diff --git a/generated_wiki/alternative_finance.md b/generated_wiki/alternative_finance.md new file mode 100644 index 0000000..9c2392e --- /dev/null +++ b/generated_wiki/alternative_finance.md @@ -0,0 +1,10 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------------------------|:-------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| +| [Venture Capital NN](https://github.com/tr7200/National-Culture-and-Venture-Capital-Monitoring) | Cox-PH neural network predictions for VC/innovations finance research. | nan | nan | nan | :heavy_check_mark: | | +| [Art Valuation](https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynb) | Art evaluation analytics. | 12/11/14 0:25 | 12/12/14 21:25 | 9.0 | :heavy_multiplication_x: | | +| [Private Equity](https://github.com/TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity/blob/master/RightNow%20Technologies/RightNow%20Technologies.ipynb) | Valuation models. | 1/27/16 21:13 | 3/14/16 20:03 | 8.0 | :heavy_multiplication_x: | | +| [Kiva Crowdfunding](https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb) | Exploratory data analysis. | 2/27/18 16:46 | 2/13/19 0:15 | 5.0 | :heavy_multiplication_x: | | +| [Watch Valuation](https://github.com/alporter08/Luxury-Watch-Valuation/blob/master/Luxury-Watch-Valuation.ipynb) | Analysis of luxury watch data to classify whether a certain model is likely to be over-or undervalued. | 2/8/17 18:39 | 4/27/17 22:55 | 4.0 | :heavy_multiplication_x: | | +| [Venture Capital](https://github.com/julian-chan/etothex) | Insight into a new founder to make data-driven investment decisions. | 12/4/17 8:59 | 12/13/17 5:35 | 3.0 | :heavy_multiplication_x: | | +| [VC OLS](https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb) | VC regression. | 3/29/18 23:31 | 3/29/18 23:33 | 2.0 | :heavy_multiplication_x: | | +| [Blockchain](https://github.com/nud3l/dInvest) | Repository for distributed autonomous investment banking. | 9/5/16 19:12 | 4/24/17 10:48 | 12.0 | :heavy_multiplication_x: | | \ No newline at end of file diff --git a/generated_wiki/colleges_centers_and_departments.md b/generated_wiki/colleges_centers_and_departments.md new file mode 100644 index 0000000..0f51ec3 --- /dev/null +++ b/generated_wiki/colleges_centers_and_departments.md @@ -0,0 +1,8 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:-----------------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------|:------------------------|:-------------------------|:------------------------|:------------------------------|:--------------------| +| [NYU FRE](https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering) | Finance and Risk Engineering (NYU Tandon) | nan | nan | nan | :heavy_check_mark: | | +| [Cornell University](https://www.cornell.edu/) | nan | nan | nan | nan | :heavy_check_mark: | | +| [Stanford Advanced Financial Technologies](https://fintech.stanford.edu/) | Stanford Advanced Financial Technologies Laboratory | nan | nan | nan | :heavy_check_mark: | | +| [NYU Courant](https://cims.nyu.edu/) | Courant Institute of Mathematical Sciences, New York University | nan | nan | nan | :heavy_check_mark: | | +| [Berkeley Lab CIFT](https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/) | nan | nan | nan | nan | :heavy_check_mark: | | +| [Oxford Man](https://www.oxford-man.ox.ac.uk/) | Oxford-Man Institute of Quantitative Finance | nan | nan | nan | :heavy_check_mark: | | \ No newline at end of file diff --git a/generated_wiki/courses.md b/generated_wiki/courses.md new file mode 100644 index 0000000..f13e7b1 --- /dev/null +++ b/generated_wiki/courses.md @@ -0,0 +1,12 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:-----------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------------------------------------------|:--------------------------|:-------------------------|:------------------------|:------------------------------------|:--------------------| +| [Basic Investments](https://github.com/SeanMcOwen/FinanceAndPython.com-Investments) | Basic investment tools in python. | 8/2/17 21:52 | 8/17/17 3:24 | 9.0 | :heavy_multiplication_x: | | +| [Mathematical Finance](https://github.com/yadongli/nyumath2048) | NYU Math-GA 2048: Scientific Computing in Finance. | 1/25/15 21:10 | 3/25/20 4:24 | 69.0 | :heavy_check_mark: | | +| [Algo Trading](https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading) | Intro to algo trading. | 10/29/17 20:34 | 1/22/19 6:56 | 64.0 | :heavy_multiplication_x: | | +| [Risk Management](https://github.com/andrey-lukyanov/Risk-Management) | Finance risk engagement course resources. | 10/3/18 16:26 | 12/13/18 8:04 | 6.0 | :heavy_multiplication_x: | | +| [Basic Derivatives](https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives) | Basic forward contracts and hedging. | 8/24/17 0:11 | 10/13/17 1:32 | 4.0 | :heavy_multiplication_x: | | +| [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. | 5/9/18 12:33 | 3/19/21 14:10 | 3663.0 | :heavy_check_mark: | | +| [ML Specialisation](https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization) | Machine Learning in Finance. | 1/24/19 2:55 | 1/3/20 21:54 | 33.0 | :heavy_check_mark: | | +| [Python for Finance](https://github.com/siaen/python_finance_course) | CEU python for finance course material. | 12/12/17 11:54 | 2/25/20 20:31 | 16.0 | :heavy_check_mark: | | +| [Handson Python for Finance](https://github.com/PacktPublishing/Hands-on-Python-for-Finance) | Hands-on Python for Finance published by Packt. | 8/20/18 14:10 | 1/15/21 8:57 | 120.0 | :heavy_check_mark: | | +| [Basic Finance](https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance) | Source code notebooks basic finance applications. | 5/6/17 2:39 | 6/21/17 4:04 | 10.0 | :heavy_multiplication_x: | | \ No newline at end of file diff --git a/generated_wiki/data.md b/generated_wiki/data.md new file mode 100644 index 0000000..c940f99 --- /dev/null +++ b/generated_wiki/data.md @@ -0,0 +1,16 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:--------------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------|:-------------------------|:-------------------------|:------------------------|:------------------------------------|:--------------------| +| [https://fred.stlouisfed.org/](https://fred.stlouisfed.org/) | nan | nan | nan | nan | :heavy_check_mark: | | +| [Financial Corporate](http://raw.rutgers.edu/Corporate%20Financial%20Data.html) | nan | nan | nan | nan | :heavy_check_mark: | | +| [https://stooq.com](https://stooq.com) | nan | nan | nan | nan | :heavy_check_mark: | | +| [http://finance.yahoo.com/](http://finance.yahoo.com/) | nan | nan | nan | nan | :heavy_check_mark: | | +| [Non-financial Corporate](http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html) | nan | nan | nan | nan | :heavy_check_mark: | | +| [Rating Industries](http://www.ratingshistory.info/) | nan | nan | nan | nan | :heavy_check_mark: | | +| [Capital Markets Data](https://www.capitalmarketsdata.com/) | nan | nan | nan | nan | :heavy_check_mark: | | +| [IRS](http://social-metrics.org/sox/) | nan | nan | nan | nan | :heavy_check_mark: | | +| [SEC Parsing](https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb) | nan | 6/16/18 14:30 | 6/16/18 17:23 | 9.0 | :heavy_check_mark: | | +| [https://github.com/timestocome/StockMarketData](https://github.com/timestocome/StockMarketData) | nan | 5/10/17 21:49 | 8/6/17 19:23 | 7.0 | :heavy_check_mark: | | +| [Web Scraping (FirmAI)](https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data) | nan | 2/19/19 19:02 | 7/22/20 16:48 | 576.0 | :heavy_check_mark: | | +| [Open Edgar](https://github.com/LexPredict/openedgar) | nan | 5/7/18 15:32 | 5/15/19 8:32 | 166.0 | :heavy_check_mark: | | +| [EDGAR](https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb) | nan | 6/11/18 22:51 | 7/10/18 18:03 | 11.0 | :heavy_multiplication_x: | | +| [Employee Count SEC Filings](https://github.com/healthgradient/sec_employee_information_extraction) | nan | 6/26/18 23:33 | 8/14/18 1:31 | 10.0 | :heavy_check_mark: | | \ No newline at end of file diff --git a/generated_wiki/data_processing_techniques_and_transformations.md b/generated_wiki/data_processing_techniques_and_transformations.md new file mode 100644 index 0000000..59118d8 --- /dev/null +++ b/generated_wiki/data_processing_techniques_and_transformations.md @@ -0,0 +1,4 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:-------------------------------------------------------------------------------|:--------------------------------------------------------------------------|:-------------------------|:-------------------------|:------------------------|:------------------------------|:--------------------| +| [Advanced ML II](https://github.com/hudson-and-thames/research) | More implementations of Financial Machine Learning (De Prado). | nan | nan | nan | :heavy_check_mark: | | +| [Advanced ML](https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises) | Exercises too Financial Machine Learning (De Prado). | 4/25/18 17:22 | 1/16/20 17:25 | 958.0 | :heavy_check_mark: | | \ No newline at end of file diff --git a/generated_wiki/deep_learning.md b/generated_wiki/deep_learning.md new file mode 100644 index 0000000..3f6babd --- /dev/null +++ b/generated_wiki/deep_learning.md @@ -0,0 +1,29 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| +| [Stock-Prediction-Models](https://github.com/huseinzol05/Stock-Prediction-Models) | NEW | 12/18/17 10:49 | 1/5/21 10:31 | 3584.0 | :heavy_check_mark: | :star:x5 | +| [AI Trading](https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md) | AI to predict stock market movements. | 1/9/19 8:02 | 2/11/19 16:32 | 2852.0 | :heavy_multiplication_x: | :star:x5 | +| [FinRL-Library](https://github.com/AI4Finance-LLC/FinRL-Library) | NEW | 7/26/20 13:18 | 3/28/21 13:46 | 1780.0 | :heavy_check_mark: | :star:x5 | +| [Deep Learning IV](https://github.com/achillesrasquinha/bulbea) | Bulbea: Deep Learning based Python Library. | 3/9/17 6:11 | 3/19/17 7:42 | 1448.0 | :heavy_check_mark: | :star:x5 | +| [RLTrader](https://github.com/notadamking/RLTrader) | NEW | 4/27/19 18:35 | 10/17/19 16:25 | 1300.0 | :heavy_check_mark: | :star:x5 | +| [Deep Learning III](https://github.com/Rachnog/Deep-Trading) | Algorithmic trading with deep learning experiments. | 6/18/16 18:23 | 8/7/18 15:24 | 1262.0 | :heavy_multiplication_x: | :star:x5 | +| [Personae](https://github.com/Ceruleanacg/Personae) | NEW | 3/10/18 11:22 | 9/2/18 17:21 | 1142.0 | :heavy_multiplication_x: | :star:x5 | +| [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) | NEW | 7/26/20 13:12 | 1/21/21 18:11 | 542.0 | :heavy_check_mark: | :star:x4 | +| [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 | 11/26/18 3:23 | 1/1/21 9:41 | 528.0 | :heavy_check_mark: | :star:x4 | +| [Neural Network](https://github.com/VivekPa/IntroNeuralNetworks) | Neural networks to predict stock prices. | 9/10/18 6:34 | 11/21/18 7:39 | 488.0 | :heavy_multiplication_x: | :star:x4 | +| [Deep Learning](https://github.com/keon/deepstock) | Technical experimentations to beat the stock market using deep learning. | 12/12/16 2:15 | 3/4/17 8:37 | 427.0 | :heavy_multiplication_x: | :star:x4 | +| [LTSM Recurrent](https://github.com/VivekPa/AIAlpha) | OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network. | 10/7/18 3:58 | 8/3/19 9:00 | 1198.0 | :heavy_check_mark: | :star:x4 | +| [crypto-rl](https://github.com/sadighian/crypto-rl) | NEW | 6/21/18 1:06 | 11/5/20 11:08 | 339.0 | :heavy_check_mark: | :star:x3 | +| [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. | 2/16/19 21:18 | 11/29/20 20:12 | 319.0 | :heavy_check_mark: | :star:x3 | +| [BitcoinForecast](https://github.com/PiSimo/BitcoinForecast) | NEW | 3/10/17 10:52 | 6/11/18 8:07 | 287.0 | :heavy_multiplication_x: | :star:x3 | +| [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 | 8/13/18 10:44 | 1/23/20 4:41 | 285.0 | :heavy_check_mark: | :star:x3 | +| [DeepLearningInFinance](https://github.com/sonaam1234/DeepLearningInFinance) | NEW | 8/21/17 16:00 | 8/21/17 17:23 | 266.0 | :heavy_multiplication_x: | :star:x3 | +| [Deep-Learning-Machine-Learning-Stock](https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock) | NEW | 9/29/18 23:38 | 3/18/21 3:16 | 251.0 | :heavy_check_mark: | :star:x3 | +| [deep-RL-trading](https://github.com/golsun/deep-RL-trading) | NEW | 2/25/18 17:41 | 12/1/20 22:06 | 231.0 | :heavy_check_mark: | :star:x3 | +| [ARIMA-LTSM Hybrid](https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid) | Hybrid model to predict future price correlation coefficients of two assets. | 8/5/18 2:13 | 10/1/18 11:25 | 218.0 | :heavy_check_mark: | :star:x3 | +| [trading-rl](https://github.com/Kostis-S-Z/trading-rl) | NEW | 4/22/19 10:03 | 9/28/20 9:07 | 179.0 | :heavy_check_mark: | :star:x3 | +| [Deep Learning II](https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks) | Tensorflow Regression. | 7/12/16 12:56 | 2/16/18 2:43 | 174.0 | :heavy_multiplication_x: | :star:x3 | +| [Deep-Reinforcement-Stock-Trading](https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading) | NEW | 5/19/19 22:20 | 9/27/20 19:22 | 140.0 | :heavy_check_mark: | :star:x3 | +| [Deep-Reinforcement-Learning-in-Trading](https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading) | NEW | 5/11/18 0:52 | 10/26/19 14:22 | 137.0 | :heavy_check_mark: | :star:x3 | +| [AutomatedStockTrading-DeepQ-Learning](https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning) | NEW | 2/23/19 12:01 | 2/25/20 18:16 | 134.0 | :heavy_check_mark: | :star:x3 | +| [DQN-DDPG_Stock_Trading](https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading) | NEW | 9/19/18 3:17 | 11/26/20 16:58 | 134.0 | :heavy_check_mark: | :star:x3 | +| [LTSM GRU](https://github.com/RajatHanda/Finance-Forecasting) | Stock Market Forecasting using LSTM\GRU. | 5/13/18 2:39 | 2/25/19 0:26 | 11.0 | :heavy_check_mark: | :star:x3 | \ No newline at end of file diff --git a/generated_wiki/derivatives_and_hedging.md b/generated_wiki/derivatives_and_hedging.md new file mode 100644 index 0000000..25d48cb --- /dev/null +++ b/generated_wiki/derivatives_and_hedging.md @@ -0,0 +1,15 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:-----------------------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------------------------------|:-------------------------|:-------------------------|:------------------------|:------------------------------|:--------------------| +| [Options](https://github.com/PHBS/2018.M1.ASP/tree/master/py) | Black Scholes and Copula. | nan | nan | nan | :heavy_check_mark: | | +| [Derivative Markets](https://github.com/broughtj/Fin6470/tree/master/Notebooks) | The economics of futures, futures, options, and swaps. | 2/9/16 5:30 | 3/18/21 3:47 | 8.0 | :heavy_check_mark: | | +| [Volatility and Variance Derivatives](https://github.com/yhilpisch/lvvd/tree/master/lvvd) | Volatility derivatives analytics. | 10/21/16 4:12 | 2/22/21 13:32 | 78.0 | :heavy_check_mark: | | +| [Hull White](https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb) | Callable Bond, Hull White. | 6/6/18 22:06 | 6/6/18 22:27 | 4.0 | :heavy_check_mark: | | +| [Derivatives Python](https://github.com/yhilpisch/dawp/tree/master/python36) | Derivative analytics with Python. | 7/9/15 12:27 | 2/22/21 13:29 | 387.0 | :heavy_check_mark: | | +| [Options](https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D) | Introduction to options. | 7/28/17 15:48 | 3/17/21 17:17 | 328.0 | :heavy_check_mark: | | +| [Delta Hedging](https://github.com/RobinsonGarcia/delta-hedging) | Advanced derivatives. | 3/2/18 23:53 | 7/17/18 23:32 | 3.0 | :heavy_check_mark: | | +| [Option Strategies](https://github.com/rstreppa/valuation-OptionStrategies) | Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations. | 5/22/18 18:27 | 5/22/18 18:30 | 2.0 | :heavy_check_mark: | | +| [Computational Derivatives](https://github.com/chenbowen184/Computational_Finance) | Projects focusing on investigating simulations and computational techniques applied in finance. | 1/29/18 5:01 | 8/2/18 5:56 | 17.0 | :heavy_check_mark: | | +| [Reinforcement Learning](https://github.com/FinTechies/HedgingRL) | Hedging portfolios with reinforcement learning. | 4/21/17 10:58 | 8/2/17 21:41 | 16.0 | :heavy_check_mark: | | +| [Options Risk Measures](https://github.com/wanglouis49/risk_estimation) | Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). | 4/29/16 3:51 | 1/16/18 1:24 | 1.0 | :heavy_check_mark: | | +| [Black Scholes](https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb) | Options pricing. | 12/9/17 18:50 | 7/9/18 9:48 | 1.0 | :heavy_check_mark: | | +| [Derman](https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb) | Binomial tree for American call. | 5/18/18 18:08 | 9/21/18 19:59 | 1.0 | :heavy_check_mark: | | \ No newline at end of file diff --git a/generated_wiki/extended_research.md b/generated_wiki/extended_research.md new file mode 100644 index 0000000..8aa5532 --- /dev/null +++ b/generated_wiki/extended_research.md @@ -0,0 +1,26 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:-----------------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------|:--------------------| +| [Real Estate Property Fraud](https://github.com/aviroop1/Real_Estate_Property_Fraud) | Unsupervised fraud detection model that can identify likely candidates of fraud. | nan | nan | nan | :heavy_check_mark: | | +| [Commodity](https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb) | Commodity influence over Brazilian stocks. | nan | nan | nan | :heavy_check_mark: | | +| [Corporate Finance](https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance) | Basic corporate finance. | 9/9/17 3:35 | 9/9/17 23:04 | 9.0 | :heavy_check_mark: | | +| [Behavioural Economics](https://github.com/pcmichaud/notebooks) | Behavioural Economics and Finance Python Notebooks. | 12/20/18 0:21 | 3/26/19 11:51 | 9.0 | :heavy_check_mark: | | +| [NLP Finance Papers](https://github.com/chenbowen184/Research_Documents_Curation_with_NLP) | Curating quantitative finance papers using machine learning. | 10/11/18 20:32 | 12/24/18 23:27 | 8.0 | :heavy_check_mark: | | +| [Applied Corporate Finance](https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance) | Studies the empirical behaviours in stock market. | 1/29/18 5:14 | 7/19/18 6:25 | 8.0 | :heavy_check_mark: | | +| [HFT](https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy) | High frequency trading. | 7/21/16 5:14 | 2/14/17 16:47 | 