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name,url,comment,category,last_update,star_count,fork_count,contributors_count,created_at,last_commit,repo_path,repo_status,rating,finml_added_date
Venture Capital NN,https://github.com/tr7200/National-Culture-and-Venture-Capital-Monitoring,Cox-PH neural network predictions for VC/innovations finance research.,Alternative Finance,,,,,,,tr7200/National-Culture-and-Venture-Capital-Monitoring,,,
Private Equity,https://github.com/TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity/blob/master/RightNow%20Technologies/RightNow%20Technologies.ipynb,Valuation models.,Alternative Finance,11/26/20 3:34,8,6,2,1/27/16 21:13,3/14/16 20:03,TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity,inactive,,
VC OLS,https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb,VC regression.,Alternative Finance,10/6/20 20:56,2,1,1,3/29/18 23:31,3/29/18 23:33,fionawhitefield/venture-capital-ols,inactive,,
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.,Alternative Finance,1/14/21 22:41,4,2,1,2/8/17 18:39,4/27/17 22:55,alporter08/Luxury-Watch-Valuation,inactive,,
Art Valuation,https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynb,Art evaluation analytics.,Alternative Finance,2/26/21 12:10,9,5,1,12/11/14 0:25,12/12/14 21:25,ahmedhosny/theGreenCanvas,inactive,,
Blockchain,https://github.com/nud3l/dInvest,Repository for distributed autonomous investment banking.,Alternative Finance,2/6/21 7:38,12,7,2,9/5/16 19:12,4/24/17 10:48,nud3l/dInvest,inactive,,
Venture Capital,https://github.com/julian-chan/etothex,Insight into a new founder to make data-driven investment decisions.,Alternative Finance,10/6/20 20:56,3,2,1,12/4/17 8:59,12/13/17 5:35,julian-chan/etothex,inactive,,
Kiva Crowdfunding,https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb,Exploratory data analysis.,Alternative Finance,2/19/21 13:40,5,1,1,2/27/18 16:46,2/13/19 0:15,CJL89/Kiva-Crowdfunding,inactive,,
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,,,,,,,,,,
NYU Courant,https://cims.nyu.edu/,"Courant Institute of Mathematical Sciences, New York University",Colleges Centers and Departments,,,,,,,,,,
Oxford Man,https://www.oxford-man.ox.ac.uk/,Oxford-Man Institute of Quantitative Finance,Colleges Centers and Departments,,,,,,,,,,
Stanford Advanced Financial Technologies,https://fintech.stanford.edu/,Stanford Advanced Financial Technologies Laboratory,Colleges Centers and Departments,,,,,,,,,,
Cornell University,https://www.cornell.edu/,,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,,,,,,,,,,
ML Specialisation,https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,Machine Learning in Finance.,Courses,4/5/21 13:37,34,32,1,1/24/19 2:55,1/3/20 21:54,Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,active,,
Handson Python for Finance,https://github.com/PacktPublishing/Hands-on-Python-for-Finance,Hands-on Python for Finance published by Packt.,Courses,4/12/21 0:49,121,110,3,8/20/18 14:10,1/15/21 8:57,PacktPublishing/Hands-on-Python-for-Finance,active,,
Risk Management,https://github.com/andrey-lukyanov/Risk-Management,Finance risk engagement course resources.,Courses,11/12/20 0:49,6,5,3,10/3/18 16:26,12/13/18 8:04,andrey-lukyanov/Risk-Management,inactive,,
Basic Finance,https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance,Source code notebooks basic finance applications.,Courses,3/31/21 2:09,10,8,1,5/6/17 2:39,6/21/17 4:04,SeanMcOwen/FinanceAndPython.com-BasicFinance,inactive,,
Basic Investments,https://github.com/SeanMcOwen/FinanceAndPython.com-Investments,Basic investment tools in python.,Courses,3/23/21 6:32,9,5,1,8/2/17 21:52,8/17/17 3:24,SeanMcOwen/FinanceAndPython.com-Investments,inactive,,
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,4/12/21 16:18,3842,1225,8,5/9/18 12:33,4/10/21 22:21,stefan-jansen/machine-learning-for-trading,active,,
Algo Trading,https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading,Intro to algo trading.,Courses,3/12/21 11:02,64,25,1,10/29/17 20:34,1/22/19 6:56,JCreeks/Machine-Learning-in-Finance,inactive,,
Python for Finance,https://github.com/siaen/python_finance_course,CEU python for finance course material.,Courses,3/31/21 2:08,16,15,4,12/12/17 11:54,2/25/20 20:31,siaen/python_finance_course,active,,
Basic Derivatives,https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives,Basic forward contracts and hedging.,Courses,3/31/21 2:08,4,4,1,8/24/17 0:11,10/13/17 1:32,SeanMcOwen/FinanceAndPython.com-Derivatives,inactive,,
Mathematical Finance,https://github.com/yadongli/nyumath2048,NYU Math-GA 2048: Scientific Computing in Finance.,Courses,1/14/21 18:01,69,63,6,1/25/15 21:10,3/25/20 4:24,yadongli/nyumath2048,active,,
Web Scraping (FirmAI),https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data,,Data,4/10/21 17:19,577,184,2,2/19/19 19:02,7/22/20 16:48,firmai/business-machine-learning,active,,
Open Edgar,https://github.com/LexPredict/openedgar,,Data,4/9/21 12:15,169,61,6,5/7/18 15:32,5/15/19 8:32,LexPredict/openedgar,active,,
Capital Markets Data,https://www.capitalmarketsdata.com/,,Data,,,,,,,,,,
IRS,http://social-metrics.org/sox/,,Data,,,,,,,,,,
EDGAR,https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb,,Data,1/23/21 19:22,11,10,1,6/11/18 22:51,7/10/18 18:03,TiesdeKok/UW_Python_Camp,inactive,,
SEC Parsing,https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb,,Data,2/27/21 6:34,9,6,1,6/16/18 14:30,6/16/18 17:23,healthgradient/sec-doc-info-extraction,inactive,,
Employee Count SEC Filings,https://github.com/healthgradient/sec_employee_information_extraction,,Data,2/27/21 3:33,10,2,1,6/26/18 23:33,8/14/18 1:31,healthgradient/sec_employee_information_extraction,inactive,,
Non-financial Corporate,http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html,,Data,,,,,,,,,,
https://fred.stlouisfed.org/,https://fred.stlouisfed.org/,,Data,,,,,,,,,,
Rating Industries,http://www.ratingshistory.info/,,Data,,,,,,,,,,
https://stooq.com,https://stooq.com,,Data,,,,,,,,,,
http://finance.yahoo.com/,http://finance.yahoo.com/,,Data,,,,,,,,,,
https://github.com/timestocome/StockMarketData,https://github.com/timestocome/StockMarketData,,Data,3/26/21 22:35,7,5,1,5/10/17 21:49,8/6/17 19:23,timestocome/StockMarketData,inactive,,
Financial Corporate,http://raw.rutgers.edu/Corporate%20Financial%20Data.html,,Data,,,,,,,,,,
CryptoNets,https://github.com/microsoft/CryptoNets,NEW,Data Processing Techniques and Transformations,4/8/21 1:07,154,42,4,6/2/19 5:48,9/12/19 13:03,microsoft/CryptoNets,active,,12:49.2
Advanced ML,https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises,Exercises too Financial Machine Learning (De Prado).,Data Processing Techniques and Transformations,4/12/21 2:20,973,435,4,4/25/18 17:22,1/16/20 17:25,BlackArbsCEO/Adv_Fin_ML_Exercises,active,,
finserv-application-blueprint,https://github.com/mapr-demos/finserv-application-blueprint,NEW,Data Processing Techniques and Transformations,1/21/21 0:29,72,53,5,9/26/16 19:42,1/20/21 23:07,mapr-demos/finserv-application-blueprint,active,,12:49.2
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,,,
cointrader,https://github.com/timolson/cointrader,NEW,Data Processing Techniques and Transformations,4/10/21 17:16,339,140,9,6/1/14 1:14,10/22/20 0:24,timolson/cointrader,active,,12:49.2
Twitter-Trends,https://github.com/Medha11/Twitter-Trends,NEW,Data Processing Techniques and Transformations,2/7/21 9:16,66,21,1,5/22/17 17:07,5/23/17 8:06,Medha11/Twitter-Trends,inactive,,12:49.2
Google-Finance-Stock-Data-Analysis,https://github.com/hpnhxxwn/Google-Finance-Stock-Data-Analysis,NEW,Data Processing Techniques and Transformations,12/20/20 8:39,70,10,1,7/23/17 2:59,7/23/17 3:10,hpnhxxwn/Google-Finance-Stock-Data-Analysis,inactive,,12:49.2
Deep Learning II,https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks,Tensorflow Regression.,Deep Learning And Reinforcement Learning,4/10/21 6:06,175,67,1,7/12/16 12:56,2/16/18 2:43,LiamConnell/deep-algotrading,inactive,3,
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,4/10/21 13:17,138,66,1,5/11/18 0:52,10/26/19 14:22,saeed349/Deep-Reinforcement-Learning-in-Trading,active,3,3/31/21 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,4/10/21 4:59,180,38,2,4/22/19 10:03,9/28/20 9:07,Kostis-S-Z/trading-rl,active,3,3/31/21 8:00
Deep Learning III,https://github.com/Rachnog/Deep-Trading,Algorithmic trading with deep learning experiments.,Deep Learning And Reinforcement Learning,4/9/21 10:39,1266,675,1,6/18/16 18:23,8/7/18 15:24,Rachnog/Deep-Trading,inactive,5,
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,4/12/21 13:54,3655,1542,2,12/18/17 10:49,1/5/21 10:31,huseinzol05/Stock-Prediction-Models,active,5,3/31/21 8:00
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,4/11/21 4:12,222,86,1,8/5/18 2:13,10/1/18 11:25,imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict,inactive,3,
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,4/12/21 2:50,1312,451,15,4/27/19 18:35,10/17/19 16:25,notadamking/RLTrader,active,5,3/31/21 8:00
Neural Network,https://github.com/VivekPa/IntroNeuralNetworks,Neural networks to predict stock prices.,Deep Learning And Reinforcement Learning,4/3/21 11:59,489,176,2,9/10/18 6:34,11/21/18 7:39,VivekPa/IntroNeuralNetworks,inactive,4,
LTSM Recurrent,https://github.com/VivekPa/AIAlpha,OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.,Deep Learning And Reinforcement Learning,4/12/21 2:39,1207,370,2,10/7/18 3:58,8/3/19 9:00,VivekPa/AIAlpha,active,4,
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,4/11/21 5:10,292,143,1,8/13/18 10:44,1/23/20 4:41,pskrunner14/trading-bot,active,3,3/31/21 8:00
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,3/8/21 13:09,266,145,1,8/21/17 16:00,8/21/17 17:23,sonaam1234/DeepLearningInFinance,inactive,3,3/31/21 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,4/12/21 12:45,1857,447,22,7/26/20 13:18,4/11/21 22:02,AI4Finance-LLC/FinRL-Library,active,5,3/31/21 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,4/3/21 22:50,141,42,2,5/19/19 22:20,9/27/20 19:22,Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,active,3,3/31/21 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,3/30/21 7:29,319,158,2,2/16/19 21:18,11/29/20 20:12,Rachnog/Advanced-Deep-Trading,active,3,3/31/21 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,4/12/21 16:24,560,249,6,7/26/20 13:12,1/21/21 18:11,AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,active,4,3/31/21 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,3/24/21 1:11,134,51,2,2/23/19 12:01,2/25/20 18:16,sachink2010/AutomatedStockTrading-DeepQ-Learning,active,3,3/31/21 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,4/10/21 7:09,235,108,1,2/25/18 17:41,12/1/20 22:06,golsun/deep-RL-trading,active,3,3/31/21 8:00
Deep Learning,https://github.com/keon/deepstock,Technical experimentations to beat the stock market using deep learning.,Deep Learning And Reinforcement Learning,3/24/21 14:45,427,154,2,12/12/16 2:15,3/4/17 8:37,keon/deepstock,inactive,4,
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,4/11/21 20:20,1144,330,2,3/10/18 11:22,9/2/18 17:21,Ceruleanacg/Personae,inactive,5,3/31/21 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,3/27/21 2:19,241,113,1,5/18/17 16:47,5/18/17 16:56,shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading,inactive,3,
LTSM GRU,https://github.com/RajatHanda/Finance-Forecasting,Stock Market Forecasting using LSTM\GRU.,Deep Learning And Reinforcement Learning,3/29/21 23:59,11,6,1,5/13/18 2:39,2/25/19 0:26,RajatHanda/Finance-Forecasting,inactive,3,
AI Trading,https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md,AI to predict stock market movements.,Deep Learning And Reinforcement Learning,4/12/21 15:42,2876,1384,1,1/9/19 8:02,2/11/19 16:32,borisbanushev/stockpredictionai,inactive,5,
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,4/12/21 10:24,347,111,1,6/21/18 1:06,11/5/20 11:08,sadighian/crypto-rl,active,3,3/31/21 8:00
Deep Learning IV,https://github.com/achillesrasquinha/bulbea,Bulbea: Deep Learning based Python Library.,Deep Learning And Reinforcement Learning,4/9/21 20:38,1467,416,1,3/9/17 6:11,3/19/17 7:42,achillesrasquinha/bulbea,inactive,5,
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,4/6/21 2:06,289,128,3,3/10/17 10:52,6/11/18 8:07,PiSimo/BitcoinForecast,inactive,3,3/31/21 8:00
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,4/12/21 2:58,275,99,1,9/29/18 23:38,3/18/21 3:16,LastAncientOne/Deep-Learning-Machine-Learning-Stock,active,3,3/31/21 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,4/11/21 9:02,551,140,1,11/26/18 3:23,1/1/21 9:41,cbailes/awesome-deep-trading,active,4,3/31/21 8:00
a3c_trading,https://github.com/evgps/a3c_trading,NEW,Deep Learning And Reinforcement Learning,4/10/21 12:49,311,98,1,6/4/18 15:30,5/23/20 14:47,evgps/a3c_trading,active,,39:11.1
Trading-Gym,https://github.com/thedimlebowski/Trading-Gym,NEW,Deep Learning And Reinforcement Learning,4/10/21 8:00,507,147,3,6/13/17 13:14,7/10/17 8:09,thedimlebowski/Trading-Gym,inactive,,39:11.1
pairstrade-fyp-2019,https://github.com/wywongbd/pairstrade-fyp-2019,NEW,Deep Learning And Reinforcement Learning,4/4/21 23:47,110,41,2,9/7/18 7:51,5/13/20 5:06,wywongbd/pairstrade-fyp-2019,active,,39:11.1
rl_trading,https://github.com/ucaiado/rl_trading,NEW,Deep Learning And Reinforcement Learning,4/8/21 15:34,207,89,1,5/29/17 22:19,8/29/17 14:54,ucaiado/rl_trading,inactive,,39:11.1
Machine-Learning-and-Reinforcement-Learning-in-Finance,https://github.com/joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance,NEW,Deep Learning And Reinforcement Learning,3/30/21 9:11,175,98,1,6/26/18 4:30,9/23/18 16:50,joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance,inactive,,39:11.1
maro,https://github.com/microsoft/maro,NEW,Deep Learning And Reinforcement Learning,4/12/21 2:22,386,66,17,12/27/19 6:48,4/7/21 15:49,microsoft/maro,active,,39:11.1
TradingGym,https://github.com/cove9988/TradingGym,NEW,Deep Learning And Reinforcement Learning,3/28/21 5:37,112,39,3,11/6/17 0:50,11/15/17 23:55,cove9988/TradingGym,inactive,,39:11.1
RLQuant,https://github.com/yuriak/RLQuant,NEW,Deep Learning And Reinforcement Learning,4/9/21 5:01,277,92,1,4/5/18 5:42,8/13/18 4:18,yuriak/RLQuant,inactive,,39:11.1
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,
QLearning_Trading,https://github.com/ucaiado/QLearning_Trading,NEW,Deep Learning And Reinforcement Learning,4/6/21 22:09,433,168,1,8/10/16 6:02,10/15/16 2:36,ucaiado/QLearning_Trading,inactive,,39:11.1
DQN-DDPG_Stock_Trading,https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading,merged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQN,Deep Learning And Reinforcement Learning,4/7/21 12:42,136,49,4,9/19/18 3:17,11/26/20 16:58,AI4Finance-LLC/DQN-DDPG_Stock_Trading,active,3,3/31/21 8:00
RL II,https://github.com/deependersingla/deep_trader,reinforcement learning on stock market and agent tries to learn trading.,Deep Learning And Reinforcement Learning,4/11/21 20:21,1340,489,3,6/11/16 7:27,1/22/18 14:35,deependersingla/deep_trader,inactive,3,
gym-trading,https://github.com/hackthemarket/gym-trading,NEW,Deep Learning And Reinforcement Learning,4/12/21 9:06,581,195,2,12/9/16 20:46,12/24/17 15:34,hackthemarket/gym-trading,inactive,,39:11.1
Pair-Trading-Reinforcement-Learning,https://github.com/wai-i/Pair-Trading-Reinforcement-Learning,NEW,Deep Learning And Reinforcement Learning,4/10/21 4:53,136,56,1,6/9/19 22:50,1/3/20 15:36,wai-i/Pair-Trading-Reinforcement-Learning,active,,39:11.1
RL III,https://github.com/samre12/deep-trading-agent,Github -Deep Reinforcement Learning based Trading Agent for Bitcoin.,Deep Learning And Reinforcement Learning,4/3/21 20:48,576,203,1,9/21/17 17:05,4/13/18 16:33,samre12/deep-trading-agent,inactive,3,
TradingGym,https://github.com/Yvictor/TradingGym,NEW,Deep Learning And Reinforcement Learning,4/11/21 20:20,841,237,2,5/1/17 13:53,2/14/18 13:58,Yvictor/TradingGym,inactive,,39:11.1
RL IV,https://github.com/jjakimoto/DQN,Reinforcement Learning for finance.,Deep Learning And Reinforcement Learning,4/5/21 11:42,142,55,1,10/21/16 2:47,4/7/17 8:11,jjakimoto/DQN,inactive,,
RL V,https://github.com/gstenger98/rl-finance,Building an Agent to Trade with Reinforcement Learning.,Deep Learning And Reinforcement Learning,4/8/21 18:57,33,8,5,1/16/19 0:43,3/19/20 20:28,gstenger98/rl-finance,active,2,
RL,https://github.com/kh-kim/stock_market_reinforcement_learning,OpenGym with Deep Q-learning and Policy Gradient.,Deep Learning And Reinforcement Learning,4/11/21 12:27,715,298,1,10/4/16 14:42,12/23/16 7:34,kh-kim/stock_market_reinforcement_learning,inactive,2,
tensortrade,https://github.com/tensortrade-org/tensortrade,NEW,Deep Learning And Reinforcement Learning,4/12/21 16:05,3101,715,39,7/30/19 21:28,3/24/21 16:25,tensortrade-org/tensortrade,active,,39:11.1
FinRL,https://github.com/AI4Finance-LLC/FinRL,NEW,Deep Learning And Reinforcement Learning,4/13/21 14:37,1865,451,22,7/26/20 13:18,4/11/21 22:02,AI4Finance-LLC/FinRL,active,,13:03.7
huobi_futures_Python,https://github.com/hbdmapi/huobi_futures_Python,NEW,Derivatives and Hedging,4/13/21 13:28,137,73,2,1/14/20 7:21,3/2/21 7:30,hbdmapi/huobi_futures_Python,active,,23:51.4
algotrader,https://github.com/torreyleonard/algotrader,NEW,Derivatives and Hedging,4/11/21 10:12,477,102,12,4/10/18 2:31,8/27/20 8:16,torreyleonard/algotrader,active,,23:51.4
tda-api,https://github.com/alexgolec/tda-api,NEW,Derivatives and Hedging,4/13/21 20:12,649,161,13,4/3/20 21:19,4/12/21 3:12,alexgolec/tda-api,active,,23:51.4
optopsy,https://github.com/michaelchu/optopsy,NEW,Derivatives and Hedging,4/11/21 6:03,393,90,3,9/17/17 1:49,12/7/20 17:00,michaelchu/optopsy,active,,23:51.4
trade-frame,https://github.com/rburkholder/trade-frame,NEW,Derivatives and Hedging,4/6/21 9:38,188,79,1,7/24/16 15:25,11/9/20 1:16,rburkholder/trade-frame,active,,23:51.4
AlgorithmicTrading,https://github.com/JerBouma/AlgorithmicTrading,NEW,Derivatives and Hedging,4/9/21 18:12,168,54,1,3/14/19 9:33,2/3/21 22:29,JerBouma/AlgorithmicTrading,active,,23:51.4
paperbroker,https://github.com/philipodonnell/paperbroker,NEW,Derivatives and Hedging,4/4/21 4:52,175,48,3,7/6/17 2:04,4/8/18 18:37,philipodonnell/paperbroker,inactive,,23:51.4
quant-trading,https://github.com/je-suis-tm/quant-trading,NEW,Derivatives and Hedging,4/13/21 23:14,1771,474,2,4/3/18 14:08,4/13/21 18:37,je-suis-tm/quant-trading,active,,23:51.4
QLNet,https://github.com/amaggiulli/QLNet,NEW,Derivatives and Hedging,4/13/21 7:58,259,134,13,8/22/13 14:51,3/2/21 18:39,amaggiulli/QLNet,active,,23:51.4
Options-Trading-Strategies-in-Python,https://github.com/PyPatel/Options-Trading-Strategies-in-Python,NEW,Derivatives and Hedging,4/10/21 12:28,317,134,1,8/30/17 6:00,8/21/19 15:47,PyPatel/Options-Trading-Strategies-in-Python,active,,23:51.4
StockSharp,https://github.com/StockSharp/StockSharp,NEW,Derivatives and Hedging,4/13/21 22:41,3924,1222,17,12/8/14 7:53,4/7/21 10:55,StockSharp/StockSharp,active,,23:51.4
tf-quant-finance,https://github.com/google/tf-quant-finance,NEW,Derivatives and Hedging,4/13/21 22:49,2569,333,28,7/24/19 16:09,4/13/21 22:09,google/tf-quant-finance,active,,23:51.4
tai,https://github.com/fremantle-industries/tai,NEW,Derivatives and Hedging,4/12/21 22:45,273,44,6,7/28/17 3:07,4/12/21 22:40,fremantle-industries/tai,active,,23:51.4
trading-server,https://github.com/s-brez/trading-server,NEW,Derivatives and Hedging,4/13/21 9:46,209,50,2,3/5/19 3:06,3/8/21 2:37,s-brez/trading-server,active,,23:51.4
Strata,https://github.com/OpenGamma/Strata,NEW,Derivatives and Hedging,4/12/21 6:32,607,217,39,6/16/14 11:45,4/12/21 6:32,OpenGamma/Strata,active,,23:51.4
openAlgo,https://github.com/mtompkins/openAlgo,NEW,Derivatives and Hedging,4/3/21 9:17,160,82,2,5/28/13 14:46,3/24/17 20:00,mtompkins/openAlgo,inactive,,23:51.4
Options_Data_Science,https://github.com/yugedata/Options_Data_Science,NEW,Derivatives and Hedging,4/10/21 22:31,238,39,1,12/9/20 4:51,4/5/21 3:55,yugedata/Options_Data_Science,active,,23:51.4
fast_arrow,https://github.com/westonplatter/fast_arrow,NEW,Derivatives and Hedging,2/20/21 11:29,127,42,5,7/19/18 23:15,4/18/20 18:05,westonplatter/fast_arrow,active,,23:51.4
Black Scholes,https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb,Options pricing.,Derivatives and Hedging,10/6/20 20:36,1,2,0,12/9/17 18:50,7/9/18 9:48,irajwani/numerical_methods_python,inactive,,
MarketAnalysis,https://github.com/Poseyy/MarketAnalysis,NEW,Derivatives and Hedging,4/12/21 21:59,170,77,1,3/28/19 19:46,8/6/20 5:15,Poseyy/MarketAnalysis,active,,23:51.4
gs-quant,https://github.com/goldmansachs/gs-quant,NEW,Derivatives and Hedging,4/12/21 16:44,584,170,12,12/14/18 21:10,3/25/21 15:33,goldmansachs/gs-quant,active,,23:51.4
Hull White,https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb,"Callable Bond, Hull White.",Derivatives and Hedging,10/6/20 20:37,4,6,1,6/6/18 22:06,6/6/18 22:27,rstreppa/valuation-callables-HullWhite,inactive,,
Options,https://github.com/PHBS/2018.M1.ASP/tree/master/py,Black Scholes and Copula.,Derivatives and Hedging,,,,,,,PHBS/2018.M1.ASP,,,
Derivative Markets,https://github.com/broughtj/Fin6470/tree/master/Notebooks,"The economics of futures, futures, options, and swaps.",Derivatives and Hedging,4/6/21 20:49,8,8,1,2/9/16 5:30,4/6/21 20:49,broughtj/Fin6470,active,,
Computational Derivatives,https://github.com/chenbowen184/Computational_Finance,Projects focusing on investigating simulations and computational techniques applied in finance.,Derivatives and Hedging,1/12/21 12:22,17,12,1,1/29/18 5:01,8/2/18 5:56,chen-bowen/Computational_Finance,inactive,,
Volatility and Variance Derivatives,https://github.com/yhilpisch/lvvd/tree/master/lvvd,Volatility derivatives analytics.,Derivatives and Hedging,4/7/21 19:21,79,78,1,10/21/16 4:12,2/22/21 13:32,yhilpisch/lvvd,active,,
Options,https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D,Introduction to options.,Derivatives and Hedging,4/9/21 21:17,335,163,36,7/28/17 15:48,3/17/21 17:17,QuantConnect/Tutorials,active,,
robin_stocks,https://github.com/jmfernandes/robin_stocks,NEW,Derivatives and Hedging,4/13/21 23:48,1012,261,34,2/23/18 0:49,2/27/21 17:48,jmfernandes/robin_stocks,active,,23:51.4
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,2/27/21 8:50,2,3,1,5/22/18 18:27,5/22/18 18:30,rstreppa/valuation-OptionStrategies,inactive,,
Derivatives Python,https://github.com/yhilpisch/dawp/tree/master/python36,Derivative analytics with Python.,Derivatives and Hedging,4/12/21 14:39,388,299,1,7/9/15 12:27,2/22/21 13:29,yhilpisch/dawp,active,,
Derman,https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb,Binomial tree for American call.,Derivatives and Hedging,10/6/20 20:37,1,3,1,5/18/18 18:08,9/21/18 19:59,rstreppa/valuation-convertibles-Goldman1994,inactive,,
Reinforcement Learning,https://github.com/FinTechies/HedgingRL,Hedging portfolios with reinforcement learning.,Derivatives and Hedging,1/20/21 8:12,16,9,1,4/21/17 10:58,8/2/17 21:41,FinTechies/HedgingRL,inactive,,
Delta Hedging,https://github.com/RobinsonGarcia/delta-hedging,Advanced derivatives.,Derivatives and Hedging,2/27/21 8:48,3,2,1,3/2/18 23:53,7/17/18 23:32,RobinsonGarcia/delta-hedging,inactive,,
akshare,https://github.com/jindaxiang/akshare,NEW,Derivatives and Hedging,4/13/21 16:44,3374,681,11,10/1/19 7:34,4/13/21 11:18,jindaxiang/akshare,active,,23:51.4
wallstreet,https://github.com/mcdallas/wallstreet,NEW,Derivatives and Hedging,4/13/21 22:00,570,125,2,1/20/16 22:03,8/9/19 23:14,mcdallas/wallstreet,active,,23:51.4
