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@@ -7,46 +7,72 @@ Art Valuation,https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImagePr
Blockchain,https://github.com/nud3l/dInvest,Repository for distributed autonomous investment banking.,Alternative Finance,2/6/21 7:38,12.0,7.0,2.0,9/5/16 19:12,4/24/17 10:48,nud3l/dInvest,inactive,,
Venture Capital,https://github.com/julian-chan/etothex,Insight into a new founder to make data-driven investment decisions.,Alternative Finance,10/6/20 20:56,3.0,2.0,1.0,12/4/17 8:59,12/13/17 5:35,julian-chan/etothex,inactive,,
Kiva Crowdfunding,https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb,Exploratory data analysis.,Alternative Finance,2/19/21 13:40,5.0,1.0,1.0,2/27/18 16:46,2/13/19 0:15,CJL89/Kiva-Crowdfunding,inactive,,
Cornell University,https://www.cornell.edu/,,Colleges Centers and Departments,,,,,,,,,,
Stanford Advanced Financial Technologies,https://fintech.stanford.edu/,Stanford Advanced Financial Technologies Laboratory,Colleges Centers and Departments,,,,,,,,,,
NYU FRE,https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering,Finance and Risk Engineering (NYU Tandon),Colleges Centers and Departments,,,,,,,,,,
Oxford Man,https://www.oxford-man.ox.ac.uk/,Oxford-Man Institute of Quantitative Finance,Colleges Centers and Departments,,,,,,,,,,
NYU Courant,https://cims.nyu.edu/,"Courant Institute of Mathematical Sciences, New York University",Colleges Centers and Departments,,,,,,,,,,
Berkeley Lab CIFT,https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/,,Colleges Centers and Departments,,,,,,,,,,
Machine Learning for Trading,https://github.com/stefan-jansen/machine-learning-for-trading,"Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading.",Courses,4/12/21 16:18,3842.0,1225.0,8.0,5/9/18 12:33,4/10/21 22:21,stefan-jansen/machine-learning-for-trading,active,,
Basic Derivatives,https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives,Basic forward contracts and hedging.,Courses,3/31/21 2:08,4.0,4.0,1.0,8/24/17 0:11,10/13/17 1:32,SeanMcOwen/FinanceAndPython.com-Derivatives,inactive,,
Python for Finance,https://github.com/siaen/python_finance_course,CEU python for finance course material.,Courses,3/31/21 2:08,16.0,15.0,4.0,12/12/17 11:54,2/25/20 20:31,siaen/python_finance_course,active,,
Algo Trading,https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading,Intro to algo trading.,Courses,3/12/21 11:02,64.0,25.0,1.0,10/29/17 20:34,1/22/19 6:56,JCreeks/Machine-Learning-in-Finance,inactive,,
Mathematical Finance,https://github.com/yadongli/nyumath2048,NYU Math-GA 2048: Scientific Computing in Finance.,Courses,1/14/21 18:01,69.0,63.0,6.0,1/25/15 21:10,3/25/20 4:24,yadongli/nyumath2048,active,,
Basic Investments,https://github.com/SeanMcOwen/FinanceAndPython.com-Investments,Basic investment tools in python.,Courses,3/23/21 6:32,9.0,5.0,1.0,8/2/17 21:52,8/17/17 3:24,SeanMcOwen/FinanceAndPython.com-Investments,inactive,,
NYU Courant,https://cims.nyu.edu/,"Courant Institute of Mathematical Sciences, New York University",Colleges Centers and Departments,,,,,,,,,,
Oxford Man,https://www.oxford-man.ox.ac.uk/,Oxford-Man Institute of Quantitative Finance,Colleges Centers and Departments,,,,,,,,,,
Stanford Advanced Financial Technologies,https://fintech.stanford.edu/,Stanford Advanced Financial Technologies Laboratory,Colleges Centers and Departments,,,,,,,,,,
Cornell University,https://www.cornell.edu/,,Colleges Centers and Departments,,,,,,,,,,
NYU FRE,https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering,Finance and Risk Engineering (NYU Tandon),Colleges Centers and Departments,,,,,,,,,,
ML Specialisation,https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,Machine Learning in Finance.,Courses,4/5/21 13:37,34.0,32.0,1.0,1/24/19 2:55,1/3/20 21:54,Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,active,,
Basic Finance,https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance,Source code notebooks basic finance applications.,Courses,3/31/21 2:09,10.0,8.0,1.0,5/6/17 2:39,6/21/17 4:04,SeanMcOwen/FinanceAndPython.com-BasicFinance,inactive,,
Risk Management,https://github.com/andrey-lukyanov/Risk-Management,Finance risk engagement course resources.,Courses,11/12/20 0:49,6.0,5.0,3.0,10/3/18 16:26,12/13/18 8:04,andrey-lukyanov/Risk-Management,inactive,,
Handson Python for Finance,https://github.com/PacktPublishing/Hands-on-Python-for-Finance,Hands-on Python for Finance published by Packt.,Courses,4/12/21 0:49,121.0,110.0,3.0,8/20/18 14:10,1/15/21 8:57,PacktPublishing/Hands-on-Python-for-Finance,active,,
Financial Corporate,http://raw.rutgers.edu/Corporate%20Financial%20Data.html,,Data,,,,,,,,,,
https://github.com/timestocome/StockMarketData,https://github.com/timestocome/StockMarketData,,Data,3/26/21 22:35,7.0,5.0,1.0,5/10/17 21:49,8/6/17 19:23,timestocome/StockMarketData,inactive,,
http://finance.yahoo.com/,http://finance.yahoo.com/,,Data,,,,,,,,,,
Rating Industries,http://www.ratingshistory.info/,,Data,,,,,,,,,,
https://fred.stlouisfed.org/,https://fred.stlouisfed.org/,,Data,,,,,,,,,,
Non-financial Corporate,http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html,,Data,,,,,,,,,,
https://stooq.com,https://stooq.com,,Data,,,,,,,,,,
SEC Parsing,https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb,,Data,2/27/21 6:34,9.0,6.0,1.0,6/16/18 14:30,6/16/18 17:23,healthgradient/sec-doc-info-extraction,inactive,,
Risk Management,https://github.com/andrey-lukyanov/Risk-Management,Finance risk engagement course resources.,Courses,11/12/20 0:49,6.0,5.0,3.0,10/3/18 16:26,12/13/18 8:04,andrey-lukyanov/Risk-Management,inactive,,
Basic Finance,https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance,Source code notebooks basic finance applications.,Courses,3/31/21 2:09,10.0,8.0,1.0,5/6/17 2:39,6/21/17 4:04,SeanMcOwen/FinanceAndPython.com-BasicFinance,inactive,,
Basic Investments,https://github.com/SeanMcOwen/FinanceAndPython.com-Investments,Basic investment tools in python.,Courses,3/23/21 6:32,9.0,5.0,1.0,8/2/17 21:52,8/17/17 3:24,SeanMcOwen/FinanceAndPython.com-Investments,inactive,,
Machine Learning for Trading,https://github.com/stefan-jansen/machine-learning-for-trading,"Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading.",Courses,4/12/21 16:18,3842.0,1225.0,8.0,5/9/18 12:33,4/10/21 22:21,stefan-jansen/machine-learning-for-trading,active,,
Algo Trading,https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading,Intro to algo trading.,Courses,3/12/21 11:02,64.0,25.0,1.0,10/29/17 20:34,1/22/19 6:56,JCreeks/Machine-Learning-in-Finance,inactive,,
Python for Finance,https://github.com/siaen/python_finance_course,CEU python for finance course material.,Courses,3/31/21 2:08,16.0,15.0,4.0,12/12/17 11:54,2/25/20 20:31,siaen/python_finance_course,active,,
Basic Derivatives,https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives,Basic forward contracts and hedging.,Courses,3/31/21 2:08,4.0,4.0,1.0,8/24/17 0:11,10/13/17 1:32,SeanMcOwen/FinanceAndPython.com-Derivatives,inactive,,
Mathematical Finance,https://github.com/yadongli/nyumath2048,NYU Math-GA 2048: Scientific Computing in Finance.,Courses,1/14/21 18:01,69.0,63.0,6.0,1/25/15 21:10,3/25/20 4:24,yadongli/nyumath2048,active,,
Web Scraping (FirmAI),https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data,,Data,4/10/21 17:19,577.0,184.0,2.0,2/19/19 19:02,7/22/20 16:48,firmai/business-machine-learning,active,,
EDGAR,https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb,,Data,1/23/21 19:22,11.0,10.0,1.0,6/11/18 22:51,7/10/18 18:03,TiesdeKok/UW_Python_Camp,inactive,,
Employee Count SEC Filings,https://github.com/healthgradient/sec_employee_information_extraction,,Data,2/27/21 3:33,10.0,2.0,1.0,6/26/18 23:33,8/14/18 1:31,healthgradient/sec_employee_information_extraction,inactive,,
IRS,http://social-metrics.org/sox/,,Data,,,,,,,,,,
Capital Markets Data,https://www.capitalmarketsdata.com/,,Data,,,,,,,,,,
Open Edgar,https://github.com/LexPredict/openedgar,,Data,4/9/21 12:15,169.0,61.0,6.0,5/7/18 15:32,5/15/19 8:32,LexPredict/openedgar,active,,
Twitter-Trends,https://github.com/Medha11/Twitter-Trends,NEW,Data Processing Techniques and Transformations,2021-02-07 09:16:53,66.0,21.0,1.0,2017-05-22 17:07:45,2017-05-23 08:06:27,Medha11/Twitter-Trends,inactive,,2021-04-13 16:12:49.160843
cointrader,https://github.com/timolson/cointrader,NEW,Data Processing Techniques and Transformations,2021-04-10 17:16:37,339.0,140.0,9.0,2014-06-01 01:14:12,2020-10-22 00:24:50,timolson/cointrader,active,,2021-04-13 16:12:49.160843
Google-Finance-Stock-Data-Analysis,https://github.com/hpnhxxwn/Google-Finance-Stock-Data-Analysis,NEW,Data Processing Techniques and Transformations,2020-12-20 08:39:26,70.0,10.0,1.0,2017-07-23 02:59:59,2017-07-23 03:10:35,hpnhxxwn/Google-Finance-Stock-Data-Analysis,inactive,,2021-04-13 16:12:49.160843
finserv-application-blueprint,https://github.com/mapr-demos/finserv-application-blueprint,NEW,Data Processing Techniques and Transformations,2021-01-21 00:29:14,72.0,53.0,5.0,2016-09-26 19:42:54,2021-01-20 23:07:40,mapr-demos/finserv-application-blueprint,active,,2021-04-13 16:12:49.160843
Advanced ML,https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises,Exercises too Financial Machine Learning (De Prado).,Data Processing Techniques and Transformations,4/12/21 2:20,973.0,435.0,4.0,4/25/18 17:22,1/16/20 17:25,BlackArbsCEO/Adv_Fin_ML_Exercises,active,,
Advanced ML II,https://github.com/hudson-and-thames/research,More implementations of Financial Machine Learning (De Prado).,Data Processing Techniques and Transformations,,,,,,,hudson-and-thames/research,,,
Capital Markets Data,https://www.capitalmarketsdata.com/,,Data,,,,,,,,,,
IRS,http://social-metrics.org/sox/,,Data,,,,,,,,,,
EDGAR,https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb,,Data,1/23/21 19:22,11.0,10.0,1.0,6/11/18 22:51,7/10/18 18:03,TiesdeKok/UW_Python_Camp,inactive,,
SEC Parsing,https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb,,Data,2/27/21 6:34,9.0,6.0,1.0,6/16/18 14:30,6/16/18 17:23,healthgradient/sec-doc-info-extraction,inactive,,
Employee Count SEC Filings,https://github.com/healthgradient/sec_employee_information_extraction,,Data,2/27/21 3:33,10.0,2.0,1.0,6/26/18 23:33,8/14/18 1:31,healthgradient/sec_employee_information_extraction,inactive,,
Non-financial Corporate,http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html,,Data,,,,,,,,,,
https://fred.stlouisfed.org/,https://fred.stlouisfed.org/,,Data,,,,,,,,,,
Rating Industries,http://www.ratingshistory.info/,,Data,,,,,,,,,,
https://stooq.com,https://stooq.com,,Data,,,,,,,,,,
http://finance.yahoo.com/,http://finance.yahoo.com/,,Data,,,,,,,,,,
https://github.com/timestocome/StockMarketData,https://github.com/timestocome/StockMarketData,,Data,3/26/21 22:35,7.0,5.0,1.0,5/10/17 21:49,8/6/17 19:23,timestocome/StockMarketData,inactive,,
Financial Corporate,http://raw.rutgers.edu/Corporate%20Financial%20Data.html,,Data,,,,,,,,,,
CryptoNets,https://github.com/microsoft/CryptoNets,NEW,Data Processing Techniques and Transformations,2021-04-08 01:07:55,154.0,42.0,4.0,2019-06-02 05:48:39,2019-09-12 13:03:05,microsoft/CryptoNets,active,,2021-04-13 16:12:49.160843
Advanced ML,https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises,Exercises too Financial Machine Learning (De Prado).,Data Processing Techniques and Transformations,4/12/21 2:20,973.0,435.0,4.0,4/25/18 17:22,1/16/20 17:25,BlackArbsCEO/Adv_Fin_ML_Exercises,active,,
finserv-application-blueprint,https://github.com/mapr-demos/finserv-application-blueprint,NEW,Data Processing Techniques and Transformations,2021-01-21 00:29:14,72.0,53.0,5.0,2016-09-26 19:42:54,2021-01-20 23:07:40,mapr-demos/finserv-application-blueprint,active,,2021-04-13 16:12:49.160843
Advanced ML II,https://github.com/hudson-and-thames/research,More implementations of Financial Machine Learning (De Prado).,Data Processing Techniques and Transformations,,,,,,,hudson-and-thames/research,,,
