{chore: autopublish 2021-04-15T01:24:54Z}

This commit is contained in:
github-actions[bot]
2021-04-15 01:24:54 +00:00
parent 5015a3489d
commit 720b7d9f09
+231 -227
View File
@@ -1,242 +1,246 @@
name,url,comment,category,last_update,star_count,fork_count,contributors_count,created_at,last_commit,repo_path,repo_status,rating,finml_added_date 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,,, 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,, 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 20:56,2,1,1,3/29/18 23:31,3/29/18 23:33,fionawhitefield/venture-capital-ols,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 22:41,4,2,1,2/8/17 18:39,4/27/17 22:55,alporter08/Luxury-Watch-Valuation,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 12:10,9,5,1,12/11/14 0:25,12/12/14 21:25,ahmedhosny/theGreenCanvas,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 7:38,12,7,2,9/5/16 19:12,4/24/17 10:48,nud3l/dInvest,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 20:56,3,2,1,12/4/17 8:59,12/13/17 5:35,julian-chan/etothex,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 13:40,5,1,1,2/27/18 16:46,2/13/19 0:15,CJL89/Kiva-Crowdfunding,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,,
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,,,,,,,,,, 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,, Cornell University,https://www.cornell.edu/,,Colleges Centers and Departments,,,,,,,,,,
Handson Python for Finance,https://github.com/PacktPublishing/Hands-on-Python-for-Finance,Hands-on Python for Finance published by Packt.,Courses,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,, Stanford Advanced Financial Technologies,https://fintech.stanford.edu/,Stanford Advanced Financial Technologies Laboratory,Colleges Centers and Departments,,,,,,,,,,
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,, NYU Courant,https://cims.nyu.edu/,"Courant Institute of Mathematical Sciences, New York University",Colleges Centers and Departments,,,,,,,,,,
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,, 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,,,,,,,,,,
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,, Oxford Man,https://www.oxford-man.ox.ac.uk/,Oxford-Man Institute of Quantitative Finance,Colleges Centers and Departments,,,,,,,,,,
Machine Learning for Trading,https://github.com/stefan-jansen/machine-learning-for-trading,"Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading.",Courses,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 11:02,64.0,25.0,1.0,10/29/17 20:34,1/22/19 6:56,JCreeks/Machine-Learning-in-Finance,inactive,,
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,, 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,,
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 2:08,4.0,4.0,1.0,8/24/17 0:11,10/13/17 1:32,SeanMcOwen/FinanceAndPython.com-Derivatives,inactive,,
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,, 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,,
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,, 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,,
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,, 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,,
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,, 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,,
Capital Markets Data,https://www.capitalmarketsdata.com/,,Data,,,,,,,,,, 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,,
IRS,http://social-metrics.org/sox/,,Data,,,,,,,,,, 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,,
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,, 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,,
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,,,,,,,,,, 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,,,,,,,,,, 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 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,,
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,, http://finance.yahoo.com/,http://finance.yahoo.com/,,Data,,,,,,,,,,
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 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,,, 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 9:16,66.0,21.0,1.0,5/22/17 17:07,5/23/17 8:06,Medha11/Twitter-Trends,inactive,,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 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,,
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 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
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, 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
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 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,
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 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
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, 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
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 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
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, 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
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 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
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, 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
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, 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
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 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
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 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
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 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
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 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,,
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 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,
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 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
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 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
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 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,
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, 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
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 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,
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, 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,
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, 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
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, 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
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-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
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, 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 2:06,289,128,3,3/10/17 10:52,6/11/18 8:07,PiSimo/BitcoinForecast,inactive,3,3/31/21 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
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 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
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 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
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 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,
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 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
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 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,
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 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,
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 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
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 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,
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 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
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 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,
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, 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,
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 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
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 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
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, 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,
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 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
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 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
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, 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
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 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
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,, 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
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, 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,
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, 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
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 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,
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 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,
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 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
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 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,,
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 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,,
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 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
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,,, 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,, 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,,
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,, 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,,
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,, 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,,
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 23:48,1012.0,261.0,34.0,2/23/18 0:49,2/27/21 17:48,jmfernandes/robin_stocks,active,,23:51.4
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 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
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,, 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,,
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,, 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,,
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,, 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,,
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,, 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
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,, 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
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 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,,
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 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
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 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,,
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,, 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
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 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,,
