other Models,2021-03-25 09:17:42,234.0,94.0,1.0,2017-01-17 12:44:52,2017-01-17 12:48:17,AdeelMufti/CryptoBot,inactive,,2021-04-12 16:39:24.593899
 MathAndScienceNotes,https://github.com/melling/MathAndScienceNotes,NEW,Other Models,2021-04-12 00:49:50,460.0,54.0,1.0,2016-03-11 19:13:00,2020-12-21 03:54:51,melling/MathAndScienceNotes,active,,2021-04-12 16:39:24.593899
 fin-ml,https://github.com/tatsath/fin-ml,NEW,Other Models,2021-04-11 03:29:15,116.0,66.0,2.0,2020-05-10 00:25:56,2021-01-23 17:15:07,tatsath/fin-ml,active,,2021-04-12 16:39:24.593899
 Trend Following,http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html,A futures trend following portfolio investment strategy.,Other Models,,,,,,,,,,
-Mixture  Models I,https://github.com/BlackArbsCEO/Mixture_Models,Mixture models to predict market bottoms.,Other Models,2021-03-02 19:44:01,31.0,31.0,1.0,2017-03-20 18:54:24,2017-04-25 23:35:20,BlackArbsCEO/Mixture_Models,inactive,,
+Short-Term Movement Cues,https://github.com/anfederico/Clairvoyant,Identify  social/historical cues for short term stock movement.,Other Models,2021-04-12 13:11:07,2166.0,678.0,1.0,2016-09-12 18:38:17,2018-08-29 20:27:19,anfederico/clairvoyant,inactive,,
 Mixture Models II,https://github.com/BlackArbsCEO/mixture_model_trading_public,Mixture models and stock trading.,Other Models,2021-03-12 13:21:17,166.0,73.0,1.0,2017-12-11 17:05:38,2020-05-13 23:50:47,BlackArbsCEO/mixture_model_trading_public,active,,
 Fundamental LT Forecasts,https://github.com/Hvass-Labs/FinanceOps,Research in investment finance for long term forecasts.,Other Models,2021-04-05 23:36:04,383.0,127.0,1.0,2018-07-22 08:14:46,2021-02-17 14:39:30,Hvass-Labs/FinanceOps,active,,
 Scikit-learn Stock Prediction,https://github.com/robertmartin8/MachineLearningStocks,Using python and scikit-learn to make stock predictions.,Other Models,2021-04-11 10:00:39,931.0,347.0,2.0,2017-02-12 04:50:44,2021-02-04 03:48:33,robertmartin8/MachineLearningStocks,active,,
 Short-Term Movement Cues,https://github.com/anfederico/Clairvoyant,Identify  social/historical cues for short term stock movement.,Other Models,2021-04-12 13:11:07,2166.0,678.0,1.0,2016-09-12 18:38:17,2018-08-29 20:27:19,anfederico/clairvoyant,inactive,,
 Speculator,https://github.com/amicks/Speculator,NEW,Other Models,2021-03-15 16:27:16,101.0,31.0,2.0,2017-09-03 17:43:03,2018-09-12 18:58:38,amicks/Speculator,inactive,,2021-04-12 16:39:24.593899
 Machine-Learning-and-AI-in-Trading,https://github.com/PyPatel/Machine-Learning-and-AI-in-Trading,NEW,Other Models,2021-04-08 11:31:22,261.0,101.0,1.0,2017-08-30 06:14:59,2019-10-29 08:14:39,PyPatel/Machine-Learning-and-AI-in-Trading,active,,2021-04-12 16:39:24.593899
 Mixture  Models I,https://github.com/BlackArbsCEO/Mixture_Models,Mixture models to predict market bottoms.,Other Models,2021-03-02 19:44:01,31.0,31.0,1.0,2017-03-20 18:54:24,2017-04-25 23:35:20,BlackArbsCEO/Mixture_Models,inactive,,
 stock-trading-ml,https://github.com/yacoubb/stock-trading-ml,NEW,Other Models,2021-04-11 14:46:52,340.0,186.0,1.0,2019-10-10 09:44:02,2019-10-12 11:38:49,yacoubb/stock-trading-ml,active,,2021-04-12 16:39:24.593899
 Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,NEW,Other Models,2021-04-08 20:01:06,279.0,126.0,4.0,2019-11-15 08:51:40,2021-01-21 07:56:08,PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,active,,2021-04-12 16:39:24.593899
 mosquito,https://github.com/miro-ka/mosquito,NEW,Other Models,2021-04-12 09:44:40,220.0,44.0,2.0,2017-06-18 19:57:17,2021-03-14 22:22:00,miro-ka/mosquito,active,,2021-04-12 16:39:24.593899
