diff --git a/README.md b/README.md index c74d33a..bc50bf3 100644 --- a/README.md +++ b/README.md @@ -49,23 +49,23 @@ ___ ## Other Models ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/other_models)) -| repo | comment | created_at | last_commit | star_count | repo_status | rating | -|:-----------------------------------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:-------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| -| [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 | 5/7/19 11:04 | 1/19/21 7:51 | 600.0 | :heavy_check_mark: | :star:x5 | -| [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 | 11/5/18 21:09 | 10/8/20 16:48 | 1005.0 | :heavy_check_mark: | :star:x5 | -| [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 | 2/14/16 0:47 | 2/8/21 21:35 | 576.0 | :heavy_check_mark: | :star:x4 | -| [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/) | 3/11/16 19:13 | 12/21/20 3:54 | 460.0 | :heavy_check_mark: | :star:x3 | -| [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 | 8/30/20 7:56 | 9/21/20 4:32 | 1189.0 | :heavy_check_mark: | :star:x3 | -| [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 | 1/17/17 12:44 | 1/17/17 12:48 | 234.0 | :heavy_multiplication_x: | :star:x2 | -| [Pattern-Recognition-for-Forex-Trading](https://github.com/PythonProgramming/Pattern-Recognition-for-Forex-Trading) | NEW | 3/26/15 2:22 | 3/26/15 2:33 | 173.0 | :heavy_multiplication_x: | :star:x2 | -| [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 | 8/20/18 3:13 | 5/23/19 14:40 | 1165.0 | :heavy_multiplication_x: | :star:x2 | -| [Trend Following](http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html) | A futures trend following portfolio investment strategy. | nan | nan | nan | :heavy_check_mark: | | -| [awesome-ai-in-finance](https://github.com/georgezouq/awesome-ai-in-finance) | NEW | 8/29/18 2:07 | 11/27/20 9:43 | 941.0 | :heavy_check_mark: | | -| [Scikit-learn Stock Prediction](https://github.com/robertmartin8/MachineLearningStocks) | Using python and scikit-learn to make stock predictions. | 2/12/17 4:50 | 2/4/21 3:48 | 931.0 | :heavy_check_mark: | | -| [Fundamental LT Forecasts](https://github.com/Hvass-Labs/FinanceOps) | Research in investment finance for long term forecasts. | 7/22/18 8:14 | 2/17/21 14:39 | 383.0 | :heavy_check_mark: | | -| [stock-trading-ml](https://github.com/yacoubb/stock-trading-ml) | NEW | 10/10/19 9:44 | 10/12/19 11:38 | 340.0 | :heavy_check_mark: | | -| [Mixture Models I](https://github.com/BlackArbsCEO/Mixture_Models) | Mixture models to predict market bottoms. | 3/20/17 18:54 | 4/25/17 23:35 | 31.0 | :heavy_multiplication_x: | | -| [finance_ml](https://github.com/jjakimoto/finance_ml) | NEW | 6/29/18 21:21 | 2/18/19 12:34 | 282.0 | :heavy_multiplication_x: | | +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:-------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| +| [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 | 5/7/19 11:04 | 1/19/21 7:51 | 600.0 | :heavy_check_mark: | :star:x5 | +| [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 | 11/5/18 21:09 | 10/8/20 16:48 | 1005.0 | :heavy_check_mark: | :star:x5 | +| [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 | 2/14/16 0:47 | 2/8/21 21:35 | 576.0 | :heavy_check_mark: | :star:x4 | +| [Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original](https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original) | official repo for [machine learning for algorithmic trading](https://www.amazon.com/Machine-Learning-Algorithmic-Trading-alternative/dp/1839217715?pf_rd_r=GZH2XZ35GB3BET09PCCA&pf_rd_p=c5b6893a-24f2-4a59-9d4b-aff5065c90ec&pd_rd_r=91a679c7-f069-4a6e-bdbb-a2b3f548f0c8&pd_rd_w=2B0Q0&pd_rd_wg=GMY5S&ref_=pd_gw_ci_mcx_mr_hp_d) book. Covering topics including backtesting/boosting/nlp/deep&reinforcement learning. Leverage open source libraries including [backtrader](https://www.backtrader.com/) [zipline](https://github.com/quantopian/zipline) and [talib](https://github.com/mrjbq7/ta-lib) | 11/15/19 8:51 | 1/21/21 7:56 | 279.0 | :heavy_check_mark: | :star:x4 | +| [Scikit-learn Stock Prediction](https://github.com/robertmartin8/MachineLearningStocks) | using fundamental and pricing data to predict future stock returns. Sklearn's randomforest classifier is trainded and author claimed positive live trading results. Not actively mainained | 2/12/17 4:50 | 2/4/21 3:48 | 931.0 | :heavy_multiplication_x: | :star:x3 | +| [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/) | 3/11/16 19:13 | 12/21/20 3:54 | 460.0 | :heavy_check_mark: | :star:x3 | +| [stock-trading-ml](https://github.com/yacoubb/stock-trading-ml) | lstm model using keras to predict msft prices. Data is from [alphavantage](https://www.alphavantage.co/) which provides some free data through web services. Showing how to use concatenation layer to join timeseries data with TA data. Might be abit of overfitting on the model though | 10/10/19 9:44 | 10/12/19 11:38 | 340.0 | :heavy_check_mark: | :star:x3 | +| [ML_Finance_Codes](https://github.com/mfrdixon/ML_Finance_Codes) | accompanying materials for book [Machine Learning in Finance](https://www.springer.com/gp/book/9783030410674) covering probabilistic modeling/sequence modeling/neural networks/reinforcement learning etc. | 9/27/19 16:13 | 6/13/20 21:20 | 250.0 | :heavy_check_mark: | :star:x3 | +| [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) | open source library maintained by hudson and thames though much of the content has moved to a subscription model. Idea is to implement academic research in python code and aggregate it as a package. Sources from [Journal of financial data science](https://jfds.pm-research.com/) / [journal of portfolio management](https://jpm.pm-research.com/) / [journal of algorithmic finance](http://www.algorithmicfinance.org/) / [cambridge university press](https://www.cambridge.org/) | 2/13/19 16:57 | 4/12/21 10:50 | 2295.0 | :heavy_check_mark: | :star:x3 | +| [mosquito](https://github.com/miro-ka/mosquito) | base framework trading bot for crypto. Stores data in local mongodb instance and supports backtest and live trading on [poloniex](https://poloniex.com/) and [bittrex](https://bittrex.com/) which are 12-15th ranked crypto exchanges by volume. Leverage [talib](https://github.com/mrjbq7/ta-lib) for ta data and [plotly](https://github.com/plotly/plotly.py) for visualization | 6/18/17 19:57 | 3/14/21 22:22 | 220.0 | :heavy_check_mark: | :star:x3 | +| [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 | 8/30/20 7:56 | 9/21/20 4:32 | 1189.0 | :heavy_check_mark: | :star:x3 | +| [Mixture Models I](https://github.com/BlackArbsCEO/Mixture_Models) | Mixture models to predict market bottoms and regime changes based on a seminar given to quantinsti in 2017 and summary and video is [here](https://blog.quantinsti.com/webinar-can-we-use-mixture-models-to-predict-market-bottoms/). Gaussian mixture models are build on markov models and expectation maximization thoery to detect regimes and seminar reported positive results using features asset returns/tedrate/10y2ysptread/10y3m spread from fred which can be access here [fredapi](https://github.com/mortada/fredapi). Though most of the returns came from being long equities after 2009 | 3/20/17 18:54 | 4/25/17 23:35 | 31.0 | :heavy_multiplication_x: | :star:x2 | +| [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 | 1/17/17 12:44 | 1/17/17 12:48 | 234.0 | :heavy_multiplication_x: | :star:x2 | +| [Machine-Learning-For-Finance](https://github.com/anthonyng2/Machine-Learning-For-Finance) | accompanying materials for slide [here](https://github.com/anthonyng2/Machine-Learning-For-Finance/blob/master/Regression%20Based%20Machine%20Learning%20for%20Algorithmic%20Trading/Machine%20Learning%20-%20Linear%20Regression%20for%20Algo%20Trading%20v2017-07-13.pdf) covering more tradition quant trading topics like pair trading/kalman filter/trend following etc. Referecing interesting paper [characterization of financial time series](http://www.cs.ucl.ac.uk/fileadmin/UCL-CS/research/Research_Notes/RN_11_01.pdf) | 7/11/17 9:09 | 2/21/18 5:36 | 205.0 | :heavy_multiplication_x: | :star:x2 | +| [Pattern-Recognition-for-Forex-Trading](https://github.com/PythonProgramming/Pattern-Recognition-for-Forex-Trading) | NEW | 3/26/15 2:22 | 3/26/15 2:33 | 173.0 | :heavy_multiplication_x: | :star:x2 | ## Data Processing Techniques and Transformations ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/data_processing_techniques_and_transformations)) @@ -86,8 +86,8 @@ ___ | repo | comment | created_at | last_commit | star_count | repo_status | rating | |:--------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| -| [Online Portfolio Selection](https://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb) | ****Comparing OLPS algorithms on a diversified set of ETFs. | nan | nan | nan | :heavy_check_mark: | | | [Modern Portfolio Theory](https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb) | Universal portfolios; modern portfolio theory. | nan | nan | nan | :heavy_check_mark: | | +| [Online Portfolio Selection](https://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb) | ****Comparing OLPS algorithms on a diversified set of ETFs. | nan | nan | nan | :heavy_check_mark: | | | [OLMAR Algorithm](https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb) | Relative importance of each component of the OLMAR algorithm. | 7/26/16 16:20 | 12/30/16 11:40 | 7.0 | :heavy_multiplication_x: | | | [Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib) | NEW | 3/2/20 19:49 | 4/1/21 3:50 | 371.0 | :heavy_check_mark: | | | [Reinforcement Learning](https://github.com/filangel/qtrader) | Reinforcement Learning for Portfolio Management. | 10/7/17 9:14 | 6/26/18 9:22 | 364.0 | :heavy_multiplication_x: | | @@ -105,16 +105,16 @@ ___ | repo | comment | created_at | last_commit | star_count | repo_status | rating | |:-----------------------------------------------------------------------------------------------------------------------------------------------|:-----------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| -| [Machine_learning_In_Finance](https://github.com/chaudharigauravi/Machine_learning_In_Finance) | NEW | 8/3/19 4:04 | 8/3/19 4:05 | 8.0 | :heavy_check_mark: | | | [stock-market-analysis-using-python-numpy-pandas](https://github.com/Ashishsinha10/stock-market-analysis-using-python-numpy-pandas) | NEW | 4/10/18 5:15 | 4/10/18 5:28 | 8.0 | :heavy_multiplication_x: | | +| [Machine_learning_In_Finance](https://github.com/chaudharigauravi/Machine_learning_In_Finance) | NEW | 8/3/19 4:04 | 8/3/19 4:05 | 8.0 | :heavy_check_mark: | | | [-L-](https://github.com/jettbrains/-L-) | NEW | 10/28/19 21:50 | 10/28/19 21:51 | 6.0 | :heavy_check_mark: | | | [TradeFinexLive](https://github.com/XinFinOrg/TradeFinexLive) | NEW | 3/21/18 10:05 | 3/18/21 9:48 | 5.0 | :heavy_check_mark: | | | [VaR GaN](https://github.com/hamaadshah/market_risk_gan_keras) | Estimate Value-at-Risk for market risk management using Keras and TensorFlow. | 8/6/18 16:09 | 11/22/20 19:02 | 41.0 | :heavy_check_mark: | | | [Various Risk Measures](https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb) | Risk measures and factors for alternative and responsible investments. | 8/7/17 14:44 | 8/8/17 22:52 | 4.0 | :heavy_multiplication_x: | | | [Pyfolio](https://github.com/quantopian/pyfolio) | Portfolio and risk analytics in Python. | 6/1/15 15:31 | 2/28/20 17:30 | 3673.0 | :heavy_check_mark: | | -| [CAPM](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb) | Expected returns using CAPM. | 5/10/16 11:03 | 5/17/16 3:44 | 31.0 | :heavy_multiplication_x: | | -| [Risk Basic](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb) | Active portfolio risk management . | 5/10/16 11:03 | 5/17/16 3:44 | 31.0 | :heavy_multiplication_x: | | | [Quant Finance](https://github.com/mrefermat/quant_finance) | General quant repository. | 8/11/18 22:59 | 11/12/19 4:49 | 31.0 | :heavy_check_mark: | | +| [Risk Basic](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb) | Active portfolio risk management . | 5/10/16 11:03 | 5/17/16 3:44 | 31.0 | :heavy_multiplication_x: | | +| [CAPM](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb) | Expected returns using CAPM. | 5/10/16 11:03 | 5/17/16 3:44 | 31.0 | :heavy_multiplication_x: | | | [Factor Analysis](https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb) | Factor analysis for mutual funds. | 3/13/18 7:39 | 3/13/18 7:42 | 3.0 | :heavy_multiplication_x: | | | [Statistical Finance](https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments) | Various financial experiments. | 10/4/15 9:10 | 3/28/20 18:33 | 21.0 | :heavy_check_mark: | | | [Performance Analysis](https://github.com/quantopian/alphalens) | Performance analysis of predictive (alpha) stock factors. | 6/3/16 21:49 | 4/27/20 18:40 | 1847.0 | :heavy_check_mark: | | @@ -171,11 +171,15 @@ ___ ## Fixed Income ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/fixed_income)) -| repo | comment | created_at | last_commit | star_count | repo_status | rating | -|:-------------------------------------------------------------------------------------------------------------------|:----------------------------------------------------------------------------|:-------------------------|:-------------------------|:------------------------|:------------------------------------|:--------------------| -| [Corporate Bonds](https://github.com/ishank011/gs-quantify-bond-prediction) | Predicting the buying and selling volume of the corporate bonds. | 9/27/17 19:57 | 9/27/17 20:00 | 7.0 | :heavy_multiplication_x: | | -| [Vasicek](https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb) | Bootstrapping and interpolation. | 7/18/18 19:26 | 7/18/18 19:34 | 3.0 | :heavy_multiplication_x: | | -| [Binomial Tree](https://github.com/hy-lei/math-finance-exercise) | Utility functions in fixed income securities. | 2/2/19 8:44 | 5/3/19 17:16 | 1.0 | :heavy_check_mark: | | +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:-------------------------------------------------------------------------------------------------------------------|:----------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| +| [Corporate Bonds](https://github.com/ishank011/gs-quantify-bond-prediction) | Predicting