FinanceDatabase,https://github.com/JerBouma/FinanceDatabase,NEW,Derivatives and Hedging,4/13/21 2:33,595,68,1,1/28/21 18:36,4/8/21 11:10,JerBouma/FinanceDatabase,active,,23:51.4
Options Risk Measures,https://github.com/wanglouis49/risk_estimation,Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling).,Derivatives and Hedging,10/6/20 20:37,1,2,1,4/29/16 3:51,1/16/18 1:24,wanglouis49/risk_estimation,inactive,,
FinancePy,https://github.com/domokane/FinancePy,NEW,Derivatives and Hedging,4/10/21 22:50,441,73,6,10/27/19 15:04,3/11/21 21:40,domokane/FinancePy,active,,23:51.4
Financial Economics,https://github.com/rsvp/fecon235/tree/master/nb,Financial Economics Models.,Extended Research,4/10/21 17:02,713,275,2,11/9/14 4:49,12/3/18 16:30,rsvp/fecon235,inactive,,
Computational Finance,https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance,Applied Computational Economics and Finance.,Extended Research,3/7/21 17:47,12,13,1,8/27/17 3:46,8/26/17 4:26,lnsongxf/Applied_Computational_Economics_and_Finance,inactive,,
Behavioural Economics,https://github.com/pcmichaud/notebooks,Behavioural Economics and Finance Python Notebooks.,Extended Research,2/3/21 7:22,9,4,1,12/20/18 0:21,3/26/19 11:51,pcmichaud/notebooks,inactive,,
Economic Foundations,https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations,Basic economic models.,Extended Research,10/6/20 21:01,2,3,1,5/25/17 2:27,6/30/17 3:53,SeanMcOwen/FinanceAndPython.com-EconomicFoundations,inactive,,
Corporate Finance,https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance,Basic corporate finance.,Extended Research,1/16/21 19:01,9,4,1,9/9/17 3:35,9/9/17 23:04,SeanMcOwen/FinanceAndPython.com-CorporateFinance,inactive,,
Finance Graph Theory,https://github.com/AvijitGhosh82/Finance_Graph_Theory,Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents.,Extended Research,3/28/21 2:22,17,7,3,8/2/18 2:48,3/16/19 18:39,evijit/Finance_Graph_Theory,inactive,,
Commodity,https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb,Commodity influence over Brazilian stocks.,Extended Research,,,,,,,felipessalvatore/fin2vec,,,
Market Crash Prediction,https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb,Predicting market crashes using an LPPL model.,Extended Research,10/6/20 21:01,1,3,1,1/24/19 13:37,2/13/19 16:48,sarachmax/MarketCrashes_Prediction,inactive,,
M&A,https://github.com/atulram/Finance-and-Stocks,Mergers and Acquisitions.,Extended Research,12/21/20 14:42,3,3,1,1/19/19 18:16,2/18/19 16:57,atulram/Finance-and-Stocks,inactive,,
Life-cycle,https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb,Company life cycle.,Extended Research,12/21/20 14:42,3,3,1,1/19/19 18:16,2/18/19 16:57,atulram/Finance-and-Stocks,inactive,,
High Frequency,https://github.com/cswaney/prickle,A Python toolkit for high-frequency trade research.,Extended Research,3/22/21 2:19,24,17,2,7/6/16 20:32,6/9/18 10:53,cswaney/prickle,inactive,,
Mathematical Finance,https://github.com/Auquan/Tutorials,Notebooks for math and financial tutorials.,Extended Research,4/8/21 19:37,664,425,9,1/21/17 11:24,8/1/20 17:03,Auquan/Tutorials,active,,
Liquidity and Momentum,https://github.com/mrefermat/quant_finance,Various factors and portfolio constructions.,Extended Research,3/30/21 0:09,31,15,1,8/11/18 22:59,11/12/19 4:49,mrefermat/quant_finance,active,,
NLP Finance Papers,https://github.com/chenbowen184/Research_Documents_Curation_with_NLP,Curating quantitative finance papers using machine learning.,Extended Research,2/27/21 6:33,8,9,1,10/11/18 20:32,12/24/18 23:27,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,1/12/21 11:48,27,19,2,5/8/18 19:34,5/9/18 15:39,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,1/30/21 11:50,10,3,1,1/22/19 10:59,3/12/19 18:35,ryanholbrook/critical-transitions,inactive,,
Simulation,https://github.com/chenbowen184/Computational_Finance,Investigating simulations as part of computational finance.,Extended Research,1/12/21 12:22,17,12,1,1/29/18 5:01,8/2/18 5:56,chen-bowen/Computational_Finance,inactive,,
Currency PCA,https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb,Forex spots PCA.,Extended Research,10/26/20 0:55,3,1,1,3/12/19 21:11,3/12/19 22:09,shanemulqueen/python-finance-pca,inactive,,
Backtests,https://github.com/AlgoTraders/stock-analysis-engine,Trading data and algorithms.,Extended Research,4/12/21 2:28,620,165,3,9/16/18 20:00,9/5/20 13:01,AlgoTraders/stock-analysis-engine,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,11/28/20 3:02,25,6,0,1/4/19 12:30,2/18/19 9:55,AlexIoannides/pymc-stochastic-process,inactive,,
Applied Corporate Finance,https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance,Studies the empirical behaviours in stock market.,Extended Research,2/19/21 13:40,8,9,1,1/29/18 5:14,7/19/18 6:25,chen-bowen/Data_Science_in_Applied_Corporate_Finance,inactive,,
Bayesian Finance,https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb,Notebook PyMC3 implementation.,Extended Research,4/10/21 19:50,233,55,1,8/28/18 14:45,8/6/20 22:03,marketneutral/alphatools,active,,
HFT,https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,High frequency trading.,Extended Research,4/11/21 23:36,748,333,1,7/21/16 5:14,2/14/17 16:47,rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,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,3/20/21 21:53,41,28,1,8/6/18 16:09,11/22/20 19:02,hamaadshah/market_risk_gan_tensorflow,active,,
Pyfolio,https://github.com/quantopian/pyfolio,Portfolio and risk analytics in Python.,Factor and Risk Analysis,4/12/21 11:55,3673,1157,42,6/1/15 15:31,2/28/20 17:30,quantopian/pyfolio,active,,
simulate,https://github.com/leolle/simulate,NEW,Factor and Risk Analysis,3/23/21 13:34,11,2,1,6/4/17 15:18,11/11/18 14:03,leolle/simulate,inactive,,23:57.7
TradeFinexLive,https://github.com/XinFinOrg/TradeFinexLive,NEW,Factor and Risk Analysis,3/18/21 9:48,5,11,8,3/21/18 10:05,3/18/21 9:48,XinFinOrg/TradeFinexLive,active,,23:57.7
Machine_learning_In_Finance,https://github.com/chaudharigauravi/Machine_learning_In_Finance,NEW,Factor and Risk Analysis,11/27/20 19:23,8,2,1,8/3/19 4:04,8/3/19 4:05,chaudharigauravi/Machine_learning_In_Finance,active,,23:57.7
stock-market-analysis-using-python-numpy-pandas,https://github.com/Ashishsinha10/stock-market-analysis-using-python-numpy-pandas,NEW,Factor and Risk Analysis,3/21/21 8:50,8,5,1,4/10/18 5:15,4/10/18 5:28,Ashishsinha10/stock-market-analysis-using-python-numpy-pandas,inactive,,23:57.7
Statistical Finance,https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments,Various financial experiments.,Factor and Risk Analysis,3/30/21 0:09,21,16,1,10/4/15 9:10,3/28/20 18:33,mrefermat/FinancePhD,active,,
-L-,https://github.com/jettbrains/-L-,NEW,Factor and Risk Analysis,3/15/21 3:05,6,16,1,10/28/19 21:50,10/28/19 21:51,jettbrains/-L-,active,,23:57.7
CAPM,https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb,Expected returns using CAPM.,Factor and Risk Analysis,3/1/21 13:53,31,18,1,5/10/16 11:03,5/17/16 3:44,RJT1990/Active-Portfolio-Management-Notes,inactive,,
Risk and Return,https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials,Riskiness of portfolios and assets.,Factor and Risk Analysis,4/6/21 17:03,140,62,2,9/12/17 13:35,8/6/20 12:35,PyDataBlog/Python-for-Data-Science,active,,
AlphaTrading,https://github.com/jerryxyx/AlphaTrading,NEW,Factor and Risk Analysis,4/10/21 6:34,149,74,1,5/18/18 22:09,8/7/18 18:05,jerryxyx/AlphaTrading,inactive,,37:06.3
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,11/4/20 7:04,4,5,1,8/7/17 14:44,8/8/17 22:52,Jorgencr/Alternative-and-Responsible-Investments,inactive,,
Python for Finance,https://github.com/yhilpisch/py4fi/tree/master/jupyter36,Various financial notebooks.,Factor and Risk Analysis,4/9/21 8:12,1298,794,1,12/15/14 11:23,7/10/18 6:38,yhilpisch/py4fi,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,12/21/20 14:26,3,4,1,3/13/18 7:39,3/13/18 7:42,garvit-kudesia91/factor_analysis,inactive,,
Performance Analysis,https://github.com/quantopian/alphalens,Performance analysis of predictive (alpha) stock factors.,Factor and Risk Analysis,4/10/21 12:58,1847,700,17,6/3/16 21:49,4/27/20 18:40,quantopian/alphalens,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,3/1/21 13:53,31,18,1,5/10/16 11:03,5/17/16 3:44,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,3/31/21 2:06,10,9,1,11/15/16 19:24,1/14/17 21:19,willb/var-notebook,inactive,,
Factor Analysis,https://github.com/alpha-miner/alpha-mind/tree/master/notebooks,Factor strategy notebooks.,Factor and Risk Analysis,4/8/21 19:02,172,60,3,5/1/17 7:36,4/7/21 15:25,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,4/8/21 19:02,18,10,1,6/26/18 20:36,10/22/19 21:56,ssanderson/convex-optimization-for-finance,active,,
Quant Finance,https://github.com/mrefermat/quant_finance,General quant repository.,Factor and Risk Analysis,3/30/21 0:09,31,15,1,8/11/18 22:59,11/12/19 4:49,mrefermat/quant_finance,active,,
Stock-Prediction,https://github.com/Ronak-59/Stock-Prediction,NEW,Factor and Risk Analysis,3/26/21 8:37,129,64,2,3/18/18 4:54,2/28/20 11:43,Ronak-59/Stock-Prediction,active,,37:06.3
Binomial Tree,https://github.com/hy-lei/math-finance-exercise,Utility functions in fixed income securities.,Fixed Income,10/6/20 20:55,1,2,1,2/2/19 8:44,5/3/19 17:16,hy-lei/math-finance-toolbox,active,,
Corporate Bonds,https://github.com/ishank011/gs-quantify-bond-prediction,Predicting the buying and selling volume of the corporate bonds.,Fixed Income,1/3/21 21:46,7,5,1,9/27/17 19:57,9/27/17 20:00,ishank011/gs-quantify-bond-prediction,inactive,,
Vasicek,https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb,Bootstrapping and interpolation.,Fixed Income,12/10/20 21:20,3,3,1,7/18/18 19:26,7/18/18 19:34,RobinsonGarcia/fixed-income,inactive,,
AlphaPy,https://github.com/ScottfreeLLC/AlphaPy,machine learning framework built on sklearn and pandas. Support pyfolio/xgboost/lightgmb/catboost(gradient boosting on decision tress) etc. Examples include financial market prediction/sports prediction/kaggle. Configurations are set though yaml file for all model process including feature selection/grid search on parameters and aggregate results for each model,Other Models,4/4/21 20:02,576,130,3,2/14/16 0:47,2/8/21 21:35,ScottfreeLLC/AlphaPy,active,4,39:24.6
Awesome-Quant-Machine-Learning-Trading,https://github.com/grananqvist/Awesome-Quant-Machine-Learning-Trading,curated list of books/online courses/youtube videos/blogs/interviews/papers/code etc. Updates are pretty infrequent,Other Models,4/10/21 13:38,1005,319,3,11/5/18 21:09,10/8/20 16:48,grananqvist/Awesome-Quant-Machine-Learning-Trading,active,5,39:24.6
MathAndScienceNotes,https://github.com/melling/MathAndScienceNotes,Collections of news/articles on various topics including quant trading and machine learning. Some articles are from [ycombinator message board](https://news.ycombinator.com/news) and [rediit algotrading forum](https://www.reddit.com/r/algotrading/),Other Models,4/12/21 0:49,460,54,1,3/11/16 19:13,12/21/20 3:54,melling/MathAndScienceNotes,active,3,39:24.6
botflow,https://github.com/kkyon/botflow,python dataflow programming framework. Similar and probably replaceable by sklearn.pipeline module. Uses [graphviz](https://graphviz.org/) for visiualization though not maintained with last commit over 3 years ago,Other Models,3/31/21 10:56,1165,102,8,8/20/18 3:13,5/23/19 14:40,kkyon/botflow,inactive,2,39:24.6
surpriver,https://github.com/tradytics/surpriver,Machine learning algo to detect anomaly in equities data. Uses sklearn [IsolationForest](https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.IsolationForest.html) model and price/volume based technical signals as features using [ta](https://github.com/bukosabino/ta) library. Opensourced by [tradytics](https://tradytics.com/). Code structures are less extensible,Other Models,4/12/21 12:27,1189,221,6,8/30/20 7:56,9/21/20 4:32,tradytics/surpriver,active,3,39:24.6
Pattern-Recognition-for-Forex-Trading,https://github.com/PythonProgramming/Pattern-Recognition-for-Forex-Trading,NEW,Other Models,4/5/21 3:23,173,91,1,3/26/15 2:22,3/26/15 2:33,PythonProgramming/Pattern-Recognition-for-Forex-Trading,inactive,2,39:24.6
awesome-ai-in-finance,https://github.com/georgezouq/awesome-ai-in-finance,NEW,Other Models,4/11/21 7:43,941,162,8,8/29/18 2:07,11/27/20 9:43,georgezouq/awesome-ai-in-finance,active,,39:24.6
Microservices-Based-Algorithmic-Trading-System,https://github.com/saeed349/Microservices-Based-Algorithmic-Trading-System,NEW,Other Models,4/10/21 12:59,104,56,0,1/6/20 0:21,3/31/20 13:02,saeed349/Microservices-Based-Algorithmic-Trading-System,active,,39:24.6
Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,NEW,Other Models,4/11/21 6:02,172,94,5,12/6/18 11:35,1/18/21 6:40,PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,active,,39:24.6
Stock.Indicators,https://github.com/DaveSkender/Stock.Indicators,NEW,Other Models,4/12/21 10:47,175,64,9,12/29/19 5:18,4/11/21 19:17,DaveSkender/Stock.Indicators,active,,39:24.6
finance_ml,https://github.com/jjakimoto/finance_ml,NEW,Other Models,4/8/21 15:28,282,117,1,6/29/18 21:21,2/18/19 12:34,jjakimoto/finance_ml,inactive,,39:24.6
CryptoBot,https://github.com/AdeelMufti/CryptoBot,Hard fork of [bitpredit](https://github.com/cbyn/bitpredict) and form the trading strategy as a classification problem with -1 (sell) 0 (hold) 1 (buy). Models used are XGBClassifier/RandomForest/GradientBoosting. Not mentained,Other Models,3/25/21 9:17,234,94,1,1/17/17 12:44,1/17/17 12:48,AdeelMufti/CryptoBot,inactive,2,39:24.6
Machine-Learning-for-Finance,https://github.com/PacktPublishing/Machine-Learning-for-Finance,NEW,Other Models,4/8/21 16:54,180,122,4,3/15/18 6:28,1/14/21 15:58,PacktPublishing/Machine-Learning-for-Finance,active,,39:24.6
Hands-On-Machine-Learning-for-Algorithmic-Trading,https://github.com/PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading,repo for book [hands-on-machine learning for algorithmic trading](https://www.packtpub.com/product/hands-on-machine-learning-for-algorithmic-trading/9781789346411) covering topic from data/unsupervised learning/NPL/RNN & CNN/reinforcement learning etc. Leverage zipline/alphalens/sklearn/openai-gym etc as well. Good references to have,Other Models,4/12/21 15:41,600,386,2,5/7/19 11:04,1/19/21 7:51,PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading,active,5,39:24.6
Trend Following,http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html,A futures trend following portfolio investment strategy.,Other Models,,,,,,,,,,
Short-Term Movement Cues,https://github.com/anfederico/Clairvoyant,Identify social/historical cues for short term stock movement.,Other Models,4/12/21 13:11,2166,678,1,9/12/16 18:38,8/29/18 20:27,anfederico/clairvoyant,inactive,,
Mixture Models II,https://github.com/BlackArbsCEO/mixture_model_trading_public,Mixture models and stock trading.,Other Models,3/12/21 13:21,166,73,1,12/11/17 17:05,5/13/20 23:50,BlackArbsCEO/mixture_model_trading_public,active,,
fin-ml,https://github.com/tatsath/fin-ml,NEW,Other Models,4/11/21 3:29,116,66,2,5/10/20 0:25,1/23/21 17:15,tatsath/fin-ml,active,,39:24.6
Fundamental LT Forecasts,https://github.com/Hvass-Labs/FinanceOps,Research in investment finance for long term forecasts.,Other Models,4/5/21 23:36,383,127,1,7/22/18 8:14,2/17/21 14:39,Hvass-Labs/FinanceOps,active,,
Speculator,https://github.com/amicks/Speculator,NEW,Other Models,3/15/21 16:27,101,31,2,9/3/17 17:43,9/12/18 18:58,amicks/Speculator,inactive,,39:24.6
Machine-Learning-and-AI-in-Trading,https://github.com/PyPatel/Machine-Learning-and-AI-in-Trading,NEW,Other Models,4/8/21 11:31,261,101,1,8/30/17 6:14,10/29/19 8:14,PyPatel/Machine-Learning-and-AI-in-Trading,active,,39:24.6
Machine-Learning-For-Finance,https://github.com/anthonyng2/Machine-Learning-For-Finance,NEW,Other Models,4/1/21 20:11,205,119,1,7/11/17 9:09,2/21/18 5:36,anthonyng2/Machine-Learning-For-Finance,inactive,,39:24.6
Mixture Models I,https://github.com/BlackArbsCEO/Mixture_Models,Mixture models to predict market bottoms.,Other Models,3/2/21 19:44,31,31,1,3/20/17 18:54,4/25/17 23:35,BlackArbsCEO/Mixture_Models,inactive,,
Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,NEW,Other Models,4/8/21 20:01,279,126,4,11/15/19 8:51,1/21/21 7:56,PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,active,,39:24.6
mosquito,https://github.com/miro-ka/mosquito,NEW,Other Models,4/12/21 9:44,220,44,2,6/18/17 19:57,3/14/21 22:22,miro-ka/mosquito,active,,39:24.6
Scikit-learn Stock Prediction,https://github.com/robertmartin8/MachineLearningStocks,Using python and scikit-learn to make stock predictions.,Other Models,4/11/21 10:00,931,347,2,2/12/17 4:50,2/4/21 3:48,robertmartin8/MachineLearningStocks,active,,
ML_Finance_Codes,https://github.com/mfrdixon/ML_Finance_Codes,NEW,Other Models,4/11/21 8:30,250,104,3,9/27/19 16:13,6/13/20 21:20,mfrdixon/ML_Finance_Codes,active,,39:24.6
stock-trading-ml,https://github.com/yacoubb/stock-trading-ml,NEW,Other Models,4/11/21 14:46,340,186,1,10/10/19 9:44,10/12/19 11:38,yacoubb/stock-trading-ml,active,,39:24.6
mlfinlab,https://github.com/hudson-and-thames/mlfinlab,NEW,Other Models,4/12/21 10:51,2295,709,3,2/13/19 16:57,4/12/21 10:50,hudson-and-thames/mlfinlab,active,,39:24.6
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,,,,,,,,,,
Policy Gradient Portfolio,https://github.com/ZhengyaoJiang/PGPortfolio,A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.,Portfolio Selection and Optimisation,4/9/21 10:41,1281,629,6,11/12/17 16:08,5/9/19 9:50,ZhengyaoJiang/PGPortfolio,active,,
riskparity.py,https://github.com/dppalomar/riskparity.py,NEW,Portfolio Selection and Optimisation,4/11/21 9:40,124,31,2,7/13/19 21:30,1/30/21 1:53,dppalomar/riskparity.py,active,,37:19.5
OLMAR Algorithm,https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb,Relative importance of each component of the OLMAR algorithm.,Portfolio Selection and Optimisation,4/8/21 19:07,7,4,1,7/26/16 16:20,12/30/16 11:40,charlessutton/OLMAR,inactive,,
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,,,,,,,,,,
Riskfolio-Lib,https://github.com/dcajasn/Riskfolio-Lib,NEW,Portfolio Selection and Optimisation,4/12/21 12:25,371,62,1,3/2/20 19:49,4/1/21 3:50,dcajasn/Riskfolio-Lib,active,,37:19.5
Efficient Frontier,https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb,Modern Portfolio Theory.,Portfolio Selection and Optimisation,3/30/21 0:01,104,57,1,2/17/18 8:19,2/27/18 13:16,tthustla/efficient_frontier,inactive,,
Deep Portfolio Theory,https://github.com/tcloaa/Deep-Portfolio-Theory,Autoencoder framework for portfolio selection.,Portfolio Selection and Optimisation,4/6/21 11:47,105,57,1,2/10/17 9:03,3/8/18 16:47,tcloaa/Deep-Portfolio-Theory,inactive,,
PyPortfolioOpt,https://github.com/robertmartin8/PyPortfolioOpt,"Financial portfolio optimisation, including classical efficient frontier and advanced methods.",Portfolio Selection and Optimisation,4/12/21 11:54,1895,479,16,5/29/18 13:30,2/25/21 13:01,robertmartin8/PyPortfolioOpt,active,,
node-finance,https://github.com/albertosantini/node-finance,NEW,Portfolio Selection and Optimisation,4/5/21 8:01,101,26,3,9/17/11 17:49,4/5/21 8:01,albertosantini/node-finance,active,,37:19.5
Reinforcement Learning,https://github.com/filangel/qtrader,Reinforcement Learning for Portfolio Management.,Portfolio Selection and Optimisation,3/29/21 3:47,364,150,1,10/7/17 9:14,6/26/18 9:22,filangelos/qtrader,inactive,,
DeepDow,https://github.com/jankrepl/deepdow,Portfolio optimization with deep learning.,Portfolio Selection and Optimisation,4/7/21 6:57,311,58,2,2/2/20 8:46,2/16/21 18:50,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,4/12/21 13:10,232,82,3,11/16/18 12:20,7/4/19 1:41,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,12/25/20 9:39,14,5,1,8/1/18 19:48,9/5/19 11:18,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,,,,,,,,,,
Financial Sentiment Analysis,https://github.com/EricHe98/Financial-Statements-Text-Analysis,"Sentiment, distance and proportion analysis for trading signals.",Textual,3/31/21 23:48,48,27,1,6/23/17 0:05,1/26/19 3:35,EricHe98/Financial-Statements-Text-Analysis,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,3/31/21 2:12,4,2,1,4/16/18 22:18,6/7/18 22:01,frechfrechfrech/Mutual-Fund-Market-Clusters,inactive,,
Earning call transcripts,https://github.com/lin882/WebAnalyticsProject,Correlation between mutual fund investment decision and earning call transcripts.,Textual,12/17/20 8:24,3,3,1,12/30/17 8:56,1/11/18 2:11,lin882/WebAnalyticsProject,inactive,,
Accounting Anomalies,https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb,Using deep-learning frameworks to identify accounting anomalies.,Textual,4/12/21 7:47,110,51,2,5/24/17 12:36,8/7/19 21:47,GitiHubi/deepAI,active,,
Buzzwords,https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds,Return performance and mutual fund selection.,Textual,10/6/20 18:54,1,4,1,2/4/18 21:51,2/4/18 21:57,swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds,inactive,,
NLP,https://github.com/toamitesh/NLPinFinance,This project assembles a lot of NLP operations needed for finance domain.,Textual,,,,,,,toamitesh/NLPinFinance,,,
NLP Event,https://github.com/yuriak/DLQuant,Applying Deep Learning and NLP in Quantitative Trading.,Textual,4/1/21 2:16,70,31,1,7/2/18 23:50,1/31/19 14:08,yuriak/DLQuant,inactive,,
Financial Statement Sentiment,https://github.com/MAydogdu/TextualAnalysis,Extracting sentiment from financial statements using neural networks.,Textual,3/31/21 2:10,8,7,1,6/4/18 20:54,6/4/18 20:56,MAydogdu/TextualAnalysis,inactive,,
Extensive NLP,https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb,Comprehensive NLP techniques for accounting research.,Textual,3/21/21 7:39,73,42,1,10/25/17 7:10,6/5/20 3:28,TiesdeKok/Python_NLP_Tutorial,active,,
Pairs Trading,https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb,Finding pairs with cluster analysis.,Unsupervised,4/4/21 17:55,79,36,0,9/5/17 19:19,9/27/17 20:42,marketneutral/pairs-trading-with-ML,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,10/6/20 18:51,4,5,1,7/21/17 2:12,7/23/17 2:53,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,3/31/21 2:12,4,2,1,4/16/18 22:18,6/7/18 22:01,frechfrechfrech/Mutual-Fund-Market-Clusters,inactive,,
Industry Clustering,https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,Project to cluster industries according to financial attributes.,Unsupervised,10/6/20 18:51,4,5,1,7/21/17 2:12,7/23/17 2:53,SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,inactive,,
VRA Stock Embedding,https://github.com/ml-hongkong/stock2vec,Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history.,Unsupervised,10/20/20 11:05,32,12,1,6/21/17 4:47,6/21/17 4:51,ml-hongkong/stock2vec,inactive,,
name,url,comment,category,last_update,star_count,fork_count,contributors_count,created_at,last_commit,repo_path,repo_status,rating,finml_added_date
Venture Capital NN,https://github.com/tr7200/National-Culture-and-Venture-Capital-Monitoring,Cox-PH neural network predictions for VC/innovations finance research.,Alternative Finance,,,,,,,tr7200/National-Culture-and-Venture-Capital-Monitoring,,,
Private Equity,https://github.com/TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity/blob/master/RightNow%20Technologies/RightNow%20Technologies.ipynb,Valuation models.,Alternative Finance,11/26/20 3:34,8.0,6.0,2.0,1/27/16 21:13,3/14/16 20:03,TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity,inactive,,