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,, 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
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,, 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
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,, 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
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,, 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
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,, 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
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,, 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
Commodity,https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb,Commodity influence over Brazilian stocks.,Extended Research,,,,,,,felipessalvatore/fin2vec,,, 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
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,, 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
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,, 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
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,, 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,,
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,, 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
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,, 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
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,, 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
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,, 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
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,, 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,,, 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,, 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 12:22,17,12,1,1/29/18 5:01,8/2/18 5:56,chen-bowen/Computational_Finance,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,,
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,, 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,,
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 3:02,25.0,6.0,0.0,1/4/19 12:30,2/18/19 9:55,AlexIoannides/pymc-stochastic-process,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 3:02,25,6,0,1/4/19 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 13:40,8.0,9.0,1.0,1/29/18 5:14,7/19/18 6:25,chen-bowen/Data_Science_in_Applied_Corporate_Finance,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 19:50,233.0,55.0,1.0,8/28/18 14:45,8/6/20 22:03,marketneutral/alphatools,active,,
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,, 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,,
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,, 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,,
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,, 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,,
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,, 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,,
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 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,,
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 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,,
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 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,,
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 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,,
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,, 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,,
-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 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,,
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,, 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,,
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,, Commodity,https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb,Commodity influence over Brazilian stocks.,Extended Research,,,,,,,felipessalvatore/fin2vec,,,
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 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,,
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,, 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,,
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,, 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,,
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,, 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,,
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,, 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,,
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,, 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,,
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,, 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 19:02,172,60,3,5/1/17 7:36,4/7/21 15:25,alpha-miner/alpha-mind,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,,
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,, 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,,
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,, 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 8:37,129,64,2,3/18/18 4:54,2/28/20 11:43,Ronak-59/Stock-Prediction,active,,37:06.3 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
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,, 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,,
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,, 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,,
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,, 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,,
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 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
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 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,,
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 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,,
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 -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
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 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,,
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 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
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 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
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 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
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 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,,
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 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,,
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 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
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 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
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 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
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 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,,,,,,,,,, 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,, 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
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,, 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
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 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
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,, 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
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 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-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-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
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 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
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,, 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
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 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
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 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
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,, 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
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 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
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 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,,
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 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,,,,,,,,,, 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,,,,,,,,,, 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 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,,,,,,,,,, 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 10:41,1281,629,6,11/12/17 16:08,5/9/19 9:50,ZhengyaoJiang/PGPortfolio,active,, 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,,
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,,,,,,,,,, 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,, 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,,
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,, 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,,
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,, 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,,
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,, 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
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,, 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,,, 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,, 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,,
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,, 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,,
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,,, 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,, 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 2:12,4,2,1,4/16/18 22:18,6/7/18 22:01,frechfrechfrech/Mutual-Fund-Market-Clusters,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 18:51,4,5,1,7/21/17 2:12,7/23/17 2:53,SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,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 11:05,32,12,1,6/21/17 4:47,6/21/17 4:51,ml-hongkong/stock2vec,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
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
10 NYU FRE https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering Finance and Risk Engineering (NYU Tandon) Colleges Centers and Departments
11 ML Specialisation Cornell University https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization https://www.cornell.edu/ Machine Learning in Finance. Courses Colleges Centers and Departments 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
12 Handson Python for Finance Stanford Advanced Financial Technologies https://github.com/PacktPublishing/Hands-on-Python-for-Finance https://fintech.stanford.edu/ Hands-on Python for Finance published by Packt. Stanford Advanced Financial Technologies Laboratory Courses Colleges Centers and Departments 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
13 Risk Management NYU Courant https://github.com/andrey-lukyanov/Risk-Management https://cims.nyu.edu/ Finance risk engagement course resources. Courant Institute of Mathematical Sciences, New York University Courses Colleges Centers and Departments 11/12/20 0:49 6 5 3 10/3/18 16:26 12/13/18 8:04 andrey-lukyanov/Risk-Management inactive
14 Basic Finance Berkeley Lab CIFT https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/ Source code notebooks basic finance applications. Courses Colleges Centers and Departments 3/31/21 2:09 10 8 1 5/6/17 2:39 6/21/17 4:04 SeanMcOwen/FinanceAndPython.com-BasicFinance inactive