742.0 | :heavy_check_mark: | | +| [Financial Economics](https://github.com/rsvp/fecon235/tree/master/nb) | Financial Economics Models. | 11/9/14 4:49 | 12/3/18 16:30 | 709.0 | :heavy_check_mark: | | +| [Mathematical Finance](https://github.com/Auquan/Tutorials) | Notebooks for math and financial tutorials. | 1/21/17 11:24 | 8/1/20 17:03 | 661.0 | :heavy_check_mark: | | +| [Backtests](https://github.com/AlgoTraders/stock-analysis-engine) | Trading data and algorithms. | 9/16/18 20:00 | 9/5/20 13:01 | 613.0 | :heavy_check_mark: | | +| [Liquidity and Momentum](https://github.com/mrefermat/quant_finance) | Various factors and portfolio constructions. | 8/11/18 22:59 | 11/12/19 4:49 | 31.0 | :heavy_check_mark: | | +| [Currency PCA](https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb) | Forex spots PCA. | 3/12/19 21:11 | 3/12/19 22:09 | 3.0 | :heavy_check_mark: | | +| [M&A](https://github.com/atulram/Finance-and-Stocks) | Mergers and Acquisitions. | 1/19/19 18:16 | 2/18/19 16:57 | 3.0 | :heavy_check_mark: | | +| [Life-cycle](https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb) | Company life cycle. | 1/19/19 18:16 | 2/18/19 16:57 | 3.0 | :heavy_check_mark: | | +| [Deep Portfolio](https://github.com/DLColumbia/DL_forFinance) | Deep learning for finance Predict volume of bonds. | 5/8/18 19:34 | 5/9/18 15:39 | 27.0 | :heavy_check_mark: | | +| [Bayesian Finance I](https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb) | Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs. | 1/4/19 12:30 | 2/18/19 9:55 | 25.0 | :heavy_check_mark: | | +| [High Frequency](https://github.com/cswaney/prickle) | A Python toolkit for high-frequency trade research. | 7/6/16 20:32 | 6/9/18 10:53 | 24.0 | :heavy_check_mark: | | +| [Bayesian Finance](https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb) | Notebook PyMC3 implementation. | 8/28/18 14:45 | 8/6/20 22:03 | 229.0 | :heavy_check_mark: | | +| [Economic Foundations](https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations) | Basic economic models. | 5/25/17 2:27 | 6/30/17 3:53 | 2.0 | :heavy_check_mark: | | +| [Simulation](https://github.com/chenbowen184/Computational_Finance) | Investigating simulations as part of computational finance. | 1/29/18 5:01 | 8/2/18 5:56 | 17.0 | :heavy_check_mark: | | +| [Finance Graph Theory](https://github.com/AvijitGhosh82/Finance_Graph_Theory) | Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents. | 8/2/18 2:48 | 3/16/19 18:39 | 17.0 | :heavy_check_mark: | | +| [Computational Finance](https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance) | Applied Computational Economics and Finance. | 8/27/17 3:46 | 8/26/17 4:26 | 12.0 | :heavy_check_mark: | | +| [Critical Transitions](https://github.com/ryanholbrook/critical-transitions) | Detecting critical transitions in financial networks with topological data analysis. | 1/22/19 10:59 | 3/12/19 18:35 | 10.0 | :heavy_check_mark: | | +| [Market Crash Prediction](https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb) | Predicting market crashes using an LPPL model. | 1/24/19 13:37 | 2/13/19 16:48 | 1.0 | :heavy_check_mark: | | \ No newline at end of file diff --git a/generated_wiki/factor_and_risk_analysis.md b/generated_wiki/factor_and_risk_analysis.md new file mode 100644 index 0000000..86ce209 --- /dev/null +++ b/generated_wiki/factor_and_risk_analysis.md @@ -0,0 +1,16 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:--------------------------------------------------------------------------------------------------------------------------------------------|:-----------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------|:--------------------| +| [VaR](https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb) | Value-at-risk calculations. | 11/15/16 19:24 | 1/14/17 21:19 | 9.0 | :heavy_check_mark: | | +| [VaR GaN](https://github.com/hamaadshah/market_risk_gan_keras) | Estimate Value-at-Risk for market risk management using Keras and TensorFlow. | 8/6/18 16:09 | 11/22/20 19:02 | 41.0 | :heavy_check_mark: | | +| [Various Risk Measures](https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb) | Risk measures and factors for alternative and responsible investments. | 8/7/17 14:44 | 8/8/17 22:52 | 4.0 | :heavy_check_mark: | | +| [Pyfolio](https://github.com/quantopian/pyfolio) | Portfolio and risk analytics in Python. | 6/1/15 15:31 | 2/28/20 17:30 | 3633.0 | :heavy_check_mark: | | +| [Risk Basic](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb) | Active portfolio risk management . | 5/10/16 11:03 | 5/17/16 3:44 | 31.0 | :heavy_check_mark: | | +| [Quant