VC OLS,https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb,VC regression.,Alternative Finance,10/6/20 20:56,2.0,1.0,1.0,3/29/18 23:31,3/29/18 23:33,fionawhitefield/venture-capital-ols,inactive,,
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.,Alternative Finance,1/14/21 22:41,4.0,2.0,1.0,2/8/17 18:39,4/27/17 22:55,alporter08/Luxury-Watch-Valuation,inactive,,
Art Valuation,https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynb,Art evaluation analytics.,Alternative Finance,2/26/21 12:10,9.0,5.0,1.0,12/11/14 0:25,12/12/14 21:25,ahmedhosny/theGreenCanvas,inactive,,
Blockchain,https://github.com/nud3l/dInvest,Repository for distributed autonomous investment banking.,Alternative Finance,2/6/21 7:38,12.0,7.0,2.0,9/5/16 19:12,4/24/17 10:48,nud3l/dInvest,inactive,,
Venture Capital,https://github.com/julian-chan/etothex,Insight into a new founder to make data-driven investment decisions.,Alternative Finance,10/6/20 20:56,3.0,2.0,1.0,12/4/17 8:59,12/13/17 5:35,julian-chan/etothex,inactive,,
Kiva Crowdfunding,https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb,Exploratory data analysis.,Alternative Finance,2/19/21 13:40,5.0,1.0,1.0,2/27/18 16:46,2/13/19 0:15,CJL89/Kiva-Crowdfunding,inactive,,
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,,,,,,,,,,
Stanford Advanced Financial Technologies,https://fintech.stanford.edu/,Stanford Advanced Financial Technologies Laboratory,Colleges Centers and Departments,,,,,,,,,,
NYU Courant,https://cims.nyu.edu/,"Courant Institute of Mathematical Sciences, New York University",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,,,,,,,,,,
Algo Trading,https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading,Intro to algo trading.,Courses,3/12/21 11:02,64.0,25.0,1.0,10/29/17 20:34,1/22/19 6:56,JCreeks/Machine-Learning-in-Finance,inactive,,
Mathematical Finance,https://github.com/yadongli/nyumath2048,NYU Math-GA 2048: Scientific Computing in Finance.,Courses,1/14/21 18:01,69.0,63.0,6.0,1/25/15 21:10,3/25/20 4:24,yadongli/nyumath2048,active,,
Basic Derivatives,https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives,Basic forward contracts and hedging.,Courses,3/31/21 2:08,4.0,4.0,1.0,8/24/17 0:11,10/13/17 1:32,SeanMcOwen/FinanceAndPython.com-Derivatives,inactive,,
Python for Finance,https://github.com/siaen/python_finance_course,CEU python for finance course material.,Courses,3/31/21 2:08,16.0,15.0,4.0,12/12/17 11:54,2/25/20 20:31,siaen/python_finance_course,active,,
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,4/12/21 16:18,3842.0,1225.0,8.0,5/9/18 12:33,4/10/21 22:21,stefan-jansen/machine-learning-for-trading,active,,
ML Specialisation,https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,Machine Learning in Finance.,Courses,4/5/21 13:37,34.0,32.0,1.0,1/24/19 2:55,1/3/20 21:54,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,3/31/21 2:09,10.0,8.0,1.0,5/6/17 2:39,6/21/17 4:04,SeanMcOwen/FinanceAndPython.com-BasicFinance,inactive,,
Risk Management,https://github.com/andrey-lukyanov/Risk-Management,Finance risk engagement course resources.,Courses,11/12/20 0:49,6.0,5.0,3.0,10/3/18 16:26,12/13/18 8:04,andrey-lukyanov/Risk-Management,inactive,,
Handson Python for Finance,https://github.com/PacktPublishing/Hands-on-Python-for-Finance,Hands-on Python for Finance published by Packt.,Courses,4/12/21 0:49,121.0,110.0,3.0,8/20/18 14:10,1/15/21 8:57,PacktPublishing/Hands-on-Python-for-Finance,active,,
Basic Investments,https://github.com/SeanMcOwen/FinanceAndPython.com-Investments,Basic investment tools in python.,Courses,3/23/21 6:32,9.0,5.0,1.0,8/2/17 21:52,8/17/17 3:24,SeanMcOwen/FinanceAndPython.com-Investments,inactive,,
https://fred.stlouisfed.org/,https://fred.stlouisfed.org/,,Data,,,,,,,,,,
Financial Corporate,http://raw.rutgers.edu/Corporate%20Financial%20Data.html,,Data,,,,,,,,,,
https://github.com/timestocome/StockMarketData,https://github.com/timestocome/StockMarketData,,Data,3/26/21 22:35,7.0,5.0,1.0,5/10/17 21:49,8/6/17 19:23,timestocome/StockMarketData,inactive,,
http://finance.yahoo.com/,http://finance.yahoo.com/,,Data,,,,,,,,,,
Rating Industries,http://www.ratingshistory.info/,,Data,,,,,,,,,,
Non-financial Corporate,http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html,,Data,,,,,,,,,,
https://stooq.com,https://stooq.com,,Data,,,,,,,,,,
SEC Parsing,https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb,,Data,2/27/21 6:34,9.0,6.0,1.0,6/16/18 14:30,6/16/18 17:23,healthgradient/sec-doc-info-extraction,inactive,,
EDGAR,https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb,,Data,1/23/21 19:22,11.0,10.0,1.0,6/11/18 22:51,7/10/18 18:03,TiesdeKok/UW_Python_Camp,inactive,,
IRS,http://social-metrics.org/sox/,,Data,,,,,,,,,,
Employee Count SEC Filings,https://github.com/healthgradient/sec_employee_information_extraction,,Data,2/27/21 3:33,10.0,2.0,1.0,6/26/18 23:33,8/14/18 1:31,healthgradient/sec_employee_information_extraction,inactive,,
Capital Markets Data,https://www.capitalmarketsdata.com/,,Data,,,,,,,,,,
Open Edgar,https://github.com/LexPredict/openedgar,,Data,4/9/21 12:15,169.0,61.0,6.0,5/7/18 15:32,5/15/19 8:32,LexPredict/openedgar,active,,
Web Scraping (FirmAI),https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data,,Data,4/10/21 17:19,577.0,184.0,2.0,2/19/19 19:02,7/22/20 16:48,firmai/business-machine-learning,active,,
Google-Finance-Stock-Data-Analysis,https://github.com/hpnhxxwn/Google-Finance-Stock-Data-Analysis,NEW,Data Processing Techniques and Transformations,12/20/20 8:39,70.0,10.0,1.0,7/23/17 2:59,7/23/17 3:10,hpnhxxwn/Google-Finance-Stock-Data-Analysis,inactive,,12:49.2
cointrader,https://github.com/timolson/cointrader,NEW,Data Processing Techniques and Transformations,4/10/21 17:16,339.0,140.0,9.0,6/1/14 1:14,10/22/20 0:24,timolson/cointrader,active,,12:49.2
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,,,
Twitter-Trends,https://github.com/Medha11/Twitter-Trends,NEW,Data Processing Techniques and Transformations,2/7/21 9:16,66.0,21.0,1.0,5/22/17 17:07,5/23/17 8:06,Medha11/Twitter-Trends,inactive,,12:49.2
Advanced ML,https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises,Exercises too Financial Machine Learning (De Prado).,Data Processing Techniques and Transformations,4/12/21 2:20,973.0,435.0,4.0,4/25/18 17:22,1/16/20 17:25,BlackArbsCEO/Adv_Fin_ML_Exercises,active,,
CryptoNets,https://github.com/microsoft/CryptoNets,NEW,Data Processing Techniques and Transformations,4/8/21 1:07,154.0,42.0,4.0,6/2/19 5:48,9/12/19 13:03,microsoft/CryptoNets,active,,12:49.2
finserv-application-blueprint,https://github.com/mapr-demos/finserv-application-blueprint,NEW,Data Processing Techniques and Transformations,1/21/21 0:29,72.0,53.0,5.0,9/26/16 19:42,1/20/21 23:07,mapr-demos/finserv-application-blueprint,active,,12:49.2
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,
a3c_trading,https://github.com/evgps/a3c_trading,NEW,Deep Learning And Reinforcement Learning,4/10/21 12:49,311.0,98.0,1.0,6/4/18 15:30,5/23/20 14:47,evgps/a3c_trading,active,,39:11.1
Trading-Gym,https://github.com/thedimlebowski/Trading-Gym,NEW,Deep Learning And Reinforcement Learning,4/10/21 8:00,507.0,147.0,3.0,6/13/17 13:14,7/10/17 8:09,thedimlebowski/Trading-Gym,inactive,,39:11.1
pairstrade-fyp-2019,https://github.com/wywongbd/pairstrade-fyp-2019,NEW,Deep Learning And Reinforcement Learning,4/4/21 23:47,110.0,41.0,2.0,9/7/18 7:51,5/13/20 5:06,wywongbd/pairstrade-fyp-2019,active,,39:11.1
rl_trading,https://github.com/ucaiado/rl_trading,NEW,Deep Learning And Reinforcement Learning,4/8/21 15:34,207.0,89.0,1.0,5/29/17 22:19,8/29/17 14:54,ucaiado/rl_trading,inactive,,39:11.1
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,4/11/21 9:02,551.0,140.0,1.0,11/26/18 3:23,1/1/21 9:41,cbailes/awesome-deep-trading,active,4.0,3/31/21 8:00
Machine-Learning-and-Reinforcement-Learning-in-Finance,https://github.com/joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance,NEW,Deep Learning And Reinforcement Learning,3/30/21 9:11,175.0,98.0,1.0,6/26/18 4:30,9/23/18 16:50,joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance,inactive,,39:11.1
maro,https://github.com/microsoft/maro,NEW,Deep Learning And Reinforcement Learning,4/12/21 2:22,386.0,66.0,17.0,12/27/19 6:48,4/7/21 15:49,microsoft/maro,active,,39:11.1
TradingGym,https://github.com/cove9988/TradingGym,NEW,Deep Learning And Reinforcement Learning,3/28/21 5:37,112.0,39.0,3.0,11/6/17 0:50,11/15/17 23:55,cove9988/TradingGym,inactive,,39:11.1
RLQuant,https://github.com/yuriak/RLQuant,NEW,Deep Learning And Reinforcement Learning,4/9/21 5:01,277.0,92.0,1.0,4/5/18 5:42,8/13/18 4:18,yuriak/RLQuant,inactive,,39:11.1
QLearning_Trading,https://github.com/ucaiado/QLearning_Trading,NEW,Deep Learning And Reinforcement Learning,4/6/21 22:09,433.0,168.0,1.0,8/10/16 6:02,10/15/16 2:36,ucaiado/QLearning_Trading,inactive,,39:11.1
RL IV,https://github.com/jjakimoto/DQN,Reinforcement Learning for finance.,Deep Learning And Reinforcement Learning,4/5/21 11:42,142.0,55.0,1.0,10/21/16 2:47,4/7/17 8:11,jjakimoto/DQN,inactive,,
RL II,https://github.com/deependersingla/deep_trader,reinforcement learning on stock market and agent tries to learn trading.,Deep Learning And Reinforcement Learning,4/11/21 20:21,1340.0,489.0,3.0,6/11/16 7:27,1/22/18 14:35,deependersingla/deep_trader,inactive,3.0,
gym-trading,https://github.com/hackthemarket/gym-trading,NEW,Deep Learning And Reinforcement Learning,4/12/21 9:06,581.0,195.0,2.0,12/9/16 20:46,12/24/17 15:34,hackthemarket/gym-trading,inactive,,39:11.1
Pair-Trading-Reinforcement-Learning,https://github.com/wai-i/Pair-Trading-Reinforcement-Learning,NEW,Deep Learning And Reinforcement Learning,4/10/21 4:53,136.0,56.0,1.0,6/9/19 22:50,1/3/20 15:36,wai-i/Pair-Trading-Reinforcement-Learning,active,,39:11.1
RL III,https://github.com/samre12/deep-trading-agent,Github -Deep Reinforcement Learning based Trading Agent for Bitcoin.,Deep Learning And Reinforcement Learning,4/3/21 20:48,576.0,203.0,1.0,9/21/17 17:05,4/13/18 16:33,samre12/deep-trading-agent,inactive,3.0,
TradingGym,https://github.com/Yvictor/TradingGym,NEW,Deep Learning And Reinforcement Learning,4/11/21 20:20,841.0,237.0,2.0,5/1/17 13:53,2/14/18 13:58,Yvictor/TradingGym,inactive,,39:11.1
RL V,https://github.com/gstenger98/rl-finance,Building an Agent to Trade with Reinforcement Learning.,Deep Learning And Reinforcement Learning,4/8/21 18:57,33.0,8.0,5.0,1/16/19 0:43,3/19/20 20:28,gstenger98/rl-finance,active,2.0,
RL,https://github.com/kh-kim/stock_market_reinforcement_learning,OpenGym with Deep Q-learning and Policy Gradient.,Deep Learning And Reinforcement Learning,4/11/21 12:27,715.0,298.0,1.0,10/4/16 14:42,12/23/16 7:34,kh-kim/stock_market_reinforcement_learning,inactive,2.0,
tensortrade,https://github.com/tensortrade-org/tensortrade,NEW,Deep Learning And Reinforcement Learning,4/12/21 16:05,3101.0,715.0,39.0,7/30/19 21:28,3/24/21 16:25,tensortrade-org/tensortrade,active,,39:11.1
FinRL,https://github.com/AI4Finance-LLC/FinRL,NEW,Deep Learning And Reinforcement Learning,4/13/21 14:37,1865.0,451.0,22.0,7/26/20 13:18,4/11/21 22:02,AI4Finance-LLC/FinRL,active,,13:03.7
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,4/12/21 2:58,275.0,99.0,1.0,9/29/18 23:38,3/18/21 3:16,LastAncientOne/Deep-Learning-Machine-Learning-Stock,active,3.0,3/31/21 8:00
DQN-DDPG_Stock_Trading,https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading,merged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQN,Deep Learning And Reinforcement Learning,4/7/21 12:42,136.0,49.0,4.0,9/19/18 3:17,11/26/20 16:58,AI4Finance-LLC/DQN-DDPG_Stock_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,4/6/21 2:06,289.0,128.0,3.0,3/10/17 10:52,6/11/18 8:07,PiSimo/BitcoinForecast,inactive,3.0,3/31/21 8:00
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,3/8/21 13:09,266.0,145.0,1.0,8/21/17 16:00,8/21/17 17:23,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,4/12/21 10:24,347.0,111.0,1.0,6/21/18 1:06,11/5/20 11:08,sadighian/crypto-rl,active,3.0,3/31/21 8:00
Deep Learning II,https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks,Tensorflow Regression.,Deep Learning And Reinforcement Learning,4/10/21 6:06,175.0,67.0,1.0,7/12/16 12:56,2/16/18 2:43,LiamConnell/deep-algotrading,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,4/10/21 13:17,138.0,66.0,1.0,5/11/18 0:52,10/26/19 14:22,saeed349/Deep-Reinforcement-Learning-in-Trading,active,3.0,3/31/21 8:00
Deep Learning IV,https://github.com/achillesrasquinha/bulbea,Bulbea: Deep Learning based Python Library.,Deep Learning And Reinforcement Learning,4/9/21 20:38,1467.0,416.0,1.0,3/9/17 6:11,3/19/17 7:42,achillesrasquinha/bulbea,inactive,5.0,
Deep Learning III,https://github.com/Rachnog/Deep-Trading,Algorithmic trading with deep learning experiments.,Deep Learning And Reinforcement Learning,4/9/21 10:39,1266.0,675.0,1.0,6/18/16 18:23,8/7/18 15:24,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,4/12/21 13:54,3655.0,1542.0,2.0,12/18/17 10:49,1/5/21 10:31,huseinzol05/Stock-Prediction-Models,active,5.0,3/31/21 8:00
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,4/11/21 4:12,222.0,86.0,1.0,8/5/18 2:13,10/1/18 11:25,imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict,inactive,3.0,
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,4/12/21 2:50,1312.0,451.0,15.0,4/27/19 18:35,10/17/19 16:25,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,4/3/21 11:59,489.0,176.0,2.0,9/10/18 6:34,11/21/18 7:39,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,4/12/21 2:39,1207.0,370.0,2.0,10/7/18 3:58,8/3/19 9:00,VivekPa/AIAlpha,active,4.0,
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,4/11/21 5:10,292.0,143.0,1.0,8/13/18 10:44,1/23/20 4:41,pskrunner14/trading-bot,active,3.0,3/31/21 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,4/10/21 4:59,180.0,38.0,2.0,4/22/19 10:03,9/28/20 9:07,Kostis-S-Z/trading-rl,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,3/29/21 23:59,11.0,6.0,1.0,5/13/18 2:39,2/25/19 0:26,RajatHanda/Finance-Forecasting,inactive,3.0,
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,4/3/21 22:50,141.0,42.0,2.0,5/19/19 22:20,9/27/20 19:22,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,3/30/21 7:29,319.0,158.0,2.0,2/16/19 21:18,11/29/20 20:12,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,4/12/21 16:24,560.0,249.0,6.0,7/26/20 13:12,1/21/21 18:11,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,3/24/21 1:11,134.0,51.0,2.0,2/23/19 12:01,2/25/20 18:16,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,4/10/21 7:09,235.0,108.0,1.0,2/25/18 17:41,12/1/20 22:06,golsun/deep-RL-trading,active,3.0,3/31/21 8:00
Deep Learning,https://github.com/keon/deepstock,Technical experimentations to beat the stock market using deep learning.,Deep Learning And Reinforcement Learning,3/24/21 14:45,427.0,154.0,2.0,12/12/16 2:15,3/4/17 8:37,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,4/11/21 20:20,1144.0,330.0,2.0,3/10/18 11:22,9/2/18 17:21,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,3/27/21 2:19,241.0,113.0,1.0,5/18/17 16:47,5/18/17 16:56,shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading,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,4/12/21 15:42,2876.0,1384.0,1.0,1/9/19 8:02,2/11/19 16:32,borisbanushev/stockpredictionai,inactive,5.0,
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,4/12/21 12:45,1857.0,447.0,22.0,7/26/20 13:18,4/11/21 22:02,AI4Finance-LLC/FinRL-Library,active,5.0,3/31/21 8:00
Volatility and Variance Derivatives,https://github.com/yhilpisch/lvvd/tree/master/lvvd,Volatility derivatives analytics.,Derivatives and Hedging,4/7/21 19:21,79.0,78.0,1.0,10/21/16 4:12,2/22/21 13:32,yhilpisch/lvvd,active,,
Computational Derivatives,https://github.com/chenbowen184/Computational_Finance,Projects focusing on investigating simulations and computational techniques applied in finance.,Derivatives and Hedging,1/12/21 12:22,17.0,12.0,1.0,1/29/18 5:01,8/2/18 5:56,chen-bowen/Computational_Finance,inactive,,
gs-quant,https://github.com/goldmansachs/gs-quant,NEW,Derivatives and Hedging,4/12/21 16:44,584.0,170.0,12.0,12/14/18 21:10,3/25/21 15:33,goldmansachs/gs-quant,active,,23:51.4
Options,https://github.com/PHBS/2018.M1.ASP/tree/master/py,Black Scholes and Copula.,Derivatives and Hedging,,,,,,,PHBS/2018.M1.ASP,,,
Hull White,https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb,"Callable Bond, Hull White.",Derivatives and Hedging,10/6/20 20:37,4.0,6.0,1.0,6/6/18 22:06,6/6/18 22:27,rstreppa/valuation-callables-HullWhite,inactive,,
Options,https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D,Introduction to options.,Derivatives and Hedging,4/9/21 21:17,335.0,163.0,36.0,7/28/17 15:48,3/17/21 17:17,QuantConnect/Tutorials,active,,
Derivative Markets,https://github.com/broughtj/Fin6470/tree/master/Notebooks,"The economics of futures, futures, options, and swaps.",Derivatives and Hedging,4/6/21 20:49,8.0,8.0,1.0,2/9/16 5:30,4/6/21 20:49,broughtj/Fin6470,active,,
robin_stocks,https://github.com/jmfernandes/robin_stocks,NEW,Derivatives and Hedging,4/13/21 23:48,1012.0,261.0,34.0,2/23/18 0:49,2/27/21 17:48,jmfernandes/robin_stocks,active,,23:51.4
wallstreet,https://github.com/mcdallas/wallstreet,NEW,Derivatives and Hedging,4/13/21 22:00,570.0,125.0,2.0,1/20/16 22:03,8/9/19 23:14,mcdallas/wallstreet,active,,23:51.4
Derman,https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb,Binomial tree for American call.,Derivatives and Hedging,10/6/20 20:37,1.0,3.0,1.0,5/18/18 18:08,9/21/18 19:59,rstreppa/valuation-convertibles-Goldman1994,inactive,,
Reinforcement Learning,https://github.com/FinTechies/HedgingRL,Hedging portfolios with reinforcement learning.,Derivatives and Hedging,1/20/21 8:12,16.0,9.0,1.0,4/21/17 10:58,8/2/17 21:41,FinTechies/HedgingRL,inactive,,
Delta Hedging,https://github.com/RobinsonGarcia/delta-hedging,Advanced derivatives.,Derivatives and Hedging,2/27/21 8:48,3.0,2.0,1.0,3/2/18 23:53,7/17/18 23:32,RobinsonGarcia/delta-hedging,inactive,,
akshare,https://github.com/jindaxiang/akshare,NEW,Derivatives and Hedging,4/13/21 16:44,3374.0,681.0,11.0,10/1/19 7:34,4/13/21 11:18,jindaxiang/akshare,active,,23:51.4
FinanceDatabase,https://github.com/JerBouma/FinanceDatabase,NEW,Derivatives and Hedging,4/13/21 2:33,595.0,68.0,1.0,1/28/21 18:36,4/8/21 11:10,JerBouma/FinanceDatabase,active,,23:51.4
Options Risk Measures,https://github.com/wanglouis49/risk_estimation,Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling).,Derivatives and Hedging,10/6/20 20:37,1.0,2.0,1.0,4/29/16 3:51,1/16/18 1:24,wanglouis49/risk_estimation,inactive,,
FinancePy,https://github.com/domokane/FinancePy,NEW,Derivatives and Hedging,4/10/21 22:50,441.0,73.0,6.0,10/27/19 15:04,3/11/21 21:40,domokane/FinancePy,active,,23:51.4
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,2/27/21 8:50,2.0,3.0,1.0,5/22/18 18:27,5/22/18 18:30,rstreppa/valuation-OptionStrategies,inactive,,
MarketAnalysis,https://github.com/Poseyy/MarketAnalysis,NEW,Derivatives and Hedging,4/12/21 21:59,170.0,77.0,1.0,3/28/19 19:46,8/6/20 5:15,Poseyy/MarketAnalysis,active,,23:51.4
Derivatives Python,https://github.com/yhilpisch/dawp/tree/master/python36,Derivative analytics with Python.,Derivatives and Hedging,4/12/21 14:39,388.0,299.0,1.0,7/9/15 12:27,2/22/21 13:29,yhilpisch/dawp,active,,
fast_arrow,https://github.com/westonplatter/fast_arrow,NEW,Derivatives and Hedging,2/20/21 11:29,127.0,42.0,5.0,7/19/18 23:15,4/18/20 18:05,westonplatter/fast_arrow,active,,23:51.4
huobi_futures_Python,https://github.com/hbdmapi/huobi_futures_Python,NEW,Derivatives and Hedging,4/13/21 13:28,137.0,73.0,2.0,1/14/20 7:21,3/2/21 7:30,hbdmapi/huobi_futures_Python,active,,23:51.4
algotrader,https://github.com/torreyleonard/algotrader,NEW,Derivatives and Hedging,4/11/21 10:12,477.0,102.0,12.0,4/10/18 2:31,8/27/20 8:16,torreyleonard/algotrader,active,,23:51.4
tda-api,https://github.com/alexgolec/tda-api,NEW,Derivatives and Hedging,4/13/21 20:12,649.0,161.0,13.0,4/3/20 21:19,4/12/21 3:12,alexgolec/tda-api,active,,23:51.4
optopsy,https://github.com/michaelchu/optopsy,NEW,Derivatives and Hedging,4/11/21 6:03,393.0,90.0,3.0,9/17/17 1:49,12/7/20 17:00,michaelchu/optopsy,active,,23:51.4
trade-frame,https://github.com/rburkholder/trade-frame,NEW,Derivatives and Hedging,4/6/21 9:38,188.0,79.0,1.0,7/24/16 15:25,11/9/20 1:16,rburkholder/trade-frame,active,,23:51.4
AlgorithmicTrading,https://github.com/JerBouma/AlgorithmicTrading,NEW,Derivatives and Hedging,4/9/21 18:12,168.0,54.0,1.0,3/14/19 9:33,2/3/21 22:29,JerBouma/AlgorithmicTrading,active,,23:51.4
paperbroker,https://github.com/philipodonnell/paperbroker,NEW,Derivatives and Hedging,4/4/21 4:52,175.0,48.0,3.0,7/6/17 2:04,4/8/18 18:37,philipodonnell/paperbroker,inactive,,23:51.4
quant-trading,https://github.com/je-suis-tm/quant-trading,NEW,Derivatives and Hedging,4/13/21 23:14,1771.0,474.0,2.0,4/3/18 14:08,4/13/21 18:37,je-suis-tm/quant-trading,active,,23:51.4
Black Scholes,https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb,Options pricing.,Derivatives and Hedging,10/6/20 20:36,1.0,2.0,0.0,12/9/17 18:50,7/9/18 9:48,irajwani/numerical_methods_python,inactive,,
Options-Trading-Strategies-in-Python,https://github.com/PyPatel/Options-Trading-Strategies-in-Python,NEW,Derivatives and Hedging,4/10/21 12:28,317.0,134.0,1.0,8/30/17 6:00,8/21/19 15:47,PyPatel/Options-Trading-Strategies-in-Python,active,,23:51.4
StockSharp,https://github.com/StockSharp/StockSharp,NEW,Derivatives and Hedging,4/13/21 22:41,3924.0,1222.0,17.0,12/8/14 7:53,4/7/21 10:55,StockSharp/StockSharp,active,,23:51.4
tf-quant-finance,https://github.com/google/tf-quant-finance,NEW,Derivatives and Hedging,4/13/21 22:49,2569.0,333.0,28.0,7/24/19 16:09,4/13/21 22:09,google/tf-quant-finance,active,,23:51.4
tai,https://github.com/fremantle-industries/tai,NEW,Derivatives and Hedging,4/12/21 22:45,273.0,44.0,6.0,7/28/17 3:07,4/12/21 22:40,fremantle-industries/tai,active,,23:51.4
trading-server,https://github.com/s-brez/trading-server,NEW,Derivatives and Hedging,4/13/21 9:46,209.0,50.0,2.0,3/5/19 3:06,3/8/21 2:37,s-brez/trading-server,active,,23:51.4
Strata,https://github.com/OpenGamma/Strata,NEW,Derivatives and Hedging,4/12/21 6:32,607.0,217.0,39.0,6/16/14 11:45,4/12/21 6:32,OpenGamma/Strata,active,,23:51.4
openAlgo,https://github.com/mtompkins/openAlgo,NEW,Derivatives and Hedging,4/3/21 9:17,160.0,82.0,2.0,5/28/13 14:46,3/24/17 20:00,mtompkins/openAlgo,inactive,,23:51.4
Options_Data_Science,https://github.com/yugedata/Options_Data_Science,NEW,Derivatives and Hedging,4/10/21 22:31,238.0,39.0,1.0,12/9/20 4:51,4/5/21 3:55,yugedata/Options_Data_Science,active,,23:51.4
QLNet,https://github.com/amaggiulli/QLNet,NEW,Derivatives and Hedging,4/13/21 7:58,259.0,134.0,13.0,8/22/13 14:51,3/2/21 18:39,amaggiulli/QLNet,active,,23:51.4
Currency PCA,https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb,Forex spots PCA.,Extended Research,10/26/20 0:55,3.0,1.0,1.0,3/12/19 21:11,3/12/19 22:09,shanemulqueen/python-finance-pca,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,1/30/21 11:50,10.0,3.0,1.0,1/22/19 10:59,3/12/19 18:35,ryanholbrook/critical-transitions,inactive,,
Simulation,https://github.com/chenbowen184/Computational_Finance,Investigating simulations as part of computational finance.,Extended Research,1/12/21 12:22,17.0,12.0,1.0,1/29/18 5:01,8/2/18 5:56,chen-bowen/Computational_Finance,inactive,,
HFT,https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,High frequency trading.,Extended Research,4/11/21 23:36,748.0,333.0,1.0,7/21/16 5:14,2/14/17 16:47,rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,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,11/28/20 3:02,25.0,6.0,0.0,1/4/19 12:30,2/18/19 9:55,AlexIoannides/pymc-stochastic-process,inactive,,