15 Basic Investments Oxford Man https://github.com/SeanMcOwen/FinanceAndPython.com-Investments https://www.oxford-man.ox.ac.uk/ Basic investment tools in python. Oxford-Man Institute of Quantitative Finance Courses Colleges Centers and Departments 3/23/21 6:32 9 5 1 8/2/17 21:52 8/17/17 3:24 SeanMcOwen/FinanceAndPython.com-Investments inactive
16 Machine Learning for Trading Algo Trading https://github.com/stefan-jansen/machine-learning-for-trading https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading. Intro to algo trading. Courses 4/12/21 16:18 3/12/21 11:02 3842 64.0 1225 25.0 8 1.0 5/9/18 12:33 10/29/17 20:34 4/10/21 22:21 1/22/19 6:56 stefan-jansen/machine-learning-for-trading JCreeks/Machine-Learning-in-Finance active inactive
17 Algo Trading Mathematical Finance https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading https://github.com/yadongli/nyumath2048 Intro to algo trading. NYU Math-GA 2048: Scientific Computing in Finance. Courses 3/12/21 11:02 1/14/21 18:01 64 69.0 25 63.0 1 6.0 10/29/17 20:34 1/25/15 21:10 1/22/19 6:56 3/25/20 4:24 JCreeks/Machine-Learning-in-Finance yadongli/nyumath2048 inactive active
18 Python for Finance Basic Derivatives https://github.com/siaen/python_finance_course https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives CEU python for finance course material. Basic forward contracts and hedging. Courses 3/31/21 2:08 16 4.0 15 4.0 4 1.0 12/12/17 11:54 8/24/17 0:11 2/25/20 20:31 10/13/17 1:32 siaen/python_finance_course SeanMcOwen/FinanceAndPython.com-Derivatives active inactive
19 Basic Derivatives Python for Finance https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives https://github.com/siaen/python_finance_course Basic forward contracts and hedging. CEU python for finance course material. Courses 3/31/21 2:08 4 16.0 4 15.0 1 4.0 8/24/17 0:11 12/12/17 11:54 10/13/17 1:32 2/25/20 20:31 SeanMcOwen/FinanceAndPython.com-Derivatives siaen/python_finance_course inactive active
20 Mathematical Finance Machine Learning for Trading https://github.com/yadongli/nyumath2048 https://github.com/stefan-jansen/machine-learning-for-trading NYU Math-GA 2048: Scientific Computing in Finance. Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading. Courses 1/14/21 18:01 4/12/21 16:18 69 3842.0 63 1225.0 6 8.0 1/25/15 21:10 5/9/18 12:33 3/25/20 4:24 4/10/21 22:21 yadongli/nyumath2048 stefan-jansen/machine-learning-for-trading active
21 Web Scraping (FirmAI) ML Specialisation https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization Machine Learning in Finance. Data Courses 4/10/21 17:19 4/5/21 13:37 577 34.0 184 32.0 2 1.0 2/19/19 19:02 1/24/19 2:55 7/22/20 16:48 1/3/20 21:54 firmai/business-machine-learning Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization active
22 Open Edgar Basic Finance https://github.com/LexPredict/openedgar https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance Source code notebooks basic finance applications. Data Courses 4/9/21 12:15 3/31/21 2:09 169 10.0 61 8.0 6 1.0 5/7/18 15:32 5/6/17 2:39 5/15/19 8:32 6/21/17 4:04 LexPredict/openedgar SeanMcOwen/FinanceAndPython.com-BasicFinance active inactive
23 Capital Markets Data Risk Management https://www.capitalmarketsdata.com/ https://github.com/andrey-lukyanov/Risk-Management Finance risk engagement course resources. Data 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
24 IRS Handson Python for Finance http://social-metrics.org/sox/ https://github.com/PacktPublishing/Hands-on-Python-for-Finance Hands-on Python for Finance published by Packt. Data 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
25 EDGAR Basic Investments https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb https://github.com/SeanMcOwen/FinanceAndPython.com-Investments Basic investment tools in python. Data Courses 1/23/21 19:22 3/23/21 6:32 11 9.0 10 5.0 1 1.0 6/11/18 22:51 8/2/17 21:52 7/10/18 18:03 8/17/17 3:24 TiesdeKok/UW_Python_Camp SeanMcOwen/FinanceAndPython.com-Investments 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
26 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
27 Financial Corporate http://raw.rutgers.edu/Corporate%20Financial%20Data.html Data
28 CryptoNets https://github.com/timestocome/StockMarketData https://github.com/microsoft/CryptoNets https://github.com/timestocome/StockMarketData NEW Data Processing Techniques and Transformations Data 4/8/21 1:07 3/26/21 22:35 154 7.0 42 5.0 4 1.0 6/2/19 5:48 5/10/17 21:49 9/12/19 13:03 8/6/17 19:23 microsoft/CryptoNets timestocome/StockMarketData active inactive 12:49.2
29 Advanced ML http://finance.yahoo.com/ https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises http://finance.yahoo.com/ Exercises too Financial Machine Learning (De Prado). Data Processing Techniques and Transformations Data 4/12/21 2:20 973 435 4 4/25/18 17:22 1/16/20 17:25 BlackArbsCEO/Adv_Fin_ML_Exercises active
30 finserv-application-blueprint Rating Industries https://github.com/mapr-demos/finserv-application-blueprint http://www.ratingshistory.info/ NEW Data Processing Techniques and Transformations Data 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
31 Non-financial Corporate http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html Data
32 https://stooq.com https://stooq.com Data
33 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
34 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
35 IRS http://social-metrics.org/sox/ Data
36 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
37 Capital Markets Data https://www.capitalmarketsdata.com/ Data
38 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
39 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
40 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
41 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
42 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
43 cointrader Twitter-Trends https://github.com/timolson/cointrader https://github.com/Medha11/Twitter-Trends NEW Data Processing Techniques and Transformations 4/10/21 17:16 2/7/21 9:16 339 66.0 140 21.0 9 1.0 6/1/14 1:14 5/22/17 17:07 10/22/20 0:24 5/23/17 8:06 timolson/cointrader Medha11/Twitter-Trends active inactive 12:49.2
44 Twitter-Trends Advanced ML https://github.com/Medha11/Twitter-Trends https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises NEW Exercises too Financial Machine Learning (De Prado). Data Processing Techniques and Transformations 2/7/21 9:16 4/12/21 2:20 66 973.0 21 435.0 1 4.0 5/22/17 17:07 4/25/18 17:22 5/23/17 8:06 1/16/20 17:25 Medha11/Twitter-Trends BlackArbsCEO/Adv_Fin_ML_Exercises inactive active 12:49.2
45 Google-Finance-Stock-Data-Analysis CryptoNets https://github.com/hpnhxxwn/Google-Finance-Stock-Data-Analysis https://github.com/microsoft/CryptoNets NEW Data Processing Techniques and Transformations 12/20/20 8:39 4/8/21 1:07 70 154.0 10 42.0 1 4.0 7/23/17 2:59 6/2/19 5:48 7/23/17 3:10 9/12/19 13:03 hpnhxxwn/Google-Finance-Stock-Data-Analysis microsoft/CryptoNets inactive active 12:49.2
46 Deep Learning II finserv-application-blueprint https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks https://github.com/mapr-demos/finserv-application-blueprint Tensorflow Regression. NEW Deep Learning And Reinforcement Learning Data Processing Techniques and Transformations 4/10/21 6:06 1/21/21 0:29 175 72.0 67 53.0 1 5.0 7/12/16 12:56 9/26/16 19:42 2/16/18 2:43 1/20/21 23:07 LiamConnell/deep-algotrading mapr-demos/finserv-application-blueprint inactive active 3 12:49.2
47 Deep-Reinforcement-Learning-in-Trading RL Trading https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW 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) A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab. 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 4.0 3/31/21 8:00
48 trading-rl a3c_trading https://github.com/Kostis-S-Z/trading-rl https://github.com/evgps/a3c_trading 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 12:49 180 311.0 38 98.0 2 1.0 4/22/19 10:03 6/4/18 15:30 9/28/20 9:07 5/23/20 14:47 Kostis-S-Z/trading-rl evgps/a3c_trading active 3 3/31/21 8:00 39:11.1
49 Deep Learning III Trading-Gym https://github.com/Rachnog/Deep-Trading https://github.com/thedimlebowski/Trading-Gym Algorithmic trading with deep learning experiments. NEW Deep Learning And Reinforcement Learning 4/9/21 10:39 4/10/21 8:00 1266 507.0 675 147.0 1 3.0 6/18/16 18:23 6/13/17 13:14 8/7/18 15:24 7/10/17 8:09 Rachnog/Deep-Trading thedimlebowski/Trading-Gym inactive 5 39:11.1
50 Stock-Prediction-Models pairstrade-fyp-2019 https://github.com/huseinzol05/Stock-Prediction-Models https://github.com/wywongbd/pairstrade-fyp-2019 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 4/4/21 23:47 3655 110.0 1542 41.0 2 2.0 12/18/17 10:49 9/7/18 7:51 1/5/21 10:31 5/13/20 5:06 huseinzol05/Stock-Prediction-Models wywongbd/pairstrade-fyp-2019 active 5 3/31/21 8:00 39:11.1
51 ARIMA-LTSM Hybrid rl_trading https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid https://github.com/ucaiado/rl_trading Hybrid model to predict future price correlation coefficients of two assets. NEW Deep Learning And Reinforcement Learning 4/11/21 4:12 4/8/21 15:34 222 207.0 86 89.0 1 1.0 8/5/18 2:13 5/29/17 22:19 10/1/18 11:25 8/29/17 14:54 imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict ucaiado/rl_trading inactive 3 39:11.1
52 RLTrader awesome-deep-trading https://github.com/notadamking/RLTrader https://github.com/cbailes/awesome-deep-trading 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. 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 4/12/21 2:50 4/11/21 9:02 1312 551.0 451 140.0 15 1.0 4/27/19 18:35 11/26/18 3:23 10/17/19 16:25 1/1/21 9:41 notadamking/RLTrader cbailes/awesome-deep-trading active 5 4.0 3/31/21 8:00
53 Neural Network Machine-Learning-and-Reinforcement-Learning-in-Finance https://github.com/VivekPa/IntroNeuralNetworks https://github.com/joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance Neural networks to predict stock prices. NEW Deep Learning And Reinforcement Learning 4/3/21 11:59 3/30/21 9:11 489 175.0 176 98.0 2 1.0 9/10/18 6:34 6/26/18 4:30 11/21/18 7:39 9/23/18 16:50 VivekPa/IntroNeuralNetworks joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance inactive 4 39:11.1
54 LTSM Recurrent maro https://github.com/VivekPa/AIAlpha https://github.com/microsoft/maro OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network. NEW Deep Learning And Reinforcement Learning 4/12/21 2:39 4/12/21 2:22 1207 386.0 370 66.0 2 17.0 10/7/18 3:58 12/27/19 6:48 8/3/19 9:00 4/7/21 15:49 VivekPa/AIAlpha microsoft/maro active 4 39:11.1
55 trading-bot TradingGym https://github.com/pskrunner14/trading-bot https://github.com/cove9988/TradingGym 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 3/28/21 5:37 292 112.0 143 39.0 1 3.0 8/13/18 10:44 11/6/17 0:50 1/23/20 4:41 11/15/17 23:55 pskrunner14/trading-bot cove9988/TradingGym active inactive 3 3/31/21 8:00 39:11.1
56 DeepLearningInFinance RLQuant https://github.com/sonaam1234/DeepLearningInFinance https://github.com/yuriak/RLQuant 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 4/9/21 5:01 266 277.0 145 92.0 1 1.0 8/21/17 16:00 4/5/18 5:42 8/21/17 17:23 8/13/18 4:18 sonaam1234/DeepLearningInFinance yuriak/RLQuant inactive 3 3/31/21 8:00 39:11.1
57 FinRL-Library QLearning_Trading https://github.com/AI4Finance-LLC/FinRL-Library https://github.com/ucaiado/QLearning_Trading 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 NEW Deep Learning And Reinforcement Learning 4/12/21 12:45 4/6/21 22:09 1857 433.0 447 168.0 22 1.0 7/26/20 13:18 8/10/16 6:02 4/11/21 22:02 10/15/16 2:36 AI4Finance-LLC/FinRL-Library ucaiado/QLearning_Trading active inactive 5 3/31/21 8:00 39:11.1