the buying and selling volume of the corporate bonds. | 9/27/17 19:57 | 9/27/17 20:00 | 7.0 | :heavy_multiplication_x: | | +| [Vasicek](https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb) | Bootstrapping and interpolation. | 7/18/18 19:26 | 7/18/18 19:34 | 3.0 | :heavy_multiplication_x: | | +| [rating_history](https://github.com/govwiki/rating_history) | NEW | 11/23/17 22:52 | 12/3/17 20:42 | 26.0 | :heavy_multiplication_x: | | +| [market-data](https://github.com/kriasoft/market-data) | NEW | 12/7/12 13:42 | 12/15/12 12:10 | 25.0 | :heavy_multiplication_x: | | +| [woe](https://github.com/boredbird/woe) | NEW | 9/11/17 7:15 | 3/1/18 10:45 | 224.0 | :heavy_multiplication_x: | | +| [MagentoExtensions](https://github.com/5mehulhelp5/MagentoExtensions) | NEW | 7/3/14 5:45 | 11/24/17 16:15 | 106.0 | :heavy_multiplication_x: | | +| [Binomial Tree](https://github.com/hy-lei/math-finance-exercise) | Utility functions in fixed income securities. | 2/2/19 8:44 | 5/3/19 17:16 | 1.0 | :heavy_check_mark: | | ## Alternative Finance ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/alternative_finance)) @@ -194,20 +198,20 @@ ___ | repo | comment | created_at | last_commit | star_count | repo_status | rating | |:------------------------------------------------------------------------------------------------------------------|:--------------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| -| [Commodity](https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb) | Commodity influence over Brazilian stocks. | nan | nan | nan | :heavy_check_mark: | | | [Real Estate Property Fraud](https://github.com/aviroop1/Real_Estate_Property_Fraud) | Unsupervised fraud detection model that can identify likely candidates of fraud. | nan | nan | nan | :heavy_check_mark: | | +| [Commodity](https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb) | Commodity influence over Brazilian stocks. | nan | nan | nan | :heavy_check_mark: | | | [Behavioural Economics](https://github.com/pcmichaud/notebooks) | Behavioural Economics and Finance Python Notebooks. | 12/20/18 0:21 | 3/26/19 11:51 | 9.0 | :heavy_multiplication_x: | | | [Corporate Finance](https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance) | Basic corporate finance. | 9/9/17 3:35 | 9/9/17 23:04 | 9.0 | :heavy_multiplication_x: | | -| [NLP Finance Papers](https://github.com/chenbowen184/Research_Documents_Curation_with_NLP) | Curating quantitative finance papers using machine learning. | 10/11/18 20:32 | 12/24/18 23:27 | 8.0 | :heavy_multiplication_x: | | | [Applied Corporate Finance](https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance) | Studies the empirical behaviours in stock market. | 1/29/18 5:14 | 7/19/18 6:25 | 8.0 | :heavy_multiplication_x: | | +| [NLP Finance Papers](https://github.com/chenbowen184/Research_Documents_Curation_with_NLP) | Curating quantitative finance papers using machine learning. | 10/11/18 20:32 | 12/24/18 23:27 | 8.0 | :heavy_multiplication_x: | | | [HFT](https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy) | High frequency trading. | 7/21/16 5:14 | 2/14/17 16:47 | 748.0 | :heavy_multiplication_x: | | | [Financial Economics](https://github.com/rsvp/fecon235/tree/master/nb) | Financial Economics Models. | 11/9/14 4:49 | 12/3/18 16:30 | 713.0 | :heavy_multiplication_x: | | | [Mathematical Finance](https://github.com/Auquan/Tutorials) | Notebooks for math and financial tutorials. | 1/21/17 11:24 | 8/1/20 17:03 | 664.0 | :heavy_check_mark: | | | [Backtests](https://github.com/AlgoTraders/stock-analysis-engine) | Trading data and algorithms. | 9/16/18 20:00 | 9/5/20 13:01 | 620.0 | :heavy_check_mark: | | | [Liquidity and Momentum](https://github.com/mrefermat/quant_finance) | Various factors and portfolio constructions. | 8/11/18 22:59 | 11/12/19 4:49 | 31.0 | :heavy_check_mark: | | +| [Currency PCA](https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb) | Forex spots PCA. | 3/12/19 21:11 | 3/12/19 22:09 | 3.0 | :heavy_multiplication_x: | | | [M&A](https://github.com/atulram/Finance-and-Stocks) | Mergers and Acquisitions. | 1/19/19 18:16 | 2/18/19 16:57 | 3.0 | :heavy_multiplication_x: | | | [Life-cycle](https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb) | Company life cycle. | 1/19/19 18:16 | 2/18/19 16:57 | 3.0 | :heavy_multiplication_x: | | -| [Currency PCA](https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb) | Forex spots PCA. | 3/12/19 21:11 | 3/12/19 22:09 | 3.0 | :heavy_multiplication_x: | | | [Deep Portfolio](https://github.com/DLColumbia/DL_forFinance) | Deep learning for finance Predict volume of bonds. | 5/8/18 19:34 | 5/9/18 15:39 | 27.0 | :heavy_multiplication_x: | | # Courses ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/courses)) @@ -229,14 +233,14 @@ ___ | repo | comment | created_at | last_commit | star_count | repo_status | rating | |:--------------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------|:-------------------------|:-------------------------|:------------------------|:------------------------------------|:--------------------| -| [Capital Markets Data](https://www.capitalmarketsdata.com/) | nan | nan | nan | nan | :heavy_check_mark: | | -| [IRS](http://social-metrics.org/sox/) | nan | nan | nan | nan | :heavy_check_mark: | | -| [Non-financial Corporate](http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html) | nan | nan | nan | nan | :heavy_check_mark: | | | [https://fred.stlouisfed.org/](https://fred.stlouisfed.org/) | nan | nan | nan | nan | :heavy_check_mark: | | -| [Rating Industries](http://www.ratingshistory.info/) | nan | nan | nan | nan | :heavy_check_mark: | | -| [https://stooq.com](https://stooq.com) | nan | nan | nan | nan | :heavy_check_mark: | | -| [http://finance.yahoo.com/](http://finance.yahoo.com/) | nan | nan | nan | nan | :heavy_check_mark: | | | [Financial Corporate](http://raw.rutgers.edu/Corporate%20Financial%20Data.html) | nan | nan | nan | nan | :heavy_check_mark: | | +| [http://finance.yahoo.com/](http://finance.yahoo.com/) | nan | nan | nan | nan | :heavy_check_mark: | | +| [Rating Industries](http://www.ratingshistory.info/) | nan | nan | nan | nan | :heavy_check_mark: | | +| [Non-financial Corporate](http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html) | nan | nan | nan | nan | :heavy_check_mark: | | +| [https://stooq.com](https://stooq.com) | nan | nan | nan | nan | :heavy_check_mark: | | +| [IRS](http://social-metrics.org/sox/) | nan | nan | nan | nan | :heavy_check_mark: | | +| [Capital Markets Data](https://www.capitalmarketsdata.com/) | nan | nan | nan | nan | :heavy_check_mark: | | | [SEC Parsing](https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb) | nan | 6/16/18 14:30 | 6/16/18 17:23 | 9.0 | :heavy_multiplication_x: | | | [https://github.com/timestocome/StockMarketData](https://github.com/timestocome/StockMarketData) | nan | 5/10/17 21:49 | 8/6/17 19:23 | 7.0 | :heavy_multiplication_x: | | | [Web Scraping (FirmAI)](https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data) | nan | 2/19/19 19:02 | 7/22/20 16:48 | 577.0 | :heavy_check_mark: | | @@ -248,9 +252,9 @@ ___ | repo | comment | created_at | last_commit | star_count | repo_status | rating | |:-----------------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------|:------------------------|:-------------------------|:------------------------|:------------------------------|:--------------------| -| [Berkeley Lab CIFT](https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/) | nan | nan | nan | nan | :heavy_check_mark: | | -| [NYU Courant](https://cims.nyu.edu/) | Courant Institute of Mathematical Sciences, New York University | nan | nan | nan | :heavy_check_mark: | | -| [Oxford Man](https://www.oxford-man.ox.ac.uk/) | Oxford-Man Institute of Quantitative Finance | nan | nan | nan | :heavy_check_mark: | | -| [Stanford Advanced Financial Technologies](https://fintech.stanford.edu/) | Stanford Advanced Financial Technologies Laboratory | nan | nan | nan | :heavy_check_mark: | | +| [NYU FRE](https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering) | Finance and Risk Engineering (NYU Tandon) | nan | nan | nan | :heavy_check_mark: | | | [Cornell University](https://www.cornell.edu/) | nan | nan | nan | nan | :heavy_check_mark: | | -| [NYU FRE](https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering) | Finance and Risk Engineering (NYU Tandon) | nan | nan | nan | :heavy_check_mark: | | +| [Stanford Advanced Financial Technologies](https://fintech.stanford.edu/) | Stanford Advanced Financial Technologies Laboratory | nan | nan | nan | :heavy_check_mark: | | +| [NYU Courant](https://cims.nyu.edu/) | Courant Institute of Mathematical Sciences, New York University | nan | nan | nan | :heavy_check_mark: | | +| [Berkeley Lab CIFT](https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/) | nan | nan | nan | nan | :heavy_check_mark: | | +| [Oxford Man](https://www.oxford-man.ox.ac.uk/) | Oxford-Man Institute of Quantitative Finance | nan | nan | nan | :heavy_check_mark: | | diff --git a/generated_wiki/colleges_centers_and_departments.md b/generated_wiki/colleges_centers_and_departments.md index 541ddb6..0f51ec3 100644 --- a/generated_wiki/colleges_centers_and_departments.md +++ b/generated_wiki/colleges_centers_and_departments.md @@ -1,8 +1,8 @@ | repo | comment | created_at | last_commit | star_count | repo_status | rating | |:-----------------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------|:------------------------|:-------------------------|:------------------------|:------------------------------|:--------------------| -| [Berkeley Lab CIFT](https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/) | nan | nan | nan | nan | :heavy_check_mark: | | -| [NYU Courant](https://cims.nyu.edu/) | Courant Institute of Mathematical Sciences, New York University | nan | nan | nan | :heavy_check_mark: | | -| [Oxford Man](https://www.oxford-man.ox.ac.uk/) | Oxford-Man Institute of Quantitative Finance | nan | nan | nan | :heavy_check_mark: | | -| [Stanford Advanced Financial Technologies](https://fintech.stanford.edu/) | Stanford Advanced Financial Technologies Laboratory | nan | nan | nan | :heavy_check_mark: | | +| [NYU FRE](https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering) | Finance and Risk Engineering (NYU Tandon) | nan | nan | nan | :heavy_check_mark: | | | [Cornell University](https://www.cornell.edu/) | nan | nan | nan | nan | :heavy_check_mark: | | -| [NYU FRE](https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering) | Finance and Risk Engineering (NYU Tandon) | nan | nan | nan | :heavy_check_mark: | | \ No newline at end of file +| [Stanford Advanced Financial Technologies](https://fintech.stanford.edu/) | Stanford Advanced Financial Technologies Laboratory | nan | nan | nan | :heavy_check_mark: | | +| [NYU Courant](https://cims.nyu.edu/) | Courant Institute of Mathematical Sciences, New York University | nan | nan | nan | :heavy_check_mark: | | +| [Berkeley Lab CIFT](https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/) | nan | nan | nan | nan | :heavy_check_mark: | | +| [Oxford Man](https://www.oxford-man.ox.ac.uk/) | Oxford-Man Institute of Quantitative Finance | nan | nan | nan | :heavy_check_mark: | | \ No newline at end of file diff --git a/generated_wiki/data.md b/generated_wiki/data.md index 052abb4..243f5ea 100644 --- a/generated_wiki/data.md +++ b/generated_wiki/data.md @@ -1,13 +1,13 @@ | repo | comment | created_at | last_commit | star_count | repo_status | rating | |:--------------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------|:-------------------------|:-------------------------|:------------------------|:------------------------------------|:--------------------| -| [Capital Markets Data](https://www.capitalmarketsdata.com/) | nan | nan | nan | nan | :heavy_check_mark: | | -| [IRS](http://social-metrics.org/sox/) | nan | nan | nan | nan | :heavy_check_mark: | | -| [Non-financial Corporate](http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html) | nan | nan | nan | nan | :heavy_check_mark: | | | [https://fred.stlouisfed.org/](https://fred.stlouisfed.org/) | nan | nan | nan | nan | :heavy_check_mark: | | -| [Rating Industries](http://www.ratingshistory.info/) | nan | nan | nan | nan | :heavy_check_mark: | | -| [https://stooq.com](https://stooq.com) | nan | nan | nan | nan | :heavy_check_mark: | | -| [http://finance.yahoo.com/](http://finance.yahoo.com/) | nan | nan | nan | nan | :heavy_check_mark: | | | [Financial Corporate](http://raw.rutgers.edu/Corporate%20Financial%20Data.html) | nan | nan | nan | nan | :heavy_check_mark: | | +| [http://finance.yahoo.com/](http://finance.yahoo.com/) | nan | nan | nan | nan | :heavy_check_mark: | | +| [Rating Industries](http://www.ratingshistory.info/) | nan | nan | nan | nan | :heavy_check_mark: | | +| [Non-financial Corporate](http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html) | nan | nan | nan | nan | :heavy_check_mark: | | +| [https://stooq.com](https://stooq.com) | nan | nan | nan | nan | :heavy_check_mark: | | +| [IRS](http://social-metrics.org/sox/) | nan | nan | nan | nan | :heavy_check_mark: | | +| [Capital Markets Data](https://www.capitalmarketsdata.com/) | nan | nan | nan | nan | :heavy_check_mark: | | | [SEC Parsing](https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb) | nan | 6/16/18 14:30 | 6/16/18 17:23 | 9.0 | :heavy_multiplication_x: | | | [https://github.com/timestocome/StockMarketData](https://github.com/timestocome/StockMarketData) | nan | 5/10/17 21:49 | 8/6/17 19:23 | 7.0 | :heavy_multiplication_x: | | | [Web Scraping (FirmAI)](https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data) | nan | 2/19/19 19:02 | 7/22/20 16:48 | 577.0 | :heavy_check_mark: | | diff --git a/generated_wiki/derivatives_and_hedging.md b/generated_wiki/derivatives_and_hedging.md index 8de3642..939953a 100644 --- a/generated_wiki/derivatives_and_hedging.md +++ b/generated_wiki/derivatives_and_hedging.md @@ -35,6 +35,6 @@ | [huobi_futures_Python](https://github.com/hbdmapi/huobi_futures_Python) | NEW | 1/14/20 7:21 | 3/2/21 7:30 | 137.0 | :heavy_check_mark: | | | [fast_arrow](https://github.com/westonplatter/fast_arrow) | NEW | 7/19/18 23:15 | 4/18/20 18:05 | 127.0 | :heavy_check_mark: | | | [robin_stocks](https://github.com/jmfernandes/robin_stocks) | NEW | 2/23/18 0:49 | 2/27/21 17:48 | 1012.0 | :heavy_check_mark: | | -| [Black Scholes](https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb) | Options pricing. | 12/9/17 18:50 | 7/9/18 9:48 | 1.0 | :heavy_multiplication_x: | | | [Derman](https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb) | Binomial tree for American call. | 5/18/18 18:08 | 9/21/18 19:59 | 1.0 | :heavy_multiplication_x: | | -| [Options Risk Measures](https://github.com/wanglouis49/risk_estimation) | Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). | 4/29/16 3:51 | 1/16/18 1:24 | 1.0 | :heavy_multiplication_x: | | \ No newline at end of file +| [Options Risk Measures](https://github.com/wanglouis49/risk_estimation) | Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). | 4/29/16 3:51 | 1/16/18 1:24 | 1.0 | :heavy_multiplication_x: | | +| [Black Scholes](https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb) | Options pricing. | 12/9/17 18:50 | 7/9/18 9:48 | 1.0 | :heavy_multiplication_x: | | \ No newline at end of file diff --git a/generated_wiki/extended_research.md b/generated_wiki/extended_research.md index 5d57d9f..f5da00e 100644 --- a/generated_wiki/extended_research.md +++ b/generated_wiki/extended_research.md @@ -1,26 +1,26 @@ | repo | comment | created_at | last_commit | star_count | repo_status | rating | |:-----------------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| -| [Commodity](https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb) | Commodity influence over Brazilian stocks. | nan | nan | nan | :heavy_check_mark: | | | [Real Estate Property Fraud](https://github.com/aviroop1/Real_Estate_Property_Fraud) | Unsupervised fraud detection model that can identify likely candidates of fraud. | nan | nan | nan | :heavy_check_mark: | | +| [Commodity](https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb) | Commodity influence over Brazilian stocks. | nan | nan | nan | :heavy_check_mark: | | | [Behavioural Economics](https://github.com/pcmichaud/notebooks) | Behavioural Economics and Finance Python Notebooks. | 12/20/18 0:21 | 3/26/19 11:51 | 9.0 | :heavy_multiplication_x: | | | [Corporate Finance](https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance) | Basic corporate finance. | 9/9/17 3:35 | 9/9/17 23:04 | 9.0 | :heavy_multiplication_x: | | -| [NLP Finance Papers](https://github.com/chenbowen184/Research_Documents_Curation_with_NLP) | Curating quantitative finance papers using machine learning. | 10/11/18 20:32 | 12/24/18 23:27 | 8.0 | :heavy_multiplication_x: | | | [Applied Corporate Finance](https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance) | Studies the empirical behaviours in stock market. | 1/29/18 5:14 | 7/19/18 6:25 | 8.0 | :heavy_multiplication_x: | | +| [NLP Finance Papers](https://github.com/chenbowen184/Research_Documents_Curation_with_NLP) | Curating quantitative finance papers using machine learning. | 10/11/18 20:32 | 12/24/18 23:27 | 8.0 | :heavy_multiplication_x: | | | [HFT](https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy) | High frequency trading. | 7/21/16 5:14 | 2/14/17 16:47 | 748.0 | :heavy_multiplication_x: | | | [Financial Economics](https://github.com/rsvp/fecon235/tree/master/nb) | Financial Economics Models. | 11/9/14 4:49 | 12/3/18 16:30 | 713.0 | :heavy_multiplication_x: | | | [Mathematical Finance](https://github.com/Auquan/Tutorials) | Notebooks for math and financial tutorials. | 1/21/17 11:24 | 8/1/20 17:03 | 664.0 | :heavy_check_mark: | | | [Backtests](https://github.com/AlgoTraders/stock-analysis-engine) | Trading data and algorithms. | 9/16/18 20:00 | 9/5/20 13:01 | 620.0 | :heavy_check_mark: | | | [Liquidity and Momentum](https://github.com/mrefermat/quant_finance) | Various factors and portfolio constructions. | 8/11/18 22:59 | 11/12/19 4:49 | 31.0 | :heavy_check_mark: | | +| [Currency PCA](https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb) | Forex spots PCA. | 3/12/19 21:11 | 3/12/19 22:09 | 3.0 | :heavy_multiplication_x: | | | [M&A](https://github.com/atulram/Finance-and-Stocks) | Mergers and Acquisitions. | 1/19/19 18:16 | 2/18/19 16:57 | 3.0 | :heavy_multiplication_x: | | | [Life-cycle](https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb) | Company life cycle. | 1/19/19 18:16 | 2/18/19 16:57 | 3.0 | :heavy_multiplication_x: | | -| [Currency PCA](https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb) | Forex spots PCA. | 3/12/19 21:11 | 3/12/19 22:09 | 3.0 | :heavy_multiplication_x: | | | [Deep Portfolio](https://github.com/DLColumbia/DL_forFinance) | Deep learning for finance Predict volume of bonds. | 5/8/18 19:34 | 5/9/18 15:39 | 27.0 | :heavy_multiplication_x: | | | [Bayesian Finance I](https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb) | Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs. | 1/4/19 12:30 | 2/18/19 9:55 | 25.0 | :heavy_multiplication_x: | | | [High Frequency](https://github.com/cswaney/prickle) | A Python toolkit for high-frequency trade research. | 7/6/16 20:32 | 6/9/18 10:53 | 24.0 | :heavy_multiplication_x: | | | [Bayesian Finance](https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb) | Notebook PyMC3 implementation. | 8/28/18 14:45 | 8/6/20 22:03 | 233.0 | :heavy_check_mark: | | | [Economic Foundations](https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations) | Basic economic models. | 5/25/17 2:27 | 6/30/17 3:53 | 2.0 | :heavy_multiplication_x: | | -| [Finance Graph Theory](https://github.com/AvijitGhosh82/Finance_Graph_Theory) | Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents. | 8/2/18 2:48 | 3/16/19 18:39 | 17.0 | :heavy_multiplication_x: | | | [Simulation](https://github.com/chenbowen184/Computational_Finance) | Investigating simulations as part of computational finance. | 1/29/18 5:01 | 8/2/18 5:56 | 17.0 | :heavy_multiplication_x: | | +| [Finance Graph Theory](https://github.com/AvijitGhosh82/Finance_Graph_Theory) | Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents. | 8/2/18 2:48 | 3/16/19 18:39 | 17.0 | :heavy_multiplication_x: | | | [Computational Finance](https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance) | Applied Computational Economics and Finance. | 8/27/17 3:46 | 8/26/17 4:26 | 12.0 | :heavy_multiplication_x: | | | [Critical Transitions](https://github.com/ryanholbrook/critical-transitions) | Detecting critical transitions in financial networks with topological data analysis. | 1/22/19 10:59 | 3/12/19 18:35 | 10.0 | :heavy_multiplication_x: | | | [Market Crash Prediction](https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb) | Predicting market crashes using an LPPL model. | 1/24/19 13:37 | 2/13/19 16:48 | 1.0 | :heavy_multiplication_x: | | \ No newline at end of file diff --git a/generated_wiki/factor_and_risk_analysis.md b/generated_wiki/factor_and_risk_analysis.md index 2117fc3..fa5afc1 100644 --- a/generated_wiki/factor_and_risk_analysis.md +++ b/generated_wiki/factor_and_risk_analysis.md @@ -1,15 +1,15 @@ | repo | comment | created_at | last_commit | star_count | repo_status | rating | |:-----------------------------------------------------------------------------------------------------------------------------------------------|:-----------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| -| [Machine_learning_In_Finance](https://github.com/chaudharigauravi/Machine_learning_In_Finance) | NEW | 8/3/19 4:04 | 8/3/19 4:05 | 8.0 | :heavy_check_mark: | | | [stock-market-analysis-using-python-numpy-pandas](https://github.com/Ashishsinha10/stock-market-analysis-using-python-numpy-pandas) | NEW | 4/10/18 5:15 | 4/10/18 5:28 | 8.0 | :heavy_multiplication_x: | | +| [Machine_learning_In_Finance](https://github.com/chaudharigauravi/Machine_learning_In_Finance) | NEW | 8/3/19 4:04 | 8/3/19 4:05 | 8.0 | :heavy_check_mark: | | | [-L-](https://github.com/jettbrains/-L-) | NEW | 10/28/19 21:50 | 10/28/19 21:51 | 6.0 | :heavy_check_mark: | | | [TradeFinexLive](https://github.com/XinFinOrg/TradeFinexLive) | NEW | 3/21/18 10:05 | 3/18/21 9:48 | 5.0 | :heavy_check_mark: | | | [VaR GaN](https://github.com/hamaadshah/market_risk_gan_keras) | Estimate Value-at-Risk for market risk management using Keras and TensorFlow. | 8/6/18 16:09 | 11/22/20 19:02 | 41.0 | :heavy_check_mark: | | | [Various Risk Measures](https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb) | Risk measures and factors for alternative and responsible investments. | 8/7/17 14:44 | 8/8/17 22:52 | 4.0 | :heavy_multiplication_x: | | | [Pyfolio](https://github.com/quantopian/pyfolio) | Portfolio and risk analytics in Python. | 6/1/15 15:31 | 2/28/20 17:30 | 3673.0 | :heavy_check_mark: | | -| [CAPM](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb) | Expected returns using CAPM. | 5/10/16 11:03 | 5/17/16 3:44 | 31.0 | :heavy_multiplication_x: | | -| [Risk Basic](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb) | Active portfolio risk management . | 5/10/16 11:03 | 5/17/16 3:44 | 31.0 | :heavy_multiplication_x: | | | [Quant Finance](https://github.com/mrefermat/quant_finance) | General quant repository. | 8/11/18 22:59 | 11/12/19 4:49 | 31.0 | :heavy_check_mark: | | +| [Risk Basic](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb) | Active portfolio risk management . | 5/10/16 11:03 | 5/17/16 3:44 | 31.0 | :heavy_multiplication_x: | | +| [CAPM](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb) | Expected returns using CAPM. | 5/10/16 11:03 | 5/17/16 3:44 | 31.0 | :heavy_multiplication_x: | | | [Factor Analysis](https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb) | Factor analysis for mutual funds. | 3/13/18 7:39 | 3/13/18 7:42 | 3.0 | :heavy_multiplication_x: | | | [Statistical Finance](https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments) | Various financial experiments. | 10/4/15 9:10 | 3/28/20 18:33 | 21.0 | :heavy_check_mark: | | | [Performance Analysis](https://github.com/quantopian/alphalens) | Performance analysis of predictive (alpha) stock factors. | 6/3/16 21:49 | 4/27/20 18:40 | 1847.0 | :heavy_check_mark: | | diff --git a/generated_wiki/fixed_income.md b/generated_wiki/fixed_income.md index d48ea4a..975bdce 100644 --- a/generated_wiki/fixed_income.md +++ b/generated_wiki/fixed_income.md @@ -1,5 +1,9 @@ -| repo | comment | created_at | last_commit | star_count | repo_status | rating | -|:-------------------------------------------------------------------------------------------------------------------|:----------------------------------------------------------------------------|:-------------------------|:-------------------------|:------------------------|:------------------------------------|:--------------------| -| [Corporate Bonds](https://github.com/ishank011/gs-quantify-bond-prediction) | Predicting the buying and selling volume of the corporate bonds. | 9/27/17 19:57 | 9/27/17 20:00 | 7.0 | :heavy_multiplication_x: | | -| [Vasicek](https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb) | Bootstrapping and interpolation. | 7/18/18 19:26 | 7/18/18 19:34 | 3.0 | :heavy_multiplication_x: | | -| [Binomial Tree](https://github.com/hy-lei/math-finance-exercise) | Utility functions in fixed income securities. | 2/2/19 8:44 | 5/3/19 17:16 | 1.0 | :heavy_check_mark: | | \ No newline at end of file +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:-------------------------------------------------------------------------------------------------------------------|:----------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| +| [Corporate Bonds](https://github.com/ishank011/gs-quantify-bond-prediction) | Predicting the buying and selling volume of the corporate bonds. | 9/27/17 19:57 | 9/27/17 20:00 | 7.0 | :heavy_multiplication_x: | | +| [Vasicek](https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb) | Bootstrapping and interpolation. | 7/18/18 19:26 | 7/18/18 19:34 | 3.0 | :heavy_multiplication_x: | | +| [rating_history](https://github.com/govwiki/rating_history) | NEW | 11/23/17 22:52 | 12/3/17 20:42 | 26.0 | :heavy_multiplication_x: | | +| [market-data](https://github.com/kriasoft/market-data) | NEW | 12/7/12 13:42 | 12/15/12 12:10 | 25.0 | :heavy_multiplication_x: | | +| [woe](https://github.com/boredbird/woe) | NEW | 9/11/17 7:15 | 3/1/18 10:45 | 224.0 | :heavy_multiplication_x: | | +| [MagentoExtensions](https://github.com/5mehulhelp5/MagentoExtensions) | NEW | 7/3/14 5:45 | 11/24/17 16:15 | 106.0 | :heavy_multiplication_x: | | +| [Binomial Tree](https://github.com/hy-lei/math-finance-exercise) | Utility functions in fixed income securities. | 2/2/19 8:44 | 5/3/19 17:16 | 1.0 | :heavy_check_mark: | | \ No newline at end of file diff --git a/generated_wiki/other_models.md b/generated_wiki/other_models.md index a37c4d4..6723256 100644 --- a/generated_wiki/other_models.md +++ b/generated_wiki/other_models.md @@ -1,31 +1,31 @@ -| repo | comment | created_at | last_commit | star_count | repo_status | rating | -|:-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| -| [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 | 5/7/19 11:04 | 1/19/21 7:51 | 600.0 | :heavy_check_mark: | :star:x5 | -| [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 | 11/5/18 21:09 | 10/8/20 16:48 | 1005.0 | :heavy_check_mark: | :star:x5 | -| [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 | 2/14/16 0:47 | 2/8/21 21:35 | 576.0 | :heavy_check_mark: | :star:x4 | -| [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/) | 3/11/16 19:13 | 12/21/20 3:54 | 460.0 | :heavy_check_mark: | :star:x3 | -| [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 | 8/30/20 7:56 | 9/21/20 4:32 | 1189.0 | :heavy_check_mark: | :star:x3 | -| [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 | 1/17/17 12:44 | 1/17/17 12:48 | 234.0 | :heavy_multiplication_x: | :star:x2 | -| [Pattern-Recognition-for-Forex-Trading](https://github.com/PythonProgramming/Pattern-Recognition-for-Forex-Trading) | NEW | 3/26/15 2:22 | 3/26/15 2:33 | 173.0 | :heavy_multiplication_x: | :star:x2 | -| [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 | 8/20/18 3:13 | 5/23/19 14:40 | 1165.0 | :heavy_multiplication_x: | :star:x2 | -| [Trend Following](http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html) | A futures trend following portfolio investment