Applied Corporate Finance,https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance,Studies the empirical behaviours in stock market.,Extended Research,2/19/21 13:40,8.0,9.0,1.0,1/29/18 5:14,7/19/18 6:25,chen-bowen/Data_Science_in_Applied_Corporate_Finance,inactive,,
Bayesian Finance,https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb,Notebook PyMC3 implementation.,Extended Research,4/10/21 19:50,233.0,55.0,1.0,8/28/18 14:45,8/6/20 22:03,marketneutral/alphatools,active,,
Deep Portfolio,https://github.com/DLColumbia/DL_forFinance,Deep learning for finance Predict volume of bonds.,Extended Research,1/12/21 11:48,27.0,19.0,2.0,5/8/18 19:34,5/9/18 15:39,DLColumbia/DL_forFinance,inactive,,
Backtests,https://github.com/AlgoTraders/stock-analysis-engine,Trading data and algorithms.,Extended Research,4/12/21 2:28,620.0,165.0,3.0,9/16/18 20:00,9/5/20 13:01,AlgoTraders/stock-analysis-engine,active,,
Liquidity and Momentum,https://github.com/mrefermat/quant_finance,Various factors and portfolio constructions.,Extended Research,3/30/21 0:09,31.0,15.0,1.0,8/11/18 22:59,11/12/19 4:49,mrefermat/quant_finance,active,,
NLP Finance Papers,https://github.com/chenbowen184/Research_Documents_Curation_with_NLP,Curating quantitative finance papers using machine learning.,Extended Research,2/27/21 6:33,8.0,9.0,1.0,10/11/18 20:32,12/24/18 23:27,chen-bowen/Research_Documents_Curation_with_NLP,inactive,,
High Frequency,https://github.com/cswaney/prickle,A Python toolkit for high-frequency trade research.,Extended Research,3/22/21 2:19,24.0,17.0,2.0,7/6/16 20:32,6/9/18 10:53,cswaney/prickle,inactive,,
Mathematical Finance,https://github.com/Auquan/Tutorials,Notebooks for math and financial tutorials.,Extended Research,4/8/21 19:37,664.0,425.0,9.0,1/21/17 11:24,8/1/20 17:03,Auquan/Tutorials,active,,
Financial Economics,https://github.com/rsvp/fecon235/tree/master/nb,Financial Economics Models.,Extended Research,4/10/21 17:02,713.0,275.0,2.0,11/9/14 4:49,12/3/18 16:30,rsvp/fecon235,inactive,,
Behavioural Economics,https://github.com/pcmichaud/notebooks,Behavioural Economics and Finance Python Notebooks.,Extended Research,2/3/21 7:22,9.0,4.0,1.0,12/20/18 0:21,3/26/19 11:51,pcmichaud/notebooks,inactive,,
Economic Foundations,https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations,Basic economic models.,Extended Research,10/6/20 21:01,2.0,3.0,1.0,5/25/17 2:27,6/30/17 3:53,SeanMcOwen/FinanceAndPython.com-EconomicFoundations,inactive,,
Corporate Finance,https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance,Basic corporate finance.,Extended Research,1/16/21 19:01,9.0,4.0,1.0,9/9/17 3:35,9/9/17 23:04,SeanMcOwen/FinanceAndPython.com-CorporateFinance,inactive,,
Computational Finance,https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance,Applied Computational Economics and Finance.,Extended Research,3/7/21 17:47,12.0,13.0,1.0,8/27/17 3:46,8/26/17 4:26,lnsongxf/Applied_Computational_Economics_and_Finance,inactive,,
Commodity,https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb,Commodity influence over Brazilian stocks.,Extended Research,,,,,,,felipessalvatore/fin2vec,,,
Market Crash Prediction,https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb,Predicting market crashes using an LPPL model.,Extended Research,10/6/20 21:01,1.0,3.0,1.0,1/24/19 13:37,2/13/19 16:48,sarachmax/MarketCrashes_Prediction,inactive,,
M&A,https://github.com/atulram/Finance-and-Stocks,Mergers and Acquisitions.,Extended Research,12/21/20 14:42,3.0,3.0,1.0,1/19/19 18:16,2/18/19 16:57,atulram/Finance-and-Stocks,inactive,,
Life-cycle,https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb,Company life cycle.,Extended Research,12/21/20 14:42,3.0,3.0,1.0,1/19/19 18:16,2/18/19 16:57,atulram/Finance-and-Stocks,inactive,,
Finance Graph Theory,https://github.com/AvijitGhosh82/Finance_Graph_Theory,Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents.,Extended Research,3/28/21 2:22,17.0,7.0,3.0,8/2/18 2:48,3/16/19 18:39,evijit/Finance_Graph_Theory,inactive,,
Python for Finance,https://github.com/yhilpisch/py4fi/tree/master/jupyter36,Various financial notebooks.,Factor and Risk Analysis,4/9/21 8:12,1298.0,794.0,1.0,12/15/14 11:23,7/10/18 6:38,yhilpisch/py4fi,inactive,,
Quant Finance,https://github.com/mrefermat/quant_finance,General quant repository.,Factor and Risk Analysis,3/30/21 0:09,31.0,15.0,1.0,8/11/18 22:59,11/12/19 4:49,mrefermat/quant_finance,active,,
Convex Optimisation,https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb,Convex Optimization for Finance.,Factor and Risk Analysis,4/8/21 19:02,18.0,10.0,1.0,6/26/18 20:36,10/22/19 21:56,ssanderson/convex-optimization-for-finance,active,,
Factor Analysis,https://github.com/alpha-miner/alpha-mind/tree/master/notebooks,Factor strategy notebooks.,Factor and Risk Analysis,4/8/21 19:02,172.0,60.0,3.0,5/1/17 7:36,4/7/21 15:25,alpha-miner/alpha-mind,active,,
VaR,https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb,Value-at-risk calculations.,Factor and Risk Analysis,3/31/21 2:06,10.0,9.0,1.0,11/15/16 19:24,1/14/17 21:19,willb/var-notebook,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,3/1/21 13:53,31.0,18.0,1.0,5/10/16 11:03,5/17/16 3:44,RJT1990/Active-Portfolio-Management-Notes,inactive,,
Stock-Prediction,https://github.com/Ronak-59/Stock-Prediction,NEW,Factor and Risk Analysis,3/26/21 8:37,129.0,64.0,2.0,3/18/18 4:54,2/28/20 11:43,Ronak-59/Stock-Prediction,active,,37:06.3
Performance Analysis,https://github.com/quantopian/alphalens,Performance analysis of predictive (alpha) stock factors.,Factor and Risk Analysis,4/10/21 12:58,1847.0,700.0,17.0,6/3/16 21:49,4/27/20 18:40,quantopian/alphalens,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,12/21/20 14:26,3.0,4.0,1.0,3/13/18 7:39,3/13/18 7:42,garvit-kudesia91/factor_analysis,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,11/4/20 7:04,4.0,5.0,1.0,8/7/17 14:44,8/8/17 22:52,Jorgencr/Alternative-and-Responsible-Investments,inactive,,
stock-market-analysis-using-python-numpy-pandas,https://github.com/Ashishsinha10/stock-market-analysis-using-python-numpy-pandas,NEW,Factor and Risk Analysis,3/21/21 8:50,8.0,5.0,1.0,4/10/18 5:15,4/10/18 5:28,Ashishsinha10/stock-market-analysis-using-python-numpy-pandas,inactive,,23:57.7
Risk and Return,https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials,Riskiness of portfolios and assets.,Factor and Risk Analysis,4/6/21 17:03,140.0,62.0,2.0,9/12/17 13:35,8/6/20 12:35,PyDataBlog/Python-for-Data-Science,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,3/1/21 13:53,31.0,18.0,1.0,5/10/16 11:03,5/17/16 3:44,RJT1990/Active-Portfolio-Management-Notes,inactive,,
-L-,https://github.com/jettbrains/-L-,NEW,Factor and Risk Analysis,3/15/21 3:05,6.0,16.0,1.0,10/28/19 21:50,10/28/19 21:51,jettbrains/-L-,active,,23:57.7
Statistical Finance,https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments,Various financial experiments.,Factor and Risk Analysis,3/30/21 0:09,21.0,16.0,1.0,10/4/15 9:10,3/28/20 18:33,mrefermat/FinancePhD,active,,
Machine_learning_In_Finance,https://github.com/chaudharigauravi/Machine_learning_In_Finance,NEW,Factor and Risk Analysis,11/27/20 19:23,8.0,2.0,1.0,8/3/19 4:04,8/3/19 4:05,chaudharigauravi/Machine_learning_In_Finance,active,,23:57.7
TradeFinexLive,https://github.com/XinFinOrg/TradeFinexLive,NEW,Factor and Risk Analysis,3/18/21 9:48,5.0,11.0,8.0,3/21/18 10:05,3/18/21 9:48,XinFinOrg/TradeFinexLive,active,,23:57.7
simulate,https://github.com/leolle/simulate,NEW,Factor and Risk Analysis,3/23/21 13:34,11.0,2.0,1.0,6/4/17 15:18,11/11/18 14:03,leolle/simulate,inactive,,23:57.7
Pyfolio,https://github.com/quantopian/pyfolio,Portfolio and risk analytics in Python.,Factor and Risk Analysis,4/12/21 11:55,3673.0,1157.0,42.0,6/1/15 15:31,2/28/20 17:30,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,3/20/21 21:53,41.0,28.0,1.0,8/6/18 16:09,11/22/20 19:02,hamaadshah/market_risk_gan_tensorflow,active,,
AlphaTrading,https://github.com/jerryxyx/AlphaTrading,NEW,Factor and Risk Analysis,4/10/21 6:34,149.0,74.0,1.0,5/18/18 22:09,8/7/18 18:05,jerryxyx/AlphaTrading,inactive,,37:06.3
market-data,https://github.com/kriasoft/market-data,NEW,Fixed Income,2020-06-22 10:58:20,25.0,20.0,1.0,2012-12-07 13:42:48,2012-12-15 12:10:06,kriasoft/market-data,inactive,,2021-04-15 01:24:33.430516
woe,https://github.com/boredbird/woe,NEW,Fixed Income,2021-04-12 10:43:48,224.0,96.0,1.0,2017-09-11 07:15:04,2018-03-01 10:45:40,boredbird/woe,inactive,,2021-04-15 01:24:33.430516
Vasicek,https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb,Bootstrapping and interpolation.,Fixed Income,12/10/20 21:20,3.0,3.0,1.0,7/18/18 19:26,7/18/18 19:34,RobinsonGarcia/fixed-income,inactive,,
MagentoExtensions,https://github.com/5mehulhelp5/MagentoExtensions,NEW,Fixed Income,2021-02-12 08:45:08,106.0,110.0,2.0,2014-07-03 05:45:54,2017-11-24 16:15:49,5mehulhelp5/MagentoExtensions,inactive,,2021-04-15 01:24:33.430516
rating_history,https://github.com/govwiki/rating_history,NEW,Fixed Income,2021-01-23 06:27:24,26.0,13.0,1.0,2017-11-23 22:52:14,2017-12-03 20:42:49,govwiki/rating_history,inactive,,2021-04-15 01:24:33.430516
Binomial Tree,https://github.com/hy-lei/math-finance-exercise,Utility functions in fixed income securities.,Fixed Income,10/6/20 20:55,1.0,2.0,1.0,2/2/19 8:44,5/3/19 17:16,hy-lei/math-finance-toolbox,active,,
Corporate Bonds,https://github.com/ishank011/gs-quantify-bond-prediction,Predicting the buying and selling volume of the corporate bonds.,Fixed Income,1/3/21 21:46,7.0,5.0,1.0,9/27/17 19:57,9/27/17 20:00,ishank011/gs-quantify-bond-prediction,inactive,,
mlfinlab,https://github.com/hudson-and-thames/mlfinlab,NEW,Other Models,4/12/21 10:51,2295.0,709.0,3.0,2/13/19 16:57,4/12/21 10:50,hudson-and-thames/mlfinlab,active,,39:24.6
stock-trading-ml,https://github.com/yacoubb/stock-trading-ml,NEW,Other Models,4/11/21 14:46,340.0,186.0,1.0,10/10/19 9:44,10/12/19 11:38,yacoubb/stock-trading-ml,active,,39:24.6
ML_Finance_Codes,https://github.com/mfrdixon/ML_Finance_Codes,NEW,Other Models,4/11/21 8:30,250.0,104.0,3.0,9/27/19 16:13,6/13/20 21:20,mfrdixon/ML_Finance_Codes,active,,39:24.6
Scikit-learn Stock Prediction,https://github.com/robertmartin8/MachineLearningStocks,Using python and scikit-learn to make stock predictions.,Other Models,4/11/21 10:00,931.0,347.0,2.0,2/12/17 4:50,2/4/21 3:48,robertmartin8/MachineLearningStocks,active,,
mosquito,https://github.com/miro-ka/mosquito,NEW,Other Models,4/12/21 9:44,220.0,44.0,2.0,6/18/17 19:57,3/14/21 22:22,miro-ka/mosquito,active,,39:24.6
Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,NEW,Other Models,4/8/21 20:01,279.0,126.0,4.0,11/15/19 8:51,1/21/21 7:56,PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,active,,39:24.6
Mixture Models I,https://github.com/BlackArbsCEO/Mixture_Models,Mixture models to predict market bottoms.,Other Models,3/2/21 19:44,31.0,31.0,1.0,3/20/17 18:54,4/25/17 23:35,BlackArbsCEO/Mixture_Models,inactive,,
Machine-Learning-For-Finance,https://github.com/anthonyng2/Machine-Learning-For-Finance,NEW,Other Models,4/1/21 20:11,205.0,119.0,1.0,7/11/17 9:09,2/21/18 5:36,anthonyng2/Machine-Learning-For-Finance,inactive,,39:24.6
Machine-Learning-and-AI-in-Trading,https://github.com/PyPatel/Machine-Learning-and-AI-in-Trading,NEW,Other Models,4/8/21 11:31,261.0,101.0,1.0,8/30/17 6:14,10/29/19 8:14,PyPatel/Machine-Learning-and-AI-in-Trading,active,,39:24.6
Speculator,https://github.com/amicks/Speculator,NEW,Other Models,3/15/21 16:27,101.0,31.0,2.0,9/3/17 17:43,9/12/18 18:58,amicks/Speculator,inactive,,39:24.6
Fundamental LT Forecasts,https://github.com/Hvass-Labs/FinanceOps,Research in investment finance for long term forecasts.,Other Models,4/5/21 23:36,383.0,127.0,1.0,7/22/18 8:14,2/17/21 14:39,Hvass-Labs/FinanceOps,active,,
fin-ml,https://github.com/tatsath/fin-ml,NEW,Other Models,4/11/21 3:29,116.0,66.0,2.0,5/10/20 0:25,1/23/21 17:15,tatsath/fin-ml,active,,39:24.6
AlphaPy,https://github.com/ScottfreeLLC/AlphaPy,machine learning framework built on sklearn and pandas. Support pyfolio/xgboost/lightgmb/catboost(gradient boosting on decision tress) etc. Examples include financial market prediction/sports prediction/kaggle. Configurations are set though yaml file for all model process including feature selection/grid search on parameters and aggregate results for each model,Other Models,4/4/21 20:02,576.0,130.0,3.0,2/14/16 0:47,2/8/21 21:35,ScottfreeLLC/AlphaPy,active,4.0,39:24.6
Short-Term Movement Cues,https://github.com/anfederico/Clairvoyant,Identify social/historical cues for short term stock movement.,Other Models,4/12/21 13:11,2166.0,678.0,1.0,9/12/16 18:38,8/29/18 20:27,anfederico/clairvoyant,inactive,,
Trend Following,http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html,A futures trend following portfolio investment strategy.,Other Models,,,,,,,,,,
Hands-On-Machine-Learning-for-Algorithmic-Trading,https://github.com/PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading,repo for book [hands-on-machine learning for algorithmic trading](https://www.packtpub.com/product/hands-on-machine-learning-for-algorithmic-trading/9781789346411) covering topic from data/unsupervised learning/NPL/RNN & CNN/reinforcement learning etc. Leverage zipline/alphalens/sklearn/openai-gym etc as well. Good references to have,Other Models,4/12/21 15:41,600.0,386.0,2.0,5/7/19 11:04,1/19/21 7:51,PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading,active,5.0,39:24.6
Machine-Learning-for-Finance,https://github.com/PacktPublishing/Machine-Learning-for-Finance,NEW,Other Models,4/8/21 16:54,180.0,122.0,4.0,3/15/18 6:28,1/14/21 15:58,PacktPublishing/Machine-Learning-for-Finance,active,,39:24.6
CryptoBot,https://github.com/AdeelMufti/CryptoBot,Hard fork of [bitpredit](https://github.com/cbyn/bitpredict) and form the trading strategy as a classification problem with -1 (sell) 0 (hold) 1 (buy). Models used are XGBClassifier/RandomForest/GradientBoosting. Not mentained,Other Models,3/25/21 9:17,234.0,94.0,1.0,1/17/17 12:44,1/17/17 12:48,AdeelMufti/CryptoBot,inactive,2.0,39:24.6
finance_ml,https://github.com/jjakimoto/finance_ml,NEW,Other Models,4/8/21 15:28,282.0,117.0,1.0,6/29/18 21:21,2/18/19 12:34,jjakimoto/finance_ml,inactive,,39:24.6
Stock.Indicators,https://github.com/DaveSkender/Stock.Indicators,NEW,Other Models,4/12/21 10:47,175.0,64.0,9.0,12/29/19 5:18,4/11/21 19:17,DaveSkender/Stock.Indicators,active,,39:24.6
Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,NEW,Other Models,4/11/21 6:02,172.0,94.0,5.0,12/6/18 11:35,1/18/21 6:40,PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,active,,39:24.6
Microservices-Based-Algorithmic-Trading-System,https://github.com/saeed349/Microservices-Based-Algorithmic-Trading-System,NEW,Other Models,4/10/21 12:59,104.0,56.0,0.0,1/6/20 0:21,3/31/20 13:02,saeed349/Microservices-Based-Algorithmic-Trading-System,active,,39:24.6
awesome-ai-in-finance,https://github.com/georgezouq/awesome-ai-in-finance,NEW,Other Models,4/11/21 7:43,941.0,162.0,8.0,8/29/18 2:07,11/27/20 9:43,georgezouq/awesome-ai-in-finance,active,,39:24.6
Pattern-Recognition-for-Forex-Trading,https://github.com/PythonProgramming/Pattern-Recognition-for-Forex-Trading,NEW,Other Models,4/5/21 3:23,173.0,91.0,1.0,3/26/15 2:22,3/26/15 2:33,PythonProgramming/Pattern-Recognition-for-Forex-Trading,inactive,2.0,39:24.6
surpriver,https://github.com/tradytics/surpriver,Machine learning algo to detect anomaly in equities data. Uses sklearn [IsolationForest](https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.IsolationForest.html) model and price/volume based technical signals as features using [ta](https://github.com/bukosabino/ta) library. Opensourced by [tradytics](https://tradytics.com/). Code structures are less extensible,Other Models,4/12/21 12:27,1189.0,221.0,6.0,8/30/20 7:56,9/21/20 4:32,tradytics/surpriver,active,3.0,39:24.6
Awesome-Quant-Machine-Learning-Trading,https://github.com/grananqvist/Awesome-Quant-Machine-Learning-Trading,curated list of books/online courses/youtube videos/blogs/interviews/papers/code etc. Updates are pretty infrequent,Other Models,4/10/21 13:38,1005.0,319.0,3.0,11/5/18 21:09,10/8/20 16:48,grananqvist/Awesome-Quant-Machine-Learning-Trading,active,5.0,39:24.6
MathAndScienceNotes,https://github.com/melling/MathAndScienceNotes,Collections of news/articles on various topics including quant trading and machine learning. Some articles are from [ycombinator message board](https://news.ycombinator.com/news) and [rediit algotrading forum](https://www.reddit.com/r/algotrading/),Other Models,4/12/21 0:49,460.0,54.0,1.0,3/11/16 19:13,12/21/20 3:54,melling/MathAndScienceNotes,active,3.0,39:24.6
Mixture Models II,https://github.com/BlackArbsCEO/mixture_model_trading_public,Mixture models and stock trading.,Other Models,3/12/21 13:21,166.0,73.0,1.0,12/11/17 17:05,5/13/20 23:50,BlackArbsCEO/mixture_model_trading_public,active,,
botflow,https://github.com/kkyon/botflow,python dataflow programming framework. Similar and probably replaceable by sklearn.pipeline module. Uses [graphviz](https://graphviz.org/) for visiualization though not maintained with last commit over 3 years ago,Other Models,3/31/21 10:56,1165.0,102.0,8.0,8/20/18 3:13,5/23/19 14:40,kkyon/botflow,inactive,2.0,39:24.6
Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies,https://jfds.pm-research.com/content/2/1/10,,Personal Papers,,,,,,,,,,
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,,,,,,,,,,
riskparity.py,https://github.com/dppalomar/riskparity.py,NEW,Portfolio Selection and Optimisation,4/11/21 9:40,124.0,31.0,2.0,7/13/19 21:30,1/30/21 1:53,dppalomar/riskparity.py,active,,37:19.5
Policy Gradient Portfolio,https://github.com/ZhengyaoJiang/PGPortfolio,A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.,Portfolio Selection and Optimisation,4/9/21 10:41,1281.0,629.0,6.0,11/12/17 16:08,5/9/19 9:50,ZhengyaoJiang/PGPortfolio,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,,,,,,,,,,
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,12/25/20 9:39,14.0,5.0,1.0,8/1/18 19:48,9/5/19 11:18,otosman/Python-for-Finance,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,4/12/21 13:10,232.0,82.0,3.0,11/16/18 12:20,7/4/19 1:41,VivekPa/OptimalPortfolio,active,,
DeepDow,https://github.com/jankrepl/deepdow,Portfolio optimization with deep learning.,Portfolio Selection and Optimisation,4/7/21 6:57,311.0,58.0,2.0,2/2/20 8:46,2/16/21 18:50,jankrepl/deepdow,active,,
node-finance,https://github.com/albertosantini/node-finance,NEW,Portfolio Selection and Optimisation,4/5/21 8:01,101.0,26.0,3.0,9/17/11 17:49,4/5/21 8:01,albertosantini/node-finance,active,,37:19.5
PyPortfolioOpt,https://github.com/robertmartin8/PyPortfolioOpt,"Financial portfolio optimisation, including classical efficient frontier and advanced methods.",Portfolio Selection and Optimisation,4/12/21 11:54,1895.0,479.0,16.0,5/29/18 13:30,2/25/21 13:01,robertmartin8/PyPortfolioOpt,active,,
Deep Portfolio Theory,https://github.com/tcloaa/Deep-Portfolio-Theory,Autoencoder framework for portfolio selection.,Portfolio Selection and Optimisation,4/6/21 11:47,105.0,57.0,1.0,2/10/17 9:03,3/8/18 16:47,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,3/30/21 0:01,104.0,57.0,1.0,2/17/18 8:19,2/27/18 13:16,tthustla/efficient_frontier,inactive,,
OLMAR Algorithm,https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb,Relative importance of each component of the OLMAR algorithm.,Portfolio Selection and Optimisation,4/8/21 19:07,7.0,4.0,1.0,7/26/16 16:20,12/30/16 11:40,charlessutton/OLMAR,inactive,,
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,,,,,,,,,,
Riskfolio-Lib,https://github.com/dcajasn/Riskfolio-Lib,NEW,Portfolio Selection and Optimisation,4/12/21 12:25,371.0,62.0,1.0,3/2/20 19:49,4/1/21 3:50,dcajasn/Riskfolio-Lib,active,,37:19.5
Reinforcement Learning,https://github.com/filangel/qtrader,Reinforcement Learning for Portfolio Management.,Portfolio Selection and Optimisation,3/29/21 3:47,364.0,150.0,1.0,10/7/17 9:14,6/26/18 9:22,filangelos/qtrader,inactive,,
Extensive NLP,https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb,Comprehensive NLP techniques for accounting research.,Textual,3/21/21 7:39,73.0,42.0,1.0,10/25/17 7:10,6/5/20 3:28,TiesdeKok/Python_NLP_Tutorial,active,,
NLP Event,https://github.com/yuriak/DLQuant,Applying Deep Learning and NLP in Quantitative Trading.,Textual,4/1/21 2:16,70.0,31.0,1.0,7/2/18 23:50,1/31/19 14:08,yuriak/DLQuant,inactive,,
Financial Statement Sentiment,https://github.com/MAydogdu/TextualAnalysis,Extracting sentiment from financial statements using neural networks.,Textual,3/31/21 2:10,8.0,7.0,1.0,6/4/18 20:54,6/4/18 20:56,MAydogdu/TextualAnalysis,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,10/6/20 18:54,1.0,4.0,1.0,2/4/18 21:51,2/4/18 21:57,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,4/12/21 7:47,110.0,51.0,2.0,5/24/17 12:36,8/7/19 21:47,GitiHubi/deepAI,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,3/31/21 2:12,4.0,2.0,1.0,4/16/18 22:18,6/7/18 22:01,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,3/31/21 23:48,48.0,27.0,1.0,6/23/17 0:05,1/26/19 3:35,EricHe98/Financial-Statements-Text-Analysis,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,12/17/20 8:24,3.0,3.0,1.0,12/30/17 8:56,1/11/18 2:11,lin882/WebAnalyticsProject,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,4/4/21 17:55,79.0,36.0,0.0,9/5/17 19:19,9/27/17 20:42,marketneutral/pairs-trading-with-ML,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,10/6/20 18:51,4.0,5.0,1.0,7/21/17 2:12,7/23/17 2:53,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,3/31/21 2:12,4.0,2.0,1.0,4/16/18 22:18,6/7/18 22:01,frechfrechfrech/Mutual-Fund-Market-Clusters,inactive,,
Industry Clustering,https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,Project to cluster industries according to financial attributes.,Unsupervised,10/6/20 18:51,4.0,5.0,1.0,7/21/17 2:12,7/23/17 2:53,SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,inactive,,
VRA Stock Embedding,https://github.com/ml-hongkong/stock2vec,Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history.,Unsupervised,10/20/20 11:05,32.0,12.0,1.0,6/21/17 4:47,6/21/17 4:51,ml-hongkong/stock2vec,inactive,,
1 name url comment category last_update star_count fork_count contributors_count created_at last_commit repo_path repo_status rating finml_added_date
2 Venture Capital NN https://github.com/tr7200/National-Culture-and-Venture-Capital-Monitoring Cox-PH neural network predictions for VC/innovations finance research. Alternative Finance tr7200/National-Culture-and-Venture-Capital-Monitoring
3 Private Equity https://github.com/TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity/blob/master/RightNow%20Technologies/RightNow%20Technologies.ipynb Valuation models. Alternative Finance 11/26/20 3:34 8 8.0 6 6.0 2 2.0 1/27/16 21:13 3/14/16 20:03 TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity inactive
4 VC OLS https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb VC regression. Alternative Finance 10/6/20 20:56 2 2.0 1 1.0 1 1.0 3/29/18 23:31 3/29/18 23:33 fionawhitefield/venture-capital-ols inactive
5 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. Alternative Finance 1/14/21 22:41 4 4.0 2 2.0 1 1.0 2/8/17 18:39 4/27/17 22:55 alporter08/Luxury-Watch-Valuation inactive