 Machine-Learning-for-Finance,https://github.com/PacktPublishing/Machine-Learning-for-Finance,NEW,Other Models,2021-04-08 16:54:52,180.0,122.0,4.0,2018-03-15 06:28:00,2021-01-14 15:58:03,PacktPublishing/Machine-Learning-for-Finance,active,,2021-04-12 16:39:24.593899
 ML_Finance_Codes,https://github.com/mfrdixon/ML_Finance_Codes,NEW,Other Models,2021-04-11 08:30:21,250.0,104.0,3.0,2019-09-27 16:13:50,2020-06-13 21:20:26,mfrdixon/ML_Finance_Codes,active,,2021-04-12 16:39:24.593899
 Machine-Learning-For-Finance,https://github.com/anthonyng2/Machine-Learning-For-Finance,NEW,Other Models,2021-04-01 20:11:59,205.0,119.0,1.0,2017-07-11 09:09:15,2018-02-21 05:36:35,anthonyng2/Machine-Learning-For-Finance,inactive,,2021-04-12 16:39:24.593899
 Stock.Indicators,https://github.com/DaveSkender/Stock.Indicators,NEW,Other Models,2021-04-12 10:47:32,175.0,64.0,9.0,2019-12-29 05:18:07,2021-04-11 19:17:17,DaveSkender/Stock.Indicators,active,,2021-04-12 16:39:24.593899
 AlphaPy,https://github.com/ScottfreeLLC/AlphaPy,NEW,Other Models,2021-04-04 20:02:31,576.0,130.0,3.0,2016-02-14 00:47:32,2021-02-08 21:35:40,ScottfreeLLC/AlphaPy,active,,2021-04-12 16:39:24.593899
 mlfinlab,https://github.com/hudson-and-thames/mlfinlab,NEW,Other Models,2021-04-12 10:51:12,2295.0,709.0,3.0,2019-02-13 16:57:25,2021-04-12 10:50:54,hudson-and-thames/mlfinlab,active,,2021-04-12 16:39:24.593899
 Awesome-Quant-Machine-Learning-Trading,https://github.com/grananqvist/Awesome-Quant-Machine-Learning-Trading,NEW,Other Models,2021-04-10 13:38:56,1005.0,319.0,3.0,2018-11-05 21:09:06,2020-10-08 16:48:18,grananqvist/Awesome-Quant-Machine-Learning-Trading,active,,2021-04-12 16:39:24.593899
 botflow,https://github.com/kkyon/botflow,NEW,Other Models,2021-03-31 10:56:44,1165.0,102.0,8.0,2018-08-20 03:13:31,2019-05-23 14:40:50,kkyon/botflow,active,,2021-04-12 16:39:24.593899
 surpriver,https://github.com/tradytics/surpriver,NEW,Other Models,2021-04-12 12:27:29,1189.0,221.0,6.0,2020-08-30 07:56:22,2020-09-21 04:32:05,tradytics/surpriver,active,,2021-04-12 16:39:24.593899
 finance_ml,https://github.com/jjakimoto/finance_ml,NEW,Other Models,2021-04-08 15:28:17,282.0,117.0,1.0,2018-06-29 21:21:17,2019-02-18 12:34:54,jjakimoto/finance_ml,inactive,,2021-04-12 16:39:24.593899
 awesome-ai-in-finance,https://github.com/georgezouq/awesome-ai-in-finance,NEW,Other Models,2021-04-11 07:43:25,941.0,162.0,8.0,2018-08-29 02:07:02,2020-11-27 09:43:40,georgezouq/awesome-ai-in-finance,active,,2021-04-12 16:39:24.593899
 Pattern-Recognition-for-Forex-Trading,https://github.com/PythonProgramming/Pattern-Recognition-for-Forex-Trading,NEW,Other Models,2021-04-05 03:23:46,173.0,91.0,1.0,2015-03-26 02:22:03,2015-03-26 02:33:51,PythonProgramming/Pattern-Recognition-for-Forex-Trading,inactive,,2021-04-12 16:39:24.593899
 Microservices-Based-Algorithmic-Trading-System,https://github.com/saeed349/Microservices-Based-Algorithmic-Trading-System,NEW,Other Models,2021-04-10 12:59:57,104.0,56.0,0.0,2020-01-06 00:21:58,2020-03-31 13:02:26,saeed349/Microservices-Based-Algorithmic-Trading-System,active,,2021-04-12 16:39:24.593899
 Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,NEW,Other Models,2021-04-11 06:02:53,172.0,94.0,5.0,2018-12-06 11:35:08,2021-01-18 06:40:53,PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,active,,2021-04-12 16:39:24.593899
 Machine Learning in Asset Management,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952,,Personal Papers,,,,,,,,,,
 Financial Event Prediction using Machine Learning,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555,,Personal Papers,,,,,,,,,,
 Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization,https://jfds.pm-research.com/content/2/2/17,,Personal Papers,,,,,,,,,,
 Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies,https://jfds.pm-research.com/content/2/1/10,,Personal Papers,,,,,,,,,,