strategy. | nan | nan | nan | :heavy_check_mark: | | -| [awesome-ai-in-finance](https://github.com/georgezouq/awesome-ai-in-finance) | NEW | 8/29/18 2:07 | 11/27/20 9:43 | 941.0 | :heavy_check_mark: | | -| [Scikit-learn Stock Prediction](https://github.com/robertmartin8/MachineLearningStocks) | Using python and scikit-learn to make stock predictions. | 2/12/17 4:50 | 2/4/21 3:48 | 931.0 | :heavy_check_mark: | | -| [Fundamental LT Forecasts](https://github.com/Hvass-Labs/FinanceOps) | Research in investment finance for long term forecasts. | 7/22/18 8:14 | 2/17/21 14:39 | 383.0 | :heavy_check_mark: | | -| [stock-trading-ml](https://github.com/yacoubb/stock-trading-ml) | NEW | 10/10/19 9:44 | 10/12/19 11:38 | 340.0 | :heavy_check_mark: | | -| [Mixture Models I](https://github.com/BlackArbsCEO/Mixture_Models) | Mixture models to predict market bottoms. | 3/20/17 18:54 | 4/25/17 23:35 | 31.0 | :heavy_multiplication_x: | | -| [finance_ml](https://github.com/jjakimoto/finance_ml) | NEW | 6/29/18 21:21 | 2/18/19 12:34 | 282.0 | :heavy_multiplication_x: | | -| [Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original](https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original) | NEW | 11/15/19 8:51 | 1/21/21 7:56 | 279.0 | :heavy_check_mark: | | -| [Machine-Learning-and-AI-in-Trading](https://github.com/PyPatel/Machine-Learning-and-AI-in-Trading) | NEW | 8/30/17 6:14 | 10/29/19 8:14 | 261.0 | :heavy_check_mark: | | -| [ML_Finance_Codes](https://github.com/mfrdixon/ML_Finance_Codes) | NEW | 9/27/19 16:13 | 6/13/20 21:20 | 250.0 | :heavy_check_mark: | | -| [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) | NEW | 2/13/19 16:57 | 4/12/21 10:50 | 2295.0 | :heavy_check_mark: | | -| [mosquito](https://github.com/miro-ka/mosquito) | NEW | 6/18/17 19:57 | 3/14/21 22:22 | 220.0 | :heavy_check_mark: | | -| [Short-Term Movement Cues](https://github.com/anfederico/Clairvoyant) | Identify social/historical cues for short term stock movement. | 9/12/16 18:38 | 8/29/18 20:27 | 2166.0 | :heavy_multiplication_x: | | -| [Machine-Learning-For-Finance](https://github.com/anthonyng2/Machine-Learning-For-Finance) | NEW | 7/11/17 9:09 | 2/21/18 5:36 | 205.0 | :heavy_multiplication_x: | | -| [Machine-Learning-for-Finance](https://github.com/PacktPublishing/Machine-Learning-for-Finance) | NEW | 3/15/18 6:28 | 1/14/21 15:58 | 180.0 | :heavy_check_mark: | | -| [Stock.Indicators](https://github.com/DaveSkender/Stock.Indicators) | NEW | 12/29/19 5:18 | 4/11/21 19:17 | 175.0 | :heavy_check_mark: | | -| [Machine-Learning-for-Algorithmic-Trading-Bots-with-Python](https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python) | NEW | 12/6/18 11:35 | 1/18/21 6:40 | 172.0 | :heavy_check_mark: | | -| [Mixture Models II](https://github.com/BlackArbsCEO/mixture_model_trading_public) | Mixture models and stock trading. | 12/11/17 17:05 | 5/13/20 23:50 | 166.0 | :heavy_check_mark: | | -| [fin-ml](https://github.com/tatsath/fin-ml) | NEW | 5/10/20 0:25 | 1/23/21 17:15 | 116.0 | :heavy_check_mark: | | -| [Microservices-Based-Algorithmic-Trading-System](https://github.com/saeed349/Microservices-Based-Algorithmic-Trading-System) | NEW | 1/6/20 0:21 | 3/31/20 13:02 | 104.0 | :heavy_check_mark: | | -| [Speculator](https://github.com/amicks/Speculator) | NEW | 9/3/17 17:43 | 9/12/18 18:58 | 101.0 | :heavy_multiplication_x: | | \ No newline at end of file +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| +| [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 | 5/7/19 11:04 | 1/19/21 7:51 | 600.0 | :heavy_check_mark: | :star:x5 | +| [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 | 11/5/18 21:09 | 10/8/20 16:48 | 1005.0 | :heavy_check_mark: | :star:x5 | +| [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 | 2/14/16 0:47 | 2/8/21 21:35 | 576.0 | :heavy_check_mark: | :star:x4 | +| [Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original](https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original) | official repo for [machine learning for algorithmic trading](https://www.amazon.com/Machine-Learning-Algorithmic-Trading-alternative/dp/1839217715?pf_rd_r=GZH2XZ35GB3BET09PCCA&pf_rd_p=c5b6893a-24f2-4a59-9d4b-aff5065c90ec&pd_rd_r=91a679c7-f069-4a6e-bdbb-a2b3f548f0c8&pd_rd_w=2B0Q0&pd_rd_wg=GMY5S&ref_=pd_gw_ci_mcx_mr_hp_d) book. Covering topics including backtesting/boosting/nlp/deep&reinforcement learning. Leverage open source libraries including [backtrader](https://www.backtrader.com/) [zipline](https://github.com/quantopian/zipline) and [talib](https://github.com/mrjbq7/ta-lib) | 11/15/19 8:51 | 1/21/21 7:56 | 279.0 | :heavy_check_mark: | :star:x4 | +| [Scikit-learn Stock Prediction](https://github.com/robertmartin8/MachineLearningStocks) | using fundamental and pricing data to predict future stock returns. Sklearn's randomforest classifier is trainded and author claimed positive live trading results. Not actively mainained | 2/12/17 4:50 | 2/4/21 3:48 | 931.0 | :heavy_multiplication_x: | :star:x3 | +| [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/) | 3/11/16 19:13 | 12/21/20 3:54 | 460.0 | :heavy_check_mark: | :star:x3 | +| [stock-trading-ml](https://github.com/yacoubb/stock-trading-ml) | lstm model using keras to predict msft prices. Data is from [alphavantage](https://www.alphavantage.co/) which provides some free data through web services. Showing how to use concatenation layer to join timeseries data with TA data. Might be abit of overfitting on the model though | 10/10/19 9:44 | 10/12/19 11:38 | 340.0 | :heavy_check_mark: | :star:x3 | +| [ML_Finance_Codes](https://github.com/mfrdixon/ML_Finance_Codes) | accompanying materials for book [Machine Learning in Finance](https://www.springer.com/gp/book/9783030410674) covering probabilistic modeling/sequence modeling/neural networks/reinforcement learning etc. | 9/27/19 16:13 | 6/13/20 21:20 | 250.0 | :heavy_check_mark: | :star:x3 | +| [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) | open source library maintained by hudson and thames though much of the content has moved to a subscription model. Idea is to implement academic research in python code and aggregate it as a package. Sources from [Journal of financial data science](https://jfds.pm-research.com/) / [journal of portfolio management](https://jpm.pm-research.com/) / [journal of algorithmic finance](http://www.algorithmicfinance.org/) / [cambridge university press](https://www.cambridge.org/) | 2/13/19 16:57 | 4/12/21 10:50 | 2295.0 | :heavy_check_mark: | :star:x3 | +| [mosquito](https://github.com/miro-ka/mosquito) | base framework trading bot for crypto. Stores data in local mongodb instance and supports backtest and live trading on [poloniex](https://poloniex.com/) and [bittrex](https://bittrex.com/) which are 12-15th ranked crypto exchanges by volume. Leverage [talib](https://github.com/mrjbq7/ta-lib) for ta data and [plotly](https://github.com/plotly/plotly.py) for visualization | 6/18/17 19:57 | 3/14/21 22:22 | 220.0 | :heavy_check_mark: | :star:x3 | +| [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 | 8/30/20 7:56 | 9/21/20 4:32 | 1189.0 | :heavy_check_mark: | :star:x3 | +| [Mixture