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# FirmAI Finance II
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This repository is inspired by:
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https://github.com/grananqvist/Awesome-Quant-Machine-Learning-Trading
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And finnance in other one.
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# Trading
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## Deep Learning
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Deep Learning - https://github.com/keon/deepstock
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Deep Learning II - https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks
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Deep Learning III - https://github.com/Rachnog/Deep-Trading
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Deep Learning IV - https://github.com/achillesrasquinha/bulbea
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Deep Learning V - https://github.com/keon/deepstock
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LTSM GRU — https://github.com/RajatHanda/Finance-Forecasting
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[Time Series Stock Prediction](https://github.com/VivekPa/AIAlpha) - Using an LTSM model to predict future changes in the stock price.
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[Time Series Stock Prediction](https://github.com/NourozR/Stock-Price-Prediction-LSTM) - OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network
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Neural Network - https://github.com/VivekPa/IntroNeuralNetworks - Neural networks to predict stock prices
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## Reinforcement Learning
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Reinforcement Learning - https://github.com/kh-kim/stock_market_reinforcement_learning
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Reinforcement Learning II - https://github.com/deependersingla/deep_trader
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Reinforcement Learning II - https://github.com/samre12/deep-trading-agent - Github
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RL III - https://github.com/deependersingla/deep_trader
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RL IV - https://github.com/jjakimoto/DQN
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Pair Trading RL - https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading
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RL VI - https://github.com/gstenger98/rl-finance
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## Other Models
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Micture Models I - https://github.com/BlackArbsCEO/Mixture_Models
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Mixture Models II - https://github.com/BlackArbsCEO/mixture_model_trading_public
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Scikit-learn Stock Prediction - https://github.com/robertmartin8/MachineLearningStocks
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Fundamental LT Forecasts - https://github.com/Hvass-Labs/FinanceOps
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Short-Term Movement Cues - https://github.com/anfederico/Clairvoyant
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# Data Processing
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Advanced ML - https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises - Exercises too Financial Machine Learning (De Prado).
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Advanced ML II - https://github.com/hudson-and-thames/research - More implementations of Financial Machine Learning (De Prado).
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# Portfolio Selection and Optimisation
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[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.
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Reinforcement Learning - https://github.com/filangel/qtrader
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Efficient Frontier - https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb
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Policy Gradient Portfolio - https://github.com/ZhengyaoJiang/PGPortfolio
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Deep Portfolio Theory - https://github.com/tcloaa/Deep-Portfolio-Theory
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401K Portfolio Optimisation - https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb
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## Online Portfolio
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https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynbhttps://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb
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OLMAR - https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb
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# Factor and Risk Analysis:
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https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb
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Pyfolio - https://github.com/quantopian/pyfolio
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Risk Basic - https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb
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CAPM - https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb
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Factor Analysis - https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb - Factor analysis for mutual funds.
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- [VaR GaN](https://github.com/hamaadshah/market_risk_gan_keras) - Estimate Value-at-Risk for market risk management using Keras and TensorFlow.
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VaR - https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb
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Python for Finance - https://github.com/yhilpisch/py4fi/tree/master/jupyter36
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Mathematical Finance - https://github.com/Auquan/Tutorials
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Performance Analysis - https://github.com/quantopian/alphalens
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Quant Finance - https://github.com/mrefermat/quant_finance
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Risk and Return - https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials
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Convex Optimisation - https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb
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Factor Analysis - https://github.com/alpha-miner/alpha-mind/tree/master/notebooks
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Quant Factors - https://github.com/mrefermat/quant_finance
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## Derivatives and Hedging:
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Options - https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D
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Derivative Markets: https://github.com/broughtj/Fin6470/tree/master/Notebooks
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Black Scholes - https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb
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Computational Derivatives - https://github.com/chenbowen184/Computational_Finance
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[Reinforcement Learning](https://github.com/FinTechies/HedgingRL) - Hedging portfolios with reinforcement learning.
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Delta Hedging - https://github.com/RobinsonGarcia/delta-hedging
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Options Risk Measures - https://github.com/wanglouis49/risk_estimation
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Pairs Trading - https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb
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Derivatives Python - https://github.com/yhilpisch/dawp/tree/master/python36
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Volatility and Variance Derivatives - https://github.com/yhilpisch/lvvd/tree/master/lvvd
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Options - https://github.com/PHBS/2018.M1.ASP/tree/master/py
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Statistical Finance - https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments
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Option Strategies - https://github.com/rstreppa/valuation-OptionStrategies
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Derman - https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb
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Hull White - https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb
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# Unsupervised:
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PCA - https://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_Trading
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Fund Clusters - https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb
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Fund and Broker Clusters - https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb
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VRA Stock Embedding - https://github.com/ml-hongkong/stock2vec
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Industry Clustering - https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries
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# Textual:
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10-K Keywords extraction
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NLP - https://github.com/toamitesh/NLPinFinance
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[Earning call transcripts](https://github.com/lin882/WebAnalyticsProject) - Correlation between mutual fund investment decision and earning call transcripts.