6 Art Valuation https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynb Art evaluation analytics. Alternative Finance 2/26/21 12:10 9 9.0 5 5.0 1 1.0 12/11/14 0:25 12/12/14 21:25 ahmedhosny/theGreenCanvas inactive
7 Blockchain https://github.com/nud3l/dInvest Repository for distributed autonomous investment banking. Alternative Finance 2/6/21 7:38 12 12.0 7 7.0 2 2.0 9/5/16 19:12 4/24/17 10:48 nud3l/dInvest inactive
8 Venture Capital https://github.com/julian-chan/etothex Insight into a new founder to make data-driven investment decisions. Alternative Finance 10/6/20 20:56 3 3.0 2 2.0 1 1.0 12/4/17 8:59 12/13/17 5:35 julian-chan/etothex inactive
9 Kiva Crowdfunding https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb Exploratory data analysis. Alternative Finance 2/19/21 13:40 5 5.0 1 1.0 1 1.0 2/27/18 16:46 2/13/19 0:15 CJL89/Kiva-Crowdfunding inactive
10 Berkeley Lab CIFT NYU FRE https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/ https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering Finance and Risk Engineering (NYU Tandon) Colleges Centers and Departments
11 NYU Courant Cornell University https://cims.nyu.edu/ https://www.cornell.edu/ Courant Institute of Mathematical Sciences, New York University Colleges Centers and Departments
12 Oxford Man Stanford Advanced Financial Technologies https://www.oxford-man.ox.ac.uk/ https://fintech.stanford.edu/ Oxford-Man Institute of Quantitative Finance Stanford Advanced Financial Technologies Laboratory Colleges Centers and Departments
13 Stanford Advanced Financial Technologies NYU Courant https://fintech.stanford.edu/ https://cims.nyu.edu/ Stanford Advanced Financial Technologies Laboratory Courant Institute of Mathematical Sciences, New York University Colleges Centers and Departments
14 Cornell University Berkeley Lab CIFT https://www.cornell.edu/ https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/ Colleges Centers and Departments
15 NYU FRE Oxford Man https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering https://www.oxford-man.ox.ac.uk/ Finance and Risk Engineering (NYU Tandon) Oxford-Man Institute of Quantitative Finance Colleges Centers and Departments
16 ML Specialisation Algo Trading https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading Machine Learning in Finance. Intro to algo trading. Courses 4/5/21 13:37 3/12/21 11:02 34 64.0 32 25.0 1 1.0 1/24/19 2:55 10/29/17 20:34 1/3/20 21:54 1/22/19 6:56 Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization JCreeks/Machine-Learning-in-Finance active inactive
17 Handson Python for Finance Mathematical Finance https://github.com/PacktPublishing/Hands-on-Python-for-Finance https://github.com/yadongli/nyumath2048 Hands-on Python for Finance published by Packt. NYU Math-GA 2048: Scientific Computing in Finance. Courses 4/12/21 0:49 1/14/21 18:01 121 69.0 110 63.0 3 6.0 8/20/18 14:10 1/25/15 21:10 1/15/21 8:57 3/25/20 4:24 PacktPublishing/Hands-on-Python-for-Finance yadongli/nyumath2048 active
18 Risk Management Basic Derivatives https://github.com/andrey-lukyanov/Risk-Management https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives Finance risk engagement course resources. Basic forward contracts and hedging. Courses 11/12/20 0:49 3/31/21 2:08 6 4.0 5 4.0 3 1.0 10/3/18 16:26 8/24/17 0:11 12/13/18 8:04 10/13/17 1:32 andrey-lukyanov/Risk-Management SeanMcOwen/FinanceAndPython.com-Derivatives inactive
19 Basic Finance Python for Finance https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance https://github.com/siaen/python_finance_course Source code notebooks basic finance applications. CEU python for finance course material. Courses 3/31/21 2:09 3/31/21 2:08 10 16.0 8 15.0 1 4.0 5/6/17 2:39 12/12/17 11:54 6/21/17 4:04 2/25/20 20:31 SeanMcOwen/FinanceAndPython.com-BasicFinance siaen/python_finance_course inactive active
20 Basic Investments Machine Learning for Trading https://github.com/SeanMcOwen/FinanceAndPython.com-Investments https://github.com/stefan-jansen/machine-learning-for-trading Basic investment tools in python. Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading. Courses 3/23/21 6:32 4/12/21 16:18 9 3842.0 5 1225.0 1 8.0 8/2/17 21:52 5/9/18 12:33 8/17/17 3:24 4/10/21 22:21 SeanMcOwen/FinanceAndPython.com-Investments stefan-jansen/machine-learning-for-trading inactive active
21 Machine Learning for Trading ML Specialisation https://github.com/stefan-jansen/machine-learning-for-trading https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading. Machine Learning in Finance. Courses 4/12/21 16:18 4/5/21 13:37 3842 34.0 1225 32.0 8 1.0 5/9/18 12:33 1/24/19 2:55 4/10/21 22:21 1/3/20 21:54 stefan-jansen/machine-learning-for-trading Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization active
22 Algo Trading Basic Finance https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance Intro to algo trading. Source code notebooks basic finance applications. Courses 3/12/21 11:02 3/31/21 2:09 64 10.0 25 8.0 1 1.0 10/29/17 20:34 5/6/17 2:39 1/22/19 6:56 6/21/17 4:04 JCreeks/Machine-Learning-in-Finance SeanMcOwen/FinanceAndPython.com-BasicFinance inactive
23 Python for Finance Risk Management https://github.com/siaen/python_finance_course https://github.com/andrey-lukyanov/Risk-Management CEU python for finance course material. Finance risk engagement course resources. Courses 3/31/21 2:08 11/12/20 0:49 16 6.0 15 5.0 4 3.0 12/12/17 11:54 10/3/18 16:26 2/25/20 20:31 12/13/18 8:04 siaen/python_finance_course andrey-lukyanov/Risk-Management active inactive
24 Basic Derivatives Handson Python for Finance https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives https://github.com/PacktPublishing/Hands-on-Python-for-Finance Basic forward contracts and hedging. Hands-on Python for Finance published by Packt. Courses 3/31/21 2:08 4/12/21 0:49 4 121.0 4 110.0 1 3.0 8/24/17 0:11 8/20/18 14:10 10/13/17 1:32 1/15/21 8:57 SeanMcOwen/FinanceAndPython.com-Derivatives PacktPublishing/Hands-on-Python-for-Finance inactive active
25 Mathematical Finance Basic Investments https://github.com/yadongli/nyumath2048 https://github.com/SeanMcOwen/FinanceAndPython.com-Investments NYU Math-GA 2048: Scientific Computing in Finance. Basic investment tools in python. Courses 1/14/21 18:01 3/23/21 6:32 69 9.0 63 5.0 6 1.0 1/25/15 21:10 8/2/17 21:52 3/25/20 4:24 8/17/17 3:24 yadongli/nyumath2048 SeanMcOwen/FinanceAndPython.com-Investments active inactive
26 Web Scraping (FirmAI) https://fred.stlouisfed.org/ https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data https://fred.stlouisfed.org/ Data 4/10/21 17:19 577 184 2 2/19/19 19:02 7/22/20 16:48 firmai/business-machine-learning active
27 Open Edgar Financial Corporate https://github.com/LexPredict/openedgar http://raw.rutgers.edu/Corporate%20Financial%20Data.html Data 4/9/21 12:15 169 61 6 5/7/18 15:32 5/15/19 8:32 LexPredict/openedgar active
28 Capital Markets Data https://github.com/timestocome/StockMarketData https://www.capitalmarketsdata.com/ https://github.com/timestocome/StockMarketData Data 3/26/21 22:35 7.0 5.0 1.0 5/10/17 21:49 8/6/17 19:23 timestocome/StockMarketData inactive
29 IRS http://finance.yahoo.com/ http://social-metrics.org/sox/ http://finance.yahoo.com/ Data
30 EDGAR Rating Industries https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb http://www.ratingshistory.info/ Data 1/23/21 19:22 11 10 1 6/11/18 22:51 7/10/18 18:03 TiesdeKok/UW_Python_Camp inactive
31 SEC Parsing Non-financial Corporate https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html Data 2/27/21 6:34 9 6 1 6/16/18 14:30 6/16/18 17:23 healthgradient/sec-doc-info-extraction inactive
32 Employee Count SEC Filings https://stooq.com https://github.com/healthgradient/sec_employee_information_extraction https://stooq.com Data 2/27/21 3:33 10 2 1 6/26/18 23:33 8/14/18 1:31 healthgradient/sec_employee_information_extraction inactive
33 Non-financial Corporate SEC Parsing http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb Data 2/27/21 6:34 9.0 6.0 1.0 6/16/18 14:30 6/16/18 17:23 healthgradient/sec-doc-info-extraction inactive
34 https://fred.stlouisfed.org/ EDGAR https://fred.stlouisfed.org/ https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb Data 1/23/21 19:22 11.0 10.0 1.0 6/11/18 22:51 7/10/18 18:03 TiesdeKok/UW_Python_Camp inactive
35 Rating Industries IRS http://www.ratingshistory.info/ http://social-metrics.org/sox/ Data
36 https://stooq.com Employee Count SEC Filings https://stooq.com https://github.com/healthgradient/sec_employee_information_extraction Data 2/27/21 3:33 10.0 2.0 1.0 6/26/18 23:33 8/14/18 1:31 healthgradient/sec_employee_information_extraction inactive
37 http://finance.yahoo.com/ Capital Markets Data http://finance.yahoo.com/ https://www.capitalmarketsdata.com/ Data
38 https://github.com/timestocome/StockMarketData Open Edgar https://github.com/timestocome/StockMarketData https://github.com/LexPredict/openedgar Data 3/26/21 22:35 4/9/21 12:15 7 169.0 5 61.0 1 6.0 5/10/17 21:49 5/7/18 15:32 8/6/17 19:23 5/15/19 8:32 timestocome/StockMarketData LexPredict/openedgar inactive active
39 Financial Corporate Web Scraping (FirmAI) http://raw.rutgers.edu/Corporate%20Financial%20Data.html https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data Data 4/10/21 17:19 577.0 184.0 2.0 2/19/19 19:02 7/22/20 16:48 firmai/business-machine-learning active
40 CryptoNets Google-Finance-Stock-Data-Analysis https://github.com/microsoft/CryptoNets https://github.com/hpnhxxwn/Google-Finance-Stock-Data-Analysis NEW Data Processing Techniques and Transformations 4/8/21 1:07 12/20/20 8:39 154 70.0 42 10.0 4 1.0 6/2/19 5:48 7/23/17 2:59 9/12/19 13:03 7/23/17 3:10 microsoft/CryptoNets hpnhxxwn/Google-Finance-Stock-Data-Analysis active inactive 12:49.2
41 Advanced ML cointrader https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises https://github.com/timolson/cointrader Exercises too Financial Machine Learning (De Prado). NEW Data Processing Techniques and Transformations 4/12/21 2:20 4/10/21 17:16 973 339.0 435 140.0 4 9.0 4/25/18 17:22 6/1/14 1:14 1/16/20 17:25 10/22/20 0:24 BlackArbsCEO/Adv_Fin_ML_Exercises timolson/cointrader active 12:49.2
42 finserv-application-blueprint Advanced ML II https://github.com/mapr-demos/finserv-application-blueprint https://github.com/hudson-and-thames/research NEW More implementations of Financial Machine Learning (De Prado). Data Processing Techniques and Transformations 1/21/21 0:29 72 53 5 9/26/16 19:42 1/20/21 23:07 mapr-demos/finserv-application-blueprint hudson-and-thames/research active 12:49.2
43 Advanced ML II Twitter-Trends https://github.com/hudson-and-thames/research https://github.com/Medha11/Twitter-Trends More implementations of Financial Machine Learning (De Prado). NEW Data Processing Techniques and Transformations 2/7/21 9:16 66.0 21.0 1.0 5/22/17 17:07 5/23/17 8:06 hudson-and-thames/research Medha11/Twitter-Trends inactive 12:49.2
44 cointrader Advanced ML https://github.com/timolson/cointrader https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises NEW Exercises too Financial Machine Learning (De Prado). Data Processing Techniques and Transformations 4/10/21 17:16 4/12/21 2:20 339 973.0 140 435.0 9 4.0 6/1/14 1:14 4/25/18 17:22 10/22/20 0:24 1/16/20 17:25 timolson/cointrader BlackArbsCEO/Adv_Fin_ML_Exercises active 12:49.2
45 Twitter-Trends CryptoNets https://github.com/Medha11/Twitter-Trends https://github.com/microsoft/CryptoNets NEW Data Processing Techniques and Transformations 2/7/21 9:16 4/8/21 1:07 66 154.0 21 42.0 1 4.0 5/22/17 17:07 6/2/19 5:48 5/23/17 8:06 9/12/19 13:03 Medha11/Twitter-Trends microsoft/CryptoNets inactive active 12:49.2
46 Google-Finance-Stock-Data-Analysis finserv-application-blueprint https://github.com/hpnhxxwn/Google-Finance-Stock-Data-Analysis https://github.com/mapr-demos/finserv-application-blueprint NEW Data Processing Techniques and Transformations 12/20/20 8:39 1/21/21 0:29 70 72.0 10 53.0 1 5.0 7/23/17 2:59 9/26/16 19:42 7/23/17 3:10 1/20/21 23:07 hpnhxxwn/Google-Finance-Stock-Data-Analysis mapr-demos/finserv-application-blueprint inactive active 12:49.2
47 Deep Learning II RL Trading https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW Tensorflow Regression. A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab. Deep Learning And Reinforcement Learning 4/10/21 6:06 175 67 1 7/12/16 12:56 2/16/18 2:43 LiamConnell/deep-algotrading inactive 3 4.0
48 Deep-Reinforcement-Learning-in-Trading a3c_trading https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading https://github.com/evgps/a3c_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) NEW Deep Learning And Reinforcement Learning 4/10/21 13:17 4/10/21 12:49 138 311.0 66 98.0 1 1.0 5/11/18 0:52 6/4/18 15:30 10/26/19 14:22 5/23/20 14:47 saeed349/Deep-Reinforcement-Learning-in-Trading evgps/a3c_trading active 3 3/31/21 8:00 39:11.1
49 trading-rl Trading-Gym https://github.com/Kostis-S-Z/trading-rl https://github.com/thedimlebowski/Trading-Gym 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 NEW Deep Learning And Reinforcement Learning 4/10/21 4:59 4/10/21 8:00 180 507.0 38 147.0 2 3.0 4/22/19 10:03 6/13/17 13:14 9/28/20 9:07 7/10/17 8:09 Kostis-S-Z/trading-rl thedimlebowski/Trading-Gym active inactive 3 3/31/21 8:00 39:11.1
50 Deep Learning III pairstrade-fyp-2019 https://github.com/Rachnog/Deep-Trading https://github.com/wywongbd/pairstrade-fyp-2019 Algorithmic trading with deep learning experiments. NEW Deep Learning And Reinforcement Learning 4/9/21 10:39 4/4/21 23:47 1266 110.0 675 41.0 1 2.0 6/18/16 18:23 9/7/18 7:51 8/7/18 15:24 5/13/20 5:06 Rachnog/Deep-Trading wywongbd/pairstrade-fyp-2019 inactive active 5 39:11.1
51 Stock-Prediction-Models rl_trading https://github.com/huseinzol05/Stock-Prediction-Models https://github.com/ucaiado/rl_trading 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)) NEW Deep Learning And Reinforcement Learning 4/12/21 13:54 4/8/21 15:34 3655 207.0 1542 89.0 2 1.0 12/18/17 10:49 5/29/17 22:19 1/5/21 10:31 8/29/17 14:54 huseinzol05/Stock-Prediction-Models ucaiado/rl_trading active inactive 5 3/31/21 8:00 39:11.1
52 ARIMA-LTSM Hybrid awesome-deep-trading https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid https://github.com/cbailes/awesome-deep-trading Hybrid model to predict future price correlation coefficients of two assets. 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 4/11/21 4:12 4/11/21 9:02 222 551.0 86 140.0 1 1.0 8/5/18 2:13 11/26/18 3:23 10/1/18 11:25 1/1/21 9:41 imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict cbailes/awesome-deep-trading inactive active 3 4.0 3/31/21 8:00
53 RLTrader Machine-Learning-and-Reinforcement-Learning-in-Finance https://github.com/notadamking/RLTrader https://github.com/joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance 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. NEW Deep Learning And Reinforcement Learning 4/12/21 2:50 3/30/21 9:11 1312 175.0 451 98.0 15 1.0 4/27/19 18:35 6/26/18 4:30 10/17/19 16:25 9/23/18 16:50 notadamking/RLTrader joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance active inactive 5 3/31/21 8:00 39:11.1
54 Neural Network maro https://github.com/VivekPa/IntroNeuralNetworks https://github.com/microsoft/maro Neural networks to predict stock prices. NEW Deep Learning And Reinforcement Learning 4/3/21 11:59 4/12/21 2:22 489 386.0 176 66.0 2 17.0 9/10/18 6:34 12/27/19 6:48 11/21/18 7:39 4/7/21 15:49 VivekPa/IntroNeuralNetworks microsoft/maro inactive active 4 39:11.1
55 LTSM Recurrent TradingGym https://github.com/VivekPa/AIAlpha https://github.com/cove9988/TradingGym OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network. NEW Deep Learning And Reinforcement Learning 4/12/21 2:39 3/28/21 5:37 1207 112.0 370 39.0 2 3.0 10/7/18 3:58 11/6/17 0:50 8/3/19 9:00 11/15/17 23:55 VivekPa/AIAlpha cove9988/TradingGym active inactive 4 39:11.1
56 trading-bot RLQuant https://github.com/pskrunner14/trading-bot https://github.com/yuriak/RLQuant 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 NEW Deep Learning And Reinforcement Learning 4/11/21 5:10 4/9/21 5:01 292 277.0 143 92.0 1 1.0 8/13/18 10:44 4/5/18 5:42 1/23/20 4:41 8/13/18 4:18 pskrunner14/trading-bot yuriak/RLQuant active inactive 3 3/31/21 8:00 39:11.1
57 DeepLearningInFinance QLearning_Trading https://github.com/sonaam1234/DeepLearningInFinance https://github.com/ucaiado/QLearning_Trading 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. NEW Deep Learning And Reinforcement Learning 3/8/21 13:09 4/6/21 22:09 266 433.0 145 168.0 1 1.0 8/21/17 16:00 8/10/16 6:02 8/21/17 17:23 10/15/16 2:36 sonaam1234/DeepLearningInFinance ucaiado/QLearning_Trading inactive 3 3/31/21 8:00 39:11.1
58 FinRL-Library RL IV https://github.com/AI4Finance-LLC/FinRL-Library https://github.com/jjakimoto/DQN 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 Reinforcement Learning for finance. Deep Learning And Reinforcement Learning 4/12/21 12:45 4/5/21 11:42 1857 142.0 447 55.0 22 1.0 7/26/20 13:18 10/21/16 2:47 4/11/21 22:02 4/7/17 8:11 AI4Finance-LLC/FinRL-Library jjakimoto/DQN active inactive 5 3/31/21 8:00
59 Deep-Reinforcement-Stock-Trading RL II https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading https://github.com/deependersingla/deep_trader 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 reinforcement learning on stock market and agent tries to learn trading. Deep Learning And Reinforcement Learning 4/3/21 22:50 4/11/21 20:21 141 1340.0 42 489.0 2 3.0 5/19/19 22:20 6/11/16 7:27 9/27/20 19:22 1/22/18 14:35 Albert-Z-Guo/Deep-Reinforcement-Stock-Trading deependersingla/deep_trader active inactive 3 3.0 3/31/21 8:00
60 Advanced-Deep-Trading gym-trading https://github.com/Rachnog/Advanced-Deep-Trading https://github.com/hackthemarket/gym-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. NEW Deep Learning And Reinforcement Learning 3/30/21 7:29 4/12/21 9:06 319 581.0 158 195.0 2 2.0 2/16/19 21:18 12/9/16 20:46 11/29/20 20:12 12/24/17 15:34 Rachnog/Advanced-Deep-Trading hackthemarket/gym-trading active inactive 3 3/31/21 8:00 39:11.1
61 Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 Pair-Trading-Reinforcement-Learning https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 https://github.com/wai-i/Pair-Trading-Reinforcement-Learning 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. NEW Deep Learning And Reinforcement Learning 4/12/21 16:24 4/10/21 4:53 560 136.0 249 56.0 6 1.0 7/26/20 13:12 6/9/19 22:50 1/21/21 18:11 1/3/20 15:36 AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 wai-i/Pair-Trading-Reinforcement-Learning active 4 3/31/21 8:00 39:11.1
62 AutomatedStockTrading-DeepQ-Learning RL III https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning https://github.com/samre12/deep-trading-agent 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 Github -Deep Reinforcement Learning based Trading Agent for Bitcoin. Deep Learning And Reinforcement Learning 3/24/21 1:11 4/3/21 20:48 134 576.0 51 203.0 2 1.0 2/23/19 12:01 9/21/17 17:05 2/25/20 18:16 4/13/18 16:33 sachink2010/AutomatedStockTrading-DeepQ-Learning samre12/deep-trading-agent active inactive 3 3.0 3/31/21 8:00
63 deep-RL-trading TradingGym https://github.com/golsun/deep-RL-trading https://github.com/Yvictor/TradingGym trading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916) NEW Deep Learning And Reinforcement Learning 4/10/21 7:09 4/11/21 20:20 235 841.0 108 237.0 1 2.0 2/25/18 17:41 5/1/17 13:53 12/1/20 22:06 2/14/18 13:58 golsun/deep-RL-trading Yvictor/TradingGym active inactive 3 3/31/21 8:00 39:11.1
64 Deep Learning RL V https://github.com/keon/deepstock https://github.com/gstenger98/rl-finance Technical experimentations to beat the stock market using deep learning. Building an Agent to Trade with Reinforcement Learning. Deep Learning And Reinforcement Learning 3/24/21 14:45 4/8/21 18:57 427 33.0 154 8.0 2 5.0 12/12/16 2:15 1/16/19 0:43 3/4/17 8:37 3/19/20 20:28 keon/deepstock gstenger98/rl-finance inactive active 4 2.0
65 Personae RL https://github.com/Ceruleanacg/Personae https://github.com/kh-kim/stock_market_reinforcement_learning 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 OpenGym with Deep Q-learning and Policy Gradient. Deep Learning And Reinforcement Learning 4/11/21 20:20 4/11/21 12:27 1144 715.0 330 298.0 2 1.0 3/10/18 11:22 10/4/16 14:42 9/2/18 17:21 12/23/16 7:34 Ceruleanacg/Personae kh-kim/stock_market_reinforcement_learning inactive 5 2.0 3/31/21 8:00
66 Pair Trading RL tensortrade https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading https://github.com/tensortrade-org/tensortrade Using deep actor-critic model to learn best strategies in pair trading. NEW Deep Learning And Reinforcement Learning 3/27/21 2:19 4/12/21 16:05 241 3101.0 113 715.0 1 39.0 5/18/17 16:47 7/30/19 21:28 5/18/17 16:56 3/24/21 16:25 shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading tensortrade-org/tensortrade inactive active 3 39:11.1
67 LTSM GRU FinRL https://github.com/RajatHanda/Finance-Forecasting https://github.com/AI4Finance-LLC/FinRL Stock Market Forecasting using LSTM\GRU. NEW Deep Learning And Reinforcement Learning 3/29/21 23:59 4/13/21 14:37 11 1865.0 6 451.0 1 22.0 5/13/18 2:39 7/26/20 13:18 2/25/19 0:26 4/11/21 22:02 RajatHanda/Finance-Forecasting AI4Finance-LLC/FinRL inactive active 3 13:03.7
68 AI Trading Deep-Learning-Machine-Learning-Stock https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock AI to predict stock market movements. 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 4/12/21 15:42 4/12/21 2:58 2876 275.0 1384 99.0 1 1.0 1/9/19 8:02 9/29/18 23:38 2/11/19 16:32 3/18/21 3:16 borisbanushev/stockpredictionai LastAncientOne/Deep-Learning-Machine-Learning-Stock inactive active 5 3.0 3/31/21 8:00
69 crypto-rl DQN-DDPG_Stock_Trading https://github.com/sadighian/crypto-rl https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading 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) merged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQN Deep Learning And Reinforcement Learning 4/12/21 10:24 4/7/21 12:42 347 136.0 111 49.0 1 4.0 6/21/18 1:06 9/19/18 3:17 11/5/20 11:08 11/26/20 16:58 sadighian/crypto-rl AI4Finance-LLC/DQN-DDPG_Stock_Trading active 3 3.0 3/31/21 8:00
70 Deep Learning IV BitcoinForecast https://github.com/achillesrasquinha/bulbea https://github.com/PiSimo/BitcoinForecast Bulbea: Deep Learning based Python Library. 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 4/9/21 20:38 4/6/21 2:06 1467 289.0 416 128.0 1 3.0 3/9/17 6:11 3/10/17 10:52 3/19/17 7:42 6/11/18 8:07 achillesrasquinha/bulbea PiSimo/BitcoinForecast inactive 5 3.0 3/31/21 8:00
71 BitcoinForecast DeepLearningInFinance https://github.com/PiSimo/BitcoinForecast https://github.com/sonaam1234/DeepLearningInFinance 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 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 4/6/21 2:06 3/8/21 13:09 289 266.0 128 145.0 3 1.0 3/10/17 10:52 8/21/17 16:00 6/11/18 8:07 8/21/17 17:23 PiSimo/BitcoinForecast sonaam1234/DeepLearningInFinance inactive 3 3.0 3/31/21 8:00
72 Deep-Learning-Machine-Learning-Stock crypto-rl https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock https://github.com/sadighian/crypto-rl 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 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 4/12/21 2:58 4/12/21 10:24 275 347.0 99 111.0 1 1.0 9/29/18 23:38 6/21/18 1:06 3/18/21 3:16 11/5/20 11:08 LastAncientOne/Deep-Learning-Machine-Learning-Stock sadighian/crypto-rl active 3 3.0 3/31/21 8:00