Finance](https://github.com/mrefermat/quant_finance) | General quant repository. | 8/11/18 22:59 | 11/12/19 4:49 | 31.0 | :heavy_check_mark: | | +| [CAPM](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb) | Expected returns using CAPM. | 5/10/16 11:03 | 5/17/16 3:44 | 31.0 | :heavy_check_mark: | | +| [Factor Analysis](https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb) | Factor analysis for mutual funds. | 3/13/18 7:39 | 3/13/18 7:42 | 3.0 | :heavy_check_mark: | | +| [Statistical Finance](https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments) | Various financial experiments. | 10/4/15 9:10 | 3/28/20 18:33 | 21.0 | :heavy_check_mark: | | +| [Performance Analysis](https://github.com/quantopian/alphalens) | Performance analysis of predictive (alpha) stock factors. | 6/3/16 21:49 | 4/27/20 18:40 | 1835.0 | :heavy_check_mark: | | +| [Factor Analysis](https://github.com/alpha-miner/alpha-mind/tree/master/notebooks) | Factor strategy notebooks. | 5/1/17 7:36 | 2/9/21 9:36 | 171.0 | :heavy_check_mark: | | +| [Convex Optimisation](https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb) | Convex Optimization for Finance. | 6/26/18 20:36 | 10/22/19 21:56 | 17.0 | :heavy_check_mark: | | +| [Risk and Return](https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials) | Riskiness of portfolios and assets. | 9/12/17 13:35 | 8/6/20 12:35 | 139.0 | :heavy_check_mark: | | +| [Python for Finance](https://github.com/yhilpisch/py4fi/tree/master/jupyter36) | Various financial notebooks. | 12/15/14 11:23 | 7/10/18 6:38 | 1294.0 | :heavy_check_mark: | | \ No newline at end of file diff --git a/generated_wiki/fixed_income.md b/generated_wiki/fixed_income.md new file mode 100644 index 0000000..ed3e538 --- /dev/null +++ b/generated_wiki/fixed_income.md @@ -0,0 +1,5 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:-------------------------------------------------------------------------------------------------------------------|:----------------------------------------------------------------------------|:-------------------------|:-------------------------|:------------------------|:------------------------------|:--------------------| +| [Corporate Bonds](https://github.com/ishank011/gs-quantify-bond-prediction) | Predicting the buying and selling volume of the corporate bonds. | 9/27/17 19:57 | 9/27/17 20:00 | 7.0 | :heavy_check_mark: | | +| [Vasicek](https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb) | Bootstrapping and interpolation. | 7/18/18 19:26 | 7/18/18 19:34 | 3.0 | :heavy_check_mark: | | +| [Binomial Tree](https://github.com/hy-lei/math-finance-exercise) | Utility functions in fixed income securities. | 2/2/19 8:44 | 5/3/19 17:16 | 1.0 | :heavy_check_mark: | | \ No newline at end of file diff --git a/generated_wiki/other_models.md b/generated_wiki/other_models.md new file mode 100644 index 0000000..5a6d41b --- /dev/null +++ b/generated_wiki/other_models.md @@ -0,0 +1,8 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:-----------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------|:--------------------------|:-------------------------|:------------------------|:------------------------------|:--------------------| +| [Trend Following](http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html) | A futures trend following portfolio investment strategy. | nan | nan | nan | :heavy_check_mark: | | +| [Scikit-learn Stock Prediction](https://github.com/robertmartin8/MachineLearningStocks) | Using python and scikit-learn to make stock predictions. | 2/12/17 4:50 | 2/4/21 3:48 | 919.0 | :heavy_check_mark: | | +| [Fundamental LT Forecasts](https://github.com/Hvass-Labs/FinanceOps) | Research in investment finance for long term forecasts. | 7/22/18 8:14 | 2/17/21 14:39 | 379.0 | :heavy_check_mark: | | +| [Mixture Models I](https://github.com/BlackArbsCEO/Mixture_Models) | Mixture models to predict market bottoms. | 3/20/17 18:54 | 4/25/17 23:35 | 31.0 | :heavy_check_mark: | | +| [Short-Term Movement Cues](https://github.com/anfederico/Clairvoyant) | Identify social/historical cues for short term stock movement. | 9/12/16 18:38 | 8/29/18 20:27 | 2157.0 | :heavy_check_mark: | | +| [Mixture Models II](https://github.com/BlackArbsCEO/mixture_model_trading_public) | Mixture models and stock trading. | 12/11/17 17:05 | 5/13/20 23:50 | 166.0 | :heavy_check_mark: | | \ No newline at end of file diff --git a/generated_wiki/personal_papers.md b/generated_wiki/personal_papers.md new file mode 100644 index 0000000..98821e4 --- /dev/null +++ b/generated_wiki/personal_papers.md @@ -0,0 +1,6 