cointrader,https://github.com/timolson/cointrader,NEW,Data Processing Techniques and Transformations,2021-04-10 17:16:37,339.0,140.0,9.0,2014-06-01 01:14:12,2020-10-22 00:24:50,timolson/cointrader,active,,2021-04-13 16:12:49.160843
Twitter-Trends,https://github.com/Medha11/Twitter-Trends,NEW,Data Processing Techniques and Transformations,2021-02-07 09:16:53,66.0,21.0,1.0,2017-05-22 17:07:45,2017-05-23 08:06:27,Medha11/Twitter-Trends,inactive,,2021-04-13 16:12:49.160843
Google-Finance-Stock-Data-Analysis,https://github.com/hpnhxxwn/Google-Finance-Stock-Data-Analysis,NEW,Data Processing Techniques and Transformations,2020-12-20 08:39:26,70.0,10.0,1.0,2017-07-23 02:59:59,2017-07-23 03:10:35,hpnhxxwn/Google-Finance-Stock-Data-Analysis,inactive,,2021-04-13 16:12:49.160843
Deep Learning II,https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks,Tensorflow Regression.,Deep Learning And Reinforcement Learning,4/10/21 6:06,175.0,67.0,1.0,7/12/16 12:56,2/16/18 2:43,LiamConnell/deep-algotrading,inactive,3.0,
Deep-Reinforcement-Learning-in-Trading,https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading,Deep reinforcement learning for trading leveraging [openai gym](https://gym.openai.com/) framework. Keras implementation of DQN DDQN (double deep Q network) and DDDQN (dueling double dqn) trained/tested on s&p 500 daily data from 2013 to 2018. approach is described in an article [here](https://www.linkedin.com/pulse/deep-reinforcement-learning-trading-saeed-rahman),Deep Learning And Reinforcement Learning,4/10/21 13:17,138.0,66.0,1.0,5/11/18 0:52,10/26/19 14:22,saeed349/Deep-Reinforcement-Learning-in-Trading,active,3.0,3/31/21 8:00
trading-rl,https://github.com/Kostis-S-Z/trading-rl,Deep reinforcement learning for financial trading using [gym](https://gym.openai.com/) and [keras-rl](https://github.com/keras-rl/keras-rl) on FX dataset (EURUSD) not actively maintained,Deep Learning And Reinforcement Learning,4/10/21 4:59,180.0,38.0,2.0,4/22/19 10:03,9/28/20 9:07,Kostis-S-Z/trading-rl,active,3.0,3/31/21 8:00
Deep Learning III,https://github.com/Rachnog/Deep-Trading,Algorithmic trading with deep learning experiments.,Deep Learning And Reinforcement Learning,4/9/21 10:39,1266.0,675.0,1.0,6/18/16 18:23,8/7/18 15:24,Rachnog/Deep-Trading,inactive,5.0,
Stock-Prediction-Models,https://github.com/huseinzol05/Stock-Prediction-Models,very good curated list of notebooks showing deep learning + reinforcement learning models. Also contain topics on outlier detections/overbought oversold study/monte carlo simulartions/sentiment analysis from text (text storage/parsing is not detailed but it mentioned using [BERT](https://github.com/google-research/bert)),Deep Learning And Reinforcement Learning,4/12/21 13:54,3655.0,1542.0,2.0,12/18/17 10:49,1/5/21 10:31,huseinzol05/Stock-Prediction-Models,active,5.0,3/31/21 8:00
ARIMA-LTSM Hybrid,https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid,Hybrid model to predict future price correlation coefficients of two assets.,Deep Learning And Reinforcement Learning,4/11/21 4:12,222.0,86.0,1.0,8/5/18 2:13,10/1/18 11:25,imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict,inactive,3.0,
RLTrader,https://github.com/notadamking/RLTrader,predecessor to [tensortrade](https://github.com/tensortrade-org/tensortrade) uses open api [gym](https://gym.openai.com/) and neat way to render matplotlib plots in real time. Also explains LSTM/data stationarity/Bayesian optimization using [Optuna](https://github.com/optuna/optuna) etc.,Deep Learning And Reinforcement Learning,4/12/21 2:50,1312.0,451.0,15.0,4/27/19 18:35,10/17/19 16:25,notadamking/RLTrader,active,5.0,3/31/21 8:00
Neural Network,https://github.com/VivekPa/IntroNeuralNetworks,Neural networks to predict stock prices.,Deep Learning And Reinforcement Learning,4/3/21 11:59,489.0,176.0,2.0,9/10/18 6:34,11/21/18 7:39,VivekPa/IntroNeuralNetworks,inactive,4.0,
LTSM Recurrent,https://github.com/VivekPa/AIAlpha,OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.,Deep Learning And Reinforcement Learning,4/12/21 2:39,1207.0,370.0,2.0,10/7/18 3:58,8/3/19 9:00,VivekPa/AIAlpha,active,4.0,
trading-bot,https://github.com/pskrunner14/trading-bot,Implementation of deep reinforcement learning using Deep Q Network (DQN). Only supports single security at the moment. Idea is roughly based [here](https://keon.github.io/deep-q-learning/) and uses tensorflow/keras. Interesting helper python libraries used here are [tqdm](https://tqdm.github.io/) for console based progress bar and [altair](https://altair-viz.github.io/) for declarative visualization in python ,Deep Learning And Reinforcement Learning,4/11/21 5:10,292.0,143.0,1.0,8/13/18 10:44,1/23/20 4:41,pskrunner14/trading-bot,active,3.0,3/31/21 8:00
DeepLearningInFinance,https://github.com/sonaam1234/DeepLearningInFinance,Based on a [talk](https://towardsdatascience.com/deep-learning-in-finance-9e088cb17c03) Sonam Srivastava gave and there are two studies: 1. single timeseries return prediction using ARIMA/VAR/SVR/Deep Regression/CNN/LSTM 2. indexed portfolio construction using autoencoders i.e. replicate a index using handful of stocks. ,Deep Learning And Reinforcement Learning,3/8/21 13:09,266.0,145.0,1.0,8/21/17 16:00,8/21/17 17:23,sonaam1234/DeepLearningInFinance,inactive,3.0,3/31/21 8:00
FinRL-Library,https://github.com/AI4Finance-LLC/FinRL-Library,started by Columbia university engineering students and designed as an end to end deep reinforcement learning library for automated trading platform. Implementation of DQN DDQN DDPG etc using PyTorch and [gym](https://gym.openai.com/) use [pyfolio](https://github.com/quantopian/pyfolio) for showing backtesting stats. Big contributions on Proximal Policy Optimization (PPO) advantage actor critic (A2C) and Deep Deterministic Policy Gradient (DDPG) agents for trading,Deep Learning And Reinforcement Learning,4/12/21 12:45,1857.0,447.0,22.0,7/26/20 13:18,4/11/21 22:02,AI4Finance-LLC/FinRL-Library,active,5.0,3/31/21 8:00
Deep-Reinforcement-Stock-Trading,https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,inspired by Q-trader a deep reinforcement learning repo for trading. Only 3 actions allowed (buy/hold/sell) and no transaction cost is implemented yet. Uses [empyrical](https://github.com/quantopian/empyrical) for portfolio stats,Deep Learning And Reinforcement Learning,4/3/21 22:50,141.0,42.0,2.0,5/19/19 22:20,9/27/20 19:22,Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,active,3.0,3/31/21 8:00
Advanced-Deep-Trading,https://github.com/Rachnog/Advanced-Deep-Trading,"notebooks containing experiments based on Lopez de Prado book ""Advances in financial machine learning"". Mostly not deep learning related but rather sklearn regression models. Interesting libraries include [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) for calculating return stats and [shap](https://github.com/slundberg/shap) for explaining models. Examlpe of shap can be which features are pushing the value up and and which features are pushing the value down. Also contain functions for calculating geometric brownian motion and jump diffusion functions. ",Deep Learning And Reinforcement Learning,3/30/21 7:29,319.0,158.0,2.0,2/16/19 21:18,11/29/20 20:12,Rachnog/Advanced-Deep-Trading,active,3.0,3/31/21 8:00
Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,Part of FinRL and provided code for paper [deep reinformacement learning for automated stock trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3690996) focuses on ensemble.,Deep Learning And Reinforcement Learning,4/12/21 16:24,560.0,249.0,6.0,7/26/20 13:12,1/21/21 18:11,AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,active,4.0,3/31/21 8:00
AutomatedStockTrading-DeepQ-Learning,https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning,cornerstone project repo for Udacity nanodegree program [Become a machine learning engineer](https://www.udacity.com/course/machine-learning-engineer-nanodegree--nd009t) and focus on trading using deep q learning. Good explanation on design choices in the report,Deep Learning And Reinforcement Learning,3/24/21 1:11,134.0,51.0,2.0,2/23/19 12:01,2/25/20 18:16,sachink2010/AutomatedStockTrading-DeepQ-Learning,active,3.0,3/31/21 8:00
deep-RL-trading,https://github.com/golsun/deep-RL-trading,trading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916),Deep Learning And Reinforcement Learning,4/10/21 7:09,235.0,108.0,1.0,2/25/18 17:41,12/1/20 22:06,golsun/deep-RL-trading,active,3.0,3/31/21 8:00
Deep Learning,https://github.com/keon/deepstock,Technical experimentations to beat the stock market using deep learning.,Deep Learning And Reinforcement Learning,3/24/21 14:45,427.0,154.0,2.0,12/12/16 2:15,3/4/17 8:37,keon/deepstock,inactive,4.0,
Personae,https://github.com/Ceruleanacg/Personae,implementation of deep reinforcement learning and supervised learnings covering areas: deep deterministic policy gradient (DDPG) and DDQN etc. Data are being pulled from [rqalpha](https://github.com/ricequant/rqalpha) which is a python backtest engine and have a nice docker image to run training/testing,Deep Learning And Reinforcement Learning,4/11/21 20:20,1144.0,330.0,2.0,3/10/18 11:22,9/2/18 17:21,Ceruleanacg/Personae,inactive,5.0,3/31/21 8:00
Pair Trading RL,https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading,Using deep actor-critic model to learn best strategies in pair trading.,Deep Learning And Reinforcement Learning,3/27/21 2:19,241.0,113.0,1.0,5/18/17 16:47,5/18/17 16:56,shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading,inactive,3.0,
LTSM GRU,https://github.com/RajatHanda/Finance-Forecasting,Stock Market Forecasting using LSTM\GRU.,Deep Learning And Reinforcement Learning,3/29/21 23:59,11.0,6.0,1.0,5/13/18 2:39,2/25/19 0:26,RajatHanda/Finance-Forecasting,inactive,3.0,
AI Trading,https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md,AI to predict stock market movements.,Deep Learning And Reinforcement Learning,4/12/21 15:42,2876.0,1384.0,1.0,1/9/19 8:02,2/11/19 16:32,borisbanushev/stockpredictionai,inactive,5.0,
crypto-rl,https://github.com/sadighian/crypto-rl,Retrieve limit order book level data from coinbase pro and bitfinex -> record in [arctic](https://github.com/man-group/arctic) timeseries database then implemented trend following strategies (market orders) and market making (limit orders). Uses reinforcement learning (DQN) [keras-rl](https://github.com/keras-rl/keras-rl) to create agents and uses [openai gym](https://gym.openai.com/) to implement POMDP (partially observable markov decision process),Deep Learning And Reinforcement Learning,4/12/21 10:24,347.0,111.0,1.0,6/21/18 1:06,11/5/20 11:08,sadighian/crypto-rl,active,3.0,3/31/21 8:00
Deep Learning IV,https://github.com/achillesrasquinha/bulbea,Bulbea: Deep Learning based Python Library.,Deep Learning And Reinforcement Learning,4/9/21 20:38,1467.0,416.0,1.0,3/9/17 6:11,3/19/17 7:42,achillesrasquinha/bulbea,inactive,5.0,
BitcoinForecast,https://github.com/PiSimo/BitcoinForecast,RNN model to predict short term price movement (in this case BTC for the next 9 minutes) [deepchart](https://pisimo.github.io/DeepChart/) is used to visualize the model ,Deep Learning And Reinforcement Learning,4/6/21 2:06,289.0,128.0,3.0,3/10/17 10:52,6/11/18 8:07,PiSimo/BitcoinForecast,inactive,3.0,3/31/21 8:00
Deep-Learning-Machine-Learning-Stock,https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock,curated list of notebooks for machine learning models. Start with very simple linear models to more advanced reinforcement learning type of models. Problem with this repo is that the library version numbers may be changing over time and there's no specific way to track and upgrade,Deep Learning And Reinforcement Learning,4/12/21 2:58,275.0,99.0,1.0,9/29/18 23:38,3/18/21 3:16,LastAncientOne/Deep-Learning-Machine-Learning-Stock,active,3.0,3/31/21 8:00
awesome-deep-trading,https://github.com/cbailes/awesome-deep-trading,curated list of papers/repos on topics like CNN/LSTM/GAN/Reinforcement Learning etc. Categorized as deep learning for now but there are other topics here. Manually maintained by cbailes,Deep Learning And Reinforcement Learning,4/11/21 9:02,551.0,140.0,1.0,11/26/18 3:23,1/1/21 9:41,cbailes/awesome-deep-trading,active,4.0,3/31/21 8:00