73 awesome-deep-trading Deep Learning II https://github.com/cbailes/awesome-deep-trading https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks 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 Tensorflow Regression. Deep Learning And Reinforcement Learning 4/11/21 9:02 4/10/21 6:06 551 175.0 140 67.0 1 1.0 11/26/18 3:23 7/12/16 12:56 1/1/21 9:41 2/16/18 2:43 cbailes/awesome-deep-trading LiamConnell/deep-algotrading active inactive 4 3.0 3/31/21 8:00
74 a3c_trading Deep-Reinforcement-Learning-in-Trading https://github.com/evgps/a3c_trading https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading NEW 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 4/10/21 12:49 4/10/21 13:17 311 138.0 98 66.0 1 1.0 6/4/18 15:30 5/11/18 0:52 5/23/20 14:47 10/26/19 14:22 evgps/a3c_trading saeed349/Deep-Reinforcement-Learning-in-Trading active 3.0 39:11.1 3/31/21 8:00
75 Trading-Gym Deep Learning IV https://github.com/thedimlebowski/Trading-Gym https://github.com/achillesrasquinha/bulbea NEW Bulbea: Deep Learning based Python Library. Deep Learning And Reinforcement Learning 4/10/21 8:00 4/9/21 20:38 507 1467.0 147 416.0 3 1.0 6/13/17 13:14 3/9/17 6:11 7/10/17 8:09 3/19/17 7:42 thedimlebowski/Trading-Gym achillesrasquinha/bulbea inactive 5.0 39:11.1
76 pairstrade-fyp-2019 Deep Learning III https://github.com/wywongbd/pairstrade-fyp-2019 https://github.com/Rachnog/Deep-Trading NEW Algorithmic trading with deep learning experiments. Deep Learning And Reinforcement Learning 4/4/21 23:47 4/9/21 10:39 110 1266.0 41 675.0 2 1.0 9/7/18 7:51 6/18/16 18:23 5/13/20 5:06 8/7/18 15:24 wywongbd/pairstrade-fyp-2019 Rachnog/Deep-Trading active inactive 5.0 39:11.1
77 rl_trading Stock-Prediction-Models https://github.com/ucaiado/rl_trading https://github.com/huseinzol05/Stock-Prediction-Models NEW 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 4/8/21 15:34 4/12/21 13:54 207 3655.0 89 1542.0 1 2.0 5/29/17 22:19 12/18/17 10:49 8/29/17 14:54 1/5/21 10:31 ucaiado/rl_trading huseinzol05/Stock-Prediction-Models inactive active 5.0 39:11.1 3/31/21 8:00
78 Machine-Learning-and-Reinforcement-Learning-in-Finance ARIMA-LTSM Hybrid https://github.com/joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid NEW Hybrid model to predict future price correlation coefficients of two assets. Deep Learning And Reinforcement Learning 3/30/21 9:11 4/11/21 4:12 175 222.0 98 86.0 1 1.0 6/26/18 4:30 8/5/18 2:13 9/23/18 16:50 10/1/18 11:25 joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict inactive 3.0 39:11.1
79 maro RLTrader https://github.com/microsoft/maro https://github.com/notadamking/RLTrader NEW 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 4/12/21 2:22 4/12/21 2:50 386 1312.0 66 451.0 17 15.0 12/27/19 6:48 4/27/19 18:35 4/7/21 15:49 10/17/19 16:25 microsoft/maro notadamking/RLTrader active 5.0 39:11.1 3/31/21 8:00
80 TradingGym Neural Network https://github.com/cove9988/TradingGym https://github.com/VivekPa/IntroNeuralNetworks NEW Neural networks to predict stock prices. Deep Learning And Reinforcement Learning 3/28/21 5:37 4/3/21 11:59 112 489.0 39 176.0 3 2.0 11/6/17 0:50 9/10/18 6:34 11/15/17 23:55 11/21/18 7:39 cove9988/TradingGym VivekPa/IntroNeuralNetworks inactive 4.0 39:11.1
81 RLQuant LTSM Recurrent https://github.com/yuriak/RLQuant https://github.com/VivekPa/AIAlpha NEW OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network. Deep Learning And Reinforcement Learning 4/9/21 5:01 4/12/21 2:39 277 1207.0 92 370.0 1 2.0 4/5/18 5:42 10/7/18 3:58 8/13/18 4:18 8/3/19 9:00 yuriak/RLQuant VivekPa/AIAlpha inactive active 4.0 39:11.1
82 RL Trading trading-bot https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW https://github.com/pskrunner14/trading-bot A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab. 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 4/11/21 5:10 292.0 143.0 1.0 8/13/18 10:44 1/23/20 4:41 pskrunner14/trading-bot active 4 3.0 3/31/21 8:00
83 QLearning_Trading trading-rl https://github.com/ucaiado/QLearning_Trading https://github.com/Kostis-S-Z/trading-rl NEW 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 4/6/21 22:09 4/10/21 4:59 433 180.0 168 38.0 1 2.0 8/10/16 6:02 4/22/19 10:03 10/15/16 2:36 9/28/20 9:07 ucaiado/QLearning_Trading Kostis-S-Z/trading-rl inactive active 3.0 39:11.1 3/31/21 8:00
84 DQN-DDPG_Stock_Trading LTSM GRU https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading https://github.com/RajatHanda/Finance-Forecasting merged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQN Stock Market Forecasting using LSTM\GRU. Deep Learning And Reinforcement Learning 4/7/21 12:42 3/29/21 23:59 136 11.0 49 6.0 4 1.0 9/19/18 3:17 5/13/18 2:39 11/26/20 16:58 2/25/19 0:26 AI4Finance-LLC/DQN-DDPG_Stock_Trading RajatHanda/Finance-Forecasting active inactive 3 3.0 3/31/21 8:00
85 RL II Deep-Reinforcement-Stock-Trading https://github.com/deependersingla/deep_trader https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading reinforcement learning on stock market and agent tries to learn 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 4/11/21 20:21 4/3/21 22:50 1340 141.0 489 42.0 3 2.0 6/11/16 7:27 5/19/19 22:20 1/22/18 14:35 9/27/20 19:22 deependersingla/deep_trader Albert-Z-Guo/Deep-Reinforcement-Stock-Trading inactive active 3 3.0 3/31/21 8:00
86 gym-trading Advanced-Deep-Trading https://github.com/hackthemarket/gym-trading https://github.com/Rachnog/Advanced-Deep-Trading NEW 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 4/12/21 9:06 3/30/21 7:29 581 319.0 195 158.0 2 2.0 12/9/16 20:46 2/16/19 21:18 12/24/17 15:34 11/29/20 20:12 hackthemarket/gym-trading Rachnog/Advanced-Deep-Trading inactive active 3.0 39:11.1 3/31/21 8:00
87 Pair-Trading-Reinforcement-Learning Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 https://github.com/wai-i/Pair-Trading-Reinforcement-Learning https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 NEW 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 4/10/21 4:53 4/12/21 16:24 136 560.0 56 249.0 1 6.0 6/9/19 22:50 7/26/20 13:12 1/3/20 15:36 1/21/21 18:11 wai-i/Pair-Trading-Reinforcement-Learning AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 active 4.0 39:11.1 3/31/21 8:00
88 RL III AutomatedStockTrading-DeepQ-Learning https://github.com/samre12/deep-trading-agent https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning Github -Deep Reinforcement Learning based Trading Agent for Bitcoin. 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 4/3/21 20:48 3/24/21 1:11 576 134.0 203 51.0 1 2.0 9/21/17 17:05 2/23/19 12:01 4/13/18 16:33 2/25/20 18:16 samre12/deep-trading-agent sachink2010/AutomatedStockTrading-DeepQ-Learning inactive active 3 3.0 3/31/21 8:00
89 TradingGym deep-RL-trading https://github.com/Yvictor/TradingGym https://github.com/golsun/deep-RL-trading NEW trading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916) Deep Learning And Reinforcement Learning 4/11/21 20:20 4/10/21 7:09 841 235.0 237 108.0 2 1.0 5/1/17 13:53 2/25/18 17:41 2/14/18 13:58 12/1/20 22:06 Yvictor/TradingGym golsun/deep-RL-trading inactive active 3.0 39:11.1 3/31/21 8:00
90 RL IV Deep Learning https://github.com/jjakimoto/DQN https://github.com/keon/deepstock Reinforcement Learning for finance. Technical experimentations to beat the stock market using deep learning. Deep Learning And Reinforcement Learning 4/5/21 11:42 3/24/21 14:45 142 427.0 55 154.0 1 2.0 10/21/16 2:47 12/12/16 2:15 4/7/17 8:11 3/4/17 8:37 jjakimoto/DQN keon/deepstock inactive 4.0
91 RL V Personae https://github.com/gstenger98/rl-finance https://github.com/Ceruleanacg/Personae Building an Agent to Trade with Reinforcement Learning. 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 4/8/21 18:57 4/11/21 20:20 33 1144.0 8 330.0 5 2.0 1/16/19 0:43 3/10/18 11:22 3/19/20 20:28 9/2/18 17:21 gstenger98/rl-finance Ceruleanacg/Personae active inactive 2 5.0 3/31/21 8:00
92 RL Pair Trading RL https://github.com/kh-kim/stock_market_reinforcement_learning https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading OpenGym with Deep Q-learning and Policy Gradient. Using deep actor-critic model to learn best strategies in pair trading. Deep Learning And Reinforcement Learning 4/11/21 12:27 3/27/21 2:19 715 241.0 298 113.0 1 1.0 10/4/16 14:42 5/18/17 16:47 12/23/16 7:34 5/18/17 16:56 kh-kim/stock_market_reinforcement_learning shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading inactive 2 3.0
93 tensortrade AI Trading https://github.com/tensortrade-org/tensortrade https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md NEW AI to predict stock market movements. Deep Learning And Reinforcement Learning 4/12/21 16:05 4/12/21 15:42 3101 2876.0 715 1384.0 39 1.0 7/30/19 21:28 1/9/19 8:02 3/24/21 16:25 2/11/19 16:32 tensortrade-org/tensortrade borisbanushev/stockpredictionai active inactive 5.0 39:11.1
94 FinRL FinRL-Library https://github.com/AI4Finance-LLC/FinRL https://github.com/AI4Finance-LLC/FinRL-Library NEW 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 4/13/21 14:37 4/12/21 12:45 1865 1857.0 451 447.0 22 22.0 7/26/20 13:18 4/11/21 22:02 AI4Finance-LLC/FinRL AI4Finance-LLC/FinRL-Library active 5.0 13:03.7 3/31/21 8:00
95 huobi_futures_Python Volatility and Variance Derivatives https://github.com/hbdmapi/huobi_futures_Python https://github.com/yhilpisch/lvvd/tree/master/lvvd NEW Volatility derivatives analytics. Derivatives and Hedging 4/13/21 13:28 4/7/21 19:21 137 79.0 73 78.0 2 1.0 1/14/20 7:21 10/21/16 4:12 3/2/21 7:30 2/22/21 13:32 hbdmapi/huobi_futures_Python yhilpisch/lvvd active 23:51.4
96 algotrader Computational Derivatives https://github.com/torreyleonard/algotrader https://github.com/chenbowen184/Computational_Finance NEW Projects focusing on investigating simulations and computational techniques applied in finance. Derivatives and Hedging 4/11/21 10:12 1/12/21 12:22 477 17.0 102 12.0 12 1.0 4/10/18 2:31 1/29/18 5:01 8/27/20 8:16 8/2/18 5:56 torreyleonard/algotrader chen-bowen/Computational_Finance active inactive 23:51.4
97 tda-api gs-quant https://github.com/alexgolec/tda-api https://github.com/goldmansachs/gs-quant NEW Derivatives and Hedging 4/13/21 20:12 4/12/21 16:44 649 584.0 161 170.0 13 12.0 4/3/20 21:19 12/14/18 21:10 4/12/21 3:12 3/25/21 15:33 alexgolec/tda-api goldmansachs/gs-quant active 23:51.4
98 optopsy Options https://github.com/michaelchu/optopsy https://github.com/PHBS/2018.M1.ASP/tree/master/py NEW Black Scholes and Copula. Derivatives and Hedging 4/11/21 6:03 393 90 3 9/17/17 1:49 12/7/20 17:00 michaelchu/optopsy PHBS/2018.M1.ASP active 23:51.4
99 trade-frame Hull White https://github.com/rburkholder/trade-frame https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb NEW Callable Bond, Hull White. Derivatives and Hedging 4/6/21 9:38 10/6/20 20:37 188 4.0 79 6.0 1 1.0 7/24/16 15:25 6/6/18 22:06 11/9/20 1:16 6/6/18 22:27 rburkholder/trade-frame rstreppa/valuation-callables-HullWhite active inactive 23:51.4
100 AlgorithmicTrading Options https://github.com/JerBouma/AlgorithmicTrading https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D NEW Introduction to options. Derivatives and Hedging 4/9/21 18:12 4/9/21 21:17 168 335.0 54 163.0 1 36.0 3/14/19 9:33 7/28/17 15:48 2/3/21 22:29 3/17/21 17:17 JerBouma/AlgorithmicTrading QuantConnect/Tutorials active 23:51.4
101 paperbroker Derivative Markets https://github.com/philipodonnell/paperbroker https://github.com/broughtj/Fin6470/tree/master/Notebooks NEW The economics of futures, futures, options, and swaps. Derivatives and Hedging 4/4/21 4:52 4/6/21 20:49 175 8.0 48 8.0 3 1.0 7/6/17 2:04 2/9/16 5:30 4/8/18 18:37 4/6/21 20:49 philipodonnell/paperbroker broughtj/Fin6470 inactive active 23:51.4
102 quant-trading robin_stocks https://github.com/je-suis-tm/quant-trading https://github.com/jmfernandes/robin_stocks NEW Derivatives and Hedging 4/13/21 23:14 4/13/21 23:48 1771 1012.0 474 261.0 2 34.0 4/3/18 14:08 2/23/18 0:49 4/13/21 18:37 2/27/21 17:48 je-suis-tm/quant-trading jmfernandes/robin_stocks active 23:51.4
103 QLNet wallstreet https://github.com/amaggiulli/QLNet https://github.com/mcdallas/wallstreet NEW Derivatives and Hedging 4/13/21 7:58 4/13/21 22:00 259 570.0 134 125.0 13 2.0 8/22/13 14:51 1/20/16 22:03 3/2/21 18:39 8/9/19 23:14 amaggiulli/QLNet mcdallas/wallstreet active 23:51.4
104 Options-Trading-Strategies-in-Python Derman https://github.com/PyPatel/Options-Trading-Strategies-in-Python https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb NEW Binomial tree for American call. Derivatives and Hedging 4/10/21 12:28 10/6/20 20:37 317 1.0 134 3.0 1 1.0 8/30/17 6:00 5/18/18 18:08 8/21/19 15:47 9/21/18 19:59 PyPatel/Options-Trading-Strategies-in-Python rstreppa/valuation-convertibles-Goldman1994 active inactive 23:51.4
105 StockSharp Reinforcement Learning https://github.com/StockSharp/StockSharp https://github.com/FinTechies/HedgingRL NEW Hedging portfolios with reinforcement learning. Derivatives and Hedging 4/13/21 22:41 1/20/21 8:12 3924 16.0 1222 9.0 17 1.0 12/8/14 7:53 4/21/17 10:58 4/7/21 10:55 8/2/17 21:41 StockSharp/StockSharp FinTechies/HedgingRL active inactive 23:51.4
106 tf-quant-finance Delta Hedging https://github.com/google/tf-quant-finance https://github.com/RobinsonGarcia/delta-hedging NEW Advanced derivatives. Derivatives and Hedging 4/13/21 22:49 2/27/21 8:48 2569 3.0 333 2.0 28 1.0 7/24/19 16:09 3/2/18 23:53 4/13/21 22:09 7/17/18 23:32 google/tf-quant-finance RobinsonGarcia/delta-hedging active inactive 23:51.4
107 tai akshare https://github.com/fremantle-industries/tai https://github.com/jindaxiang/akshare NEW Derivatives and Hedging 4/12/21 22:45 4/13/21 16:44 273 3374.0 44 681.0 6 11.0 7/28/17 3:07 10/1/19 7:34 4/12/21 22:40 4/13/21 11:18 fremantle-industries/tai jindaxiang/akshare active 23:51.4
108 trading-server FinanceDatabase https://github.com/s-brez/trading-server https://github.com/JerBouma/FinanceDatabase NEW Derivatives and Hedging 4/13/21 9:46 4/13/21 2:33 209 595.0 50 68.0 2 1.0 3/5/19 3:06 1/28/21 18:36 3/8/21 2:37 4/8/21 11:10 s-brez/trading-server JerBouma/FinanceDatabase active 23:51.4
109 Strata Options Risk Measures https://github.com/OpenGamma/Strata https://github.com/wanglouis49/risk_estimation NEW Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). Derivatives and Hedging 4/12/21 6:32 10/6/20 20:37 607 1.0 217 2.0 39 1.0 6/16/14 11:45 4/29/16 3:51 4/12/21 6:32 1/16/18 1:24 OpenGamma/Strata wanglouis49/risk_estimation active inactive 23:51.4
110 openAlgo FinancePy https://github.com/mtompkins/openAlgo https://github.com/domokane/FinancePy NEW Derivatives and Hedging 4/3/21 9:17 4/10/21 22:50 160 441.0 82 73.0 2 6.0 5/28/13 14:46 10/27/19 15:04 3/24/17 20:00 3/11/21 21:40 mtompkins/openAlgo domokane/FinancePy inactive active 23:51.4
111 Options_Data_Science Option Strategies https://github.com/yugedata/Options_Data_Science https://github.com/rstreppa/valuation-OptionStrategies NEW Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations. Derivatives and Hedging 4/10/21 22:31 2/27/21 8:50 238 2.0 39 3.0 1 1.0 12/9/20 4:51 5/22/18 18:27 4/5/21 3:55 5/22/18 18:30 yugedata/Options_Data_Science rstreppa/valuation-OptionStrategies active inactive 23:51.4
112 fast_arrow MarketAnalysis https://github.com/westonplatter/fast_arrow https://github.com/Poseyy/MarketAnalysis NEW Derivatives and Hedging 2/20/21 11:29 4/12/21 21:59 127 170.0 42 77.0 5 1.0 7/19/18 23:15 3/28/19 19:46 4/18/20 18:05 8/6/20 5:15 westonplatter/fast_arrow Poseyy/MarketAnalysis active 23:51.4
113 Black Scholes Derivatives Python https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb https://github.com/yhilpisch/dawp/tree/master/python36 Options pricing. Derivative analytics with Python. Derivatives and Hedging 10/6/20 20:36 4/12/21 14:39 1 388.0 2 299.0 0 1.0 12/9/17 18:50 7/9/15 12:27 7/9/18 9:48 2/22/21 13:29 irajwani/numerical_methods_python yhilpisch/dawp inactive active
114 MarketAnalysis fast_arrow https://github.com/Poseyy/MarketAnalysis https://github.com/westonplatter/fast_arrow NEW Derivatives and Hedging 4/12/21 21:59 2/20/21 11:29 170 127.0 77 42.0 1 5.0 3/28/19 19:46 7/19/18 23:15 8/6/20 5:15 4/18/20 18:05 Poseyy/MarketAnalysis westonplatter/fast_arrow active 23:51.4
115 gs-quant huobi_futures_Python https://github.com/goldmansachs/gs-quant https://github.com/hbdmapi/huobi_futures_Python NEW Derivatives and Hedging 4/12/21 16:44 4/13/21 13:28 584 137.0 170 73.0 12 2.0 12/14/18 21:10 1/14/20 7:21 3/25/21 15:33 3/2/21 7:30 goldmansachs/gs-quant hbdmapi/huobi_futures_Python active 23:51.4
116 Hull White algotrader https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb https://github.com/torreyleonard/algotrader Callable Bond, Hull White. NEW Derivatives and Hedging 10/6/20 20:37 4/11/21 10:12 4 477.0 6 102.0 1 12.0 6/6/18 22:06 4/10/18 2:31 6/6/18 22:27 8/27/20 8:16 rstreppa/valuation-callables-HullWhite torreyleonard/algotrader inactive active 23:51.4
117 Options tda-api https://github.com/PHBS/2018.M1.ASP/tree/master/py https://github.com/alexgolec/tda-api Black Scholes and Copula. NEW Derivatives and Hedging 4/13/21 20:12 649.0 161.0 13.0 4/3/20 21:19 4/12/21 3:12 PHBS/2018.M1.ASP alexgolec/tda-api active 23:51.4
118 Derivative Markets optopsy https://github.com/broughtj/Fin6470/tree/master/Notebooks https://github.com/michaelchu/optopsy The economics of futures, futures, options, and swaps. NEW Derivatives and Hedging 4/6/21 20:49 4/11/21 6:03 8 393.0 8 90.0 1 3.0 2/9/16 5:30 9/17/17 1:49 4/6/21 20:49 12/7/20 17:00 broughtj/Fin6470 michaelchu/optopsy active 23:51.4
119 Computational Derivatives trade-frame https://github.com/chenbowen184/Computational_Finance https://github.com/rburkholder/trade-frame Projects focusing on investigating simulations and computational techniques applied in finance. NEW Derivatives and Hedging 1/12/21 12:22 4/6/21 9:38 17 188.0 12 79.0 1 1.0 1/29/18 5:01 7/24/16 15:25 8/2/18 5:56 11/9/20 1:16 chen-bowen/Computational_Finance rburkholder/trade-frame inactive active 23:51.4
120 Volatility and Variance Derivatives AlgorithmicTrading https://github.com/yhilpisch/lvvd/tree/master/lvvd https://github.com/JerBouma/AlgorithmicTrading Volatility derivatives analytics. NEW Derivatives and Hedging 4/7/21 19:21 4/9/21 18:12 79 168.0 78 54.0 1 1.0 10/21/16 4:12 3/14/19 9:33 2/22/21 13:32 2/3/21 22:29 yhilpisch/lvvd JerBouma/AlgorithmicTrading active 23:51.4
121 Options paperbroker https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D https://github.com/philipodonnell/paperbroker Introduction to options. NEW Derivatives and Hedging 4/9/21 21:17 4/4/21 4:52 335 175.0 163 48.0 36 3.0 7/28/17 15:48 7/6/17 2:04 3/17/21 17:17 4/8/18 18:37 QuantConnect/Tutorials philipodonnell/paperbroker active inactive 23:51.4
122 robin_stocks quant-trading https://github.com/jmfernandes/robin_stocks https://github.com/je-suis-tm/quant-trading NEW Derivatives and Hedging 4/13/21 23:48 4/13/21 23:14 1012 1771.0 261 474.0 34 2.0 2/23/18 0:49 4/3/18 14:08 2/27/21 17:48 4/13/21 18:37 jmfernandes/robin_stocks je-suis-tm/quant-trading active 23:51.4
123 Option Strategies Black Scholes https://github.com/rstreppa/valuation-OptionStrategies https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations. Options pricing. Derivatives and Hedging 2/27/21 8:50 10/6/20 20:36 2 1.0 3 2.0 1 0.0 5/22/18 18:27 12/9/17 18:50 5/22/18 18:30 7/9/18 9:48 rstreppa/valuation-OptionStrategies irajwani/numerical_methods_python inactive
124 Derivatives Python Options-Trading-Strategies-in-Python https://github.com/yhilpisch/dawp/tree/master/python36 https://github.com/PyPatel/Options-Trading-Strategies-in-Python Derivative analytics with Python. NEW Derivatives and Hedging 4/12/21 14:39 4/10/21 12:28 388 317.0 299 134.0 1 1.0 7/9/15 12:27 8/30/17 6:00 2/22/21 13:29 8/21/19 15:47 yhilpisch/dawp PyPatel/Options-Trading-Strategies-in-Python active 23:51.4
125 Derman StockSharp https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb https://github.com/StockSharp/StockSharp Binomial tree for American call. NEW Derivatives and Hedging 10/6/20 20:37 4/13/21 22:41 1 3924.0 3 1222.0 1 17.0 5/18/18 18:08 12/8/14 7:53 9/21/18 19:59 4/7/21 10:55 rstreppa/valuation-convertibles-Goldman1994 StockSharp/StockSharp inactive active 23:51.4
126 Reinforcement Learning tf-quant-finance https://github.com/FinTechies/HedgingRL https://github.com/google/tf-quant-finance Hedging portfolios with reinforcement learning. NEW Derivatives and Hedging 1/20/21 8:12 4/13/21 22:49 16 2569.0 9 333.0 1 28.0 4/21/17 10:58 7/24/19 16:09 8/2/17 21:41 4/13/21 22:09 FinTechies/HedgingRL google/tf-quant-finance inactive active 23:51.4
127 Delta Hedging tai https://github.com/RobinsonGarcia/delta-hedging https://github.com/fremantle-industries/tai Advanced derivatives. NEW Derivatives and Hedging 2/27/21 8:48 4/12/21 22:45 3 273.0 2 44.0 1 6.0 3/2/18 23:53 7/28/17 3:07 7/17/18 23:32 4/12/21 22:40 RobinsonGarcia/delta-hedging fremantle-industries/tai inactive active 23:51.4
128 akshare trading-server https://github.com/jindaxiang/akshare https://github.com/s-brez/trading-server NEW Derivatives and Hedging 4/13/21 16:44 4/13/21 9:46 3374 209.0 681 50.0 11 2.0 10/1/19 7:34 3/5/19 3:06 4/13/21 11:18 3/8/21 2:37 jindaxiang/akshare s-brez/trading-server active 23:51.4
129 wallstreet Strata https://github.com/mcdallas/wallstreet https://github.com/OpenGamma/Strata NEW Derivatives and Hedging 4/13/21 22:00 4/12/21 6:32 570 607.0 125 217.0 2 39.0 1/20/16 22:03 6/16/14 11:45 8/9/19 23:14 4/12/21 6:32 mcdallas/wallstreet OpenGamma/Strata active 23:51.4
130 FinanceDatabase openAlgo https://github.com/JerBouma/FinanceDatabase https://github.com/mtompkins/openAlgo NEW Derivatives and Hedging 4/13/21 2:33 4/3/21 9:17 595 160.0 68 82.0 1 2.0 1/28/21 18:36 5/28/13 14:46 4/8/21 11:10 3/24/17 20:00 JerBouma/FinanceDatabase mtompkins/openAlgo active inactive 23:51.4
131 Options Risk Measures Options_Data_Science https://github.com/wanglouis49/risk_estimation https://github.com/yugedata/Options_Data_Science Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). NEW Derivatives and Hedging 10/6/20 20:37 4/10/21 22:31 1 238.0 2 39.0 1 1.0 4/29/16 3:51 12/9/20 4:51 1/16/18 1:24 4/5/21 3:55 wanglouis49/risk_estimation yugedata/Options_Data_Science inactive active 23:51.4
132 FinancePy QLNet https://github.com/domokane/FinancePy https://github.com/amaggiulli/QLNet NEW Derivatives and Hedging 4/10/21 22:50 4/13/21 7:58 441 259.0 73 134.0 6 13.0 10/27/19 15:04 8/22/13 14:51 3/11/21 21:40 3/2/21 18:39 domokane/FinancePy amaggiulli/QLNet active 23:51.4
133 Financial Economics Currency PCA https://github.com/rsvp/fecon235/tree/master/nb https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb Financial Economics Models. Forex spots PCA. Extended Research 4/10/21 17:02 10/26/20 0:55 713 3.0 275 1.0 2 1.0 11/9/14 4:49 3/12/19 21:11 12/3/18 16:30 3/12/19 22:09 rsvp/fecon235 shanemulqueen/python-finance-pca inactive
134 Computational Finance Real Estate Property Fraud https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance https://github.com/aviroop1/Real_Estate_Property_Fraud Applied Computational Economics and Finance. Unsupervised fraud detection model that can identify likely candidates of fraud. Extended Research 3/7/21 17:47 12 13 1 8/27/17 3:46 8/26/17 4:26 lnsongxf/Applied_Computational_Economics_and_Finance aviroop1/Real_Estate_Property_Fraud inactive