58 Deep-Reinforcement-Stock-Trading RL IV https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading https://github.com/jjakimoto/DQN 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 for finance. Deep Learning And Reinforcement Learning 4/3/21 22:50 4/5/21 11:42 141 142.0 42 55.0 2 1.0 5/19/19 22:20 10/21/16 2:47 9/27/20 19:22 4/7/17 8:11 Albert-Z-Guo/Deep-Reinforcement-Stock-Trading jjakimoto/DQN active inactive 3 3/31/21 8:00
59 Advanced-Deep-Trading RL II https://github.com/Rachnog/Advanced-Deep-Trading https://github.com/deependersingla/deep_trader 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. reinforcement learning on stock market and agent tries to learn trading. Deep Learning And Reinforcement Learning 3/30/21 7:29 4/11/21 20:21 319 1340.0 158 489.0 2 3.0 2/16/19 21:18 6/11/16 7:27 11/29/20 20:12 1/22/18 14:35 Rachnog/Advanced-Deep-Trading deependersingla/deep_trader active inactive 3 3.0 3/31/21 8:00
60 Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 gym-trading https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 https://github.com/hackthemarket/gym-trading 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 4/12/21 9:06 560 581.0 249 195.0 6 2.0 7/26/20 13:12 12/9/16 20:46 1/21/21 18:11 12/24/17 15:34 AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 hackthemarket/gym-trading active inactive 4 3/31/21 8:00 39:11.1
61 AutomatedStockTrading-DeepQ-Learning Pair-Trading-Reinforcement-Learning https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning https://github.com/wai-i/Pair-Trading-Reinforcement-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 NEW Deep Learning And Reinforcement Learning 3/24/21 1:11 4/10/21 4:53 134 136.0 51 56.0 2 1.0 2/23/19 12:01 6/9/19 22:50 2/25/20 18:16 1/3/20 15:36 sachink2010/AutomatedStockTrading-DeepQ-Learning wai-i/Pair-Trading-Reinforcement-Learning active 3 3/31/21 8:00 39:11.1
62 deep-RL-trading RL III https://github.com/golsun/deep-RL-trading https://github.com/samre12/deep-trading-agent trading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916) Github -Deep Reinforcement Learning based Trading Agent for Bitcoin. Deep Learning And Reinforcement Learning 4/10/21 7:09 4/3/21 20:48 235 576.0 108 203.0 1 1.0 2/25/18 17:41 9/21/17 17:05 12/1/20 22:06 4/13/18 16:33 golsun/deep-RL-trading samre12/deep-trading-agent active inactive 3 3.0 3/31/21 8:00
63 Deep Learning TradingGym https://github.com/keon/deepstock https://github.com/Yvictor/TradingGym Technical experimentations to beat the stock market using deep learning. NEW Deep Learning And Reinforcement Learning 3/24/21 14:45 4/11/21 20:20 427 841.0 154 237.0 2 2.0 12/12/16 2:15 5/1/17 13:53 3/4/17 8:37 2/14/18 13:58 keon/deepstock Yvictor/TradingGym inactive 4 39:11.1
64 Personae RL V https://github.com/Ceruleanacg/Personae https://github.com/gstenger98/rl-finance 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 Building an Agent to Trade with Reinforcement Learning. Deep Learning And Reinforcement Learning 4/11/21 20:20 4/8/21 18:57 1144 33.0 330 8.0 2 5.0 3/10/18 11:22 1/16/19 0:43 9/2/18 17:21 3/19/20 20:28 Ceruleanacg/Personae gstenger98/rl-finance inactive active 5 2.0 3/31/21 8:00
65 Pair Trading RL RL https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading https://github.com/kh-kim/stock_market_reinforcement_learning Using deep actor-critic model to learn best strategies in pair trading. OpenGym with Deep Q-learning and Policy Gradient. Deep Learning And Reinforcement Learning 3/27/21 2:19 4/11/21 12:27 241 715.0 113 298.0 1 1.0 5/18/17 16:47 10/4/16 14:42 5/18/17 16:56 12/23/16 7:34 shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading kh-kim/stock_market_reinforcement_learning inactive 3 2.0
66 LTSM GRU tensortrade https://github.com/RajatHanda/Finance-Forecasting https://github.com/tensortrade-org/tensortrade Stock Market Forecasting using LSTM\GRU. NEW Deep Learning And Reinforcement Learning 3/29/21 23:59 4/12/21 16:05 11 3101.0 6 715.0 1 39.0 5/13/18 2:39 7/30/19 21:28 2/25/19 0:26 3/24/21 16:25 RajatHanda/Finance-Forecasting tensortrade-org/tensortrade inactive active 3 39:11.1
67 AI Trading FinRL https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md https://github.com/AI4Finance-LLC/FinRL AI to predict stock market movements. NEW Deep Learning And Reinforcement Learning 4/12/21 15:42 4/13/21 14:37 2876 1865.0 1384 451.0 1 22.0 1/9/19 8:02 7/26/20 13:18 2/11/19 16:32 4/11/21 22:02 borisbanushev/stockpredictionai AI4Finance-LLC/FinRL inactive active 5 13:03.7
68 crypto-rl Deep-Learning-Machine-Learning-Stock https://github.com/sadighian/crypto-rl https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock 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) 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 10:24 4/12/21 2:58 347 275.0 111 99.0 1 1.0 6/21/18 1:06 9/29/18 23:38 11/5/20 11:08 3/18/21 3:16 sadighian/crypto-rl LastAncientOne/Deep-Learning-Machine-Learning-Stock active 3 3.0 3/31/21 8:00
69 Deep Learning IV DQN-DDPG_Stock_Trading https://github.com/achillesrasquinha/bulbea https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading Bulbea: Deep Learning based Python Library. merged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQN Deep Learning And Reinforcement Learning 4/9/21 20:38 4/7/21 12:42 1467 136.0 416 49.0 1 4.0 3/9/17 6:11 9/19/18 3:17 3/19/17 7:42 11/26/20 16:58 achillesrasquinha/bulbea AI4Finance-LLC/DQN-DDPG_Stock_Trading inactive active 5 3.0 3/31/21 8:00
70 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 2:06 289 289.0 128 128.0 3 3.0 3/10/17 10:52 6/11/18 8:07 PiSimo/BitcoinForecast inactive 3 3.0 3/31/21 8:00
71 Deep-Learning-Machine-Learning-Stock DeepLearningInFinance https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock https://github.com/sonaam1234/DeepLearningInFinance 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 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 4/12/21 2:58 3/8/21 13:09 275 266.0 99 145.0 1 1.0 9/29/18 23:38 8/21/17 16:00 3/18/21 3:16 8/21/17 17:23 LastAncientOne/Deep-Learning-Machine-Learning-Stock sonaam1234/DeepLearningInFinance active inactive 3 3.0 3/31/21 8:00
72 awesome-deep-trading crypto-rl https://github.com/cbailes/awesome-deep-trading https://github.com/sadighian/crypto-rl 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 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 4/11/21 9:02 4/12/21 10:24 551 347.0 140 111.0 1 1.0 11/26/18 3:23 6/21/18 1:06 1/1/21 9:41 11/5/20 11:08 cbailes/awesome-deep-trading sadighian/crypto-rl active 4 3.0 3/31/21 8:00
73 a3c_trading Deep Learning II https://github.com/evgps/a3c_trading https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks NEW Tensorflow Regression. Deep Learning And Reinforcement Learning 4/10/21 12:49 4/10/21 6:06 311 175.0 98 67.0 1 1.0 6/4/18 15:30 7/12/16 12:56 5/23/20 14:47 2/16/18 2:43 evgps/a3c_trading LiamConnell/deep-algotrading active inactive 3.0 39:11.1
74 Trading-Gym Deep-Reinforcement-Learning-in-Trading https://github.com/thedimlebowski/Trading-Gym 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 8:00 4/10/21 13:17 507 138.0 147 66.0 3 1.0 6/13/17 13:14 5/11/18 0:52 7/10/17 8:09 10/26/19 14:22 thedimlebowski/Trading-Gym saeed349/Deep-Reinforcement-Learning-in-Trading inactive active 3.0 39:11.1 3/31/21 8:00
75 pairstrade-fyp-2019 Deep Learning IV https://github.com/wywongbd/pairstrade-fyp-2019 https://github.com/achillesrasquinha/bulbea NEW Bulbea: Deep Learning based Python Library. Deep Learning And Reinforcement Learning 4/4/21 23:47 4/9/21 20:38 110 1467.0 41 416.0 2 1.0 9/7/18 7:51 3/9/17 6:11 5/13/20 5:06 3/19/17 7:42 wywongbd/pairstrade-fyp-2019 achillesrasquinha/bulbea active inactive 5.0 39:11.1
76 rl_trading Deep Learning III https://github.com/ucaiado/rl_trading https://github.com/Rachnog/Deep-Trading NEW Algorithmic trading with deep learning experiments. Deep Learning And Reinforcement Learning 4/8/21 15:34 4/9/21 10:39 207 1266.0 89 675.0 1 1.0 5/29/17 22:19 6/18/16 18:23 8/29/17 14:54 8/7/18 15:24 ucaiado/rl_trading Rachnog/Deep-Trading inactive 5.0 39:11.1
77 Machine-Learning-and-Reinforcement-Learning-in-Finance Stock-Prediction-Models https://github.com/joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance 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 3/30/21 9:11 4/12/21 13:54 175 3655.0 98 1542.0 1 2.0 6/26/18 4:30 12/18/17 10:49 9/23/18 16:50 1/5/21 10:31 joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance huseinzol05/Stock-Prediction-Models inactive active 5.0 39:11.1 3/31/21 8:00
78 maro ARIMA-LTSM Hybrid https://github.com/microsoft/maro 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 4/12/21 2:22 4/11/21 4:12 386 222.0 66 86.0 17 1.0 12/27/19 6:48 8/5/18 2:13 4/7/21 15:49 10/1/18 11:25 microsoft/maro imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict active inactive 3.0 39:11.1
79 TradingGym RLTrader https://github.com/cove9988/TradingGym 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 3/28/21 5:37 4/12/21 2:50 112 1312.0 39 451.0 3 15.0 11/6/17 0:50 4/27/19 18:35 11/15/17 23:55 10/17/19 16:25 cove9988/TradingGym notadamking/RLTrader inactive active 5.0 39:11.1 3/31/21 8:00
80 RLQuant Neural Network https://github.com/yuriak/RLQuant https://github.com/VivekPa/IntroNeuralNetworks NEW Neural networks to predict stock prices. Deep Learning And Reinforcement Learning 4/9/21 5:01 4/3/21 11:59 277 489.0 92 176.0 1 2.0 4/5/18 5:42 9/10/18 6:34 8/13/18 4:18 11/21/18 7:39 yuriak/RLQuant VivekPa/IntroNeuralNetworks inactive 4.0 39:11.1
81 RL Trading LTSM Recurrent https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW https://github.com/VivekPa/AIAlpha A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab. 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 4.0
82 QLearning_Trading trading-bot https://github.com/ucaiado/QLearning_Trading https://github.com/pskrunner14/trading-bot NEW 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 4/6/21 22:09 4/11/21 5:10 433 292.0 168 143.0 1 1.0 8/10/16 6:02 8/13/18 10:44 10/15/16 2:36 1/23/20 4:41 ucaiado/QLearning_Trading pskrunner14/trading-bot inactive active 3.0 39:11.1 3/31/21 8:00
83 DQN-DDPG_Stock_Trading trading-rl https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading https://github.com/Kostis-S-Z/trading-rl merged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQN 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 4/7/21 12:42 4/10/21 4:59 136 180.0 49 38.0 4 2.0 9/19/18 3:17 4/22/19 10:03 11/26/20 16:58 9/28/20 9:07 AI4Finance-LLC/DQN-DDPG_Stock_Trading Kostis-S-Z/trading-rl active 3 3.0 3/31/21 8:00
84 RL II LTSM GRU https://github.com/deependersingla/deep_trader https://github.com/RajatHanda/Finance-Forecasting reinforcement learning on stock market and agent tries to learn trading. Stock Market Forecasting using LSTM\GRU. Deep Learning And Reinforcement Learning 4/11/21 20:21 3/29/21 23:59 1340 11.0 489 6.0 3 1.0 6/11/16 7:27 5/13/18 2:39 1/22/18 14:35 2/25/19 0:26 deependersingla/deep_trader RajatHanda/Finance-Forecasting inactive 3 3.0
85 gym-trading Deep-Reinforcement-Stock-Trading https://github.com/hackthemarket/gym-trading https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading NEW 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 4/12/21 9:06 4/3/21 22:50 581 141.0 195 42.0 2 2.0 12/9/16 20:46 5/19/19 22:20 12/24/17 15:34 9/27/20 19:22 hackthemarket/gym-trading Albert-Z-Guo/Deep-Reinforcement-Stock-Trading inactive active 3.0 39:11.1 3/31/21 8:00
86 Pair-Trading-Reinforcement-Learning Advanced-Deep-Trading https://github.com/wai-i/Pair-Trading-Reinforcement-Learning 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 4/10/21 4:53 3/30/21 7:29 136 319.0 56 158.0 1 2.0 6/9/19 22:50 2/16/19 21:18 1/3/20 15:36 11/29/20 20:12 wai-i/Pair-Trading-Reinforcement-Learning Rachnog/Advanced-Deep-Trading active 3.0 39:11.1 3/31/21 8:00