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:--------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------|:------------------------|:-------------------------|:------------------------|:------------------------------|:--------------------| +| [Machine Learning in Asset Management](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952) | nan | nan | nan | nan | :heavy_check_mark: | | +| [Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies](https://jfds.pm-research.com/content/2/1/10) | nan | nan | nan | nan | :heavy_check_mark: | | +| [Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization](https://jfds.pm-research.com/content/2/2/17) | nan | nan | nan | nan | :heavy_check_mark: | | +| [Financial Event Prediction using Machine Learning](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555) | nan | nan | nan | nan | :heavy_check_mark: | | \ No newline at end of file diff --git a/generated_wiki/portfolio_selection_and_optimisation.md b/generated_wiki/portfolio_selection_and_optimisation.md new file mode 100644 index 0000000..e97c848 --- /dev/null +++ b/generated_wiki/portfolio_selection_and_optimisation.md @@ -0,0 +1,13 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:--------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------|:--------------------| +| [Modern Portfolio Theory](https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb) | Universal portfolios; modern portfolio theory. | nan | nan | nan | :heavy_check_mark: | | +| [Online Portfolio Selection](https://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb) | ****Comparing OLPS algorithms on a diversified set of ETFs. | nan | nan | nan | :heavy_check_mark: | | +| [OLMAR Algorithm](https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb) | Relative importance of each component of the OLMAR algorithm. | 7/26/16 16:20 | 12/30/16 11:40 | 6.0 | :heavy_check_mark: | | +| [Reinforcement Learning](https://github.com/filangel/qtrader) | Reinforcement Learning for Portfolio Management. | 10/7/17 9:14 | 6/26/18 9:22 | 364.0 | :heavy_check_mark: | | +| [DeepDow](https://github.com/jankrepl/deepdow) | Portfolio optimization with deep learning. | 2/2/20 8:46 | 2/16/21 18:50 | 303.0 | :heavy_check_mark: | | +| [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. | 11/16/18 12:20 | 7/4/19 1:41 | 229.0 | :heavy_check_mark: | | +| [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) | Financial portfolio optimisation, including classical efficient frontier and advanced methods. | 5/29/18 13:30 | 2/25/21 13:01 | 1865.0 | :heavy_check_mark: | | +| [401K Portfolio Optimisation](https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb) | Portfolio analyses and optimisation for 401K. | 8/1/18 19:48 | 9/5/19 11:18 | 14.0 | :heavy_check_mark: | | +| [Policy Gradient Portfolio](https://github.com/ZhengyaoJiang/PGPortfolio) | A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. | 11/12/17 16:08 | 5/9/19 9:50 | 1274.0 | :heavy_check_mark: | | +| [Deep Portfolio Theory](https://github.com/tcloaa/Deep-Portfolio-Theory) | Autoencoder framework for portfolio selection. | 2/10/17 9:03 | 3/8/18 16:47 | 104.0 | :heavy_check_mark: | | +| [Efficient Frontier](https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb) | Modern Portfolio Theory. | 2/17/18 8:19 | 2/27/18 13:16 | 104.0 | :heavy_check_mark: | | \ No newline at end of file diff --git a/generated_wiki/reinforcement_learning.md b/generated_wiki/reinforcement_learning.md new file mode 100644 index 0000000..6dcefec --- /dev/null +++ b/generated_wiki/reinforcement_learning.md @@ -0,0 +1,9 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:------------------------------------------------------------------------------------------------------------|:----------------------------------------------------------------------------------------|:-------------------------|:-------------------------|:------------------------|:------------------------------|:--------------------| +| [RL Trading](https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW) | A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab. | nan | nan | nan | :heavy_check_mark: | | +| [RL](https://github.com/kh-kim/stock_market_reinforcement_learning) | OpenGym with Deep Q-learning and Policy Gradient. | 10/4/16 14:42 | 12/23/16 7:34 | 712.0 | :heavy_check_mark: | | +| [RL III](https://github.com/samre12/deep-trading-agent) | Github -Deep Reinforcement Learning based Trading Agent for Bitcoin. | 9/21/17 17:05 | 4/13/18 16:33 | 575.0 | :heavy_check_mark: | | +| [RL V](https://github.com/gstenger98/rl-finance) | Building an