135 Behavioural Economics Critical Transitions https://github.com/pcmichaud/notebooks https://github.com/ryanholbrook/critical-transitions Behavioural Economics and Finance Python Notebooks. Detecting critical transitions in financial networks with topological data analysis. Extended Research 2/3/21 7:22 1/30/21 11:50 9 10.0 4 3.0 1 1.0 12/20/18 0:21 1/22/19 10:59 3/26/19 11:51 3/12/19 18:35 pcmichaud/notebooks ryanholbrook/critical-transitions inactive
136 Economic Foundations Simulation https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations https://github.com/chenbowen184/Computational_Finance Basic economic models. Investigating simulations as part of computational finance. Extended Research 10/6/20 21:01 1/12/21 12:22 2 17.0 3 12.0 1 1.0 5/25/17 2:27 1/29/18 5:01 6/30/17 3:53 8/2/18 5:56 SeanMcOwen/FinanceAndPython.com-EconomicFoundations chen-bowen/Computational_Finance inactive
137 Corporate Finance HFT https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy Basic corporate finance. High frequency trading. Extended Research 1/16/21 19:01 4/11/21 23:36 9 748.0 4 333.0 1 1.0 9/9/17 3:35 7/21/16 5:14 9/9/17 23:04 2/14/17 16:47 SeanMcOwen/FinanceAndPython.com-CorporateFinance rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy inactive
138 Finance Graph Theory Bayesian Finance I https://github.com/AvijitGhosh82/Finance_Graph_Theory https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents. Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs. Extended Research 3/28/21 2:22 11/28/20 3:02 17 25.0 7 6.0 3 0.0 8/2/18 2:48 1/4/19 12:30 3/16/19 18:39 2/18/19 9:55 evijit/Finance_Graph_Theory AlexIoannides/pymc-stochastic-process inactive
139 Commodity Applied Corporate Finance https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance Commodity influence over Brazilian stocks. Studies the empirical behaviours in stock market. Extended Research 2/19/21 13:40 8.0 9.0 1.0 1/29/18 5:14 7/19/18 6:25 felipessalvatore/fin2vec chen-bowen/Data_Science_in_Applied_Corporate_Finance inactive
140 Market Crash Prediction Bayesian Finance https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb Predicting market crashes using an LPPL model. Notebook PyMC3 implementation. Extended Research 10/6/20 21:01 4/10/21 19:50 1 233.0 3 55.0 1 1.0 1/24/19 13:37 8/28/18 14:45 2/13/19 16:48 8/6/20 22:03 sarachmax/MarketCrashes_Prediction marketneutral/alphatools inactive active
141 M&A Deep Portfolio https://github.com/atulram/Finance-and-Stocks https://github.com/DLColumbia/DL_forFinance Mergers and Acquisitions. Deep learning for finance Predict volume of bonds. Extended Research 12/21/20 14:42 1/12/21 11:48 3 27.0 3 19.0 1 2.0 1/19/19 18:16 5/8/18 19:34 2/18/19 16:57 5/9/18 15:39 atulram/Finance-and-Stocks DLColumbia/DL_forFinance inactive
142 Life-cycle Backtests https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb https://github.com/AlgoTraders/stock-analysis-engine Company life cycle. Trading data and algorithms. Extended Research 12/21/20 14:42 4/12/21 2:28 3 620.0 3 165.0 1 3.0 1/19/19 18:16 9/16/18 20:00 2/18/19 16:57 9/5/20 13:01 atulram/Finance-and-Stocks AlgoTraders/stock-analysis-engine inactive active
143 High Frequency Liquidity and Momentum https://github.com/cswaney/prickle https://github.com/mrefermat/quant_finance A Python toolkit for high-frequency trade research. Various factors and portfolio constructions. Extended Research 3/22/21 2:19 3/30/21 0:09 24 31.0 17 15.0 2 1.0 7/6/16 20:32 8/11/18 22:59 6/9/18 10:53 11/12/19 4:49 cswaney/prickle mrefermat/quant_finance inactive active
144 Mathematical Finance NLP Finance Papers https://github.com/Auquan/Tutorials https://github.com/chenbowen184/Research_Documents_Curation_with_NLP Notebooks for math and financial tutorials. Curating quantitative finance papers using machine learning. Extended Research 4/8/21 19:37 2/27/21 6:33 664 8.0 425 9.0 9 1.0 1/21/17 11:24 10/11/18 20:32 8/1/20 17:03 12/24/18 23:27 Auquan/Tutorials chen-bowen/Research_Documents_Curation_with_NLP active inactive
145 Liquidity and Momentum High Frequency https://github.com/mrefermat/quant_finance https://github.com/cswaney/prickle Various factors and portfolio constructions. A Python toolkit for high-frequency trade research. Extended Research 3/30/21 0:09 3/22/21 2:19 31 24.0 15 17.0 1 2.0 8/11/18 22:59 7/6/16 20:32 11/12/19 4:49 6/9/18 10:53 mrefermat/quant_finance cswaney/prickle active inactive
146 NLP Finance Papers Mathematical Finance https://github.com/chenbowen184/Research_Documents_Curation_with_NLP https://github.com/Auquan/Tutorials Curating quantitative finance papers using machine learning. Notebooks for math and financial tutorials. Extended Research 2/27/21 6:33 4/8/21 19:37 8 664.0 9 425.0 1 9.0 10/11/18 20:32 1/21/17 11:24 12/24/18 23:27 8/1/20 17:03 chen-bowen/Research_Documents_Curation_with_NLP Auquan/Tutorials inactive active
147 Deep Portfolio Financial Economics https://github.com/DLColumbia/DL_forFinance https://github.com/rsvp/fecon235/tree/master/nb Deep learning for finance Predict volume of bonds. Financial Economics Models. Extended Research 1/12/21 11:48 4/10/21 17:02 27 713.0 19 275.0 2 2.0 5/8/18 19:34 11/9/14 4:49 5/9/18 15:39 12/3/18 16:30 DLColumbia/DL_forFinance rsvp/fecon235 inactive
148 Real Estate Property Fraud Behavioural Economics https://github.com/aviroop1/Real_Estate_Property_Fraud https://github.com/pcmichaud/notebooks Unsupervised fraud detection model that can identify likely candidates of fraud. Behavioural Economics and Finance Python Notebooks. Extended Research 2/3/21 7:22 9.0 4.0 1.0 12/20/18 0:21 3/26/19 11:51 aviroop1/Real_Estate_Property_Fraud pcmichaud/notebooks inactive
149 Critical Transitions Economic Foundations https://github.com/ryanholbrook/critical-transitions https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations Detecting critical transitions in financial networks with topological data analysis. Basic economic models. Extended Research 1/30/21 11:50 10/6/20 21:01 10 2.0 3 3.0 1 1.0 1/22/19 10:59 5/25/17 2:27 3/12/19 18:35 6/30/17 3:53 ryanholbrook/critical-transitions SeanMcOwen/FinanceAndPython.com-EconomicFoundations inactive
150 Simulation Corporate Finance https://github.com/chenbowen184/Computational_Finance https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance Investigating simulations as part of computational finance. Basic corporate finance. Extended Research 1/12/21 12:22 1/16/21 19:01 17 9.0 12 4.0 1 1.0 1/29/18 5:01 9/9/17 3:35 8/2/18 5:56 9/9/17 23:04 chen-bowen/Computational_Finance SeanMcOwen/FinanceAndPython.com-CorporateFinance inactive
151 Currency PCA Computational Finance https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance Forex spots PCA. Applied Computational Economics and Finance. Extended Research 10/26/20 0:55 3/7/21 17:47 3 12.0 1 13.0 1 1.0 3/12/19 21:11 8/27/17 3:46 3/12/19 22:09 8/26/17 4:26 shanemulqueen/python-finance-pca lnsongxf/Applied_Computational_Economics_and_Finance inactive
152 Backtests Commodity https://github.com/AlgoTraders/stock-analysis-engine https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb Trading data and algorithms. Commodity influence over Brazilian stocks. Extended Research 4/12/21 2:28 620 165 3 9/16/18 20:00 9/5/20 13:01 AlgoTraders/stock-analysis-engine felipessalvatore/fin2vec active
153 Bayesian Finance I Market Crash Prediction https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs. Predicting market crashes using an LPPL model. Extended Research 11/28/20 3:02 10/6/20 21:01 25 1.0 6 3.0 0 1.0 1/4/19 12:30 1/24/19 13:37 2/18/19 9:55 2/13/19 16:48 AlexIoannides/pymc-stochastic-process sarachmax/MarketCrashes_Prediction inactive
154 Applied Corporate Finance M&A https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance https://github.com/atulram/Finance-and-Stocks Studies the empirical behaviours in stock market. Mergers and Acquisitions. Extended Research 2/19/21 13:40 12/21/20 14:42 8 3.0 9 3.0 1 1.0 1/29/18 5:14 1/19/19 18:16 7/19/18 6:25 2/18/19 16:57 chen-bowen/Data_Science_in_Applied_Corporate_Finance atulram/Finance-and-Stocks inactive
155 Bayesian Finance Life-cycle https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb Notebook PyMC3 implementation. Company life cycle. Extended Research 4/10/21 19:50 12/21/20 14:42 233 3.0 55 3.0 1 1.0 8/28/18 14:45 1/19/19 18:16 8/6/20 22:03 2/18/19 16:57 marketneutral/alphatools atulram/Finance-and-Stocks active inactive
156 HFT Finance Graph Theory https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy https://github.com/AvijitGhosh82/Finance_Graph_Theory High frequency trading. Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents. Extended Research 4/11/21 23:36 3/28/21 2:22 748 17.0 333 7.0 1 3.0 7/21/16 5:14 8/2/18 2:48 2/14/17 16:47 3/16/19 18:39 rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy evijit/Finance_Graph_Theory inactive
157 VaR GaN Python for Finance https://github.com/hamaadshah/market_risk_gan_keras https://github.com/yhilpisch/py4fi/tree/master/jupyter36 Estimate Value-at-Risk for market risk management using Keras and TensorFlow. Various financial notebooks. Factor and Risk Analysis 3/20/21 21:53 4/9/21 8:12 41 1298.0 28 794.0 1 1.0 8/6/18 16:09 12/15/14 11:23 11/22/20 19:02 7/10/18 6:38 hamaadshah/market_risk_gan_tensorflow yhilpisch/py4fi active inactive
158 Pyfolio Quant Finance https://github.com/quantopian/pyfolio https://github.com/mrefermat/quant_finance Portfolio and risk analytics in Python. General quant repository. Factor and Risk Analysis 4/12/21 11:55 3/30/21 0:09 3673 31.0 1157 15.0 42 1.0 6/1/15 15:31 8/11/18 22:59 2/28/20 17:30 11/12/19 4:49 quantopian/pyfolio mrefermat/quant_finance active
159 simulate Convex Optimisation https://github.com/leolle/simulate https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb NEW Convex Optimization for Finance. Factor and Risk Analysis 3/23/21 13:34 4/8/21 19:02 11 18.0 2 10.0 1 1.0 6/4/17 15:18 6/26/18 20:36 11/11/18 14:03 10/22/19 21:56 leolle/simulate ssanderson/convex-optimization-for-finance inactive active 23:57.7
160 TradeFinexLive Factor Analysis https://github.com/XinFinOrg/TradeFinexLive https://github.com/alpha-miner/alpha-mind/tree/master/notebooks NEW Factor strategy notebooks. Factor and Risk Analysis 3/18/21 9:48 4/8/21 19:02 5 172.0 11 60.0 8 3.0 3/21/18 10:05 5/1/17 7:36 3/18/21 9:48 4/7/21 15:25 XinFinOrg/TradeFinexLive alpha-miner/alpha-mind active 23:57.7
161 Machine_learning_In_Finance VaR https://github.com/chaudharigauravi/Machine_learning_In_Finance https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb NEW Value-at-risk calculations. Factor and Risk Analysis 11/27/20 19:23 3/31/21 2:06 8 10.0 2 9.0 1 1.0 8/3/19 4:04 11/15/16 19:24 8/3/19 4:05 1/14/17 21:19 chaudharigauravi/Machine_learning_In_Finance willb/var-notebook active inactive 23:57.7
162 stock-market-analysis-using-python-numpy-pandas Risk Basic https://github.com/Ashishsinha10/stock-market-analysis-using-python-numpy-pandas https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb NEW Active portfolio risk management . Factor and Risk Analysis 3/21/21 8:50 3/1/21 13:53 8 31.0 5 18.0 1 1.0 4/10/18 5:15 5/10/16 11:03 4/10/18 5:28 5/17/16 3:44 Ashishsinha10/stock-market-analysis-using-python-numpy-pandas RJT1990/Active-Portfolio-Management-Notes inactive 23:57.7
163 Statistical Finance Stock-Prediction https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments https://github.com/Ronak-59/Stock-Prediction Various financial experiments. NEW Factor and Risk Analysis 3/30/21 0:09 3/26/21 8:37 21 129.0 16 64.0 1 2.0 10/4/15 9:10 3/18/18 4:54 3/28/20 18:33 2/28/20 11:43 mrefermat/FinancePhD Ronak-59/Stock-Prediction active 37:06.3
164 -L- Performance Analysis https://github.com/jettbrains/-L- https://github.com/quantopian/alphalens NEW Performance analysis of predictive (alpha) stock factors. Factor and Risk Analysis 3/15/21 3:05 4/10/21 12:58 6 1847.0 16 700.0 1 17.0 10/28/19 21:50 6/3/16 21:49 10/28/19 21:51 4/27/20 18:40 jettbrains/-L- quantopian/alphalens active 23:57.7
165 CAPM Factor Analysis https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb Expected returns using CAPM. Factor analysis for mutual funds. Factor and Risk Analysis 3/1/21 13:53 12/21/20 14:26 31 3.0 18 4.0 1 1.0 5/10/16 11:03 3/13/18 7:39 5/17/16 3:44 3/13/18 7:42 RJT1990/Active-Portfolio-Management-Notes garvit-kudesia91/factor_analysis inactive
166 Risk and Return Various Risk Measures https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb Riskiness of portfolios and assets. Risk measures and factors for alternative and responsible investments. Factor and Risk Analysis 4/6/21 17:03 11/4/20 7:04 140 4.0 62 5.0 2 1.0 9/12/17 13:35 8/7/17 14:44 8/6/20 12:35 8/8/17 22:52 PyDataBlog/Python-for-Data-Science Jorgencr/Alternative-and-Responsible-Investments active inactive
167 AlphaTrading stock-market-analysis-using-python-numpy-pandas https://github.com/jerryxyx/AlphaTrading https://github.com/Ashishsinha10/stock-market-analysis-using-python-numpy-pandas NEW Factor and Risk Analysis 4/10/21 6:34 3/21/21 8:50 149 8.0 74 5.0 1 1.0 5/18/18 22:09 4/10/18 5:15 8/7/18 18:05 4/10/18 5:28 jerryxyx/AlphaTrading Ashishsinha10/stock-market-analysis-using-python-numpy-pandas inactive 37:06.3 23:57.7
168 Various Risk Measures Risk and Return https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials Risk measures and factors for alternative and responsible investments. Riskiness of portfolios and assets. Factor and Risk Analysis 11/4/20 7:04 4/6/21 17:03 4 140.0 5 62.0 1 2.0 8/7/17 14:44 9/12/17 13:35 8/8/17 22:52 8/6/20 12:35 Jorgencr/Alternative-and-Responsible-Investments PyDataBlog/Python-for-Data-Science inactive active
169 Python for Finance CAPM https://github.com/yhilpisch/py4fi/tree/master/jupyter36 https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb Various financial notebooks. Expected returns using CAPM. Factor and Risk Analysis 4/9/21 8:12 3/1/21 13:53 1298 31.0 794 18.0 1 1.0 12/15/14 11:23 5/10/16 11:03 7/10/18 6:38 5/17/16 3:44 yhilpisch/py4fi RJT1990/Active-Portfolio-Management-Notes inactive
170 Factor Analysis -L- https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb https://github.com/jettbrains/-L- Factor analysis for mutual funds. NEW Factor and Risk Analysis 12/21/20 14:26 3/15/21 3:05 3 6.0 4 16.0 1 1.0 3/13/18 7:39 10/28/19 21:50 3/13/18 7:42 10/28/19 21:51 garvit-kudesia91/factor_analysis jettbrains/-L- inactive active 23:57.7
171 Performance Analysis Statistical Finance https://github.com/quantopian/alphalens https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments Performance analysis of predictive (alpha) stock factors. Various financial experiments. Factor and Risk Analysis 4/10/21 12:58 3/30/21 0:09 1847 21.0 700 16.0 17 1.0 6/3/16 21:49 10/4/15 9:10 4/27/20 18:40 3/28/20 18:33 quantopian/alphalens mrefermat/FinancePhD active
172 Risk Basic Machine_learning_In_Finance https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb https://github.com/chaudharigauravi/Machine_learning_In_Finance Active portfolio risk management . NEW Factor and Risk Analysis 3/1/21 13:53 11/27/20 19:23 31 8.0 18 2.0 1 1.0 5/10/16 11:03 8/3/19 4:04 5/17/16 3:44 8/3/19 4:05 RJT1990/Active-Portfolio-Management-Notes chaudharigauravi/Machine_learning_In_Finance inactive active 23:57.7
173 VaR TradeFinexLive https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb https://github.com/XinFinOrg/TradeFinexLive Value-at-risk calculations. NEW Factor and Risk Analysis 3/31/21 2:06 3/18/21 9:48 10 5.0 9 11.0 1 8.0 11/15/16 19:24 3/21/18 10:05 1/14/17 21:19 3/18/21 9:48 willb/var-notebook XinFinOrg/TradeFinexLive inactive active 23:57.7
174 Factor Analysis simulate https://github.com/alpha-miner/alpha-mind/tree/master/notebooks https://github.com/leolle/simulate Factor strategy notebooks. NEW Factor and Risk Analysis 4/8/21 19:02 3/23/21 13:34 172 11.0 60 2.0 3 1.0 5/1/17 7:36 6/4/17 15:18 4/7/21 15:25 11/11/18 14:03 alpha-miner/alpha-mind leolle/simulate active inactive 23:57.7
175 Convex Optimisation Pyfolio https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb https://github.com/quantopian/pyfolio Convex Optimization for Finance. Portfolio and risk analytics in Python. Factor and Risk Analysis 4/8/21 19:02 4/12/21 11:55 18 3673.0 10 1157.0 1 42.0 6/26/18 20:36 6/1/15 15:31 10/22/19 21:56 2/28/20 17:30 ssanderson/convex-optimization-for-finance quantopian/pyfolio active
176 Quant Finance VaR GaN https://github.com/mrefermat/quant_finance https://github.com/hamaadshah/market_risk_gan_keras General quant repository. Estimate Value-at-Risk for market risk management using Keras and TensorFlow. Factor and Risk Analysis 3/30/21 0:09 3/20/21 21:53 31 41.0 15 28.0 1 1.0 8/11/18 22:59 8/6/18 16:09 11/12/19 4:49 11/22/20 19:02 mrefermat/quant_finance hamaadshah/market_risk_gan_tensorflow active
177 Stock-Prediction AlphaTrading https://github.com/Ronak-59/Stock-Prediction https://github.com/jerryxyx/AlphaTrading NEW Factor and Risk Analysis 3/26/21 8:37 4/10/21 6:34 129 149.0 64 74.0 2 1.0 3/18/18 4:54 5/18/18 22:09 2/28/20 11:43 8/7/18 18:05 Ronak-59/Stock-Prediction jerryxyx/AlphaTrading active inactive 37:06.3
178 Binomial Tree market-data https://github.com/hy-lei/math-finance-exercise https://github.com/kriasoft/market-data Utility functions in fixed income securities. NEW Fixed Income 10/6/20 20:55 2020-06-22 10:58:20 1 25.0 2 20.0 1 1.0 2/2/19 8:44 2012-12-07 13:42:48 5/3/19 17:16 2012-12-15 12:10:06 hy-lei/math-finance-toolbox kriasoft/market-data active inactive 2021-04-15 01:24:33.430516
179 Corporate Bonds woe https://github.com/ishank011/gs-quantify-bond-prediction https://github.com/boredbird/woe Predicting the buying and selling volume of the corporate bonds. NEW Fixed Income 1/3/21 21:46 2021-04-12 10:43:48 7 224.0 5 96.0 1 1.0 9/27/17 19:57 2017-09-11 07:15:04 9/27/17 20:00 2018-03-01 10:45:40 ishank011/gs-quantify-bond-prediction boredbird/woe inactive 2021-04-15 01:24:33.430516
180 Vasicek https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb Bootstrapping and interpolation. Fixed Income 12/10/20 21:20 3 3.0 3 3.0 1 1.0 7/18/18 19:26 7/18/18 19:34 RobinsonGarcia/fixed-income inactive
181 AlphaPy MagentoExtensions https://github.com/ScottfreeLLC/AlphaPy https://github.com/5mehulhelp5/MagentoExtensions machine learning framework built on sklearn and pandas. Support pyfolio/xgboost/lightgmb/catboost(gradient boosting on decision tress) etc. Examples include financial market prediction/sports prediction/kaggle. Configurations are set though yaml file for all model process including feature selection/grid search on parameters and aggregate results for each model NEW Other Models Fixed Income 4/4/21 20:02 2021-02-12 08:45:08 576 106.0 130 110.0 3 2.0 2/14/16 0:47 2014-07-03 05:45:54 2/8/21 21:35 2017-11-24 16:15:49 ScottfreeLLC/AlphaPy 5mehulhelp5/MagentoExtensions active inactive 4 39:24.6 2021-04-15 01:24:33.430516
182 Awesome-Quant-Machine-Learning-Trading rating_history https://github.com/grananqvist/Awesome-Quant-Machine-Learning-Trading https://github.com/govwiki/rating_history curated list of books/online courses/youtube videos/blogs/interviews/papers/code etc. Updates are pretty infrequent NEW Other Models Fixed Income 4/10/21 13:38 2021-01-23 06:27:24 1005 26.0 319 13.0 3 1.0 11/5/18 21:09 2017-11-23 22:52:14 10/8/20 16:48 2017-12-03 20:42:49 grananqvist/Awesome-Quant-Machine-Learning-Trading govwiki/rating_history active inactive 5 39:24.6 2021-04-15 01:24:33.430516
183 MathAndScienceNotes Binomial Tree https://github.com/melling/MathAndScienceNotes https://github.com/hy-lei/math-finance-exercise Collections of news/articles on various topics including quant trading and machine learning. Some articles are from [ycombinator message board](https://news.ycombinator.com/news) and [rediit algotrading forum](https://www.reddit.com/r/algotrading/) Utility functions in fixed income securities. Other Models Fixed Income 4/12/21 0:49 10/6/20 20:55 460 1.0 54 2.0 1 1.0 3/11/16 19:13 2/2/19 8:44 12/21/20 3:54 5/3/19 17:16 melling/MathAndScienceNotes hy-lei/math-finance-toolbox active 3 39:24.6
184 botflow Corporate Bonds https://github.com/kkyon/botflow https://github.com/ishank011/gs-quantify-bond-prediction python dataflow programming framework. Similar and probably replaceable by sklearn.pipeline module. Uses [graphviz](https://graphviz.org/) for visiualization though not maintained with last commit over 3 years ago Predicting the buying and selling volume of the corporate bonds. Other Models Fixed Income 3/31/21 10:56 1/3/21 21:46 1165 7.0 102 5.0 8 1.0 8/20/18 3:13 9/27/17 19:57 5/23/19 14:40 9/27/17 20:00 kkyon/botflow ishank011/gs-quantify-bond-prediction inactive 2 39:24.6
185 surpriver mlfinlab https://github.com/tradytics/surpriver https://github.com/hudson-and-thames/mlfinlab Machine learning algo to detect anomaly in equities data. Uses sklearn [IsolationForest](https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.IsolationForest.html) model and price/volume based technical signals as features using [ta](https://github.com/bukosabino/ta) library. Opensourced by [tradytics](https://tradytics.com/). Code structures are less extensible NEW Other Models 4/12/21 12:27 4/12/21 10:51 1189 2295.0 221 709.0 6 3.0 8/30/20 7:56 2/13/19 16:57 9/21/20 4:32 4/12/21 10:50 tradytics/surpriver hudson-and-thames/mlfinlab active 3 39:24.6
186 Pattern-Recognition-for-Forex-Trading stock-trading-ml https://github.com/PythonProgramming/Pattern-Recognition-for-Forex-Trading https://github.com/yacoubb/stock-trading-ml NEW Other Models 4/5/21 3:23 4/11/21 14:46 173 340.0 91 186.0 1 1.0 3/26/15 2:22 10/10/19 9:44 3/26/15 2:33 10/12/19 11:38 PythonProgramming/Pattern-Recognition-for-Forex-Trading yacoubb/stock-trading-ml inactive active 2 39:24.6
187 awesome-ai-in-finance ML_Finance_Codes https://github.com/georgezouq/awesome-ai-in-finance https://github.com/mfrdixon/ML_Finance_Codes NEW Other Models 4/11/21 7:43 4/11/21 8:30 941 250.0 162 104.0 8 3.0 8/29/18 2:07 9/27/19 16:13 11/27/20 9:43 6/13/20 21:20 georgezouq/awesome-ai-in-finance mfrdixon/ML_Finance_Codes active 39:24.6
188 Microservices-Based-Algorithmic-Trading-System Scikit-learn Stock Prediction https://github.com/saeed349/Microservices-Based-Algorithmic-Trading-System https://github.com/robertmartin8/MachineLearningStocks NEW Using python and scikit-learn to make stock predictions. Other Models 4/10/21 12:59 4/11/21 10:00 104 931.0 56 347.0 0 2.0 1/6/20 0:21 2/12/17 4:50 3/31/20 13:02 2/4/21 3:48 saeed349/Microservices-Based-Algorithmic-Trading-System robertmartin8/MachineLearningStocks active 39:24.6
189 Machine-Learning-for-Algorithmic-Trading-Bots-with-Python mosquito https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python https://github.com/miro-ka/mosquito NEW Other Models 4/11/21 6:02 4/12/21 9:44 172 220.0 94 44.0 5 2.0 12/6/18 11:35 6/18/17 19:57 1/18/21 6:40 3/14/21 22:22 PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python miro-ka/mosquito active 39:24.6
190 Stock.Indicators Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original https://github.com/DaveSkender/Stock.Indicators https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original NEW Other Models 4/12/21 10:47 4/8/21 20:01 175 279.0 64 126.0 9 4.0 12/29/19 5:18 11/15/19 8:51 4/11/21 19:17 1/21/21 7:56 DaveSkender/Stock.Indicators PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original active 39:24.6