87 RL III Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 https://github.com/samre12/deep-trading-agent https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 Github -Deep Reinforcement Learning based Trading Agent for Bitcoin. 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 4/3/21 20:48 4/12/21 16:24 576 560.0 203 249.0 1 6.0 9/21/17 17:05 7/26/20 13:12 4/13/18 16:33 1/21/21 18:11 samre12/deep-trading-agent AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 inactive active 3 4.0 3/31/21 8:00
88 TradingGym AutomatedStockTrading-DeepQ-Learning https://github.com/Yvictor/TradingGym https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning NEW 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 4/11/21 20:20 3/24/21 1:11 841 134.0 237 51.0 2 2.0 5/1/17 13:53 2/23/19 12:01 2/14/18 13:58 2/25/20 18:16 Yvictor/TradingGym sachink2010/AutomatedStockTrading-DeepQ-Learning inactive active 3.0 39:11.1 3/31/21 8:00
89 RL IV deep-RL-trading https://github.com/jjakimoto/DQN https://github.com/golsun/deep-RL-trading Reinforcement Learning for finance. trading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916) Deep Learning And Reinforcement Learning 4/5/21 11:42 4/10/21 7:09 142 235.0 55 108.0 1 1.0 10/21/16 2:47 2/25/18 17:41 4/7/17 8:11 12/1/20 22:06 jjakimoto/DQN golsun/deep-RL-trading inactive active 3.0 3/31/21 8:00
90 RL V Deep Learning https://github.com/gstenger98/rl-finance https://github.com/keon/deepstock Building an Agent to Trade with Reinforcement Learning. Technical experimentations to beat the stock market using deep learning. Deep Learning And Reinforcement Learning 4/8/21 18:57 3/24/21 14:45 33 427.0 8 154.0 5 2.0 1/16/19 0:43 12/12/16 2:15 3/19/20 20:28 3/4/17 8:37 gstenger98/rl-finance keon/deepstock active inactive 2 4.0
91 RL Personae https://github.com/kh-kim/stock_market_reinforcement_learning https://github.com/Ceruleanacg/Personae OpenGym with Deep Q-learning and Policy Gradient. 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 12:27 4/11/21 20:20 715 1144.0 298 330.0 1 2.0 10/4/16 14:42 3/10/18 11:22 12/23/16 7:34 9/2/18 17:21 kh-kim/stock_market_reinforcement_learning Ceruleanacg/Personae inactive 2 5.0 3/31/21 8:00
92 tensortrade Pair Trading RL https://github.com/tensortrade-org/tensortrade https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading NEW Using deep actor-critic model to learn best strategies in pair trading. Deep Learning And Reinforcement Learning 4/12/21 16:05 3/27/21 2:19 3101 241.0 715 113.0 39 1.0 7/30/19 21:28 5/18/17 16:47 3/24/21 16:25 5/18/17 16:56 tensortrade-org/tensortrade shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading active inactive 3.0 39:11.1
93 FinRL AI Trading https://github.com/AI4Finance-LLC/FinRL https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md NEW AI to predict stock market movements. Deep Learning And Reinforcement Learning 4/13/21 14:37 4/12/21 15:42 1865 2876.0 451 1384.0 22 1.0 7/26/20 13:18 1/9/19 8:02 4/11/21 22:02 2/11/19 16:32 AI4Finance-LLC/FinRL borisbanushev/stockpredictionai active inactive 5.0 13:03.7
94 huobi_futures_Python FinRL-Library https://github.com/hbdmapi/huobi_futures_Python 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 Derivatives and Hedging Deep Learning And Reinforcement Learning 4/13/21 13:28 4/12/21 12:45 137 1857.0 73 447.0 2 22.0 1/14/20 7:21 7/26/20 13:18 3/2/21 7:30 4/11/21 22:02 hbdmapi/huobi_futures_Python AI4Finance-LLC/FinRL-Library active 5.0 23:51.4 3/31/21 8:00
95 algotrader Volatility and Variance Derivatives https://github.com/torreyleonard/algotrader https://github.com/yhilpisch/lvvd/tree/master/lvvd NEW Volatility derivatives analytics. Derivatives and Hedging 4/11/21 10:12 4/7/21 19:21 477 79.0 102 78.0 12 1.0 4/10/18 2:31 10/21/16 4:12 8/27/20 8:16 2/22/21 13:32 torreyleonard/algotrader yhilpisch/lvvd active 23:51.4
96 tda-api Computational Derivatives https://github.com/alexgolec/tda-api https://github.com/chenbowen184/Computational_Finance NEW Projects focusing on investigating simulations and computational techniques applied in finance. Derivatives and Hedging 4/13/21 20:12 1/12/21 12:22 649 17.0 161 12.0 13 1.0 4/3/20 21:19 1/29/18 5:01 4/12/21 3:12 8/2/18 5:56 alexgolec/tda-api chen-bowen/Computational_Finance active inactive 23:51.4
97 optopsy gs-quant https://github.com/michaelchu/optopsy https://github.com/goldmansachs/gs-quant NEW Derivatives and Hedging 4/11/21 6:03 4/12/21 16:44 393 584.0 90 170.0 3 12.0 9/17/17 1:49 12/14/18 21:10 12/7/20 17:00 3/25/21 15:33 michaelchu/optopsy goldmansachs/gs-quant 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
98 Options https://github.com/PHBS/2018.M1.ASP/tree/master/py Black Scholes and Copula. Derivatives and Hedging PHBS/2018.M1.ASP
99 Derivative Markets Hull White https://github.com/broughtj/Fin6470/tree/master/Notebooks https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb The economics of futures, futures, options, and swaps. Callable Bond, Hull White. Derivatives and Hedging 4/6/21 20:49 10/6/20 20:37 8 4.0 8 6.0 1 1.0 2/9/16 5:30 6/6/18 22:06 4/6/21 20:49 6/6/18 22:27 broughtj/Fin6470 rstreppa/valuation-callables-HullWhite active inactive
100 Computational Derivatives Options https://github.com/chenbowen184/Computational_Finance https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D Projects focusing on investigating simulations and computational techniques applied in finance. Introduction to options. Derivatives and Hedging 1/12/21 12:22 4/9/21 21:17 17 335.0 12 163.0 1 36.0 1/29/18 5:01 7/28/17 15:48 8/2/18 5:56 3/17/21 17:17 chen-bowen/Computational_Finance QuantConnect/Tutorials inactive active
101 Volatility and Variance Derivatives Derivative Markets https://github.com/yhilpisch/lvvd/tree/master/lvvd https://github.com/broughtj/Fin6470/tree/master/Notebooks Volatility derivatives analytics. The economics of futures, futures, options, and swaps. Derivatives and Hedging 4/7/21 19:21 4/6/21 20:49 79 8.0 78 8.0 1 1.0 10/21/16 4:12 2/9/16 5:30 2/22/21 13:32 4/6/21 20:49 yhilpisch/lvvd broughtj/Fin6470 active
102 Options robin_stocks https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D https://github.com/jmfernandes/robin_stocks Introduction to options. NEW Derivatives and Hedging 4/9/21 21:17 4/13/21 23:48 335 1012.0 163 261.0 36 34.0 7/28/17 15:48 2/23/18 0:49 3/17/21 17:17 2/27/21 17:48 QuantConnect/Tutorials jmfernandes/robin_stocks active 23:51.4
103 robin_stocks wallstreet https://github.com/jmfernandes/robin_stocks https://github.com/mcdallas/wallstreet NEW Derivatives and Hedging 4/13/21 23:48 4/13/21 22:00 1012 570.0 261 125.0 34 2.0 2/23/18 0:49 1/20/16 22:03 2/27/21 17:48 8/9/19 23:14 jmfernandes/robin_stocks mcdallas/wallstreet active 23:51.4
104 Option Strategies Derman https://github.com/rstreppa/valuation-OptionStrategies https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations. Binomial tree for American call. Derivatives and Hedging 2/27/21 8:50 10/6/20 20:37 2 1.0 3 3.0 1 1.0 5/22/18 18:27 5/18/18 18:08 5/22/18 18:30 9/21/18 19:59 rstreppa/valuation-OptionStrategies rstreppa/valuation-convertibles-Goldman1994 inactive
105 Derivatives Python Reinforcement Learning https://github.com/yhilpisch/dawp/tree/master/python36 https://github.com/FinTechies/HedgingRL Derivative analytics with Python. Hedging portfolios with reinforcement learning. Derivatives and Hedging 4/12/21 14:39 1/20/21 8:12 388 16.0 299 9.0 1 1.0 7/9/15 12:27 4/21/17 10:58 2/22/21 13:29 8/2/17 21:41 yhilpisch/dawp FinTechies/HedgingRL active inactive
106 Derman Delta Hedging https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb https://github.com/RobinsonGarcia/delta-hedging Binomial tree for American call. Advanced derivatives. Derivatives and Hedging 10/6/20 20:37 2/27/21 8:48 1 3.0 3 2.0 1 1.0 5/18/18 18:08 3/2/18 23:53 9/21/18 19:59 7/17/18 23:32 rstreppa/valuation-convertibles-Goldman1994 RobinsonGarcia/delta-hedging inactive
107 Reinforcement Learning akshare https://github.com/FinTechies/HedgingRL https://github.com/jindaxiang/akshare Hedging portfolios with reinforcement learning. NEW Derivatives and Hedging 1/20/21 8:12 4/13/21 16:44 16 3374.0 9 681.0 1 11.0 4/21/17 10:58 10/1/19 7:34 8/2/17 21:41 4/13/21 11:18 FinTechies/HedgingRL jindaxiang/akshare inactive active 23:51.4
108 Delta Hedging FinanceDatabase https://github.com/RobinsonGarcia/delta-hedging https://github.com/JerBouma/FinanceDatabase Advanced derivatives. NEW Derivatives and Hedging 2/27/21 8:48 4/13/21 2:33 3 595.0 2 68.0 1 1.0 3/2/18 23:53 1/28/21 18:36 7/17/18 23:32 4/8/21 11:10 RobinsonGarcia/delta-hedging JerBouma/FinanceDatabase inactive active 23:51.4
109 akshare Options Risk Measures https://github.com/jindaxiang/akshare https://github.com/wanglouis49/risk_estimation NEW Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). Derivatives and Hedging 4/13/21 16:44 10/6/20 20:37 3374 1.0 681 2.0 11 1.0 10/1/19 7:34 4/29/16 3:51 4/13/21 11:18 1/16/18 1:24 jindaxiang/akshare wanglouis49/risk_estimation active inactive 23:51.4
110 wallstreet FinancePy https://github.com/mcdallas/wallstreet https://github.com/domokane/FinancePy NEW Derivatives and Hedging 4/13/21 22:00 4/10/21 22:50 570 441.0 125 73.0 2 6.0 1/20/16 22:03 10/27/19 15:04 8/9/19 23:14 3/11/21 21:40 mcdallas/wallstreet domokane/FinancePy active 23:51.4
111 FinanceDatabase Option Strategies https://github.com/JerBouma/FinanceDatabase https://github.com/rstreppa/valuation-OptionStrategies NEW Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations. Derivatives and Hedging 4/13/21 2:33 2/27/21 8:50 595 2.0 68 3.0 1 1.0 1/28/21 18:36 5/22/18 18:27 4/8/21 11:10 5/22/18 18:30 JerBouma/FinanceDatabase rstreppa/valuation-OptionStrategies active inactive 23:51.4
112 Options Risk Measures MarketAnalysis https://github.com/wanglouis49/risk_estimation https://github.com/Poseyy/MarketAnalysis Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). NEW Derivatives and Hedging 10/6/20 20:37 4/12/21 21:59 1 170.0 2 77.0 1 1.0 4/29/16 3:51 3/28/19 19:46 1/16/18 1:24 8/6/20 5:15 wanglouis49/risk_estimation Poseyy/MarketAnalysis inactive active 23:51.4
113 FinancePy Derivatives Python https://github.com/domokane/FinancePy https://github.com/yhilpisch/dawp/tree/master/python36 NEW Derivative analytics with Python. Derivatives and Hedging 4/10/21 22:50 4/12/21 14:39 441 388.0 73 299.0 6 1.0 10/27/19 15:04 7/9/15 12:27 3/11/21 21:40 2/22/21 13:29 domokane/FinancePy yhilpisch/dawp active 23:51.4
114 Financial Economics fast_arrow https://github.com/rsvp/fecon235/tree/master/nb https://github.com/westonplatter/fast_arrow Financial Economics Models. NEW Extended Research Derivatives and Hedging 4/10/21 17:02 2/20/21 11:29 713 127.0 275 42.0 2 5.0 11/9/14 4:49 7/19/18 23:15 12/3/18 16:30 4/18/20 18:05 rsvp/fecon235 westonplatter/fast_arrow inactive active 23:51.4
115 Computational Finance huobi_futures_Python https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance https://github.com/hbdmapi/huobi_futures_Python Applied Computational Economics and Finance. NEW Extended Research Derivatives and Hedging 3/7/21 17:47 4/13/21 13:28 12 137.0 13 73.0 1 2.0 8/27/17 3:46 1/14/20 7:21 8/26/17 4:26 3/2/21 7:30 lnsongxf/Applied_Computational_Economics_and_Finance hbdmapi/huobi_futures_Python inactive active 23:51.4
116 Behavioural Economics algotrader https://github.com/pcmichaud/notebooks https://github.com/torreyleonard/algotrader Behavioural Economics and Finance Python Notebooks. NEW Extended Research Derivatives and Hedging 2/3/21 7:22 4/11/21 10:12 9 477.0 4 102.0 1 12.0 12/20/18 0:21 4/10/18 2:31 3/26/19 11:51 8/27/20 8:16 pcmichaud/notebooks torreyleonard/algotrader inactive active 23:51.4
117 Economic Foundations tda-api https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations https://github.com/alexgolec/tda-api Basic economic models. NEW Extended Research Derivatives and Hedging 10/6/20 21:01 4/13/21 20:12 2 649.0 3 161.0 1 13.0 5/25/17 2:27 4/3/20 21:19 6/30/17 3:53 4/12/21 3:12 SeanMcOwen/FinanceAndPython.com-EconomicFoundations alexgolec/tda-api inactive active 23:51.4