Agent to Trade with Reinforcement Learning. | 1/16/19 0:43 | 3/19/20 20:28 | 32.0 | :heavy_check_mark: | | +| [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. | 5/18/17 16:47 | 5/18/17 16:56 | 241.0 | :heavy_check_mark: | | +| [RL IV](https://github.com/jjakimoto/DQN) | Reinforcement Learning for finance. | 10/21/16 2:47 | 4/7/17 8:11 | 140.0 | :heavy_check_mark: | | +| [RL II](https://github.com/deependersingla/deep_trader) | reinforcement learning on stock market and agent tries to learn trading. | 6/11/16 7:27 | 1/22/18 14:35 | 1340.0 | :heavy_check_mark: | | \ No newline at end of file diff --git a/generated_wiki/textual.md b/generated_wiki/textual.md new file mode 100644 index 0000000..a5fa1b4 --- /dev/null +++ b/generated_wiki/textual.md @@ -0,0 +1,11 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------------------------|:-------------------------|:-------------------------|:------------------------|:------------------------------|:--------------------| +| [NLP](https://github.com/toamitesh/NLPinFinance) | This project assembles a lot of NLP operations needed for finance domain. | nan | nan | nan | :heavy_check_mark: | | +| [Extensive NLP](https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb) | Comprehensive NLP techniques for accounting research. | 10/25/17 7:10 | 6/5/20 3:28 | 73.0 | :heavy_check_mark: | | +| [Financial Statement Sentiment](https://github.com/MAydogdu/TextualAnalysis) | Extracting sentiment from financial statements using neural networks. | 6/4/18 20:54 | 6/4/18 20:56 | 7.0 | :heavy_check_mark: | | +| [NLP Event](https://github.com/yuriak/DLQuant) | Applying Deep Learning and NLP in Quantitative Trading. | 7/2/18 23:50 | 1/31/19 14:08 | 68.0 | :heavy_check_mark: | | +| [Financial Sentiment Analysis](https://github.com/EricHe98/Financial-Statements-Text-Analysis) | Sentiment, distance and proportion analysis for trading signals. | 6/23/17 0:05 | 1/26/19 3:35 | 47.0 | :heavy_check_mark: | | +| [Fund classification](https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb) | Fund classification using text mining and NLP. | 4/16/18 22:18 | 6/7/18 22:01 | 3.0 | :heavy_check_mark: | | +| [Earning call transcripts](https://github.com/lin882/WebAnalyticsProject) | Correlation between mutual fund investment decision and earning call transcripts. | 12/30/17 8:56 | 1/11/18 2:11 | 3.0 | :heavy_check_mark: | | +| [Accounting Anomalies](https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb) | Using deep-learning frameworks to identify accounting anomalies. | 5/24/17 12:36 | 8/7/19 21:47 | 106.0 | :heavy_check_mark: | | +| [Buzzwords](https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds) | Return performance and mutual fund selection. | 2/4/18 21:51 | 2/4/18 21:57 | 1.0 | :heavy_check_mark: | | \ No newline at end of file diff --git a/generated_wiki/unsupervised.md b/generated_wiki/unsupervised.md new file mode 100644 index 0000000..bc72d7f --- /dev/null +++ b/generated_wiki/unsupervised.md @@ -0,0 +1,8 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:-------------------------------------------------------------------------------------------------------------------------------------------------|:----------------------------------------------------------------------------------------------------------|:-------------------------|:-------------------------|:------------------------|:------------------------------|:--------------------| +| [PCA Pairs Trading](https://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_Trading) | PCA, Factor Returns, and trading strategies. | nan | nan | nan | :heavy_check_mark: | | +| [Pairs Trading](https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb) | Finding pairs with cluster analysis. | 9/5/17 19:19 | 9/27/17 20:42 | 78.0 | :heavy_check_mark: | | +| [Industry Clustering](https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries) | Clustering of industries. | 7/21/17 2:12 | 7/23/17 2:53 | 4.0 | :heavy_check_mark: | | +| [Industry Clustering](https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries) | Project to cluster industries according to financial attributes. | 7/21/17 2:12 | 7/23/17 2:53 | 4.0 | :heavy_check_mark: | | +| [VRA Stock Embedding](https://github.com/ml-hongkong/stock2vec) | Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history. | 6/21/17 4:47 | 6/21/17 4:51 | 32.0 | :heavy_check_mark: | | +| [Fund Clusters](https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb) | Data exploration of fund clusters. | 4/16/18 22:18 | 6/7/18 22:01 | 3.0 | :heavy_check_mark: | | \ No newline at end of file