a3c_trading,https://github.com/evgps/a3c_trading,NEW,Deep Learning And Reinforcement Learning,4/10/21 12:49,311.0,98.0,1.0,6/4/18 15:30,5/23/20 14:47,evgps/a3c_trading,active,,39:11.1
Trading-Gym,https://github.com/thedimlebowski/Trading-Gym,NEW,Deep Learning And Reinforcement Learning,4/10/21 8:00,507.0,147.0,3.0,6/13/17 13:14,7/10/17 8:09,thedimlebowski/Trading-Gym,inactive,,39:11.1
DQN-DDPG_Stock_Trading,https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading,merged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQN,Deep Learning And Reinforcement Learning,4/7/21 12:42,136.0,49.0,4.0,9/19/18 3:17,11/26/20 16:58,AI4Finance-LLC/DQN-DDPG_Stock_Trading,active,3.0,3/31/21 8:00
pairstrade-fyp-2019,https://github.com/wywongbd/pairstrade-fyp-2019,NEW,Deep Learning And Reinforcement Learning,4/4/21 23:47,110.0,41.0,2.0,9/7/18 7:51,5/13/20 5:06,wywongbd/pairstrade-fyp-2019,active,,39:11.1
rl_trading,https://github.com/ucaiado/rl_trading,NEW,Deep Learning And Reinforcement Learning,4/8/21 15:34,207.0,89.0,1.0,5/29/17 22:19,8/29/17 14:54,ucaiado/rl_trading,inactive,,39:11.1
Machine-Learning-and-Reinforcement-Learning-in-Finance,https://github.com/joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance,NEW,Deep Learning And Reinforcement Learning,3/30/21 9:11,175.0,98.0,1.0,6/26/18 4:30,9/23/18 16:50,joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance,inactive,,39:11.1
@@ -55,101 +81,106 @@ TradingGym,https://github.com/cove9988/TradingGym,NEW,Deep Learning And Reinforc
RLQuant,https://github.com/yuriak/RLQuant,NEW,Deep Learning And Reinforcement Learning,4/9/21 5:01,277.0,92.0,1.0,4/5/18 5:42,8/13/18 4:18,yuriak/RLQuant,inactive,,39:11.1
RL Trading,https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW,A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab.,Deep Learning And Reinforcement Learning,,,,,,,,,4.0,
QLearning_Trading,https://github.com/ucaiado/QLearning_Trading,NEW,Deep Learning And Reinforcement Learning,4/6/21 22:09,433.0,168.0,1.0,8/10/16 6:02,10/15/16 2:36,ucaiado/QLearning_Trading,inactive,,39:11.1
gym-trading,https://github.com/hackthemarket/gym-trading,NEW,Deep Learning And Reinforcement Learning,4/12/21 9:06,581.0,195.0,2.0,12/9/16 20:46,12/24/17 15:34,hackthemarket/gym-trading,inactive,,39:11.1
DQN-DDPG_Stock_Trading,https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading,merged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQN,Deep Learning And Reinforcement Learning,4/7/21 12:42,136.0,49.0,4.0,9/19/18 3:17,11/26/20 16:58,AI4Finance-LLC/DQN-DDPG_Stock_Trading,active,3.0,3/31/21 8:00
RL II,https://github.com/deependersingla/deep_trader,reinforcement learning on stock market and agent tries to learn trading.,Deep Learning And Reinforcement Learning,4/11/21 20:21,1340.0,489.0,3.0,6/11/16 7:27,1/22/18 14:35,deependersingla/deep_trader,inactive,3.0,
RL,https://github.com/kh-kim/stock_market_reinforcement_learning,OpenGym with Deep Q-learning and Policy Gradient.,Deep Learning And Reinforcement Learning,4/11/21 12:27,715.0,298.0,1.0,10/4/16 14:42,12/23/16 7:34,kh-kim/stock_market_reinforcement_learning,inactive,2.0,
RL V,https://github.com/gstenger98/rl-finance,Building an Agent to Trade with Reinforcement Learning.,Deep Learning And Reinforcement Learning,4/8/21 18:57,33.0,8.0,5.0,1/16/19 0:43,3/19/20 20:28,gstenger98/rl-finance,active,2.0,
RL IV,https://github.com/jjakimoto/DQN,Reinforcement Learning for finance.,Deep Learning And Reinforcement Learning,4/5/21 11:42,142.0,55.0,1.0,10/21/16 2:47,4/7/17 8:11,jjakimoto/DQN,inactive,,
tensortrade,https://github.com/tensortrade-org/tensortrade,NEW,Deep Learning And Reinforcement Learning,4/12/21 16:05,3101.0,715.0,39.0,7/30/19 21:28,3/24/21 16:25,tensortrade-org/tensortrade,active,,39:11.1
RL III,https://github.com/samre12/deep-trading-agent,Github -Deep Reinforcement Learning based Trading Agent for Bitcoin.,Deep Learning And Reinforcement Learning,4/3/21 20:48,576.0,203.0,1.0,9/21/17 17:05,4/13/18 16:33,samre12/deep-trading-agent,inactive,3.0,
gym-trading,https://github.com/hackthemarket/gym-trading,NEW,Deep Learning And Reinforcement Learning,4/12/21 9:06,581.0,195.0,2.0,12/9/16 20:46,12/24/17 15:34,hackthemarket/gym-trading,inactive,,39:11.1
Pair-Trading-Reinforcement-Learning,https://github.com/wai-i/Pair-Trading-Reinforcement-Learning,NEW,Deep Learning And Reinforcement Learning,4/10/21 4:53,136.0,56.0,1.0,6/9/19 22:50,1/3/20 15:36,wai-i/Pair-Trading-Reinforcement-Learning,active,,39:11.1
RL III,https://github.com/samre12/deep-trading-agent,Github -Deep Reinforcement Learning based Trading Agent for Bitcoin.,Deep Learning And Reinforcement Learning,4/3/21 20:48,576.0,203.0,1.0,9/21/17 17:05,4/13/18 16:33,samre12/deep-trading-agent,inactive,3.0,
TradingGym,https://github.com/Yvictor/TradingGym,NEW,Deep Learning And Reinforcement Learning,4/11/21 20:20,841.0,237.0,2.0,5/1/17 13:53,2/14/18 13:58,Yvictor/TradingGym,inactive,,39:11.1
BitcoinForecast,https://github.com/PiSimo/BitcoinForecast,RNN model to predict short term price movement (in this case BTC for the next 9 minutes) [deepchart](https://pisimo.github.io/DeepChart/) is used to visualize the model ,Deep Learning And Reinforcement Learning,4/6/21 2:06,289.0,128.0,3.0,3/10/17 10:52,6/11/18 8:07,PiSimo/BitcoinForecast,inactive,3.0,3/31/21 8:00
RL IV,https://github.com/jjakimoto/DQN,Reinforcement Learning for finance.,Deep Learning And Reinforcement Learning,4/5/21 11:42,142.0,55.0,1.0,10/21/16 2:47,4/7/17 8:11,jjakimoto/DQN,inactive,,
RL V,https://github.com/gstenger98/rl-finance,Building an Agent to Trade with Reinforcement Learning.,Deep Learning And Reinforcement Learning,4/8/21 18:57,33.0,8.0,5.0,1/16/19 0:43,3/19/20 20:28,gstenger98/rl-finance,active,2.0,
RL,https://github.com/kh-kim/stock_market_reinforcement_learning,OpenGym with Deep Q-learning and Policy Gradient.,Deep Learning And Reinforcement Learning,4/11/21 12:27,715.0,298.0,1.0,10/4/16 14:42,12/23/16 7:34,kh-kim/stock_market_reinforcement_learning,inactive,2.0,
tensortrade,https://github.com/tensortrade-org/tensortrade,NEW,Deep Learning And Reinforcement Learning,4/12/21 16:05,3101.0,715.0,39.0,7/30/19 21:28,3/24/21 16:25,tensortrade-org/tensortrade,active,,39:11.1
FinRL,https://github.com/AI4Finance-LLC/FinRL,NEW,Deep Learning And Reinforcement Learning,2021-04-13 14:37:21,1865.0,451.0,22.0,2020-07-26 13:18:16,2021-04-11 22:02:16,AI4Finance-LLC/FinRL,active,,2021-04-13 16:13:03.716257
Deep-Learning-Machine-Learning-Stock,https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock,curated list of notebooks for machine learning models. Start with very simple linear models to more advanced reinforcement learning type of models. Problem with this repo is that the library version numbers may be changing over time and there's no specific way to track and upgrade,Deep Learning And Reinforcement Learning,4/12/21 2:58,275.0,99.0,1.0,9/29/18 23:38,3/18/21 3:16,LastAncientOne/Deep-Learning-Machine-Learning-Stock,active,3.0,3/31/21 8:00
awesome-deep-trading,https://github.com/cbailes/awesome-deep-trading,curated list of papers/repos on topics like CNN/LSTM/GAN/Reinforcement Learning etc. Categorized as deep learning for now but there are other topics here. Manually maintained by cbailes,Deep Learning And Reinforcement Learning,4/11/21 9:02,551.0,140.0,1.0,11/26/18 3:23,1/1/21 9:41,cbailes/awesome-deep-trading,active,4.0,3/31/21 8:00
Deep Learning IV,https://github.com/achillesrasquinha/bulbea,Bulbea: Deep Learning based Python Library.,Deep Learning And Reinforcement Learning,4/9/21 20:38,1467.0,416.0,1.0,3/9/17 6:11,3/19/17 7:42,achillesrasquinha/bulbea,inactive,5.0,
AI Trading,https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md,AI to predict stock market movements.,Deep Learning And Reinforcement Learning,4/12/21 15:42,2876.0,1384.0,1.0,1/9/19 8:02,2/11/19 16:32,borisbanushev/stockpredictionai,inactive,5.0,
ARIMA-LTSM Hybrid,https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid,Hybrid model to predict future price correlation coefficients of two assets.,Deep Learning And Reinforcement Learning,4/11/21 4:12,222.0,86.0,1.0,8/5/18 2:13,10/1/18 11:25,imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict,inactive,3.0,
Deep-Reinforcement-Learning-in-Trading,https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading,Deep reinforcement learning for trading leveraging [openai gym](https://gym.openai.com/) framework. Keras implementation of DQN DDQN (double deep Q network) and DDDQN (dueling double dqn) trained/tested on s&p 500 daily data from 2013 to 2018. approach is described in an article [here](https://www.linkedin.com/pulse/deep-reinforcement-learning-trading-saeed-rahman),Deep Learning And Reinforcement Learning,4/10/21 13:17,138.0,66.0,1.0,5/11/18 0:52,10/26/19 14:22,saeed349/Deep-Reinforcement-Learning-in-Trading,active,3.0,3/31/21 8:00
trading-rl,https://github.com/Kostis-S-Z/trading-rl,Deep reinforcement learning for financial trading using [gym](https://gym.openai.com/) and [keras-rl](https://github.com/keras-rl/keras-rl) on FX dataset (EURUSD) not actively maintained,Deep Learning And Reinforcement Learning,4/10/21 4:59,180.0,38.0,2.0,4/22/19 10:03,9/28/20 9:07,Kostis-S-Z/trading-rl,active,3.0,3/31/21 8:00
Deep Learning III,https://github.com/Rachnog/Deep-Trading,Algorithmic trading with deep learning experiments.,Deep Learning And Reinforcement Learning,4/9/21 10:39,1266.0,675.0,1.0,6/18/16 18:23,8/7/18 15:24,Rachnog/Deep-Trading,inactive,5.0,
Stock-Prediction-Models,https://github.com/huseinzol05/Stock-Prediction-Models,very good curated list of notebooks showing deep learning + reinforcement learning models. Also contain topics on outlier detections/overbought oversold study/monte carlo simulartions/sentiment analysis from text (text storage/parsing is not detailed but it mentioned using [BERT](https://github.com/google-research/bert)),Deep Learning And Reinforcement Learning,4/12/21 13:54,3655.0,1542.0,2.0,12/18/17 10:49,1/5/21 10:31,huseinzol05/Stock-Prediction-Models,active,5.0,3/31/21 8:00
RLTrader,https://github.com/notadamking/RLTrader,predecessor to [tensortrade](https://github.com/tensortrade-org/tensortrade) uses open api [gym](https://gym.openai.com/) and neat way to render matplotlib plots in real time. Also explains LSTM/data stationarity/Bayesian optimization using [Optuna](https://github.com/optuna/optuna) etc.,Deep Learning And Reinforcement Learning,4/12/21 2:50,1312.0,451.0,15.0,4/27/19 18:35,10/17/19 16:25,notadamking/RLTrader,active,5.0,3/31/21 8:00
Neural Network,https://github.com/VivekPa/IntroNeuralNetworks,Neural networks to predict stock prices.,Deep Learning And Reinforcement Learning,4/3/21 11:59,489.0,176.0,2.0,9/10/18 6:34,11/21/18 7:39,VivekPa/IntroNeuralNetworks,inactive,4.0,
LTSM Recurrent,https://github.com/VivekPa/AIAlpha,OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.,Deep Learning And Reinforcement Learning,4/12/21 2:39,1207.0,370.0,2.0,10/7/18 3:58,8/3/19 9:00,VivekPa/AIAlpha,active,4.0,
trading-bot,https://github.com/pskrunner14/trading-bot,Implementation of deep reinforcement learning using Deep Q Network (DQN). Only supports single security at the moment. Idea is roughly based [here](https://keon.github.io/deep-q-learning/) and uses tensorflow/keras. Interesting helper python libraries used here are [tqdm](https://tqdm.github.io/) for console based progress bar and [altair](https://altair-viz.github.io/) for declarative visualization in python ,Deep Learning And Reinforcement Learning,4/11/21 5:10,292.0,143.0,1.0,8/13/18 10:44,1/23/20 4:41,pskrunner14/trading-bot,active,3.0,3/31/21 8:00
Deep Learning II,https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks,Tensorflow Regression.,Deep Learning And Reinforcement Learning,4/10/21 6:06,175.0,67.0,1.0,7/12/16 12:56,2/16/18 2:43,LiamConnell/deep-algotrading,inactive,3.0,