191 finance_ml Mixture Models I https://github.com/jjakimoto/finance_ml https://github.com/BlackArbsCEO/Mixture_Models NEW Mixture models to predict market bottoms. Other Models 4/8/21 15:28 3/2/21 19:44 282 31.0 117 31.0 1 1.0 6/29/18 21:21 3/20/17 18:54 2/18/19 12:34 4/25/17 23:35 jjakimoto/finance_ml BlackArbsCEO/Mixture_Models inactive 39:24.6
192 CryptoBot Machine-Learning-For-Finance https://github.com/AdeelMufti/CryptoBot https://github.com/anthonyng2/Machine-Learning-For-Finance Hard fork of [bitpredit](https://github.com/cbyn/bitpredict) and form the trading strategy as a classification problem with -1 (sell) 0 (hold) 1 (buy). Models used are XGBClassifier/RandomForest/GradientBoosting. Not mentained NEW Other Models 3/25/21 9:17 4/1/21 20:11 234 205.0 94 119.0 1 1.0 1/17/17 12:44 7/11/17 9:09 1/17/17 12:48 2/21/18 5:36 AdeelMufti/CryptoBot anthonyng2/Machine-Learning-For-Finance inactive 2 39:24.6
193 Machine-Learning-for-Finance Machine-Learning-and-AI-in-Trading https://github.com/PacktPublishing/Machine-Learning-for-Finance https://github.com/PyPatel/Machine-Learning-and-AI-in-Trading NEW Other Models 4/8/21 16:54 4/8/21 11:31 180 261.0 122 101.0 4 1.0 3/15/18 6:28 8/30/17 6:14 1/14/21 15:58 10/29/19 8:14 PacktPublishing/Machine-Learning-for-Finance PyPatel/Machine-Learning-and-AI-in-Trading active 39:24.6
194 Hands-On-Machine-Learning-for-Algorithmic-Trading Speculator https://github.com/PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading https://github.com/amicks/Speculator repo for book [hands-on-machine learning for algorithmic trading](https://www.packtpub.com/product/hands-on-machine-learning-for-algorithmic-trading/9781789346411) covering topic from data/unsupervised learning/NPL/RNN & CNN/reinforcement learning etc. Leverage zipline/alphalens/sklearn/openai-gym etc as well. Good references to have NEW Other Models 4/12/21 15:41 3/15/21 16:27 600 101.0 386 31.0 2 2.0 5/7/19 11:04 9/3/17 17:43 1/19/21 7:51 9/12/18 18:58 PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading amicks/Speculator active inactive 5 39:24.6
195 Trend Following Fundamental LT Forecasts http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html https://github.com/Hvass-Labs/FinanceOps A futures trend following portfolio investment strategy. Research in investment finance for long term forecasts. Other Models 4/5/21 23:36 383.0 127.0 1.0 7/22/18 8:14 2/17/21 14:39 Hvass-Labs/FinanceOps active
196 Short-Term Movement Cues fin-ml https://github.com/anfederico/Clairvoyant https://github.com/tatsath/fin-ml Identify social/historical cues for short term stock movement. NEW Other Models 4/12/21 13:11 4/11/21 3:29 2166 116.0 678 66.0 1 2.0 9/12/16 18:38 5/10/20 0:25 8/29/18 20:27 1/23/21 17:15 anfederico/clairvoyant tatsath/fin-ml inactive active 39:24.6
197 Mixture Models II AlphaPy https://github.com/BlackArbsCEO/mixture_model_trading_public https://github.com/ScottfreeLLC/AlphaPy Mixture models and stock trading. machine learning framework built on sklearn and pandas. Support pyfolio/xgboost/lightgmb/catboost(gradient boosting on decision tress) etc. Examples include financial market prediction/sports prediction/kaggle. Configurations are set though yaml file for all model process including feature selection/grid search on parameters and aggregate results for each model Other Models 3/12/21 13:21 4/4/21 20:02 166 576.0 73 130.0 1 3.0 12/11/17 17:05 2/14/16 0:47 5/13/20 23:50 2/8/21 21:35 BlackArbsCEO/mixture_model_trading_public ScottfreeLLC/AlphaPy active 4.0 39:24.6
198 fin-ml Short-Term Movement Cues https://github.com/tatsath/fin-ml https://github.com/anfederico/Clairvoyant NEW Identify social/historical cues for short term stock movement. Other Models 4/11/21 3:29 4/12/21 13:11 116 2166.0 66 678.0 2 1.0 5/10/20 0:25 9/12/16 18:38 1/23/21 17:15 8/29/18 20:27 tatsath/fin-ml anfederico/clairvoyant active inactive 39:24.6
199 Fundamental LT Forecasts Trend Following https://github.com/Hvass-Labs/FinanceOps http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html Research in investment finance for long term forecasts. A futures trend following portfolio investment strategy. Other Models 4/5/21 23:36 383 127 1 7/22/18 8:14 2/17/21 14:39 Hvass-Labs/FinanceOps active
200 Speculator Hands-On-Machine-Learning-for-Algorithmic-Trading https://github.com/amicks/Speculator https://github.com/PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading NEW repo for book [hands-on-machine learning for algorithmic trading](https://www.packtpub.com/product/hands-on-machine-learning-for-algorithmic-trading/9781789346411) covering topic from data/unsupervised learning/NPL/RNN & CNN/reinforcement learning etc. Leverage zipline/alphalens/sklearn/openai-gym etc as well. Good references to have Other Models 3/15/21 16:27 4/12/21 15:41 101 600.0 31 386.0 2 2.0 9/3/17 17:43 5/7/19 11:04 9/12/18 18:58 1/19/21 7:51 amicks/Speculator PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading inactive active 5.0 39:24.6
201 Machine-Learning-and-AI-in-Trading Machine-Learning-for-Finance https://github.com/PyPatel/Machine-Learning-and-AI-in-Trading https://github.com/PacktPublishing/Machine-Learning-for-Finance NEW Other Models 4/8/21 11:31 4/8/21 16:54 261 180.0 101 122.0 1 4.0 8/30/17 6:14 3/15/18 6:28 10/29/19 8:14 1/14/21 15:58 PyPatel/Machine-Learning-and-AI-in-Trading PacktPublishing/Machine-Learning-for-Finance active 39:24.6
202 Machine-Learning-For-Finance CryptoBot https://github.com/anthonyng2/Machine-Learning-For-Finance https://github.com/AdeelMufti/CryptoBot NEW Hard fork of [bitpredit](https://github.com/cbyn/bitpredict) and form the trading strategy as a classification problem with -1 (sell) 0 (hold) 1 (buy). Models used are XGBClassifier/RandomForest/GradientBoosting. Not mentained Other Models 4/1/21 20:11 3/25/21 9:17 205 234.0 119 94.0 1 1.0 7/11/17 9:09 1/17/17 12:44 2/21/18 5:36 1/17/17 12:48 anthonyng2/Machine-Learning-For-Finance AdeelMufti/CryptoBot inactive 2.0 39:24.6
203 Mixture Models I finance_ml https://github.com/BlackArbsCEO/Mixture_Models https://github.com/jjakimoto/finance_ml Mixture models to predict market bottoms. NEW Other Models 3/2/21 19:44 4/8/21 15:28 31 282.0 31 117.0 1 1.0 3/20/17 18:54 6/29/18 21:21 4/25/17 23:35 2/18/19 12:34 BlackArbsCEO/Mixture_Models jjakimoto/finance_ml inactive 39:24.6
204 Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original Stock.Indicators https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original https://github.com/DaveSkender/Stock.Indicators NEW Other Models 4/8/21 20:01 4/12/21 10:47 279 175.0 126 64.0 4 9.0 11/15/19 8:51 12/29/19 5:18 1/21/21 7:56 4/11/21 19:17 PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original DaveSkender/Stock.Indicators active 39:24.6
205 mosquito Machine-Learning-for-Algorithmic-Trading-Bots-with-Python https://github.com/miro-ka/mosquito https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python NEW Other Models 4/12/21 9:44 4/11/21 6:02 220 172.0 44 94.0 2 5.0 6/18/17 19:57 12/6/18 11:35 3/14/21 22:22 1/18/21 6:40 miro-ka/mosquito PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python active 39:24.6
206 Scikit-learn Stock Prediction Microservices-Based-Algorithmic-Trading-System https://github.com/robertmartin8/MachineLearningStocks https://github.com/saeed349/Microservices-Based-Algorithmic-Trading-System Using python and scikit-learn to make stock predictions. NEW Other Models 4/11/21 10:00 4/10/21 12:59 931 104.0 347 56.0 2 0.0 2/12/17 4:50 1/6/20 0:21 2/4/21 3:48 3/31/20 13:02 robertmartin8/MachineLearningStocks saeed349/Microservices-Based-Algorithmic-Trading-System active 39:24.6
207 ML_Finance_Codes awesome-ai-in-finance https://github.com/mfrdixon/ML_Finance_Codes https://github.com/georgezouq/awesome-ai-in-finance NEW Other Models 4/11/21 8:30 4/11/21 7:43 250 941.0 104 162.0 3 8.0 9/27/19 16:13 8/29/18 2:07 6/13/20 21:20 11/27/20 9:43 mfrdixon/ML_Finance_Codes georgezouq/awesome-ai-in-finance active 39:24.6
208 stock-trading-ml Pattern-Recognition-for-Forex-Trading https://github.com/yacoubb/stock-trading-ml https://github.com/PythonProgramming/Pattern-Recognition-for-Forex-Trading NEW Other Models 4/11/21 14:46 4/5/21 3:23 340 173.0 186 91.0 1 1.0 10/10/19 9:44 3/26/15 2:22 10/12/19 11:38 3/26/15 2:33 yacoubb/stock-trading-ml PythonProgramming/Pattern-Recognition-for-Forex-Trading active inactive 2.0 39:24.6
209 mlfinlab surpriver https://github.com/hudson-and-thames/mlfinlab https://github.com/tradytics/surpriver NEW Machine learning algo to detect anomaly in equities data. Uses sklearn [IsolationForest](https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.IsolationForest.html) model and price/volume based technical signals as features using [ta](https://github.com/bukosabino/ta) library. Opensourced by [tradytics](https://tradytics.com/). Code structures are less extensible Other Models 4/12/21 10:51 4/12/21 12:27 2295 1189.0 709 221.0 3 6.0 2/13/19 16:57 8/30/20 7:56 4/12/21 10:50 9/21/20 4:32 hudson-and-thames/mlfinlab tradytics/surpriver active 3.0 39:24.6
210 Machine Learning in Asset Management Awesome-Quant-Machine-Learning-Trading https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952 https://github.com/grananqvist/Awesome-Quant-Machine-Learning-Trading curated list of books/online courses/youtube videos/blogs/interviews/papers/code etc. Updates are pretty infrequent Personal Papers Other Models 4/10/21 13:38 1005.0 319.0 3.0 11/5/18 21:09 10/8/20 16:48 grananqvist/Awesome-Quant-Machine-Learning-Trading active 5.0 39:24.6
211 Financial Event Prediction using Machine Learning MathAndScienceNotes https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555 https://github.com/melling/MathAndScienceNotes Collections of news/articles on various topics including quant trading and machine learning. Some articles are from [ycombinator message board](https://news.ycombinator.com/news) and [rediit algotrading forum](https://www.reddit.com/r/algotrading/) Personal Papers Other Models 4/12/21 0:49 460.0 54.0 1.0 3/11/16 19:13 12/21/20 3:54 melling/MathAndScienceNotes active 3.0 39:24.6
212 Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization Mixture Models II https://jfds.pm-research.com/content/2/2/17 https://github.com/BlackArbsCEO/mixture_model_trading_public Mixture models and stock trading. Personal Papers Other Models 3/12/21 13:21 166.0 73.0 1.0 12/11/17 17:05 5/13/20 23:50 BlackArbsCEO/mixture_model_trading_public active
213 Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies botflow https://jfds.pm-research.com/content/2/1/10 https://github.com/kkyon/botflow python dataflow programming framework. Similar and probably replaceable by sklearn.pipeline module. Uses [graphviz](https://graphviz.org/) for visiualization though not maintained with last commit over 3 years ago Personal Papers Other Models 3/31/21 10:56 1165.0 102.0 8.0 8/20/18 3:13 5/23/19 14:40 kkyon/botflow inactive 2.0 39:24.6
214 Policy Gradient Portfolio Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies https://github.com/ZhengyaoJiang/PGPortfolio https://jfds.pm-research.com/content/2/1/10 A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. Portfolio Selection and Optimisation Personal Papers 4/9/21 10:41 1281 629 6 11/12/17 16:08 5/9/19 9:50 ZhengyaoJiang/PGPortfolio active
215 riskparity.py Machine Learning in Asset Management https://github.com/dppalomar/riskparity.py https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952 NEW Portfolio Selection and Optimisation Personal Papers 4/11/21 9:40 124 31 2 7/13/19 21:30 1/30/21 1:53 dppalomar/riskparity.py active 37:19.5
216 OLMAR Algorithm Financial Event Prediction using Machine Learning https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555 Relative importance of each component of the OLMAR algorithm. Portfolio Selection and Optimisation Personal Papers 4/8/21 19:07 7 4 1 7/26/16 16:20 12/30/16 11:40 charlessutton/OLMAR inactive
217 Online Portfolio Selection Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization https://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb https://jfds.pm-research.com/content/2/2/17 ****Comparing OLPS algorithms on a diversified set of ETFs. Portfolio Selection and Optimisation Personal Papers
218 Riskfolio-Lib riskparity.py https://github.com/dcajasn/Riskfolio-Lib https://github.com/dppalomar/riskparity.py NEW Portfolio Selection and Optimisation 4/12/21 12:25 4/11/21 9:40 371 124.0 62 31.0 1 2.0 3/2/20 19:49 7/13/19 21:30 4/1/21 3:50 1/30/21 1:53 dcajasn/Riskfolio-Lib dppalomar/riskparity.py active 37:19.5
219 Efficient Frontier Policy Gradient Portfolio https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb https://github.com/ZhengyaoJiang/PGPortfolio Modern Portfolio Theory. A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. Portfolio Selection and Optimisation 3/30/21 0:01 4/9/21 10:41 104 1281.0 57 629.0 1 6.0 2/17/18 8:19 11/12/17 16:08 2/27/18 13:16 5/9/19 9:50 tthustla/efficient_frontier ZhengyaoJiang/PGPortfolio inactive active
220 Deep Portfolio Theory Modern Portfolio Theory https://github.com/tcloaa/Deep-Portfolio-Theory https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb Autoencoder framework for portfolio selection. Universal portfolios; modern portfolio theory. Portfolio Selection and Optimisation 4/6/21 11:47 105 57 1 2/10/17 9:03 3/8/18 16:47 tcloaa/Deep-Portfolio-Theory inactive
221 PyPortfolioOpt 401K Portfolio Optimisation https://github.com/robertmartin8/PyPortfolioOpt https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb Financial portfolio optimisation, including classical efficient frontier and advanced methods. Portfolio analyses and optimisation for 401K. Portfolio Selection and Optimisation 4/12/21 11:54 12/25/20 9:39 1895 14.0 479 5.0 16 1.0 5/29/18 13:30 8/1/18 19:48 2/25/21 13:01 9/5/19 11:18 robertmartin8/PyPortfolioOpt otosman/Python-for-Finance active
222 node-finance Distribution Characteristic Optimisation https://github.com/albertosantini/node-finance https://github.com/VivekPa/OptimalPortfolio NEW Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account. Portfolio Selection and Optimisation 4/5/21 8:01 4/12/21 13:10 101 232.0 26 82.0 3 3.0 9/17/11 17:49 11/16/18 12:20 4/5/21 8:01 7/4/19 1:41 albertosantini/node-finance VivekPa/OptimalPortfolio active 37:19.5
223 Reinforcement Learning DeepDow https://github.com/filangel/qtrader https://github.com/jankrepl/deepdow Reinforcement Learning for Portfolio Management. Portfolio optimization with deep learning. Portfolio Selection and Optimisation 3/29/21 3:47 4/7/21 6:57 364 311.0 150 58.0 1 2.0 10/7/17 9:14 2/2/20 8:46 6/26/18 9:22 2/16/21 18:50 filangelos/qtrader jankrepl/deepdow inactive active
224 DeepDow node-finance https://github.com/jankrepl/deepdow https://github.com/albertosantini/node-finance Portfolio optimization with deep learning. NEW Portfolio Selection and Optimisation 4/7/21 6:57 4/5/21 8:01 311 101.0 58 26.0 2 3.0 2/2/20 8:46 9/17/11 17:49 2/16/21 18:50 4/5/21 8:01 jankrepl/deepdow albertosantini/node-finance active 37:19.5
225 Distribution Characteristic Optimisation PyPortfolioOpt https://github.com/VivekPa/OptimalPortfolio https://github.com/robertmartin8/PyPortfolioOpt Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account. Financial portfolio optimisation, including classical efficient frontier and advanced methods. Portfolio Selection and Optimisation 4/12/21 13:10 4/12/21 11:54 232 1895.0 82 479.0 3 16.0 11/16/18 12:20 5/29/18 13:30 7/4/19 1:41 2/25/21 13:01 VivekPa/OptimalPortfolio robertmartin8/PyPortfolioOpt active
226 401K Portfolio Optimisation Deep Portfolio Theory https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb https://github.com/tcloaa/Deep-Portfolio-Theory Portfolio analyses and optimisation for 401K. Autoencoder framework for portfolio selection. Portfolio Selection and Optimisation 12/25/20 9:39 4/6/21 11:47 14 105.0 5 57.0 1 1.0 8/1/18 19:48 2/10/17 9:03 9/5/19 11:18 3/8/18 16:47 otosman/Python-for-Finance tcloaa/Deep-Portfolio-Theory active inactive
227 Modern Portfolio Theory Efficient Frontier https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb Universal portfolios; modern portfolio theory. Modern Portfolio Theory. Portfolio Selection and Optimisation 3/30/21 0:01 104.0 57.0 1.0 2/17/18 8:19 2/27/18 13:16 tthustla/efficient_frontier inactive
228 Financial Sentiment Analysis OLMAR Algorithm https://github.com/EricHe98/Financial-Statements-Text-Analysis https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb Sentiment, distance and proportion analysis for trading signals. Relative importance of each component of the OLMAR algorithm. Textual Portfolio Selection and Optimisation 3/31/21 23:48 4/8/21 19:07 48 7.0 27 4.0 1 1.0 6/23/17 0:05 7/26/16 16:20 1/26/19 3:35 12/30/16 11:40 EricHe98/Financial-Statements-Text-Analysis charlessutton/OLMAR inactive
229 Fund classification Online Portfolio Selection https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb https://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb Fund classification using text mining and NLP. ****Comparing OLPS algorithms on a diversified set of ETFs. Textual Portfolio Selection and Optimisation 3/31/21 2:12 4 2 1 4/16/18 22:18 6/7/18 22:01 frechfrechfrech/Mutual-Fund-Market-Clusters inactive
230 Earning call transcripts Riskfolio-Lib https://github.com/lin882/WebAnalyticsProject https://github.com/dcajasn/Riskfolio-Lib Correlation between mutual fund investment decision and earning call transcripts. NEW Textual Portfolio Selection and Optimisation 12/17/20 8:24 4/12/21 12:25 3 371.0 3 62.0 1 1.0 12/30/17 8:56 3/2/20 19:49 1/11/18 2:11 4/1/21 3:50 lin882/WebAnalyticsProject dcajasn/Riskfolio-Lib inactive active 37:19.5
231 Accounting Anomalies Reinforcement Learning https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb https://github.com/filangel/qtrader Using deep-learning frameworks to identify accounting anomalies. Reinforcement Learning for Portfolio Management. Textual Portfolio Selection and Optimisation 4/12/21 7:47 3/29/21 3:47 110 364.0 51 150.0 2 1.0 5/24/17 12:36 10/7/17 9:14 8/7/19 21:47 6/26/18 9:22 GitiHubi/deepAI filangelos/qtrader active inactive
232 Buzzwords Extensive NLP https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb Return performance and mutual fund selection. Comprehensive NLP techniques for accounting research. Textual 10/6/20 18:54 3/21/21 7:39 1 73.0 4 42.0 1 1.0 2/4/18 21:51 10/25/17 7:10 2/4/18 21:57 6/5/20 3:28 swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds TiesdeKok/Python_NLP_Tutorial inactive active
233 NLP NLP Event https://github.com/toamitesh/NLPinFinance https://github.com/yuriak/DLQuant This project assembles a lot of NLP operations needed for finance domain. Applying Deep Learning and NLP in Quantitative Trading. Textual 4/1/21 2:16 70.0 31.0 1.0 7/2/18 23:50 1/31/19 14:08 toamitesh/NLPinFinance yuriak/DLQuant inactive
234 NLP Event Financial Statement Sentiment https://github.com/yuriak/DLQuant https://github.com/MAydogdu/TextualAnalysis Applying Deep Learning and NLP in Quantitative Trading. Extracting sentiment from financial statements using neural networks. Textual 4/1/21 2:16 3/31/21 2:10 70 8.0 31 7.0 1 1.0 7/2/18 23:50 6/4/18 20:54 1/31/19 14:08 6/4/18 20:56 yuriak/DLQuant MAydogdu/TextualAnalysis inactive
235 Financial Statement Sentiment Buzzwords https://github.com/MAydogdu/TextualAnalysis https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds Extracting sentiment from financial statements using neural networks. Return performance and mutual fund selection. Textual 3/31/21 2:10 10/6/20 18:54 8 1.0 7 4.0 1 1.0 6/4/18 20:54 2/4/18 21:51 6/4/18 20:56 2/4/18 21:57 MAydogdu/TextualAnalysis swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds inactive
236 Extensive NLP Accounting Anomalies https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb Comprehensive NLP techniques for accounting research. Using deep-learning frameworks to identify accounting anomalies. Textual 3/21/21 7:39 4/12/21 7:47 73 110.0 42 51.0 1 2.0 10/25/17 7:10 5/24/17 12:36 6/5/20 3:28 8/7/19 21:47 TiesdeKok/Python_NLP_Tutorial GitiHubi/deepAI active
237 Pairs Trading Fund classification https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb Finding pairs with cluster analysis. Fund classification using text mining and NLP. Unsupervised Textual 4/4/21 17:55 3/31/21 2:12 79 4.0 36 2.0 0 1.0 9/5/17 19:19 4/16/18 22:18 9/27/17 20:42 6/7/18 22:01 marketneutral/pairs-trading-with-ML frechfrechfrech/Mutual-Fund-Market-Clusters inactive
238 PCA Pairs Trading Financial Sentiment Analysis https://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_Trading https://github.com/EricHe98/Financial-Statements-Text-Analysis PCA, Factor Returns, and trading strategies. Sentiment, distance and proportion analysis for trading signals. Unsupervised Textual 3/31/21 23:48 48.0 27.0 1.0 6/23/17 0:05 1/26/19 3:35 joelQF/quant-finance EricHe98/Financial-Statements-Text-Analysis inactive
239 Industry Clustering NLP https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries https://github.com/toamitesh/NLPinFinance Clustering of industries. This project assembles a lot of NLP operations needed for finance domain. Unsupervised Textual 10/6/20 18:51 4 5 1 7/21/17 2:12 7/23/17 2:53 SeanMcOwen/FinanceAndPython.com-ClusteringIndustries toamitesh/NLPinFinance inactive
240 Fund Clusters Earning call transcripts https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb https://github.com/lin882/WebAnalyticsProject Data exploration of fund clusters. Correlation between mutual fund investment decision and earning call transcripts. Unsupervised Textual 3/31/21 2:12 12/17/20 8:24 4 3.0 2 3.0 1 1.0 4/16/18 22:18 12/30/17 8:56 6/7/18 22:01 1/11/18 2:11 frechfrechfrech/Mutual-Fund-Market-Clusters lin882/WebAnalyticsProject inactive
241 Industry Clustering Pairs Trading https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb Project to cluster industries according to financial attributes. Finding pairs with cluster analysis. Unsupervised 10/6/20 18:51 4/4/21 17:55 4 79.0 5 36.0 1 0.0 7/21/17 2:12 9/5/17 19:19 7/23/17 2:53 9/27/17 20:42 SeanMcOwen/FinanceAndPython.com-ClusteringIndustries marketneutral/pairs-trading-with-ML inactive
242 VRA Stock Embedding PCA Pairs Trading https://github.com/ml-hongkong/stock2vec https://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_Trading Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history. PCA, Factor Returns, and trading strategies. Unsupervised 10/20/20 11:05 32 12 1 6/21/17 4:47 6/21/17 4:51 ml-hongkong/stock2vec joelQF/quant-finance inactive
243 Industry Clustering https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries Clustering of industries. Unsupervised 10/6/20 18:51 4.0 5.0 1.0 7/21/17 2:12 7/23/17 2:53 SeanMcOwen/FinanceAndPython.com-ClusteringIndustries inactive
244 Fund Clusters https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb Data exploration of fund clusters. Unsupervised 3/31/21 2:12 4.0 2.0 1.0 4/16/18 22:18 6/7/18 22:01 frechfrechfrech/Mutual-Fund-Market-Clusters inactive
245 Industry Clustering https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries Project to cluster industries according to financial attributes. Unsupervised 10/6/20 18:51 4.0 5.0 1.0 7/21/17 2:12 7/23/17 2:53 SeanMcOwen/FinanceAndPython.com-ClusteringIndustries inactive
246 VRA Stock Embedding https://github.com/ml-hongkong/stock2vec Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history. Unsupervised 10/20/20 11:05 32.0 12.0 1.0 6/21/17 4:47 6/21/17 4:51 ml-hongkong/stock2vec inactive