 Online Portfolio Selection,https://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb,****Comparing OLPS algorithms on a diversified set of ETFs.,Portfolio Selection and Optimisation,,,,,,,,,,
 node-finance,https://github.com/albertosantini/node-finance,NEW,Portfolio Selection and Optimisation,2021-04-05 08:01:36,101.0,26.0,3.0,2011-09-17 17:49:56,2021-04-05 08:01:12,albertosantini/node-finance,active,,2021-04-12 18:37:19.479240
 Riskfolio-Lib,https://github.com/dcajasn/Riskfolio-Lib,NEW,Portfolio Selection and Optimisation,2021-04-12 12:25:13,371.0,62.0,1.0,2020-03-02 19:49:06,2021-04-01 03:50:59,dcajasn/Riskfolio-Lib,active,,2021-04-12 18:37:19.479240
 OLMAR Algorithm,https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb,Relative importance of each component of the OLMAR algorithm.,Portfolio Selection and Optimisation,2021-04-08 19:07:41,7.0,4.0,1.0,2016-07-26 16:20:10,2016-12-30 11:40:53,charlessutton/OLMAR,inactive,,
 Reinforcement Learning,https://github.com/filangel/qtrader,Reinforcement Learning for Portfolio Management.,Portfolio Selection and Optimisation,2021-03-29 03:47:07,364.0,150.0,1.0,2017-10-07 09:14:33,2018-06-26 09:22:27,filangelos/qtrader,inactive,,
 DeepDow,https://github.com/jankrepl/deepdow,Portfolio optimization with deep learning.,Portfolio Selection and Optimisation,2021-04-07 06:57:39,311.0,58.0,2.0,2020-02-02 08:46:33,2021-02-16 18:50:53,jankrepl/deepdow,active,,
 Distribution Characteristic Optimisation,https://github.com/VivekPa/OptimalPortfolio,Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account.,Portfolio Selection and Optimisation,2021-04-12 13:10:31,232.0,82.0,3.0,2018-11-16 12:20:25,2019-07-04 01:41:46,VivekPa/OptimalPortfolio,active,,
 401K Portfolio Optimisation,https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb,Portfolio analyses and optimisation for 401K.,Portfolio Selection and Optimisation,2020-12-25 09:39:33,14.0,5.0,1.0,2018-08-01 19:48:24,2019-09-05 11:18:56,otosman/Python-for-Finance,active,,
 Modern Portfolio Theory,https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb,Universal portfolios; modern portfolio theory.,Portfolio Selection and Optimisation,,,,,,,,,,
 Deep Portfolio Theory,https://github.com/tcloaa/Deep-Portfolio-Theory,Autoencoder framework for portfolio selection.,Portfolio Selection and Optimisation,2021-04-06 11:47:13,105.0,57.0,1.0,2017-02-10 09:03:08,2018-03-08 16:47:00,tcloaa/Deep-Portfolio-Theory,inactive,,
 Efficient Frontier,https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb,Modern Portfolio Theory.,Portfolio Selection and Optimisation,2021-03-30 00:01:39,104.0,57.0,1.0,2018-02-17 08:19:46,2018-02-27 13:16:57,tthustla/efficient_frontier,inactive,,
 Policy Gradient Portfolio,https://github.com/ZhengyaoJiang/PGPortfolio,A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.,Portfolio Selection and Optimisation,2021-04-09 10:41:40,1281.0,629.0,6.0,2017-11-12 16:08:44,2019-05-09 09:50:18,ZhengyaoJiang/PGPortfolio,active,,
 Distribution Characteristic Optimisation,https://github.com/VivekPa/OptimalPortfolio,Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account.,Portfolio Selection and Optimisation,2021-04-12 13:10:31,232.0,82.0,3.0,2018-11-16 12:20:25,2019-07-04 01:41:46,VivekPa/OptimalPortfolio,active,,
 DeepDow,https://github.com/jankrepl/deepdow,Portfolio optimization with deep learning.,Portfolio Selection and Optimisation,2021-04-07 06:57:39,311.0,58.0,2.0,2020-02-02 08:46:33,2021-02-16 18:50:53,jankrepl/deepdow,active,,
 PyPortfolioOpt,https://github.com/robertmartin8/PyPortfolioOpt,"Financial portfolio optimisation, including classical efficient frontier and advanced methods.",Portfolio Selection and Optimisation,2021-04-12 11:54:54,1895.0,479.0,16.0,2018-05-29 13:30:30,2021-02-25 13:01:56,robertmartin8/PyPortfolioOpt,active,,