DeepLearningInFinance,https://github.com/sonaam1234/DeepLearningInFinance,Based on a [talk](https://towardsdatascience.com/deep-learning-in-finance-9e088cb17c03) Sonam Srivastava gave and there are two studies: 1. single timeseries return prediction using ARIMA/VAR/SVR/Deep Regression/CNN/LSTM 2. indexed portfolio construction using autoencoders i.e. replicate a index using handful of stocks. ,Deep Learning And Reinforcement Learning,3/8/21 13:09,266.0,145.0,1.0,8/21/17 16:00,8/21/17 17:23,sonaam1234/DeepLearningInFinance,inactive,3.0,3/31/21 8:00
crypto-rl,https://github.com/sadighian/crypto-rl,Retrieve limit order book level data from coinbase pro and bitfinex -> record in [arctic](https://github.com/man-group/arctic) timeseries database then implemented trend following strategies (market orders) and market making (limit orders). Uses reinforcement learning (DQN) [keras-rl](https://github.com/keras-rl/keras-rl) to create agents and uses [openai gym](https://gym.openai.com/) to implement POMDP (partially observable markov decision process),Deep Learning And Reinforcement Learning,4/12/21 10:24,347.0,111.0,1.0,6/21/18 1:06,11/5/20 11:08,sadighian/crypto-rl,active,3.0,3/31/21 8:00
Deep-Reinforcement-Stock-Trading,https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,inspired by Q-trader a deep reinforcement learning repo for trading. Only 3 actions allowed (buy/hold/sell) and no transaction cost is implemented yet. Uses [empyrical](https://github.com/quantopian/empyrical) for portfolio stats,Deep Learning And Reinforcement Learning,4/3/21 22:50,141.0,42.0,2.0,5/19/19 22:20,9/27/20 19:22,Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,active,3.0,3/31/21 8:00
Advanced-Deep-Trading,https://github.com/Rachnog/Advanced-Deep-Trading,"notebooks containing experiments based on Lopez de Prado book ""Advances in financial machine learning"". Mostly not deep learning related but rather sklearn regression models. Interesting libraries include [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) for calculating return stats and [shap](https://github.com/slundberg/shap) for explaining models. Examlpe of shap can be which features are pushing the value up and and which features are pushing the value down. Also contain functions for calculating geometric brownian motion and jump diffusion functions. ",Deep Learning And Reinforcement Learning,3/30/21 7:29,319.0,158.0,2.0,2/16/19 21:18,11/29/20 20:12,Rachnog/Advanced-Deep-Trading,active,3.0,3/31/21 8:00
Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,Part of FinRL and provided code for paper [deep reinformacement learning for automated stock trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3690996) focuses on ensemble.,Deep Learning And Reinforcement Learning,4/12/21 16:24,560.0,249.0,6.0,7/26/20 13:12,1/21/21 18:11,AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,active,4.0,3/31/21 8:00
AutomatedStockTrading-DeepQ-Learning,https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning,cornerstone project repo for Udacity nanodegree program [Become a machine learning engineer](https://www.udacity.com/course/machine-learning-engineer-nanodegree--nd009t) and focus on trading using deep q learning. Good explanation on design choices in the report,Deep Learning And Reinforcement Learning,3/24/21 1:11,134.0,51.0,2.0,2/23/19 12:01,2/25/20 18:16,sachink2010/AutomatedStockTrading-DeepQ-Learning,active,3.0,3/31/21 8:00
deep-RL-trading,https://github.com/golsun/deep-RL-trading,trading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916),Deep Learning And Reinforcement Learning,4/10/21 7:09,235.0,108.0,1.0,2/25/18 17:41,12/1/20 22:06,golsun/deep-RL-trading,active,3.0,3/31/21 8:00
FinRL-Library,https://github.com/AI4Finance-LLC/FinRL-Library,started by Columbia university engineering students and designed as an end to end deep reinforcement learning library for automated trading platform. Implementation of DQN DDQN DDPG etc using PyTorch and [gym](https://gym.openai.com/) use [pyfolio](https://github.com/quantopian/pyfolio) for showing backtesting stats. Big contributions on Proximal Policy Optimization (PPO) advantage actor critic (A2C) and Deep Deterministic Policy Gradient (DDPG) agents for trading,Deep Learning And Reinforcement Learning,4/12/21 12:45,1857.0,447.0,22.0,7/26/20 13:18,4/11/21 22:02,AI4Finance-LLC/FinRL-Library,active,5.0,3/31/21 8:00
Deep Learning,https://github.com/keon/deepstock,Technical experimentations to beat the stock market using deep learning.,Deep Learning And Reinforcement Learning,3/24/21 14:45,427.0,154.0,2.0,12/12/16 2:15,3/4/17 8:37,keon/deepstock,inactive,4.0,
Personae,https://github.com/Ceruleanacg/Personae,implementation of deep reinforcement learning and supervised learnings covering areas: deep deterministic policy gradient (DDPG) and DDQN etc. Data are being pulled from [rqalpha](https://github.com/ricequant/rqalpha) which is a python backtest engine and have a nice docker image to run training/testing,Deep Learning And Reinforcement Learning,4/11/21 20:20,1144.0,330.0,2.0,3/10/18 11:22,9/2/18 17:21,Ceruleanacg/Personae,inactive,5.0,3/31/21 8:00
Pair Trading RL,https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading,Using deep actor-critic model to learn best strategies in pair trading.,Deep Learning And Reinforcement Learning,3/27/21 2:19,241.0,113.0,1.0,5/18/17 16:47,5/18/17 16:56,shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading,inactive,3.0,
LTSM GRU,https://github.com/RajatHanda/Finance-Forecasting,Stock Market Forecasting using LSTM\GRU.,Deep Learning And Reinforcement Learning,3/29/21 23:59,11.0,6.0,1.0,5/13/18 2:39,2/25/19 0:26,RajatHanda/Finance-Forecasting,inactive,3.0,
huobi_futures_Python,https://github.com/hbdmapi/huobi_futures_Python,NEW,Derivatives and Hedging,2021-04-13 13:28:14,137.0,73.0,2.0,2020-01-14 07:21:39,2021-03-02 07:30:13,hbdmapi/huobi_futures_Python,active,,2021-04-14 01:23:51.373667
algotrader,https://github.com/torreyleonard/algotrader,NEW,Derivatives and Hedging,2021-04-11 10:12:17,477.0,102.0,12.0,2018-04-10 02:31:26,2020-08-27 08:16:44,torreyleonard/algotrader,active,,2021-04-14 01:23:51.373667
tda-api,https://github.com/alexgolec/tda-api,NEW,Derivatives and Hedging,2021-04-13 20:12:50,649.0,161.0,13.0,2020-04-03 21:19:12,2021-04-12 03:12:03,alexgolec/tda-api,active,,2021-04-14 01:23:51.373667
optopsy,https://github.com/michaelchu/optopsy,NEW,Derivatives and Hedging,2021-04-11 06:03:22,393.0,90.0,3.0,2017-09-17 01:49:54,2020-12-07 17:00:58,michaelchu/optopsy,active,,2021-04-14 01:23:51.373667
trade-frame,https://github.com/rburkholder/trade-frame,NEW,Derivatives and Hedging,2021-04-06 09:38:19,188.0,79.0,1.0,2016-07-24 15:25:30,2020-11-09 01:16:46,rburkholder/trade-frame,active,,2021-04-14 01:23:51.373667
AlgorithmicTrading,https://github.com/JerBouma/AlgorithmicTrading,NEW,Derivatives and Hedging,2021-04-09 18:12:26,168.0,54.0,1.0,2019-03-14 09:33:37,2021-02-03 22:29:07,JerBouma/AlgorithmicTrading,active,,2021-04-14 01:23:51.373667
paperbroker,https://github.com/philipodonnell/paperbroker,NEW,Derivatives and Hedging,2021-04-04 04:52:37,175.0,48.0,3.0,2017-07-06 02:04:51,2018-04-08 18:37:57,philipodonnell/paperbroker,inactive,,2021-04-14 01:23:51.373667
quant-trading,https://github.com/je-suis-tm/quant-trading,NEW,Derivatives and Hedging,2021-04-13 23:14:15,1771.0,474.0,2.0,2018-04-03 14:08:14,2021-04-13 18:37:15,je-suis-tm/quant-trading,active,,2021-04-14 01:23:51.373667
QLNet,https://github.com/amaggiulli/QLNet,NEW,Derivatives and Hedging,2021-04-13 07:58:56,259.0,134.0,13.0,2013-08-22 14:51:43,2021-03-02 18:39:41,amaggiulli/QLNet,active,,2021-04-14 01:23:51.373667
Options-Trading-Strategies-in-Python,https://github.com/PyPatel/Options-Trading-Strategies-in-Python,NEW,Derivatives and Hedging,2021-04-10 12:28:33,317.0,134.0,1.0,2017-08-30 06:00:15,2019-08-21 15:47:57,PyPatel/Options-Trading-Strategies-in-Python,active,,2021-04-14 01:23:51.373667
StockSharp,https://github.com/StockSharp/StockSharp,NEW,Derivatives and Hedging,2021-04-13 22:41:17,3924.0,1222.0,17.0,2014-12-08 07:53:44,2021-04-07 10:55:36,StockSharp/StockSharp,active,,2021-04-14 01:23:51.373667
tf-quant-finance,https://github.com/google/tf-quant-finance,NEW,Derivatives and Hedging,2021-04-13 22:49:18,2569.0,333.0,28.0,2019-07-24 16:09:50,2021-04-13 22:09:00,google/tf-quant-finance,active,,2021-04-14 01:23:51.373667
tai,https://github.com/fremantle-industries/tai,NEW,Derivatives and Hedging,2021-04-12 22:45:15,273.0,44.0,6.0,2017-07-28 03:07:18,2021-04-12 22:40:47,fremantle-industries/tai,active,,2021-04-14 01:23:51.373667
trading-server,https://github.com/s-brez/trading-server,NEW,Derivatives and Hedging,2021-04-13 09:46:59,209.0,50.0,2.0,2019-03-05 03:06:19,2021-03-08 02:37:08,s-brez/trading-server,active,,2021-04-14 01:23:51.373667
Strata,https://github.com/OpenGamma/Strata,NEW,Derivatives and Hedging,2021-04-12 06:32:10,607.0,217.0,39.0,2014-06-16 11:45:55,2021-04-12 06:32:06,OpenGamma/Strata,active,,2021-04-14 01:23:51.373667
openAlgo,https://github.com/mtompkins/openAlgo,NEW,Derivatives and Hedging,2021-04-03 09:17:16,160.0,82.0,2.0,2013-05-28 14:46:53,2017-03-24 20:00:24,mtompkins/openAlgo,inactive,,2021-04-14 01:23:51.373667
Options_Data_Science,https://github.com/yugedata/Options_Data_Science,NEW,Derivatives and Hedging,2021-04-10 22:31:47,238.0,39.0,1.0,2020-12-09 04:51:20,2021-04-05 03:55:22,yugedata/Options_Data_Science,active,,2021-04-14 01:23:51.373667
fast_arrow,https://github.com/westonplatter/fast_arrow,NEW,Derivatives and Hedging,2021-02-20 11:29:27,127.0,42.0,5.0,2018-07-19 23:15:25,2020-04-18 18:05:37,westonplatter/fast_arrow,active,,2021-04-14 01:23:51.373667
Black Scholes,https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb,Options pricing.,Derivatives and Hedging,10/6/20 20:36,1.0,2.0,0.0,12/9/17 18:50,7/9/18 9:48,irajwani/numerical_methods_python,inactive,,
MarketAnalysis,https://github.com/Poseyy/MarketAnalysis,NEW,Derivatives and Hedging,2021-04-12 21:59:04,170.0,77.0,1.0,2019-03-28 19:46:34,2020-08-06 05:15:46,Poseyy/MarketAnalysis,active,,2021-04-14 01:23:51.373667
gs-quant,https://github.com/goldmansachs/gs-quant,NEW,Derivatives and Hedging,2021-04-12 16:44:58,584.0,170.0,12.0,2018-12-14 21:10:40,2021-03-25 15:33:58,goldmansachs/gs-quant,active,,2021-04-14 01:23:51.373667
Hull White,https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb,"Callable Bond, Hull White.",Derivatives and Hedging,10/6/20 20:37,4.0,6.0,1.0,6/6/18 22:06,6/6/18 22:27,rstreppa/valuation-callables-HullWhite,inactive,,
Options,https://github.com/PHBS/2018.M1.ASP/tree/master/py,Black Scholes and Copula.,Derivatives and Hedging,,,,,,,PHBS/2018.M1.ASP,,,
Derivative Markets,https://github.com/broughtj/Fin6470/tree/master/Notebooks,"The economics of futures, futures, options, and swaps.",Derivatives and Hedging,4/6/21 20:49,8.0,8.0,1.0,2/9/16 5:30,4/6/21 20:49,broughtj/Fin6470,active,,
Computational Derivatives,https://github.com/chenbowen184/Computational_Finance,Projects focusing on investigating simulations and computational techniques applied in finance.,Derivatives and Hedging,1/12/21 12:22,17.0,12.0,1.0,1/29/18 5:01,8/2/18 5:56,chen-bowen/Computational_Finance,inactive,,
Volatility and Variance Derivatives,https://github.com/yhilpisch/lvvd/tree/master/lvvd,Volatility derivatives analytics.,Derivatives and Hedging,4/7/21 19:21,79.0,78.0,1.0,10/21/16 4:12,2/22/21 13:32,yhilpisch/lvvd,active,,
Options,https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D,Introduction to options.,Derivatives and Hedging,4/9/21 21:17,335.0,163.0,36.0,7/28/17 15:48,3/17/21 17:17,QuantConnect/Tutorials,active,,
robin_stocks,https://github.com/jmfernandes/robin_stocks,NEW,Derivatives and Hedging,2021-04-13 23:48:31,1012.0,261.0,34.0,2018-02-23 00:49:37,2021-02-27 17:48:43,jmfernandes/robin_stocks,active,,2021-04-14 01:23:51.373667
Option Strategies,https://github.com/rstreppa/valuation-OptionStrategies,"Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations.",Derivatives and Hedging,2/27/21 8:50,2.0,3.0,1.0,5/22/18 18:27,5/22/18 18:30,rstreppa/valuation-OptionStrategies,inactive,,