Models I](https://github.com/BlackArbsCEO/Mixture_Models) | Mixture models to predict market bottoms and regime changes based on a seminar given to quantinsti in 2017 and summary and video is [here](https://blog.quantinsti.com/webinar-can-we-use-mixture-models-to-predict-market-bottoms/). Gaussian mixture models are build on markov models and expectation maximization thoery to detect regimes and seminar reported positive results using features asset returns/tedrate/10y2ysptread/10y3m spread from fred which can be access here [fredapi](https://github.com/mortada/fredapi). Though most of the returns came from being long equities after 2009 | 3/20/17 18:54 | 4/25/17 23:35 | 31.0 | :heavy_multiplication_x: | :star:x2 | +| [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 | 1/17/17 12:44 | 1/17/17 12:48 | 234.0 | :heavy_multiplication_x: | :star:x2 | +| [Machine-Learning-For-Finance](https://github.com/anthonyng2/Machine-Learning-For-Finance) | accompanying materials for slide [here](https://github.com/anthonyng2/Machine-Learning-For-Finance/blob/master/Regression%20Based%20Machine%20Learning%20for%20Algorithmic%20Trading/Machine%20Learning%20-%20Linear%20Regression%20for%20Algo%20Trading%20v2017-07-13.pdf) covering more tradition quant trading topics like pair trading/kalman filter/trend following etc. Referecing interesting paper [characterization of financial time series](http://www.cs.ucl.ac.uk/fileadmin/UCL-CS/research/Research_Notes/RN_11_01.pdf) | 7/11/17 9:09 | 2/21/18 5:36 | 205.0 | :heavy_multiplication_x: | :star:x2 | +| [Pattern-Recognition-for-Forex-Trading](https://github.com/PythonProgramming/Pattern-Recognition-for-Forex-Trading) | NEW | 3/26/15 2:22 | 3/26/15 2:33 | 173.0 | :heavy_multiplication_x: | :star:x2 | +| [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 | 8/20/18 3:13 | 5/23/19 14:40 | 1165.0 | :heavy_multiplication_x: | :star:x2 | +| [Trend Following](http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html) | A futures trend following portfolio investment strategy. | nan | nan | nan | :heavy_check_mark: | | +| [awesome-ai-in-finance](https://github.com/georgezouq/awesome-ai-in-finance) | NEW | 8/29/18 2:07 | 11/27/20 9:43 | 941.0 | :heavy_check_mark: | | +| [Fundamental LT Forecasts](https://github.com/Hvass-Labs/FinanceOps) | Research in investment finance for long term forecasts. | 7/22/18 8:14 | 2/17/21 14:39 | 383.0 | :heavy_check_mark: | | +| [finance_ml](https://github.com/jjakimoto/finance_ml) | NEW | 6/29/18 21:21 | 2/18/19 12:34 | 282.0 | :heavy_multiplication_x: | | +| [Machine-Learning-and-AI-in-Trading](https://github.com/PyPatel/Machine-Learning-and-AI-in-Trading) | NEW | 8/30/17 6:14 | 10/29/19 8:14 | 261.0 | :heavy_check_mark: | | +| [Short-Term Movement Cues](https://github.com/anfederico/Clairvoyant) | Identify social/historical cues for short term stock movement. | 9/12/16 18:38 | 8/29/18 20:27 | 2166.0 | :heavy_multiplication_x: | | +| [Machine-Learning-for-Finance](https://github.com/PacktPublishing/Machine-Learning-for-Finance) | NEW | 3/15/18 6:28 | 1/14/21 15:58 | 180.0 | :heavy_check_mark: | | +| [Stock.Indicators](https://github.com/DaveSkender/Stock.Indicators) | NEW | 12/29/19 5:18 | 4/11/21 19:17 | 175.0 | :heavy_check_mark: | | +| [Machine-Learning-for-Algorithmic-Trading-Bots-with-Python](https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python) | NEW | 12/6/18 11:35 | 1/18/21 6:40 | 172.0 | :heavy_check_mark: | | +| [Mixture Models II](https://github.com/BlackArbsCEO/mixture_model_trading_public) | Mixture models and stock trading. | 12/11/17 17:05 | 5/13/20 23:50 | 166.0 | :heavy_check_mark: | | +| [fin-ml](https://github.com/tatsath/fin-ml) | NEW | 5/10/20 0:25 | 1/23/21 17:15 | 116.0 | :heavy_check_mark: | | +| [Microservices-Based-Algorithmic-Trading-System](https://github.com/saeed349/Microservices-Based-Algorithmic-Trading-System) | NEW | 1/6/20 0:21 | 3/31/20 13:02 | 104.0 | :heavy_check_mark: | | +| [Speculator](https://github.com/amicks/Speculator) | NEW | 9/3/17 17:43 | 9/12/18 18:58 | 101.0 | :heavy_multiplication_x: | | \ No newline at end of file diff --git a/generated_wiki/personal_papers.md b/generated_wiki/personal_papers.md index 99bec4c..786e16f 100644 --- a/generated_wiki/personal_papers.md +++ b/generated_wiki/personal_papers.md @@ -1,6 +1,6 @@ | repo | comment | created_at | last_commit | star_count | repo_status | rating | |:--------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------|:------------------------|:-------------------------|:------------------------|:------------------------------|:--------------------| +| [Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies](https://jfds.pm-research.com/content/2/1/10) | nan | nan | nan | nan | :heavy_check_mark: | | | [Machine Learning in Asset Management](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952) | nan | nan | nan | nan | :heavy_check_mark: | | | [Financial Event Prediction using Machine Learning](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555) | nan | nan | nan | nan | :heavy_check_mark: | | -| [Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization](https://jfds.pm-research.com/content/2/2/17) | nan | nan | nan | nan | :heavy_check_mark: | | -| [Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies](https://jfds.pm-research.com/content/2/1/10) | nan | nan | nan | nan | :heavy_check_mark: | | \ No newline at end of file +| [Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization](https://jfds.pm-research.com/content/2/2/17) | nan | nan | nan | nan | :heavy_check_mark: | | \ No newline at end of file diff --git a/generated_wiki/portfolio_selection_and_optimisation.md b/generated_wiki/portfolio_selection_and_optimisation.md index 21a3dcb..a63263a 100644 --- a/generated_wiki/portfolio_selection_and_optimisation.md +++ b/generated_wiki/portfolio_selection_and_optimisation.md @@ -1,7 +1,7 @@ | repo | comment | created_at | last_commit | star_count | repo_status | rating | |:--------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| -| [Online Portfolio Selection](https://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb) | ****Comparing OLPS algorithms on a diversified set of ETFs. | nan | nan | nan | :heavy_check_mark: | | | [Modern Portfolio Theory](https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb) | Universal portfolios; modern portfolio theory. | nan | nan | nan | :heavy_check_mark: | | +| [Online Portfolio Selection](https://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb) | ****Comparing OLPS algorithms on a diversified set of ETFs. | nan | nan | nan | :heavy_check_mark: | | | [OLMAR Algorithm](https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb) | Relative importance of each component of the OLMAR algorithm. | 7/26/16 16:20 | 12/30/16 11:40 | 7.0 | :heavy_multiplication_x: | | | [Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib) | NEW | 3/2/20 19:49 | 4/1/21 3:50 | 371.0 | :heavy_check_mark: | | | [Reinforcement Learning](https://github.com/filangel/qtrader) | Reinforcement Learning for Portfolio Management. | 10/7/17 9:14 | 6/26/18 9:22 | 364.0 | :heavy_multiplication_x: | |