118 Corporate Finance optopsy https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance https://github.com/michaelchu/optopsy Basic corporate finance. NEW Extended Research Derivatives and Hedging 1/16/21 19:01 4/11/21 6:03 9 393.0 4 90.0 1 3.0 9/9/17 3:35 9/17/17 1:49 9/9/17 23:04 12/7/20 17:00 SeanMcOwen/FinanceAndPython.com-CorporateFinance michaelchu/optopsy inactive active 23:51.4
119 Finance Graph Theory trade-frame https://github.com/AvijitGhosh82/Finance_Graph_Theory https://github.com/rburkholder/trade-frame Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents. NEW Extended Research Derivatives and Hedging 3/28/21 2:22 4/6/21 9:38 17 188.0 7 79.0 3 1.0 8/2/18 2:48 7/24/16 15:25 3/16/19 18:39 11/9/20 1:16 evijit/Finance_Graph_Theory rburkholder/trade-frame inactive active 23:51.4
120 Commodity AlgorithmicTrading https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb https://github.com/JerBouma/AlgorithmicTrading Commodity influence over Brazilian stocks. NEW Extended Research Derivatives and Hedging 4/9/21 18:12 168.0 54.0 1.0 3/14/19 9:33 2/3/21 22:29 felipessalvatore/fin2vec JerBouma/AlgorithmicTrading active 23:51.4
121 Market Crash Prediction paperbroker https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb https://github.com/philipodonnell/paperbroker Predicting market crashes using an LPPL model. NEW Extended Research Derivatives and Hedging 10/6/20 21:01 4/4/21 4:52 1 175.0 3 48.0 1 3.0 1/24/19 13:37 7/6/17 2:04 2/13/19 16:48 4/8/18 18:37 sarachmax/MarketCrashes_Prediction philipodonnell/paperbroker inactive 23:51.4
122 M&A quant-trading https://github.com/atulram/Finance-and-Stocks https://github.com/je-suis-tm/quant-trading Mergers and Acquisitions. NEW Extended Research Derivatives and Hedging 12/21/20 14:42 4/13/21 23:14 3 1771.0 3 474.0 1 2.0 1/19/19 18:16 4/3/18 14:08 2/18/19 16:57 4/13/21 18:37 atulram/Finance-and-Stocks je-suis-tm/quant-trading inactive active 23:51.4
123 Life-cycle Black Scholes https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb Company life cycle. Options pricing. Extended Research Derivatives and Hedging 12/21/20 14:42 10/6/20 20:36 3 1.0 3 2.0 1 0.0 1/19/19 18:16 12/9/17 18:50 2/18/19 16:57 7/9/18 9:48 atulram/Finance-and-Stocks irajwani/numerical_methods_python inactive
124 High Frequency Options-Trading-Strategies-in-Python https://github.com/cswaney/prickle https://github.com/PyPatel/Options-Trading-Strategies-in-Python A Python toolkit for high-frequency trade research. NEW Extended Research Derivatives and Hedging 3/22/21 2:19 4/10/21 12:28 24 317.0 17 134.0 2 1.0 7/6/16 20:32 8/30/17 6:00 6/9/18 10:53 8/21/19 15:47 cswaney/prickle PyPatel/Options-Trading-Strategies-in-Python inactive active 23:51.4
125 Mathematical Finance StockSharp https://github.com/Auquan/Tutorials https://github.com/StockSharp/StockSharp Notebooks for math and financial tutorials. NEW Extended Research Derivatives and Hedging 4/8/21 19:37 4/13/21 22:41 664 3924.0 425 1222.0 9 17.0 1/21/17 11:24 12/8/14 7:53 8/1/20 17:03 4/7/21 10:55 Auquan/Tutorials StockSharp/StockSharp active 23:51.4
126 Liquidity and Momentum tf-quant-finance https://github.com/mrefermat/quant_finance https://github.com/google/tf-quant-finance Various factors and portfolio constructions. NEW Extended Research Derivatives and Hedging 3/30/21 0:09 4/13/21 22:49 31 2569.0 15 333.0 1 28.0 8/11/18 22:59 7/24/19 16:09 11/12/19 4:49 4/13/21 22:09 mrefermat/quant_finance google/tf-quant-finance active 23:51.4
127 NLP Finance Papers tai https://github.com/chenbowen184/Research_Documents_Curation_with_NLP https://github.com/fremantle-industries/tai Curating quantitative finance papers using machine learning. NEW Extended Research Derivatives and Hedging 2/27/21 6:33 4/12/21 22:45 8 273.0 9 44.0 1 6.0 10/11/18 20:32 7/28/17 3:07 12/24/18 23:27 4/12/21 22:40 chen-bowen/Research_Documents_Curation_with_NLP fremantle-industries/tai inactive active 23:51.4
128 Deep Portfolio trading-server https://github.com/DLColumbia/DL_forFinance https://github.com/s-brez/trading-server Deep learning for finance Predict volume of bonds. NEW Extended Research Derivatives and Hedging 1/12/21 11:48 4/13/21 9:46 27 209.0 19 50.0 2 2.0 5/8/18 19:34 3/5/19 3:06 5/9/18 15:39 3/8/21 2:37 DLColumbia/DL_forFinance s-brez/trading-server inactive active 23:51.4
129 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
130 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
131 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
132 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
133 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
134 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
135 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 10.0 3 3.0 1 1.0 1/22/19 10:59 3/12/19 18:35 ryanholbrook/critical-transitions inactive
136 Simulation https://github.com/chenbowen184/Computational_Finance Investigating simulations as part of computational finance. Extended Research 1/12/21 12:22 17 17.0 12 12.0 1 1.0 1/29/18 5:01 8/2/18 5:56 chen-bowen/Computational_Finance inactive
137 Currency PCA HFT https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy Forex spots PCA. High frequency trading. Extended Research 10/26/20 0:55 4/11/21 23:36 3 748.0 1 333.0 1 1.0 3/12/19 21:11 7/21/16 5:14 3/12/19 22:09 2/14/17 16:47 shanemulqueen/python-finance-pca rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy inactive
138 Backtests Bayesian Finance I https://github.com/AlgoTraders/stock-analysis-engine https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb Trading data and algorithms. Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs. Extended Research 4/12/21 2:28 11/28/20 3:02 620 25.0 165 6.0 3 0.0 9/16/18 20:00 1/4/19 12:30 9/5/20 13:01 2/18/19 9:55 AlgoTraders/stock-analysis-engine AlexIoannides/pymc-stochastic-process active inactive
139 Bayesian Finance I Applied Corporate Finance https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs. Studies the empirical behaviours in stock market. Extended Research 11/28/20 3:02 2/19/21 13:40 25 8.0 6 9.0 0 1.0 1/4/19 12:30 1/29/18 5:14 2/18/19 9:55 7/19/18 6:25 AlexIoannides/pymc-stochastic-process chen-bowen/Data_Science_in_Applied_Corporate_Finance inactive
140 Applied Corporate Finance Bayesian Finance https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb Studies the empirical behaviours in stock market. Notebook PyMC3 implementation. Extended Research 2/19/21 13:40 4/10/21 19:50 8 233.0 9 55.0 1 1.0 1/29/18 5:14 8/28/18 14:45 7/19/18 6:25 8/6/20 22:03 chen-bowen/Data_Science_in_Applied_Corporate_Finance marketneutral/alphatools inactive active
141 Bayesian Finance Deep Portfolio https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb https://github.com/DLColumbia/DL_forFinance Notebook PyMC3 implementation. Deep learning for finance Predict volume of bonds. Extended Research 4/10/21 19:50 1/12/21 11:48 233 27.0 55 19.0 1 2.0 8/28/18 14:45 5/8/18 19:34 8/6/20 22:03 5/9/18 15:39 marketneutral/alphatools DLColumbia/DL_forFinance active inactive
142 HFT Backtests https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy https://github.com/AlgoTraders/stock-analysis-engine High frequency trading. Trading data and algorithms. Extended Research 4/11/21 23:36 4/12/21 2:28 748 620.0 333 165.0 1 3.0 7/21/16 5:14 9/16/18 20:00 2/14/17 16:47 9/5/20 13:01 rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy AlgoTraders/stock-analysis-engine inactive active
143 VaR GaN Liquidity and Momentum https://github.com/hamaadshah/market_risk_gan_keras https://github.com/mrefermat/quant_finance Estimate Value-at-Risk for market risk management using Keras and TensorFlow. Various factors and portfolio constructions. Factor and Risk Analysis Extended Research 3/20/21 21:53 3/30/21 0:09 41 31.0 28 15.0 1 1.0 8/6/18 16:09 8/11/18 22:59 11/22/20 19:02 11/12/19 4:49 hamaadshah/market_risk_gan_tensorflow mrefermat/quant_finance active
144 Pyfolio NLP Finance Papers https://github.com/quantopian/pyfolio https://github.com/chenbowen184/Research_Documents_Curation_with_NLP Portfolio and risk analytics in Python. Curating quantitative finance papers using machine learning. Factor and Risk Analysis Extended Research 4/12/21 11:55 2/27/21 6:33 3673 8.0 1157 9.0 42 1.0 6/1/15 15:31 10/11/18 20:32 2/28/20 17:30 12/24/18 23:27 quantopian/pyfolio chen-bowen/Research_Documents_Curation_with_NLP active inactive
145 simulate High Frequency https://github.com/leolle/simulate https://github.com/cswaney/prickle NEW A Python toolkit for high-frequency trade research. Factor and Risk Analysis Extended Research 3/23/21 13:34 3/22/21 2:19 11 24.0 2 17.0 1 2.0 6/4/17 15:18 7/6/16 20:32 11/11/18 14:03 6/9/18 10:53 leolle/simulate cswaney/prickle inactive 23:57.7
146 TradeFinexLive Mathematical Finance https://github.com/XinFinOrg/TradeFinexLive https://github.com/Auquan/Tutorials NEW Notebooks for math and financial tutorials. Factor and Risk Analysis Extended Research 3/18/21 9:48 4/8/21 19:37 5 664.0 11 425.0 8 9.0 3/21/18 10:05 1/21/17 11:24 3/18/21 9:48 8/1/20 17:03 XinFinOrg/TradeFinexLive Auquan/Tutorials active 23:57.7
147 Machine_learning_In_Finance Financial Economics https://github.com/chaudharigauravi/Machine_learning_In_Finance https://github.com/rsvp/fecon235/tree/master/nb NEW Financial Economics Models. Factor and Risk Analysis Extended Research 11/27/20 19:23 4/10/21 17:02 8 713.0 2 275.0 1 2.0 8/3/19 4:04 11/9/14 4:49 8/3/19 4:05 12/3/18 16:30 chaudharigauravi/Machine_learning_In_Finance rsvp/fecon235 active inactive 23:57.7
148 stock-market-analysis-using-python-numpy-pandas Behavioural Economics https://github.com/Ashishsinha10/stock-market-analysis-using-python-numpy-pandas https://github.com/pcmichaud/notebooks NEW Behavioural Economics and Finance Python Notebooks. Factor and Risk Analysis Extended Research 3/21/21 8:50 2/3/21 7:22 8 9.0 5 4.0 1 1.0 4/10/18 5:15 12/20/18 0:21 4/10/18 5:28 3/26/19 11:51 Ashishsinha10/stock-market-analysis-using-python-numpy-pandas pcmichaud/notebooks inactive 23:57.7
149 Statistical Finance Economic Foundations https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations Various financial experiments. Basic economic models. Factor and Risk Analysis Extended Research 3/30/21 0:09 10/6/20 21:01 21 2.0 16 3.0 1 1.0 10/4/15 9:10 5/25/17 2:27 3/28/20 18:33 6/30/17 3:53 mrefermat/FinancePhD SeanMcOwen/FinanceAndPython.com-EconomicFoundations active inactive
150 -L- Corporate Finance https://github.com/jettbrains/-L- https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance NEW Basic corporate finance. Factor and Risk Analysis Extended Research 3/15/21 3:05 1/16/21 19:01 6 9.0 16 4.0 1 1.0 10/28/19 21:50 9/9/17 3:35 10/28/19 21:51 9/9/17 23:04 jettbrains/-L- SeanMcOwen/FinanceAndPython.com-CorporateFinance active inactive 23:57.7
151 CAPM Computational Finance https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance Expected returns using CAPM. Applied Computational Economics and Finance. Factor and Risk Analysis Extended Research 3/1/21 13:53 3/7/21 17:47 31 12.0 18 13.0 1 1.0 5/10/16 11:03 8/27/17 3:46 5/17/16 3:44 8/26/17 4:26 RJT1990/Active-Portfolio-Management-Notes lnsongxf/Applied_Computational_Economics_and_Finance inactive
152 Risk and Return Commodity https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb Riskiness of portfolios and assets. Commodity influence over Brazilian stocks. Factor and Risk Analysis Extended Research 4/6/21 17:03 140 62 2 9/12/17 13:35 8/6/20 12:35 PyDataBlog/Python-for-Data-Science felipessalvatore/fin2vec active
153 AlphaTrading Market Crash Prediction https://github.com/jerryxyx/AlphaTrading https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb NEW Predicting market crashes using an LPPL model. Factor and Risk Analysis Extended Research 4/10/21 6:34 10/6/20 21:01 149 1.0 74 3.0 1 1.0 5/18/18 22:09 1/24/19 13:37 8/7/18 18:05 2/13/19 16:48 jerryxyx/AlphaTrading sarachmax/MarketCrashes_Prediction inactive 37:06.3