Black Scholes,https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb,Options pricing.,Derivatives and Hedging,10/6/20 20:36,1.0,2.0,0.0,12/9/17 18:50,7/9/18 9:48,irajwani/numerical_methods_python,inactive,,
Options Risk Measures,https://github.com/wanglouis49/risk_estimation,Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling).,Derivatives and Hedging,10/6/20 20:37,1.0,2.0,1.0,4/29/16 3:51,1/16/18 1:24,wanglouis49/risk_estimation,inactive,,
Derivatives Python,https://github.com/yhilpisch/dawp/tree/master/python36,Derivative analytics with Python.,Derivatives and Hedging,4/12/21 14:39,388.0,299.0,1.0,7/9/15 12:27,2/22/21 13:29,yhilpisch/dawp,active,,
Derman,https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb,Binomial tree for American call.,Derivatives and Hedging,10/6/20 20:37,1.0,3.0,1.0,5/18/18 18:08,9/21/18 19:59,rstreppa/valuation-convertibles-Goldman1994,inactive,,
Reinforcement Learning,https://github.com/FinTechies/HedgingRL,Hedging portfolios with reinforcement learning.,Derivatives and Hedging,1/20/21 8:12,16.0,9.0,1.0,4/21/17 10:58,8/2/17 21:41,FinTechies/HedgingRL,inactive,,
Delta Hedging,https://github.com/RobinsonGarcia/delta-hedging,Advanced derivatives.,Derivatives and Hedging,2/27/21 8:48,3.0,2.0,1.0,3/2/18 23:53,7/17/18 23:32,RobinsonGarcia/delta-hedging,inactive,,
Currency PCA,https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb,Forex spots PCA.,Extended Research,10/26/20 0:55,3.0,1.0,1.0,3/12/19 21:11,3/12/19 22:09,shanemulqueen/python-finance-pca,inactive,,
Simulation,https://github.com/chenbowen184/Computational_Finance,Investigating simulations as part of computational finance.,Extended Research,1/12/21 12:22,17.0,12.0,1.0,1/29/18 5:01,8/2/18 5:56,chen-bowen/Computational_Finance,inactive,,
Critical Transitions,https://github.com/ryanholbrook/critical-transitions,Detecting critical transitions in financial networks with topological data analysis.,Extended Research,1/30/21 11:50,10.0,3.0,1.0,1/22/19 10:59,3/12/19 18:35,ryanholbrook/critical-transitions,inactive,,
Real Estate Property Fraud,https://github.com/aviroop1/Real_Estate_Property_Fraud,Unsupervised fraud detection model that can identify likely candidates of fraud.,Extended Research,,,,,,,aviroop1/Real_Estate_Property_Fraud,,,
Deep Portfolio,https://github.com/DLColumbia/DL_forFinance,Deep learning for finance Predict volume of bonds.,Extended Research,1/12/21 11:48,27.0,19.0,2.0,5/8/18 19:34,5/9/18 15:39,DLColumbia/DL_forFinance,inactive,,
NLP Finance Papers,https://github.com/chenbowen184/Research_Documents_Curation_with_NLP,Curating quantitative finance papers using machine learning.,Extended Research,2/27/21 6:33,8.0,9.0,1.0,10/11/18 20:32,12/24/18 23:27,chen-bowen/Research_Documents_Curation_with_NLP,inactive,,
Bayesian Finance,https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb,Notebook PyMC3 implementation.,Extended Research,4/10/21 19:50,233.0,55.0,1.0,8/28/18 14:45,8/6/20 22:03,marketneutral/alphatools,active,,
Liquidity and Momentum,https://github.com/mrefermat/quant_finance,Various factors and portfolio constructions.,Extended Research,3/30/21 0:09,31.0,15.0,1.0,8/11/18 22:59,11/12/19 4:49,mrefermat/quant_finance,active,,
High Frequency,https://github.com/cswaney/prickle,A Python toolkit for high-frequency trade research.,Extended Research,3/22/21 2:19,24.0,17.0,2.0,7/6/16 20:32,6/9/18 10:53,cswaney/prickle,inactive,,
Life-cycle,https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb,Company life cycle.,Extended Research,12/21/20 14:42,3.0,3.0,1.0,1/19/19 18:16,2/18/19 16:57,atulram/Finance-and-Stocks,inactive,,
Computational Finance,https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance,Applied Computational Economics and Finance.,Extended Research,3/7/21 17:47,12.0,13.0,1.0,8/27/17 3:46,8/26/17 4:26,lnsongxf/Applied_Computational_Economics_and_Finance,inactive,,
Market Crash Prediction,https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb,Predicting market crashes using an LPPL model.,Extended Research,10/6/20 21:01,1.0,3.0,1.0,1/24/19 13:37,2/13/19 16:48,sarachmax/MarketCrashes_Prediction,inactive,,
Commodity,https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb,Commodity influence over Brazilian stocks.,Extended Research,,,,,,,felipessalvatore/fin2vec,,,
Finance Graph Theory,https://github.com/AvijitGhosh82/Finance_Graph_Theory,Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents.,Extended Research,3/28/21 2:22,17.0,7.0,3.0,8/2/18 2:48,3/16/19 18:39,evijit/Finance_Graph_Theory,inactive,,
akshare,https://github.com/jindaxiang/akshare,NEW,Derivatives and Hedging,2021-04-13 16:44:35,3374.0,681.0,11.0,2019-10-01 07:34:12,2021-04-13 11:18:53,jindaxiang/akshare,active,,2021-04-14 01:23:51.373667
wallstreet,https://github.com/mcdallas/wallstreet,NEW,Derivatives and Hedging,2021-04-13 22:00:02,570.0,125.0,2.0,2016-01-20 22:03:39,2019-08-09 23:14:52,mcdallas/wallstreet,active,,2021-04-14 01:23:51.373667
FinanceDatabase,https://github.com/JerBouma/FinanceDatabase,NEW,Derivatives and Hedging,2021-04-13 02:33:07,595.0,68.0,1.0,2021-01-28 18:36:09,2021-04-08 11:10:46,JerBouma/FinanceDatabase,active,,2021-04-14 01:23:51.373667
Options Risk Measures,https://github.com/wanglouis49/risk_estimation,Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling).,Derivatives and Hedging,10/6/20 20:37,1.0,2.0,1.0,4/29/16 3:51,1/16/18 1:24,wanglouis49/risk_estimation,inactive,,
FinancePy,https://github.com/domokane/FinancePy,NEW,Derivatives and Hedging,2021-04-10 22:50:37,441.0,73.0,6.0,2019-10-27 15:04:56,2021-03-11 21:40:14,domokane/FinancePy,active,,2021-04-14 01:23:51.373667
Financial Economics,https://github.com/rsvp/fecon235/tree/master/nb,Financial Economics Models.,Extended Research,4/10/21 17:02,713.0,275.0,2.0,11/9/14 4:49,12/3/18 16:30,rsvp/fecon235,inactive,,
Economic Foundations,https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations,Basic economic models.,Extended Research,10/6/20 21:01,2.0,3.0,1.0,5/25/17 2:27,6/30/17 3:53,SeanMcOwen/FinanceAndPython.com-EconomicFoundations,inactive,,
Computational Finance,https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance,Applied Computational Economics and Finance.,Extended Research,3/7/21 17:47,12.0,13.0,1.0,8/27/17 3:46,8/26/17 4:26,lnsongxf/Applied_Computational_Economics_and_Finance,inactive,,
Behavioural Economics,https://github.com/pcmichaud/notebooks,Behavioural Economics and Finance Python Notebooks.,Extended Research,2/3/21 7:22,9.0,4.0,1.0,12/20/18 0:21,3/26/19 11:51,pcmichaud/notebooks,inactive,,
Mathematical Finance,https://github.com/Auquan/Tutorials,Notebooks for math and financial tutorials.,Extended Research,4/8/21 19:37,664.0,425.0,9.0,1/21/17 11:24,8/1/20 17:03,Auquan/Tutorials,active,,
HFT,https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,High frequency trading.,Extended Research,4/11/21 23:36,748.0,333.0,1.0,7/21/16 5:14,2/14/17 16:47,rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,inactive,,
Economic Foundations,https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations,Basic economic models.,Extended Research,10/6/20 21:01,2.0,3.0,1.0,5/25/17 2:27,6/30/17 3:53,SeanMcOwen/FinanceAndPython.com-EconomicFoundations,inactive,,
Corporate Finance,https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance,Basic corporate finance.,Extended Research,1/16/21 19:01,9.0,4.0,1.0,9/9/17 3:35,9/9/17 23:04,SeanMcOwen/FinanceAndPython.com-CorporateFinance,inactive,,
Finance Graph Theory,https://github.com/AvijitGhosh82/Finance_Graph_Theory,Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents.,Extended Research,3/28/21 2:22,17.0,7.0,3.0,8/2/18 2:48,3/16/19 18:39,evijit/Finance_Graph_Theory,inactive,,
Commodity,https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb,Commodity influence over Brazilian stocks.,Extended Research,,,,,,,felipessalvatore/fin2vec,,,
Market Crash Prediction,https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb,Predicting market crashes using an LPPL model.,Extended Research,10/6/20 21:01,1.0,3.0,1.0,1/24/19 13:37,2/13/19 16:48,sarachmax/MarketCrashes_Prediction,inactive,,
M&A,https://github.com/atulram/Finance-and-Stocks,Mergers and Acquisitions.,Extended Research,12/21/20 14:42,3.0,3.0,1.0,1/19/19 18:16,2/18/19 16:57,atulram/Finance-and-Stocks,inactive,,
Life-cycle,https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb,Company life cycle.,Extended Research,12/21/20 14:42,3.0,3.0,1.0,1/19/19 18:16,2/18/19 16:57,atulram/Finance-and-Stocks,inactive,,
High Frequency,https://github.com/cswaney/prickle,A Python toolkit for high-frequency trade research.,Extended Research,3/22/21 2:19,24.0,17.0,2.0,7/6/16 20:32,6/9/18 10:53,cswaney/prickle,inactive,,
Mathematical Finance,https://github.com/Auquan/Tutorials,Notebooks for math and financial tutorials.,Extended Research,4/8/21 19:37,664.0,425.0,9.0,1/21/17 11:24,8/1/20 17:03,Auquan/Tutorials,active,,
Liquidity and Momentum,https://github.com/mrefermat/quant_finance,Various factors and portfolio constructions.,Extended Research,3/30/21 0:09,31.0,15.0,1.0,8/11/18 22:59,11/12/19 4:49,mrefermat/quant_finance,active,,
NLP Finance Papers,https://github.com/chenbowen184/Research_Documents_Curation_with_NLP,Curating quantitative finance papers using machine learning.,Extended Research,2/27/21 6:33,8.0,9.0,1.0,10/11/18 20:32,12/24/18 23:27,chen-bowen/Research_Documents_Curation_with_NLP,inactive,,
Deep Portfolio,https://github.com/DLColumbia/DL_forFinance,Deep learning for finance Predict volume of bonds.,Extended Research,1/12/21 11:48,27.0,19.0,2.0,5/8/18 19:34,5/9/18 15:39,DLColumbia/DL_forFinance,inactive,,
Real Estate Property Fraud,https://github.com/aviroop1/Real_Estate_Property_Fraud,Unsupervised fraud detection model that can identify likely candidates of fraud.,Extended Research,,,,,,,aviroop1/Real_Estate_Property_Fraud,,,
Critical Transitions,https://github.com/ryanholbrook/critical-transitions,Detecting critical transitions in financial networks with topological data analysis.,Extended Research,1/30/21 11:50,10.0,3.0,1.0,1/22/19 10:59,3/12/19 18:35,ryanholbrook/critical-transitions,inactive,,
Simulation,https://github.com/chenbowen184/Computational_Finance,Investigating simulations as part of computational finance.,Extended Research,1/12/21 12:22,17.0,12.0,1.0,1/29/18 5:01,8/2/18 5:56,chen-bowen/Computational_Finance,inactive,,
Currency PCA,https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb,Forex spots PCA.,Extended Research,10/26/20 0:55,3.0,1.0,1.0,3/12/19 21:11,3/12/19 22:09,shanemulqueen/python-finance-pca,inactive,,
Backtests,https://github.com/AlgoTraders/stock-analysis-engine,Trading data and algorithms.,Extended Research,4/12/21 2:28,620.0,165.0,3.0,9/16/18 20:00,9/5/20 13:01,AlgoTraders/stock-analysis-engine,active,,
Bayesian Finance I,https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb,Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs.,Extended Research,11/28/20 3:02,25.0,6.0,0.0,1/4/19 12:30,2/18/19 9:55,AlexIoannides/pymc-stochastic-process,inactive,,
Applied Corporate Finance,https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance,Studies the empirical behaviours in stock market.,Extended Research,2/19/21 13:40,8.0,9.0,1.0,1/29/18 5:14,7/19/18 6:25,chen-bowen/Data_Science_in_Applied_Corporate_Finance,inactive,,
Pyfolio,https://github.com/quantopian/pyfolio,Portfolio and risk analytics in Python.,Factor and Risk Analysis,4/12/21 11:55,3673.0,1157.0,42.0,6/1/15 15:31,2/28/20 17:30,quantopian/pyfolio,active,,
Statistical Finance,https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments,Various financial experiments.,Factor and Risk Analysis,3/30/21 0:09,21.0,16.0,1.0,10/4/15 9:10,3/28/20 18:33,mrefermat/FinancePhD,active,,
Bayesian Finance,https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb,Notebook PyMC3 implementation.,Extended Research,4/10/21 19:50,233.0,55.0,1.0,8/28/18 14:45,8/6/20 22:03,marketneutral/alphatools,active,,