-Online Portfolio Selection,https://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb,****Comparing OLPS algorithms on a diversified set of ETFs.,Portfolio Selection and Optimisation,,,,,,,,,,
+riskparity.py,https://github.com/dppalomar/riskparity.py,NEW,Portfolio Selection and Optimisation,2021-04-11 09:40:54,124.0,31.0,2.0,2019-07-13 21:30:55,2021-01-30 01:53:09,dppalomar/riskparity.py,active,,2021-04-12 18:37:19.479240
-Reinforcement Learning,https://github.com/filangel/qtrader,Reinforcement Learning for Portfolio Management.,Portfolio Selection and Optimisation,2021-03-29 03:47:07,364.0,150.0,1.0,2017-10-07 09:14:33,2018-06-26 09:22:27,filangelos/qtrader,inactive,,
+Policy Gradient Portfolio,https://github.com/ZhengyaoJiang/PGPortfolio,A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.,Portfolio Selection and Optimisation,2021-04-09 10:41:40,1281.0,629.0,6.0,2017-11-12 16:08:44,2019-05-09 09:50:18,ZhengyaoJiang/PGPortfolio,active,,
-OLMAR Algorithm,https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb,Relative importance of each component of the OLMAR algorithm.,Portfolio Selection and Optimisation,2021-04-08 19:07:41,7.0,4.0,1.0,2016-07-26 16:20:10,2016-12-30 11:40:53,charlessutton/OLMAR,inactive,,
+Efficient Frontier,https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb,Modern Portfolio Theory.,Portfolio Selection and Optimisation,2021-03-30 00:01:39,104.0,57.0,1.0,2018-02-17 08:19:46,2018-02-27 13:16:57,tthustla/efficient_frontier,inactive,,
 NLP Event,https://github.com/yuriak/DLQuant,Applying Deep Learning and NLP in Quantitative Trading.,Textual,2021-04-01 02:16:38,70.0,31.0,1.0,2018-07-02 23:50:52,2019-01-31 14:08:20,yuriak/DLQuant,inactive,,
 Fund classification,https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb,Fund classification using text mining and NLP.,Textual,2021-03-31 02:12:50,4.0,2.0,1.0,2018-04-16 22:18:55,2018-06-07 22:01:32,frechfrechfrech/Mutual-Fund-Market-Clusters,inactive,,
 Financial Sentiment Analysis,https://github.com/EricHe98/Financial-Statements-Text-Analysis,"Sentiment, distance and proportion analysis for trading signals.",Textual,2021-03-31 23:48:48,48.0,27.0,1.0,2017-06-23 00:05:49,2019-01-26 03:35:55,EricHe98/Financial-Statements-Text-Analysis,inactive,,
 Financial Statement Sentiment,https://github.com/MAydogdu/TextualAnalysis,Extracting sentiment from financial statements using neural networks.,Textual,2021-03-31 02:10:58,8.0,7.0,1.0,2018-06-04 20:54:14,2018-06-04 20:56:02,MAydogdu/TextualAnalysis,inactive,,
-Extensive NLP,https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb,Comprehensive NLP techniques for accounting research.,Textual,2021-03-21 07:39:02,73.0,42.0,1.0,2017-10-25 07:10:26,2020-06-05 03:28:46,TiesdeKok/Python_NLP_Tutorial,active,,
+NLP Event,https://github.com/yuriak/DLQuant,Applying Deep Learning and NLP in Quantitative Trading.,Textual,2021-04-01 02:16:38,70.0,31.0,1.0,2018-07-02 23:50:52,2019-01-31 14:08:20,yuriak/DLQuant,inactive,,
-Accounting Anomalies,https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb,Using deep-learning frameworks to identify accounting anomalies.,Textual,2021-04-12 07:47:50,110.0,51.0,2.0,2017-05-24 12:36:38,2019-08-07 21:47:08,GitiHubi/deepAI,active,,
+Financial Sentiment Analysis,https://github.com/EricHe98/Financial-Statements-Text-Analysis,"Sentiment, distance and proportion analysis for trading signals.",Textual,2021-03-31 23:48:48,48.0,27.0,1.0,2017-06-23 00:05:49,2019-01-26 03:35:55,EricHe98/Financial-Statements-Text-Analysis,inactive,,