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[Buzzwords](https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds) - Return performance and mutual fund selection.
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[Fund classification](https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb) - Fund classification using text mining and NLP.
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NLP Event - https://github.com/yuriak/DLQuant
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[Financial Sentiment Analysis](https://github.com/EricHe98/Financial-Statements-Text-Analysis) - Sentiment, distance and proportion analysis for trading signals.
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[Extensive NLP](https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb) - Comprehensive NLP techniques for accounting research.
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- [Accounting Anomalies](https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb) - Using deep-learning frameworks to identify accounting anomalies.
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# Fixed Income
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Vasicek - https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb
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Black Derman - https://github.com/RobinsonGarcia/fixed-income/blob/master/1.0%20Black%20Derman%20Toy.ipynb
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Binomial Tree - https://github.com/hy-lei/math-finance-exercise
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## Alternative Finance
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[Kiva Crowdfunding](https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb) - Exploratory data analysis.
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[Venture Capital](https://github.com/julian-chan/etothex) - https://github.com/julian-chan/etothex
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Venture Capital NN - https://github.com/tr7200/National-Culture-and-Venture-Capital-Monitoring
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Private Equity - https://github.com/TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity/blob/master/RightNow%20Technologies/RightNow%20Technologies.ipynb
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VC OLS - https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb
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Watch Valuation - https://github.com/alporter08/Luxury-Watch-Valuation/blob/master/Luxury-Watch-Valuation.ipynb
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Art Valuation - https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynb
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Blockchain - https://github.com/nud3l/dInvest
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# Extended Research:
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HFT - https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy - High frequency trading
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Commodity - https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb
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Quant Finance - https://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_Trading
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Finance Graph Theory - https://github.com/AvijitGhosh82/Finance_Graph_Theory
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Computational Finance - https://github.com/hyeukjung93/Computational-Methods-in-Finance
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Real Estate Property Fraud - https://github.com/aviroop1/Real_Estate_Property_Fraud
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Behavioural Economics - https://github.com/pcmichaud/notebooks
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Bayesian Finance - https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb
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Bayesian Finance - https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb
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Currency PCA - https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipyn
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Backtests - https://github.com/AlgoTraders/stock-analysis-engine
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High Frequency - https://github.com/cswaney/prickle
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Financial Economics - https://github.com/rsvp/fecon235/tree/master/nb
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Critical Transitions - https://github.com/ryanholbrook/critical-transitions
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Economic Foundations - https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations
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Corporate Finance - https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance
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M&A- https://github.com/atulram/Finance-and-Stocks
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Lifecycle - https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb
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Computational Finance - https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance
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Liquidity and Momentum - https://github.com/mrefermat/quant_finance/stargazers
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Meta labeling and signal efficacy - https://github.com/hudson-and-thames/presentations/blob/master/Does%20Meta%20Labeling%20Add%20to%20Signal%20Efficacy.pdf
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Good AFML notes: http://reasonabledeviations.science/notes/adv_fin_ml/
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Good Blockchain Notes - http://reasonabledeviations.science/notes/princeton_bitcoin/
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Quantopian Lecture Notes - http://reasonabledeviations.science/notes/quantopian_lectures/
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[http://www.unofficialgoogledatascience.com/2017/04/our-quest-for-robust-time-series.html](http://www.unofficialgoogledatascience.com/2017/04/our-quest-for-robust-time-series.html) How Google does series predictions
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# Data
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[Employee Count SEC Filings](https://github.com/healthgradient/sec_employee_information_extraction)
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[SEC Parsing](https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb)
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[Open Edgar](https://github.com/LexPredict/openedgar)
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[EDGAR](https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb) - A walk-through in how to obtain EDGAR data.
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[IRS](http://social-metrics.org/sox/) - Accessing and parsing IRS filings.
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[Rating Industries](http://www.ratingshistory.info/)
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[Web Scraping (FirmAI)](https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data) - Web scraping solutions for Facebook, Glassdoor, Instagram, Morningstar, Similarweb, Yelp, Spyfu, Linkedin, Angellist.
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[Financial Corporate](http://raw.rutgers.edu/Corporate%20Financial%20Data.html) - Rutgers corporate financial datasets.
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[Non-financial Corporate](http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html) - Rutgers non-financial corporate dataset.
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[http://finance.yahoo.com/](http://finance.yahoo.com/)
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[https://fred.stlouisfed.org/](https://fred.stlouisfed.org/)
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[https://stooq.com](https://stooq.com)
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[https://github.com/timestocome/StockMarketData](https://github.com/timestocome/StockMarketData)
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# Courses
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Mathematical Finance - https://github.com/yadongli/nyumath2048
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Algo Trading - https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading
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Python for Finance - https://github.com/siaen/python_finance_course
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Handson Python for Finance - https://github.com/PacktPublishing/Hands-on-Python-for-Finance
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Machine Learning for Trading (Good) - https://github.com/stefan-jansen/machine-learning-for-trading
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ML Specialisation - https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization
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[Risk Management](https://github.com/andrey-lukyanov/Risk-Management) - Finance risk engagement course resources.
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