154 Various Risk Measures M&A https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb https://github.com/atulram/Finance-and-Stocks Risk measures and factors for alternative and responsible investments. Mergers and Acquisitions. Factor and Risk Analysis Extended Research 11/4/20 7:04 12/21/20 14:42 4 3.0 5 3.0 1 1.0 8/7/17 14:44 1/19/19 18:16 8/8/17 22:52 2/18/19 16:57 Jorgencr/Alternative-and-Responsible-Investments atulram/Finance-and-Stocks inactive
155 Python for Finance Life-cycle https://github.com/yhilpisch/py4fi/tree/master/jupyter36 https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb Various financial notebooks. Company life cycle. Factor and Risk Analysis Extended Research 4/9/21 8:12 12/21/20 14:42 1298 3.0 794 3.0 1 1.0 12/15/14 11:23 1/19/19 18:16 7/10/18 6:38 2/18/19 16:57 yhilpisch/py4fi atulram/Finance-and-Stocks inactive
156 Factor Analysis Finance Graph Theory https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb https://github.com/AvijitGhosh82/Finance_Graph_Theory Factor analysis for mutual funds. Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents. Factor and Risk Analysis Extended Research 12/21/20 14:26 3/28/21 2:22 3 17.0 4 7.0 1 3.0 3/13/18 7:39 8/2/18 2:48 3/13/18 7:42 3/16/19 18:39 garvit-kudesia91/factor_analysis evijit/Finance_Graph_Theory inactive
157 Performance Analysis Python for Finance https://github.com/quantopian/alphalens https://github.com/yhilpisch/py4fi/tree/master/jupyter36 Performance analysis of predictive (alpha) stock factors. Various financial notebooks. Factor and Risk Analysis 4/10/21 12:58 4/9/21 8:12 1847 1298.0 700 794.0 17 1.0 6/3/16 21:49 12/15/14 11:23 4/27/20 18:40 7/10/18 6:38 quantopian/alphalens yhilpisch/py4fi active inactive
158 Risk Basic Quant Finance https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb https://github.com/mrefermat/quant_finance Active portfolio risk management . General quant repository. Factor and Risk Analysis 3/1/21 13:53 3/30/21 0:09 31 31.0 18 15.0 1 1.0 5/10/16 11:03 8/11/18 22:59 5/17/16 3:44 11/12/19 4:49 RJT1990/Active-Portfolio-Management-Notes mrefermat/quant_finance inactive active
159 VaR Convex Optimisation https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb Value-at-risk calculations. Convex Optimization for Finance. Factor and Risk Analysis 3/31/21 2:06 4/8/21 19:02 10 18.0 9 10.0 1 1.0 11/15/16 19:24 6/26/18 20:36 1/14/17 21:19 10/22/19 21:56 willb/var-notebook ssanderson/convex-optimization-for-finance inactive active
160 Factor Analysis https://github.com/alpha-miner/alpha-mind/tree/master/notebooks Factor strategy notebooks. Factor and Risk Analysis 4/8/21 19:02 172 172.0 60 60.0 3 3.0 5/1/17 7:36 4/7/21 15:25 alpha-miner/alpha-mind active
161 Convex Optimisation VaR https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb Convex Optimization for Finance. Value-at-risk calculations. Factor and Risk Analysis 4/8/21 19:02 3/31/21 2:06 18 10.0 10 9.0 1 1.0 6/26/18 20:36 11/15/16 19:24 10/22/19 21:56 1/14/17 21:19 ssanderson/convex-optimization-for-finance willb/var-notebook active inactive
162 Quant Finance Risk Basic https://github.com/mrefermat/quant_finance https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb General quant repository. Active portfolio risk management . Factor and Risk Analysis 3/30/21 0:09 3/1/21 13:53 31 31.0 15 18.0 1 1.0 8/11/18 22:59 5/10/16 11:03 11/12/19 4:49 5/17/16 3:44 mrefermat/quant_finance RJT1990/Active-Portfolio-Management-Notes active inactive
163 Stock-Prediction https://github.com/Ronak-59/Stock-Prediction NEW Factor and Risk Analysis 3/26/21 8:37 129 129.0 64 64.0 2 2.0 3/18/18 4:54 2/28/20 11:43 Ronak-59/Stock-Prediction active 37:06.3
164 Binomial Tree Performance Analysis https://github.com/hy-lei/math-finance-exercise https://github.com/quantopian/alphalens Utility functions in fixed income securities. Performance analysis of predictive (alpha) stock factors. Fixed Income Factor and Risk Analysis 10/6/20 20:55 4/10/21 12:58 1 1847.0 2 700.0 1 17.0 2/2/19 8:44 6/3/16 21:49 5/3/19 17:16 4/27/20 18:40 hy-lei/math-finance-toolbox quantopian/alphalens active
165 Corporate Bonds Factor Analysis https://github.com/ishank011/gs-quantify-bond-prediction https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb Predicting the buying and selling volume of the corporate bonds. Factor analysis for mutual funds. Fixed Income Factor and Risk Analysis 1/3/21 21:46 12/21/20 14:26 7 3.0 5 4.0 1 1.0 9/27/17 19:57 3/13/18 7:39 9/27/17 20:00 3/13/18 7:42 ishank011/gs-quantify-bond-prediction garvit-kudesia91/factor_analysis inactive
166 Vasicek Various Risk Measures https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb Bootstrapping and interpolation. Risk measures and factors for alternative and responsible investments. Fixed Income Factor and Risk Analysis 12/10/20 21:20 11/4/20 7:04 3 4.0 3 5.0 1 1.0 7/18/18 19:26 8/7/17 14:44 7/18/18 19:34 8/8/17 22:52 RobinsonGarcia/fixed-income Jorgencr/Alternative-and-Responsible-Investments inactive
167 AlphaPy stock-market-analysis-using-python-numpy-pandas https://github.com/ScottfreeLLC/AlphaPy https://github.com/Ashishsinha10/stock-market-analysis-using-python-numpy-pandas 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 Factor and Risk Analysis 4/4/21 20:02 3/21/21 8:50 576 8.0 130 5.0 3 1.0 2/14/16 0:47 4/10/18 5:15 2/8/21 21:35 4/10/18 5:28 ScottfreeLLC/AlphaPy Ashishsinha10/stock-market-analysis-using-python-numpy-pandas active inactive 4 39:24.6 23:57.7
168 Awesome-Quant-Machine-Learning-Trading Risk and Return https://github.com/grananqvist/Awesome-Quant-Machine-Learning-Trading https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials curated list of books/online courses/youtube videos/blogs/interviews/papers/code etc. Updates are pretty infrequent Riskiness of portfolios and assets. Other Models Factor and Risk Analysis 4/10/21 13:38 4/6/21 17:03 1005 140.0 319 62.0 3 2.0 11/5/18 21:09 9/12/17 13:35 10/8/20 16:48 8/6/20 12:35 grananqvist/Awesome-Quant-Machine-Learning-Trading PyDataBlog/Python-for-Data-Science active 5 39:24.6
169 MathAndScienceNotes CAPM https://github.com/melling/MathAndScienceNotes https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb 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/) Expected returns using CAPM. Other Models Factor and Risk Analysis 4/12/21 0:49 3/1/21 13:53 460 31.0 54 18.0 1 1.0 3/11/16 19:13 5/10/16 11:03 12/21/20 3:54 5/17/16 3:44 melling/MathAndScienceNotes RJT1990/Active-Portfolio-Management-Notes active inactive 3 39:24.6
170 botflow -L- https://github.com/kkyon/botflow https://github.com/jettbrains/-L- 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 NEW Other Models Factor and Risk Analysis 3/31/21 10:56 3/15/21 3:05 1165 6.0 102 16.0 8 1.0 8/20/18 3:13 10/28/19 21:50 5/23/19 14:40 10/28/19 21:51 kkyon/botflow jettbrains/-L- inactive active 2 39:24.6 23:57.7
171 surpriver Statistical Finance https://github.com/tradytics/surpriver https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments 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 Various financial experiments. Other Models Factor and Risk Analysis 4/12/21 12:27 3/30/21 0:09 1189 21.0 221 16.0 6 1.0 8/30/20 7:56 10/4/15 9:10 9/21/20 4:32 3/28/20 18:33 tradytics/surpriver mrefermat/FinancePhD active 3 39:24.6
172 Pattern-Recognition-for-Forex-Trading Machine_learning_In_Finance https://github.com/PythonProgramming/Pattern-Recognition-for-Forex-Trading https://github.com/chaudharigauravi/Machine_learning_In_Finance NEW Other Models Factor and Risk Analysis 4/5/21 3:23 11/27/20 19:23 173 8.0 91 2.0 1 1.0 3/26/15 2:22 8/3/19 4:04 3/26/15 2:33 8/3/19 4:05 PythonProgramming/Pattern-Recognition-for-Forex-Trading chaudharigauravi/Machine_learning_In_Finance inactive active 2 39:24.6 23:57.7
173 awesome-ai-in-finance TradeFinexLive https://github.com/georgezouq/awesome-ai-in-finance https://github.com/XinFinOrg/TradeFinexLive NEW Other Models Factor and Risk Analysis 4/11/21 7:43 3/18/21 9:48 941 5.0 162 11.0 8 8.0 8/29/18 2:07 3/21/18 10:05 11/27/20 9:43 3/18/21 9:48 georgezouq/awesome-ai-in-finance XinFinOrg/TradeFinexLive active 39:24.6 23:57.7
174 Microservices-Based-Algorithmic-Trading-System simulate https://github.com/saeed349/Microservices-Based-Algorithmic-Trading-System https://github.com/leolle/simulate NEW Other Models Factor and Risk Analysis 4/10/21 12:59 3/23/21 13:34 104 11.0 56 2.0 0 1.0 1/6/20 0:21 6/4/17 15:18 3/31/20 13:02 11/11/18 14:03 saeed349/Microservices-Based-Algorithmic-Trading-System leolle/simulate active inactive 39:24.6 23:57.7
175 Machine-Learning-for-Algorithmic-Trading-Bots-with-Python Pyfolio https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python https://github.com/quantopian/pyfolio NEW Portfolio and risk analytics in Python. Other Models Factor and Risk Analysis 4/11/21 6:02 4/12/21 11:55 172 3673.0 94 1157.0 5 42.0 12/6/18 11:35 6/1/15 15:31 1/18/21 6:40 2/28/20 17:30 PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python quantopian/pyfolio active 39:24.6
176 Stock.Indicators VaR GaN https://github.com/DaveSkender/Stock.Indicators https://github.com/hamaadshah/market_risk_gan_keras NEW Estimate Value-at-Risk for market risk management using Keras and TensorFlow. Other Models Factor and Risk Analysis 4/12/21 10:47 3/20/21 21:53 175 41.0 64 28.0 9 1.0 12/29/19 5:18 8/6/18 16:09 4/11/21 19:17 11/22/20 19:02 DaveSkender/Stock.Indicators hamaadshah/market_risk_gan_tensorflow active 39:24.6
177 finance_ml AlphaTrading https://github.com/jjakimoto/finance_ml https://github.com/jerryxyx/AlphaTrading NEW Other Models Factor and Risk Analysis 4/8/21 15:28 4/10/21 6:34 282 149.0 117 74.0 1 1.0 6/29/18 21:21 5/18/18 22:09 2/18/19 12:34 8/7/18 18:05 jjakimoto/finance_ml jerryxyx/AlphaTrading inactive 39:24.6 37:06.3
178 CryptoBot market-data https://github.com/AdeelMufti/CryptoBot https://github.com/kriasoft/market-data 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 Fixed Income 3/25/21 9:17 2020-06-22 10:58:20 234 25.0 94 20.0 1 1.0 1/17/17 12:44 2012-12-07 13:42:48 1/17/17 12:48 2012-12-15 12:10:06 AdeelMufti/CryptoBot kriasoft/market-data inactive 2 39:24.6 2021-04-15 01:24:33.430516
179 Machine-Learning-for-Finance woe https://github.com/PacktPublishing/Machine-Learning-for-Finance https://github.com/boredbird/woe NEW Other Models Fixed Income 4/8/21 16:54 2021-04-12 10:43:48 180 224.0 122 96.0 4 1.0 3/15/18 6:28 2017-09-11 07:15:04 1/14/21 15:58 2018-03-01 10:45:40 PacktPublishing/Machine-Learning-for-Finance boredbird/woe active inactive 39:24.6 2021-04-15 01:24:33.430516
180 Hands-On-Machine-Learning-for-Algorithmic-Trading Vasicek https://github.com/PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb 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 Bootstrapping and interpolation. Other Models Fixed Income 4/12/21 15:41 12/10/20 21:20 600 3.0 386 3.0 2 1.0 5/7/19 11:04 7/18/18 19:26 1/19/21 7:51 7/18/18 19:34 PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading RobinsonGarcia/fixed-income active inactive 5 39:24.6
181 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
182 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
183 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
184 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
185 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
186 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
187 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
188 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
189 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
190 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
191 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
192 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