HFT,https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,High frequency trading.,Extended Research,4/11/21 23:36,748.0,333.0,1.0,7/21/16 5:14,2/14/17 16:47,rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,inactive,,
VaR GaN,https://github.com/hamaadshah/market_risk_gan_keras,Estimate Value-at-Risk for market risk management using Keras and TensorFlow.,Factor and Risk Analysis,3/20/21 21:53,41.0,28.0,1.0,8/6/18 16:09,11/22/20 19:02,hamaadshah/market_risk_gan_tensorflow,active,,
Performance Analysis,https://github.com/quantopian/alphalens,Performance analysis of predictive (alpha) stock factors.,Factor and Risk Analysis,4/10/21 12:58,1847.0,700.0,17.0,6/3/16 21:49,4/27/20 18:40,quantopian/alphalens,active,,
Factor Analysis,https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb,Factor analysis for mutual funds.,Factor and Risk Analysis,12/21/20 14:26,3.0,4.0,1.0,3/13/18 7:39,3/13/18 7:42,garvit-kudesia91/factor_analysis,inactive,,
Python for Finance,https://github.com/yhilpisch/py4fi/tree/master/jupyter36,Various financial notebooks.,Factor and Risk Analysis,4/9/21 8:12,1298.0,794.0,1.0,12/15/14 11:23,7/10/18 6:38,yhilpisch/py4fi,inactive,,
Various Risk Measures,https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb,Risk measures and factors for alternative and responsible investments.,Factor and Risk Analysis,11/4/20 7:04,4.0,5.0,1.0,8/7/17 14:44,8/8/17 22:52,Jorgencr/Alternative-and-Responsible-Investments,inactive,,
Pyfolio,https://github.com/quantopian/pyfolio,Portfolio and risk analytics in Python.,Factor and Risk Analysis,4/12/21 11:55,3673.0,1157.0,42.0,6/1/15 15:31,2/28/20 17:30,quantopian/pyfolio,active,,
simulate,https://github.com/leolle/simulate,NEW,Factor and Risk Analysis,2021-03-23 13:34:53,11.0,2.0,1.0,2017-06-04 15:18:21,2018-11-11 14:03:40,leolle/simulate,inactive,,2021-04-14 01:23:57.652450
TradeFinexLive,https://github.com/XinFinOrg/TradeFinexLive,NEW,Factor and Risk Analysis,2021-03-18 09:48:52,5.0,11.0,8.0,2018-03-21 10:05:22,2021-03-18 09:48:32,XinFinOrg/TradeFinexLive,active,,2021-04-14 01:23:57.652450
Machine_learning_In_Finance,https://github.com/chaudharigauravi/Machine_learning_In_Finance,NEW,Factor and Risk Analysis,2020-11-27 19:23:33,8.0,2.0,1.0,2019-08-03 04:04:51,2019-08-03 04:05:32,chaudharigauravi/Machine_learning_In_Finance,active,,2021-04-14 01:23:57.652450
stock-market-analysis-using-python-numpy-pandas,https://github.com/Ashishsinha10/stock-market-analysis-using-python-numpy-pandas,NEW,Factor and Risk Analysis,2021-03-21 08:50:27,8.0,5.0,1.0,2018-04-10 05:15:49,2018-04-10 05:28:54,Ashishsinha10/stock-market-analysis-using-python-numpy-pandas,inactive,,2021-04-14 01:23:57.652450
Statistical Finance,https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments,Various financial experiments.,Factor and Risk Analysis,3/30/21 0:09,21.0,16.0,1.0,10/4/15 9:10,3/28/20 18:33,mrefermat/FinancePhD,active,,
-L-,https://github.com/jettbrains/-L-,NEW,Factor and Risk Analysis,2021-03-15 03:05:00,6.0,16.0,1.0,2019-10-28 21:50:26,2019-10-28 21:51:19,jettbrains/-L-,active,,2021-04-14 01:23:57.652450
CAPM,https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb,Expected returns using CAPM.,Factor and Risk Analysis,3/1/21 13:53,31.0,18.0,1.0,5/10/16 11:03,5/17/16 3:44,RJT1990/Active-Portfolio-Management-Notes,inactive,,
Quant Finance,https://github.com/mrefermat/quant_finance,General quant repository.,Factor and Risk Analysis,3/30/21 0:09,31.0,15.0,1.0,8/11/18 22:59,11/12/19 4:49,mrefermat/quant_finance,active,,
Stock-Prediction,https://github.com/Ronak-59/Stock-Prediction,NEW,Factor and Risk Analysis,3/26/21 8:37,129.0,64.0,2.0,3/18/18 4:54,2/28/20 11:43,Ronak-59/Stock-Prediction,active,,37:06.3
Risk and Return,https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials,Riskiness of portfolios and assets.,Factor and Risk Analysis,4/6/21 17:03,140.0,62.0,2.0,9/12/17 13:35,8/6/20 12:35,PyDataBlog/Python-for-Data-Science,active,,
AlphaTrading,https://github.com/jerryxyx/AlphaTrading,NEW,Factor and Risk Analysis,4/10/21 6:34,149.0,74.0,1.0,5/18/18 22:09,8/7/18 18:05,jerryxyx/AlphaTrading,inactive,,37:06.3
Various Risk Measures,https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb,Risk measures and factors for alternative and responsible investments.,Factor and Risk Analysis,11/4/20 7:04,4.0,5.0,1.0,8/7/17 14:44,8/8/17 22:52,Jorgencr/Alternative-and-Responsible-Investments,inactive,,
Python for Finance,https://github.com/yhilpisch/py4fi/tree/master/jupyter36,Various financial notebooks.,Factor and Risk Analysis,4/9/21 8:12,1298.0,794.0,1.0,12/15/14 11:23,7/10/18 6:38,yhilpisch/py4fi,inactive,,
Factor Analysis,https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb,Factor analysis for mutual funds.,Factor and Risk Analysis,12/21/20 14:26,3.0,4.0,1.0,3/13/18 7:39,3/13/18 7:42,garvit-kudesia91/factor_analysis,inactive,,
Performance Analysis,https://github.com/quantopian/alphalens,Performance analysis of predictive (alpha) stock factors.,Factor and Risk Analysis,4/10/21 12:58,1847.0,700.0,17.0,6/3/16 21:49,4/27/20 18:40,quantopian/alphalens,active,,
Risk Basic,https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb,Active portfolio risk management .,Factor and Risk Analysis,3/1/21 13:53,31.0,18.0,1.0,5/10/16 11:03,5/17/16 3:44,RJT1990/Active-Portfolio-Management-Notes,inactive,,
VaR,https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb,Value-at-risk calculations.,Factor and Risk Analysis,3/31/21 2:06,10.0,9.0,1.0,11/15/16 19:24,1/14/17 21:19,willb/var-notebook,inactive,,
Factor Analysis,https://github.com/alpha-miner/alpha-mind/tree/master/notebooks,Factor strategy notebooks.,Factor and Risk Analysis,4/8/21 19:02,172.0,60.0,3.0,5/1/17 7:36,4/7/21 15:25,alpha-miner/alpha-mind,active,,
Convex Optimisation,https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb,Convex Optimization for Finance.,Factor and Risk Analysis,4/8/21 19:02,18.0,10.0,1.0,6/26/18 20:36,10/22/19 21:56,ssanderson/convex-optimization-for-finance,active,,
Quant Finance,https://github.com/mrefermat/quant_finance,General quant repository.,Factor and Risk Analysis,3/30/21 0:09,31.0,15.0,1.0,8/11/18 22:59,11/12/19 4:49,mrefermat/quant_finance,active,,
Stock-Prediction,https://github.com/Ronak-59/Stock-Prediction,NEW,Factor and Risk Analysis,3/26/21 8:37,129.0,64.0,2.0,3/18/18 4:54,2/28/20 11:43,Ronak-59/Stock-Prediction,active,,37:06.3
Binomial Tree,https://github.com/hy-lei/math-finance-exercise,Utility functions in fixed income securities.,Fixed Income,10/6/20 20:55,1.0,2.0,1.0,2/2/19 8:44,5/3/19 17:16,hy-lei/math-finance-toolbox,active,,
Vasicek,https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb,Bootstrapping and interpolation.,Fixed Income,12/10/20 21:20,3.0,3.0,1.0,7/18/18 19:26,7/18/18 19:34,RobinsonGarcia/fixed-income,inactive,,
Corporate Bonds,https://github.com/ishank011/gs-quantify-bond-prediction,Predicting the buying and selling volume of the corporate bonds.,Fixed Income,1/3/21 21:46,7.0,5.0,1.0,9/27/17 19:57,9/27/17 20:00,ishank011/gs-quantify-bond-prediction,inactive,,
Vasicek,https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb,Bootstrapping and interpolation.,Fixed Income,12/10/20 21:20,3.0,3.0,1.0,7/18/18 19:26,7/18/18 19:34,RobinsonGarcia/fixed-income,inactive,,
AlphaPy,https://github.com/ScottfreeLLC/AlphaPy,NEW,Other Models,4/4/21 20:02,576.0,130.0,3.0,2/14/16 0:47,2/8/21 21:35,ScottfreeLLC/AlphaPy,active,,39:24.6
Awesome-Quant-Machine-Learning-Trading,https://github.com/grananqvist/Awesome-Quant-Machine-Learning-Trading,NEW,Other Models,4/10/21 13:38,1005.0,319.0,3.0,11/5/18 21:09,10/8/20 16:48,grananqvist/Awesome-Quant-Machine-Learning-Trading,active,,39:24.6
MathAndScienceNotes,https://github.com/melling/MathAndScienceNotes,Collections of news/articles on various topics including quant trading and machine learning. Some articles are from [ycombinator message board](https://news.ycombinator.com/news) and [rediit algotrading forum](https://www.reddit.com/r/algotrading/),Other Models,4/12/21 0:49,460.0,54.0,1.0,3/11/16 19:13,12/21/20 3:54,melling/MathAndScienceNotes,active,,39:24.6
botflow,https://github.com/kkyon/botflow,NEW,Other Models,3/31/21 10:56,1165.0,102.0,8.0,8/20/18 3:13,5/23/19 14:40,kkyon/botflow,active,,39:24.6
surpriver,https://github.com/tradytics/surpriver,NEW,Other Models,4/12/21 12:27,1189.0,221.0,6.0,8/30/20 7:56,9/21/20 4:32,tradytics/surpriver,active,,39:24.6
Pattern-Recognition-for-Forex-Trading,https://github.com/PythonProgramming/Pattern-Recognition-for-Forex-Trading,NEW,Other Models,4/5/21 3:23,173.0,91.0,1.0,3/26/15 2:22,3/26/15 2:33,PythonProgramming/Pattern-Recognition-for-Forex-Trading,inactive,,39:24.6
@@ -158,11 +189,8 @@ Microservices-Based-Algorithmic-Trading-System,https://github.com/saeed349/Micro
Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,NEW,Other Models,4/11/21 6:02,172.0,94.0,5.0,12/6/18 11:35,1/18/21 6:40,PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,active,,39:24.6
Stock.Indicators,https://github.com/DaveSkender/Stock.Indicators,NEW,Other Models,4/12/21 10:47,175.0,64.0,9.0,12/29/19 5:18,4/11/21 19:17,DaveSkender/Stock.Indicators,active,,39:24.6
finance_ml,https://github.com/jjakimoto/finance_ml,NEW,Other Models,4/8/21 15:28,282.0,117.0,1.0,6/29/18 21:21,2/18/19 12:34,jjakimoto/finance_ml,inactive,,39:24.6
Machine-Learning-For-Finance,https://github.com/anthonyng2/Machine-Learning-For-Finance,NEW,Other Models,4/1/21 20:11,205.0,119.0,1.0,7/11/17 9:09,2/21/18 5:36,anthonyng2/Machine-Learning-For-Finance,inactive,,39:24.6
mlfinlab,https://github.com/hudson-and-thames/mlfinlab,NEW,Other Models,4/12/21 10:51,2295.0,709.0,3.0,2/13/19 16:57,4/12/21 10:50,hudson-and-thames/mlfinlab,active,,39:24.6
Machine-Learning-for-Finance,https://github.com/PacktPublishing/Machine-Learning-for-Finance,NEW,Other Models,4/8/21 16:54,180.0,122.0,4.0,3/15/18 6:28,1/14/21 15:58,PacktPublishing/Machine-Learning-for-Finance,active,,39:24.6
MathAndScienceNotes,https://github.com/melling/MathAndScienceNotes,Collections of news/articles on various topics including quant trading and machine learning. Some articles are from [ycombinator message board](https://news.ycombinator.com/news) and [rediit algotrading forum](https://www.reddit.com/r/algotrading/),Other Models,4/12/21 0:49,460.0,54.0,1.0,3/11/16 19:13,12/21/20 3:54,melling/MathAndScienceNotes,active,,39:24.6
CryptoBot,https://github.com/AdeelMufti/CryptoBot,Hard fork of [bitpredit](https://github.com/cbyn/bitpredict) and form the trading strategy as a classification problem with -1 (sell) 0 (hold) 1 (buy). Models used are XGBClassifier/RandomForest/GradientBoosting. Not mentained,Other Models,3/25/21 9:17,234.0,94.0,1.0,1/17/17 12:44,1/17/17 12:48,AdeelMufti/CryptoBot,inactive,2.0,39:24.6
Machine-Learning-for-Finance,https://github.com/PacktPublishing/Machine-Learning-for-Finance,NEW,Other Models,4/8/21 16:54,180.0,122.0,4.0,3/15/18 6:28,1/14/21 15:58,PacktPublishing/Machine-Learning-for-Finance,active,,39:24.6
Hands-On-Machine-Learning-for-Algorithmic-Trading,https://github.com/PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading,repo for book [hands-on-machine learning for algorithmic trading](https://www.packtpub.com/product/hands-on-machine-learning-for-algorithmic-trading/9781789346411) covering topic from data/unsupervised learning/NPL/RNN & CNN/reinforcement learning etc. Leverage zipline/alphalens/sklearn/openai-gym etc as well. Good references to have,Other Models,4/12/21 15:41,600.0,386.0,2.0,5/7/19 11:04,1/19/21 7:51,PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading,active,5.0,39:24.6
Trend Following,http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html,A futures trend following portfolio investment strategy.,Other Models,,,,,,,,,,
Short-Term Movement Cues,https://github.com/anfederico/Clairvoyant,Identify social/historical cues for short term stock movement.,Other Models,4/12/21 13:11,2166.0,678.0,1.0,9/12/16 18:38,8/29/18 20:27,anfederico/clairvoyant,inactive,,
@@ -171,21 +199,24 @@ fin-ml,https://github.com/tatsath/fin-ml,NEW,Other Models,4/11/21 3:29,116.0,66.