 Buzzwords,https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds,Return performance and mutual fund selection.,Textual,2020-10-06 18:54:58,1.0,4.0,1.0,2018-02-04 21:51:16,2018-02-04 21:57:09,swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds,inactive,,
 Earning call transcripts,https://github.com/lin882/WebAnalyticsProject,Correlation between mutual fund investment decision and earning call transcripts.,Textual,2020-12-17 08:24:20,3.0,3.0,1.0,2017-12-30 08:56:03,2018-01-11 02:11:11,lin882/WebAnalyticsProject,inactive,,
 NLP,https://github.com/toamitesh/NLPinFinance,This project assembles a lot of NLP operations needed for finance domain.,Textual,,,,,,,toamitesh/NLPinFinance,,,
 Earning call transcripts,https://github.com/lin882/WebAnalyticsProject,Correlation between mutual fund investment decision and earning call transcripts.,Textual,2020-12-17 08:24:20,3.0,3.0,1.0,2017-12-30 08:56:03,2018-01-11 02:11:11,lin882/WebAnalyticsProject,inactive,,
 Buzzwords,https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds,Return performance and mutual fund selection.,Textual,2020-10-06 18:54:58,1.0,4.0,1.0,2018-02-04 21:51:16,2018-02-04 21:57:09,swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds,inactive,,
 Accounting Anomalies,https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb,Using deep-learning frameworks to identify accounting anomalies.,Textual,2021-04-12 07:47:50,110.0,51.0,2.0,2017-05-24 12:36:38,2019-08-07 21:47:08,GitiHubi/deepAI,active,,
 Extensive NLP,https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb,Comprehensive NLP techniques for accounting research.,Textual,2021-03-21 07:39:02,73.0,42.0,1.0,2017-10-25 07:10:26,2020-06-05 03:28:46,TiesdeKok/Python_NLP_Tutorial,active,,
 Fund classification,https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb,Fund classification using text mining and NLP.,Textual,2021-03-31 02:12:50,4.0,2.0,1.0,2018-04-16 22:18:55,2018-06-07 22:01:32,frechfrechfrech/Mutual-Fund-Market-Clusters,inactive,,
 Industry Clustering,https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,Project to cluster industries according to financial attributes.,Unsupervised,2020-10-06 18:51:22,4.0,5.0,1.0,2017-07-21 02:12:51,2017-07-23 02:53:37,SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,inactive,,
 Pairs Trading,https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb,Finding pairs with cluster analysis.,Unsupervised,2021-04-04 17:55:35,79.0,36.0,0.0,2017-09-05 19:19:19,2017-09-27 20:42:14,marketneutral/pairs-trading-with-ML,inactive,,
 VRA Stock Embedding,https://github.com/ml-hongkong/stock2vec,Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history.,Unsupervised,2020-10-20 11:05:55,32.0,12.0,1.0,2017-06-21 04:47:14,2017-06-21 04:51:13,ml-hongkong/stock2vec,inactive,,
 PCA Pairs Trading,https://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_Trading,"PCA, Factor Returns, and trading strategies.",Unsupervised,,,,,,,joelQF/quant-finance,,,
 Industry Clustering,https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,Clustering of industries.,Unsupervised,2020-10-06 18:51:22,4.0,5.0,1.0,2017-07-21 02:12:51,2017-07-23 02:53:37,SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,inactive,,
 Fund Clusters,https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb,Data exploration of fund clusters.,Unsupervised,2021-03-31 02:12:50,4.0,2.0,1.0,2018-04-16 22:18:55,2018-06-07 22:01:32,frechfrechfrech/Mutual-Fund-Market-Clusters,inactive,,
 VRA Stock Embedding,https://github.com/ml-hongkong/stock2vec,Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history.,Unsupervised,2020-10-20 11:05:55,32.0,12.0,1.0,2017-06-21 04:47:14,2017-06-21 04:51:13,ml-hongkong/stock2vec,inactive,,