193 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
194 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
195 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
196 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
197 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
198 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
199 Trend Following http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html A futures trend following portfolio investment strategy. Other Models
200 Short-Term Movement Cues Hands-On-Machine-Learning-for-Algorithmic-Trading https://github.com/anfederico/Clairvoyant https://github.com/PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading Identify social/historical cues for short term stock movement. 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 13:11 4/12/21 15:41 2166 600.0 678 386.0 1 2.0 9/12/16 18:38 5/7/19 11:04 8/29/18 20:27 1/19/21 7:51 anfederico/clairvoyant PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading inactive active 5.0 39:24.6
201 Mixture Models II Machine-Learning-for-Finance https://github.com/BlackArbsCEO/mixture_model_trading_public https://github.com/PacktPublishing/Machine-Learning-for-Finance Mixture models and stock trading. NEW Other Models 3/12/21 13:21 4/8/21 16:54 166 180.0 73 122.0 1 4.0 12/11/17 17:05 3/15/18 6:28 5/13/20 23:50 1/14/21 15:58 BlackArbsCEO/mixture_model_trading_public PacktPublishing/Machine-Learning-for-Finance active 39:24.6
202 fin-ml CryptoBot https://github.com/tatsath/fin-ml 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 4/11/21 3:29 3/25/21 9:17 116 234.0 66 94.0 2 1.0 5/10/20 0:25 1/17/17 12:44 1/23/21 17:15 1/17/17 12:48 tatsath/fin-ml AdeelMufti/CryptoBot active inactive 2.0 39:24.6
203 Fundamental LT Forecasts finance_ml https://github.com/Hvass-Labs/FinanceOps https://github.com/jjakimoto/finance_ml Research in investment finance for long term forecasts. NEW Other Models 4/5/21 23:36 4/8/21 15:28 383 282.0 127 117.0 1 1.0 7/22/18 8:14 6/29/18 21:21 2/17/21 14:39 2/18/19 12:34 Hvass-Labs/FinanceOps jjakimoto/finance_ml active inactive 39:24.6
204 Speculator Stock.Indicators https://github.com/amicks/Speculator https://github.com/DaveSkender/Stock.Indicators NEW Other Models 3/15/21 16:27 4/12/21 10:47 101 175.0 31 64.0 2 9.0 9/3/17 17:43 12/29/19 5:18 9/12/18 18:58 4/11/21 19:17 amicks/Speculator DaveSkender/Stock.Indicators inactive active 39:24.6
205 Machine-Learning-and-AI-in-Trading Machine-Learning-for-Algorithmic-Trading-Bots-with-Python https://github.com/PyPatel/Machine-Learning-and-AI-in-Trading https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python NEW Other Models 4/8/21 11:31 4/11/21 6:02 261 172.0 101 94.0 1 5.0 8/30/17 6:14 12/6/18 11:35 10/29/19 8:14 1/18/21 6:40 PyPatel/Machine-Learning-and-AI-in-Trading PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python active 39:24.6
206 Machine-Learning-For-Finance Microservices-Based-Algorithmic-Trading-System https://github.com/anthonyng2/Machine-Learning-For-Finance https://github.com/saeed349/Microservices-Based-Algorithmic-Trading-System NEW Other Models 4/1/21 20:11 4/10/21 12:59 205 104.0 119 56.0 1 0.0 7/11/17 9:09 1/6/20 0:21 2/21/18 5:36 3/31/20 13:02 anthonyng2/Machine-Learning-For-Finance saeed349/Microservices-Based-Algorithmic-Trading-System inactive active 39:24.6
207 Mixture Models I awesome-ai-in-finance https://github.com/BlackArbsCEO/Mixture_Models https://github.com/georgezouq/awesome-ai-in-finance Mixture models to predict market bottoms. NEW Other Models 3/2/21 19:44 4/11/21 7:43 31 941.0 31 162.0 1 8.0 3/20/17 18:54 8/29/18 2:07 4/25/17 23:35 11/27/20 9:43 BlackArbsCEO/Mixture_Models georgezouq/awesome-ai-in-finance inactive active 39:24.6
208 Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original Pattern-Recognition-for-Forex-Trading https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original https://github.com/PythonProgramming/Pattern-Recognition-for-Forex-Trading NEW Other Models 4/8/21 20:01 4/5/21 3:23 279 173.0 126 91.0 4 1.0 11/15/19 8:51 3/26/15 2:22 1/21/21 7:56 3/26/15 2:33 PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original PythonProgramming/Pattern-Recognition-for-Forex-Trading active inactive 2.0 39:24.6
209 mosquito surpriver https://github.com/miro-ka/mosquito 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 9:44 4/12/21 12:27 220 1189.0 44 221.0 2 6.0 6/18/17 19:57 8/30/20 7:56 3/14/21 22:22 9/21/20 4:32 miro-ka/mosquito tradytics/surpriver active 3.0 39:24.6
210 Scikit-learn Stock Prediction Awesome-Quant-Machine-Learning-Trading https://github.com/robertmartin8/MachineLearningStocks https://github.com/grananqvist/Awesome-Quant-Machine-Learning-Trading Using python and scikit-learn to make stock predictions. curated list of books/online courses/youtube videos/blogs/interviews/papers/code etc. Updates are pretty infrequent Other Models 4/11/21 10:00 4/10/21 13:38 931 1005.0 347 319.0 2 3.0 2/12/17 4:50 11/5/18 21:09 2/4/21 3:48 10/8/20 16:48 robertmartin8/MachineLearningStocks grananqvist/Awesome-Quant-Machine-Learning-Trading active 5.0 39:24.6
211 ML_Finance_Codes MathAndScienceNotes https://github.com/mfrdixon/ML_Finance_Codes https://github.com/melling/MathAndScienceNotes NEW 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 4/11/21 8:30 4/12/21 0:49 250 460.0 104 54.0 3 1.0 9/27/19 16:13 3/11/16 19:13 6/13/20 21:20 12/21/20 3:54 mfrdixon/ML_Finance_Codes melling/MathAndScienceNotes active 3.0 39:24.6
212 stock-trading-ml Mixture Models II https://github.com/yacoubb/stock-trading-ml https://github.com/BlackArbsCEO/mixture_model_trading_public NEW Mixture models and stock trading. Other Models 4/11/21 14:46 3/12/21 13:21 340 166.0 186 73.0 1 1.0 10/10/19 9:44 12/11/17 17:05 10/12/19 11:38 5/13/20 23:50 yacoubb/stock-trading-ml BlackArbsCEO/mixture_model_trading_public active 39:24.6
213 mlfinlab botflow https://github.com/hudson-and-thames/mlfinlab https://github.com/kkyon/botflow NEW 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 4/12/21 10:51 3/31/21 10:56 2295 1165.0 709 102.0 3 8.0 2/13/19 16:57 8/20/18 3:13 4/12/21 10:50 5/23/19 14:40 hudson-and-thames/mlfinlab kkyon/botflow active inactive 2.0 39:24.6
214 Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies https://jfds.pm-research.com/content/2/1/10 Personal Papers
215 Machine Learning in Asset Management https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952 Personal Papers
216 Financial Event Prediction using Machine Learning https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555 Personal Papers
217 Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization https://jfds.pm-research.com/content/2/2/17 Personal Papers
218 Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies riskparity.py https://jfds.pm-research.com/content/2/1/10 https://github.com/dppalomar/riskparity.py NEW Personal Papers 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
219 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 1281.0 629 629.0 6 6.0 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
220 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
221 Financial Sentiment Analysis 401K Portfolio Optimisation https://github.com/EricHe98/Financial-Statements-Text-Analysis https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb Sentiment, distance and proportion analysis for trading signals. Portfolio analyses and optimisation for 401K. Textual Portfolio Selection and Optimisation 3/31/21 23:48 12/25/20 9:39 48 14.0 27 5.0 1 1.0 6/23/17 0:05 8/1/18 19:48 1/26/19 3:35 9/5/19 11:18 EricHe98/Financial-Statements-Text-Analysis otosman/Python-for-Finance inactive active
222 Fund classification Distribution Characteristic Optimisation https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb https://github.com/VivekPa/OptimalPortfolio Fund classification using text mining and NLP. Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account. Textual Portfolio Selection and Optimisation 3/31/21 2:12 4/12/21 13:10 4 232.0 2 82.0 1 3.0 4/16/18 22:18 11/16/18 12:20 6/7/18 22:01 7/4/19 1:41 frechfrechfrech/Mutual-Fund-Market-Clusters VivekPa/OptimalPortfolio inactive active
223 Earning call transcripts DeepDow https://github.com/lin882/WebAnalyticsProject https://github.com/jankrepl/deepdow Correlation between mutual fund investment decision and earning call transcripts. Portfolio optimization with deep learning. Textual Portfolio Selection and Optimisation 12/17/20 8:24 4/7/21 6:57 3 311.0 3 58.0 1 2.0 12/30/17 8:56 2/2/20 8:46 1/11/18 2:11 2/16/21 18:50 lin882/WebAnalyticsProject jankrepl/deepdow inactive active
224 Accounting Anomalies node-finance https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb https://github.com/albertosantini/node-finance Using deep-learning frameworks to identify accounting anomalies. NEW Textual Portfolio Selection and Optimisation 4/12/21 7:47 4/5/21 8:01 110 101.0 51 26.0 2 3.0 5/24/17 12:36 9/17/11 17:49 8/7/19 21:47 4/5/21 8:01 GitiHubi/deepAI albertosantini/node-finance active 37:19.5
225 Buzzwords PyPortfolioOpt https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds https://github.com/robertmartin8/PyPortfolioOpt Return performance and mutual fund selection. Financial portfolio optimisation, including classical efficient frontier and advanced methods. Textual Portfolio Selection and Optimisation 10/6/20 18:54 4/12/21 11:54 1 1895.0 4 479.0 1 16.0 2/4/18 21:51 5/29/18 13:30 2/4/18 21:57 2/25/21 13:01 swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds robertmartin8/PyPortfolioOpt inactive active
226 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
227 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
228 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
229 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
230 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
231 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
232 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
233 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
234 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
235 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
236 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
237 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
238 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
239 NLP https://github.com/toamitesh/NLPinFinance This project assembles a lot of NLP operations needed for finance domain. Textual toamitesh/NLPinFinance
240 NLP Event Earning call transcripts https://github.com/yuriak/DLQuant https://github.com/lin882/WebAnalyticsProject Applying Deep Learning and NLP in Quantitative Trading. Correlation between mutual fund investment decision and earning call transcripts. Textual 4/1/21 2:16 12/17/20 8:24 70 3.0 31 3.0 1 1.0 7/2/18 23:50 12/30/17 8:56 1/31/19 14:08 1/11/18 2:11 yuriak/DLQuant lin882/WebAnalyticsProject inactive
241 Financial Statement Sentiment Pairs Trading https://github.com/MAydogdu/TextualAnalysis https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb Extracting sentiment from financial statements using neural networks. Finding pairs with cluster analysis. Textual Unsupervised 3/31/21 2:10 4/4/21 17:55 8 79.0 7 36.0 1 0.0 6/4/18 20:54 9/5/17 19:19 6/4/18 20:56 9/27/17 20:42 MAydogdu/TextualAnalysis marketneutral/pairs-trading-with-ML 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
242 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
243 Industry Clustering https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries Clustering of industries. Unsupervised 10/6/20 18:51 4 4.0 5 5.0 1 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 4.0 2 2.0 1 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 4.0 5 5.0 1 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 32.0 12 12.0 1 1.0 6/21/17 4:47 6/21/17 4:51 ml-hongkong/stock2vec inactive