Fundamental LT Forecasts,https://github.com/Hvass-Labs/FinanceOps,Research in investment finance for long term forecasts.,Other Models,4/5/21 23:36,383.0,127.0,1.0,7/22/18 8:14,2/17/21 14:39,Hvass-Labs/FinanceOps,active,,
Speculator,https://github.com/amicks/Speculator,NEW,Other Models,3/15/21 16:27,101.0,31.0,2.0,9/3/17 17:43,9/12/18 18:58,amicks/Speculator,inactive,,39:24.6
Machine-Learning-and-AI-in-Trading,https://github.com/PyPatel/Machine-Learning-and-AI-in-Trading,NEW,Other Models,4/8/21 11:31,261.0,101.0,1.0,8/30/17 6:14,10/29/19 8:14,PyPatel/Machine-Learning-and-AI-in-Trading,active,,39:24.6
Machine-Learning-For-Finance,https://github.com/anthonyng2/Machine-Learning-For-Finance,NEW,Other Models,4/1/21 20:11,205.0,119.0,1.0,7/11/17 9:09,2/21/18 5:36,anthonyng2/Machine-Learning-For-Finance,inactive,,39:24.6
Mixture Models I,https://github.com/BlackArbsCEO/Mixture_Models,Mixture models to predict market bottoms.,Other Models,3/2/21 19:44,31.0,31.0,1.0,3/20/17 18:54,4/25/17 23:35,BlackArbsCEO/Mixture_Models,inactive,,
stock-trading-ml,https://github.com/yacoubb/stock-trading-ml,NEW,Other Models,4/11/21 14:46,340.0,186.0,1.0,10/10/19 9:44,10/12/19 11:38,yacoubb/stock-trading-ml,active,,39:24.6
Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,NEW,Other Models,4/8/21 20:01,279.0,126.0,4.0,11/15/19 8:51,1/21/21 7:56,PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,active,,39:24.6
mosquito,https://github.com/miro-ka/mosquito,NEW,Other Models,4/12/21 9:44,220.0,44.0,2.0,6/18/17 19:57,3/14/21 22:22,miro-ka/mosquito,active,,39:24.6
Scikit-learn Stock Prediction,https://github.com/robertmartin8/MachineLearningStocks,Using python and scikit-learn to make stock predictions.,Other Models,4/11/21 10:00,931.0,347.0,2.0,2/12/17 4:50,2/4/21 3:48,robertmartin8/MachineLearningStocks,active,,
ML_Finance_Codes,https://github.com/mfrdixon/ML_Finance_Codes,NEW,Other Models,4/11/21 8:30,250.0,104.0,3.0,9/27/19 16:13,6/13/20 21:20,mfrdixon/ML_Finance_Codes,active,,39:24.6
stock-trading-ml,https://github.com/yacoubb/stock-trading-ml,NEW,Other Models,4/11/21 14:46,340.0,186.0,1.0,10/10/19 9:44,10/12/19 11:38,yacoubb/stock-trading-ml,active,,39:24.6
mlfinlab,https://github.com/hudson-and-thames/mlfinlab,NEW,Other Models,4/12/21 10:51,2295.0,709.0,3.0,2/13/19 16:57,4/12/21 10:50,hudson-and-thames/mlfinlab,active,,39:24.6
Machine Learning in Asset Management,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952,,Personal Papers,,,,,,,,,,
Financial Event Prediction using Machine Learning,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555,,Personal Papers,,,,,,,,,,
Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization,https://jfds.pm-research.com/content/2/2/17,,Personal Papers,,,,,,,,,,
Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies,https://jfds.pm-research.com/content/2/1/10,,Personal Papers,,,,,,,,,,
Policy Gradient Portfolio,https://github.com/ZhengyaoJiang/PGPortfolio,A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.,Portfolio Selection and Optimisation,4/9/21 10:41,1281.0,629.0,6.0,11/12/17 16:08,5/9/19 9:50,ZhengyaoJiang/PGPortfolio,active,,
riskparity.py,https://github.com/dppalomar/riskparity.py,NEW,Portfolio Selection and Optimisation,4/11/21 9:40,124.0,31.0,2.0,7/13/19 21:30,1/30/21 1:53,dppalomar/riskparity.py,active,,37:19.5
OLMAR Algorithm,https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb,Relative importance of each component of the OLMAR algorithm.,Portfolio Selection and Optimisation,4/8/21 19:07,7.0,4.0,1.0,7/26/16 16:20,12/30/16 11:40,charlessutton/OLMAR,inactive,,
Online Portfolio Selection,https://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb,****Comparing OLPS algorithms on a diversified set of ETFs.,Portfolio Selection and Optimisation,,,,,,,,,,
Riskfolio-Lib,https://github.com/dcajasn/Riskfolio-Lib,NEW,Portfolio Selection and Optimisation,4/12/21 12:25,371.0,62.0,1.0,3/2/20 19:49,4/1/21 3:50,dcajasn/Riskfolio-Lib,active,,37:19.5
Efficient Frontier,https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb,Modern Portfolio Theory.,Portfolio Selection and Optimisation,3/30/21 0:01,104.0,57.0,1.0,2/17/18 8:19,2/27/18 13:16,tthustla/efficient_frontier,inactive,,
Policy Gradient Portfolio,https://github.com/ZhengyaoJiang/PGPortfolio,A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.,Portfolio Selection and Optimisation,4/9/21 10:41,1281.0,629.0,6.0,11/12/17 16:08,5/9/19 9:50,ZhengyaoJiang/PGPortfolio,active,,
Deep Portfolio Theory,https://github.com/tcloaa/Deep-Portfolio-Theory,Autoencoder framework for portfolio selection.,Portfolio Selection and Optimisation,4/6/21 11:47,105.0,57.0,1.0,2/10/17 9:03,3/8/18 16:47,tcloaa/Deep-Portfolio-Theory,inactive,,
PyPortfolioOpt,https://github.com/robertmartin8/PyPortfolioOpt,"Financial portfolio optimisation, including classical efficient frontier and advanced methods.",Portfolio Selection and Optimisation,4/12/21 11:54,1895.0,479.0,16.0,5/29/18 13:30,2/25/21 13:01,robertmartin8/PyPortfolioOpt,active,,
node-finance,https://github.com/albertosantini/node-finance,NEW,Portfolio Selection and Optimisation,4/5/21 8:01,101.0,26.0,3.0,9/17/11 17:49,4/5/21 8:01,albertosantini/node-finance,active,,37:19.5
@@ -194,13 +225,12 @@ DeepDow,https://github.com/jankrepl/deepdow,Portfolio optimization with deep lea
Distribution Characteristic Optimisation,https://github.com/VivekPa/OptimalPortfolio,Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account.,Portfolio Selection and Optimisation,4/12/21 13:10,232.0,82.0,3.0,11/16/18 12:20,7/4/19 1:41,VivekPa/OptimalPortfolio,active,,
401K Portfolio Optimisation,https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb,Portfolio analyses and optimisation for 401K.,Portfolio Selection and Optimisation,12/25/20 9:39,14.0,5.0,1.0,8/1/18 19:48,9/5/19 11:18,otosman/Python-for-Finance,active,,
Modern Portfolio Theory,https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb,Universal portfolios; modern portfolio theory.,Portfolio Selection and Optimisation,,,,,,,,,,
riskparity.py,https://github.com/dppalomar/riskparity.py,NEW,Portfolio Selection and Optimisation,4/11/21 9:40,124.0,31.0,2.0,7/13/19 21:30,1/30/21 1:53,dppalomar/riskparity.py,active,,37:19.5
Financial Sentiment Analysis,https://github.com/EricHe98/Financial-Statements-Text-Analysis,"Sentiment, distance and proportion analysis for trading signals.",Textual,3/31/21 23:48,48.0,27.0,1.0,6/23/17 0:05,1/26/19 3:35,EricHe98/Financial-Statements-Text-Analysis,inactive,,
Fund classification,https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb,Fund classification using text mining and NLP.,Textual,3/31/21 2:12,4.0,2.0,1.0,4/16/18 22:18,6/7/18 22:01,frechfrechfrech/Mutual-Fund-Market-Clusters,inactive,,
Earning call transcripts,https://github.com/lin882/WebAnalyticsProject,Correlation between mutual fund investment decision and earning call transcripts.,Textual,12/17/20 8:24,3.0,3.0,1.0,12/30/17 8:56,1/11/18 2:11,lin882/WebAnalyticsProject,inactive,,
Accounting Anomalies,https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb,Using deep-learning frameworks to identify accounting anomalies.,Textual,4/12/21 7:47,110.0,51.0,2.0,5/24/17 12:36,8/7/19 21:47,GitiHubi/deepAI,active,,
Buzzwords,https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds,Return performance and mutual fund selection.,Textual,10/6/20 18:54,1.0,4.0,1.0,2/4/18 21:51,2/4/18 21:57,swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds,inactive,,
NLP,https://github.com/toamitesh/NLPinFinance,This project assembles a lot of NLP operations needed for finance domain.,Textual,,,,,,,toamitesh/NLPinFinance,,,
Financial Sentiment Analysis,https://github.com/EricHe98/Financial-Statements-Text-Analysis,"Sentiment, distance and proportion analysis for trading signals.",Textual,3/31/21 23:48,48.0,27.0,1.0,6/23/17 0:05,1/26/19 3:35,EricHe98/Financial-Statements-Text-Analysis,inactive,,
NLP Event,https://github.com/yuriak/DLQuant,Applying Deep Learning and NLP in Quantitative Trading.,Textual,4/1/21 2:16,70.0,31.0,1.0,7/2/18 23:50,1/31/19 14:08,yuriak/DLQuant,inactive,,
Financial Statement Sentiment,https://github.com/MAydogdu/TextualAnalysis,Extracting sentiment from financial statements using neural networks.,Textual,3/31/21 2:10,8.0,7.0,1.0,6/4/18 20:54,6/4/18 20:56,MAydogdu/TextualAnalysis,inactive,,
Extensive NLP,https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb,Comprehensive NLP techniques for accounting research.,Textual,3/21/21 7:39,73.0,42.0,1.0,10/25/17 7:10,6/5/20 3:28,TiesdeKok/Python_NLP_Tutorial,active,,
@@ -208,5 +238,5 @@ Pairs Trading,https://github.com/marketneutral/pairs-trading-with-ML/blob/master
PCA Pairs Trading,https://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_Trading,"PCA, Factor Returns, and trading strategies.",Unsupervised,,,,,,,joelQF/quant-finance,,,
Industry Clustering,https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,Clustering of industries.,Unsupervised,10/6/20 18:51,4.0,5.0,1.0,7/21/17 2:12,7/23/17 2:53,SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,inactive,,
Fund Clusters,https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb,Data exploration of fund clusters.,Unsupervised,3/31/21 2:12,4.0,2.0,1.0,4/16/18 22:18,6/7/18 22:01,frechfrechfrech/Mutual-Fund-Market-Clusters,inactive,,
VRA Stock Embedding,https://github.com/ml-hongkong/stock2vec,Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history.,Unsupervised,10/20/20 11:05,32.0,12.0,1.0,6/21/17 4:47,6/21/17 4:51,ml-hongkong/stock2vec,inactive,,
Industry Clustering,https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,Project to cluster industries according to financial attributes.,Unsupervised,10/6/20 18:51,4.0,5.0,1.0,7/21/17 2:12,7/23/17 2:53,SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,inactive,,
VRA Stock Embedding,https://github.com/ml-hongkong/stock2vec,Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history.,Unsupervised,10/20/20 11:05,32.0,12.0,1.0,6/21/17 4:47,6/21/17 4:51,ml-hongkong/stock2vec,inactive,,
1 name url comment category last_update star_count fork_count contributors_count created_at last_commit repo_path repo_status rating finml_added_date
7 Blockchain https://github.com/nud3l/dInvest Repository for distributed autonomous investment banking. Alternative Finance 2/6/21 7:38 12.0 7.0 2.0 9/5/16 19:12 4/24/17 10:48 nud3l/dInvest inactive
8 Venture Capital https://github.com/julian-chan/etothex Insight into a new founder to make data-driven investment decisions. Alternative Finance 10/6/20 20:56 3.0 2.0 1.0 12/4/17 8:59 12/13/17 5:35 julian-chan/etothex inactive
9 Kiva Crowdfunding https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb Exploratory data analysis. Alternative Finance 2/19/21 13:40 5.0 1.0 1.0 2/27/18 16:46 2/13/19 0:15 CJL89/Kiva-Crowdfunding inactive
Cornell University https://www.cornell.edu/ Colleges Centers and Departments
Stanford Advanced Financial Technologies https://fintech.stanford.edu/ Stanford Advanced Financial Technologies Laboratory Colleges Centers and Departments
NYU FRE https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering Finance and Risk Engineering (NYU Tandon) Colleges Centers and Departments
Oxford Man https://www.oxford-man.ox.ac.uk/ Oxford-Man Institute of Quantitative Finance Colleges Centers and Departments
NYU Courant https://cims.nyu.edu/ Courant Institute of Mathematical Sciences, New York University Colleges Centers and Departments
10 Berkeley Lab CIFT https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/ Colleges Centers and Departments
11 Machine Learning for Trading NYU Courant https://github.com/stefan-jansen/machine-learning-for-trading https://cims.nyu.edu/ Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading. Courant Institute of Mathematical Sciences, New York University Courses Colleges Centers and Departments 4/12/21 16:18 3842.0 1225.0 8.0 5/9/18 12:33 4/10/21 22:21 stefan-jansen/machine-learning-for-trading active
12 Basic Derivatives Oxford Man https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives https://www.oxford-man.ox.ac.uk/ Basic forward contracts and hedging. Oxford-Man Institute of Quantitative Finance Courses Colleges Centers and Departments 3/31/21 2:08 4.0 4.0 1.0 8/24/17 0:11 10/13/17 1:32 SeanMcOwen/FinanceAndPython.com-Derivatives inactive
13 Python for Finance Stanford Advanced Financial Technologies https://github.com/siaen/python_finance_course https://fintech.stanford.edu/ CEU python for finance course material. Stanford Advanced Financial Technologies Laboratory Courses Colleges Centers and Departments 3/31/21 2:08 16.0 15.0 4.0 12/12/17 11:54 2/25/20 20:31 siaen/python_finance_course active
14 Algo Trading Cornell University https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading https://www.cornell.edu/ Intro to algo trading. Courses Colleges Centers and Departments 3/12/21 11:02 64.0 25.0 1.0 10/29/17 20:34 1/22/19 6:56 JCreeks/Machine-Learning-in-Finance inactive
15 Mathematical Finance NYU FRE https://github.com/yadongli/nyumath2048 https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering NYU Math-GA 2048: Scientific Computing in Finance. Finance and Risk Engineering (NYU Tandon) Courses Colleges Centers and Departments 1/14/21 18:01 69.0 63.0 6.0 1/25/15 21:10 3/25/20 4:24 yadongli/nyumath2048 active
Basic Investments https://github.com/SeanMcOwen/FinanceAndPython.com-Investments Basic investment tools in python. Courses 3/23/21 6:32 9.0 5.0 1.0 8/2/17 21:52 8/17/17 3:24 SeanMcOwen/FinanceAndPython.com-Investments inactive
16 ML Specialisation https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization Machine Learning in Finance. Courses 4/5/21 13:37 34.0 32.0 1.0 1/24/19 2:55 1/3/20 21:54 Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization active
Basic Finance https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance Source code notebooks basic finance applications. Courses 3/31/21 2:09 10.0 8.0 1.0 5/6/17 2:39 6/21/17 4:04 SeanMcOwen/FinanceAndPython.com-BasicFinance inactive
Risk Management https://github.com/andrey-lukyanov/Risk-Management Finance risk engagement course resources. Courses 11/12/20 0:49 6.0 5.0 3.0 10/3/18 16:26 12/13/18 8:04 andrey-lukyanov/Risk-Management inactive
17 Handson Python for Finance https://github.com/PacktPublishing/Hands-on-Python-for-Finance Hands-on Python for Finance published by Packt. Courses 4/12/21 0:49 121.0 110.0 3.0 8/20/18 14:10 1/15/21 8:57 PacktPublishing/Hands-on-Python-for-Finance active
18 Financial Corporate Risk Management http://raw.rutgers.edu/Corporate%20Financial%20Data.html https://github.com/andrey-lukyanov/Risk-Management Finance risk engagement course resources. Data Courses 11/12/20 0:49 6.0 5.0 3.0 10/3/18 16:26 12/13/18 8:04 andrey-lukyanov/Risk-Management inactive
19 https://github.com/timestocome/StockMarketData Basic Finance https://github.com/timestocome/StockMarketData https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance Source code notebooks basic finance applications. Data Courses 3/26/21 22:35 3/31/21 2:09 7.0 10.0 5.0 8.0 1.0 5/10/17 21:49 5/6/17 2:39 8/6/17 19:23 6/21/17 4:04 timestocome/StockMarketData SeanMcOwen/FinanceAndPython.com-BasicFinance inactive
20 http://finance.yahoo.com/ Basic Investments http://finance.yahoo.com/ https://github.com/SeanMcOwen/FinanceAndPython.com-Investments Basic investment tools in python. Data Courses 3/23/21 6:32 9.0 5.0 1.0 8/2/17 21:52 8/17/17 3:24 SeanMcOwen/FinanceAndPython.com-Investments inactive
21 Rating Industries Machine Learning for Trading http://www.ratingshistory.info/ https://github.com/stefan-jansen/machine-learning-for-trading Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading. Data Courses 4/12/21 16:18 3842.0 1225.0 8.0 5/9/18 12:33 4/10/21 22:21 stefan-jansen/machine-learning-for-trading active
22 https://fred.stlouisfed.org/ Algo Trading https://fred.stlouisfed.org/ https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading Intro to algo trading. Data Courses 3/12/21 11:02 64.0 25.0 1.0 10/29/17 20:34 1/22/19 6:56 JCreeks/Machine-Learning-in-Finance inactive
23 Non-financial Corporate Python for Finance http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html https://github.com/siaen/python_finance_course CEU python for finance course material. Data Courses 3/31/21 2:08 16.0 15.0 4.0 12/12/17 11:54 2/25/20 20:31 siaen/python_finance_course active
24 https://stooq.com Basic Derivatives https://stooq.com https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives Basic forward contracts and hedging. Data Courses 3/31/21 2:08 4.0 4.0 1.0 8/24/17 0:11 10/13/17 1:32 SeanMcOwen/FinanceAndPython.com-Derivatives inactive
25 SEC Parsing Mathematical Finance https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb https://github.com/yadongli/nyumath2048 NYU Math-GA 2048: Scientific Computing in Finance. Data Courses 2/27/21 6:34 1/14/21 18:01 9.0 69.0 6.0 63.0 1.0 6.0 6/16/18 14:30 1/25/15 21:10 6/16/18 17:23 3/25/20 4:24 healthgradient/sec-doc-info-extraction yadongli/nyumath2048 inactive active
26 Web Scraping (FirmAI) https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data Data 4/10/21 17:19 577.0 184.0 2.0 2/19/19 19:02 7/22/20 16:48 firmai/business-machine-learning active
EDGAR https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb Data 1/23/21 19:22 11.0 10.0 1.0 6/11/18 22:51 7/10/18 18:03 TiesdeKok/UW_Python_Camp inactive
Employee Count SEC Filings https://github.com/healthgradient/sec_employee_information_extraction Data 2/27/21 3:33 10.0 2.0 1.0 6/26/18 23:33 8/14/18 1:31 healthgradient/sec_employee_information_extraction inactive
IRS http://social-metrics.org/sox/ Data
Capital Markets Data https://www.capitalmarketsdata.com/ Data
27 Open Edgar https://github.com/LexPredict/openedgar Data 4/9/21 12:15 169.0 61.0 6.0 5/7/18 15:32 5/15/19 8:32 LexPredict/openedgar active
28 Twitter-Trends Capital Markets Data https://github.com/Medha11/Twitter-Trends https://www.capitalmarketsdata.com/ NEW Data Processing Techniques and Transformations Data 2021-02-07 09:16:53 66.0 21.0 1.0 2017-05-22 17:07:45 2017-05-23 08:06:27 Medha11/Twitter-Trends inactive 2021-04-13 16:12:49.160843
29 cointrader IRS https://github.com/timolson/cointrader http://social-metrics.org/sox/ NEW Data Processing Techniques and Transformations Data 2021-04-10 17:16:37 339.0 140.0 9.0 2014-06-01 01:14:12 2020-10-22 00:24:50 timolson/cointrader active 2021-04-13 16:12:49.160843
30 Google-Finance-Stock-Data-Analysis EDGAR https://github.com/hpnhxxwn/Google-Finance-Stock-Data-Analysis https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb NEW Data Processing Techniques and Transformations Data 2020-12-20 08:39:26 1/23/21 19:22 70.0 11.0 10.0 1.0 2017-07-23 02:59:59 6/11/18 22:51 2017-07-23 03:10:35 7/10/18 18:03 hpnhxxwn/Google-Finance-Stock-Data-Analysis TiesdeKok/UW_Python_Camp inactive 2021-04-13 16:12:49.160843
31 finserv-application-blueprint SEC Parsing https://github.com/mapr-demos/finserv-application-blueprint https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb NEW Data Processing Techniques and Transformations Data 2021-01-21 00:29:14 2/27/21 6:34 72.0 9.0 53.0 6.0 5.0 1.0 2016-09-26 19:42:54 6/16/18 14:30 2021-01-20 23:07:40 6/16/18 17:23 mapr-demos/finserv-application-blueprint healthgradient/sec-doc-info-extraction active inactive 2021-04-13 16:12:49.160843
32 Advanced ML Employee Count SEC Filings https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises https://github.com/healthgradient/sec_employee_information_extraction Exercises too Financial Machine Learning (De Prado). Data Processing Techniques and Transformations Data 4/12/21 2:20 2/27/21 3:33 973.0 10.0 435.0 2.0 4.0 1.0 4/25/18 17:22 6/26/18 23:33 1/16/20 17:25 8/14/18 1:31 BlackArbsCEO/Adv_Fin_ML_Exercises healthgradient/sec_employee_information_extraction active inactive
33 Advanced ML II Non-financial Corporate https://github.com/hudson-and-thames/research http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html More implementations of Financial Machine Learning (De Prado). Data Processing Techniques and Transformations Data hudson-and-thames/research
34 https://fred.stlouisfed.org/ https://fred.stlouisfed.org/ Data
35 Rating Industries http://www.ratingshistory.info/ Data
36 https://stooq.com https://stooq.com Data
37 http://finance.yahoo.com/ http://finance.yahoo.com/ Data
38 https://github.com/timestocome/StockMarketData https://github.com/timestocome/StockMarketData Data 3/26/21 22:35 7.0 5.0 1.0 5/10/17 21:49 8/6/17 19:23 timestocome/StockMarketData inactive
39 Financial Corporate http://raw.rutgers.edu/Corporate%20Financial%20Data.html Data
40 CryptoNets https://github.com/microsoft/CryptoNets NEW Data Processing Techniques and Transformations 2021-04-08 01:07:55 154.0 42.0 4.0 2019-06-02 05:48:39 2019-09-12 13:03:05 microsoft/CryptoNets active 2021-04-13 16:12:49.160843
41 Advanced ML https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises Exercises too Financial Machine Learning (De Prado). Data Processing Techniques and Transformations 4/12/21 2:20 973.0 435.0 4.0 4/25/18 17:22 1/16/20 17:25 BlackArbsCEO/Adv_Fin_ML_Exercises active
42 finserv-application-blueprint https://github.com/mapr-demos/finserv-application-blueprint NEW Data Processing Techniques and Transformations 2021-01-21 00:29:14 72.0 53.0 5.0 2016-09-26 19:42:54 2021-01-20 23:07:40 mapr-demos/finserv-application-blueprint active 2021-04-13 16:12:49.160843
43 Advanced ML II https://github.com/hudson-and-thames/research More implementations of Financial Machine Learning (De Prado). Data Processing Techniques and Transformations hudson-and-thames/research
44 cointrader https://github.com/timolson/cointrader NEW Data Processing Techniques and Transformations 2021-04-10 17:16:37 339.0 140.0 9.0 2014-06-01 01:14:12 2020-10-22 00:24:50 timolson/cointrader active 2021-04-13 16:12:49.160843
45 Twitter-Trends https://github.com/Medha11/Twitter-Trends NEW Data Processing Techniques and Transformations 2021-02-07 09:16:53 66.0 21.0 1.0 2017-05-22 17:07:45 2017-05-23 08:06:27 Medha11/Twitter-Trends inactive 2021-04-13 16:12:49.160843
46 Google-Finance-Stock-Data-Analysis https://github.com/hpnhxxwn/Google-Finance-Stock-Data-Analysis NEW Data Processing Techniques and Transformations 2020-12-20 08:39:26 70.0 10.0 1.0 2017-07-23 02:59:59 2017-07-23 03:10:35 hpnhxxwn/Google-Finance-Stock-Data-Analysis inactive 2021-04-13 16:12:49.160843
47 Deep Learning II https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks Tensorflow Regression. Deep Learning And Reinforcement Learning 4/10/21 6:06 175.0 67.0 1.0 7/12/16 12:56 2/16/18 2:43 LiamConnell/deep-algotrading inactive 3.0
48 Deep-Reinforcement-Learning-in-Trading https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading Deep reinforcement learning for trading leveraging [openai gym](https://gym.openai.com/) framework. Keras implementation of DQN DDQN (double deep Q network) and DDDQN (dueling double dqn) trained/tested on s&p 500 daily data from 2013 to 2018. approach is described in an article [here](https://www.linkedin.com/pulse/deep-reinforcement-learning-trading-saeed-rahman) Deep Learning And Reinforcement Learning 4/10/21 13:17 138.0 66.0 1.0 5/11/18 0:52 10/26/19 14:22 saeed349/Deep-Reinforcement-Learning-in-Trading active 3.0 3/31/21 8:00
49 trading-rl https://github.com/Kostis-S-Z/trading-rl Deep reinforcement learning for financial trading using [gym](https://gym.openai.com/) and [keras-rl](https://github.com/keras-rl/keras-rl) on FX dataset (EURUSD) not actively maintained Deep Learning And Reinforcement Learning 4/10/21 4:59 180.0 38.0 2.0 4/22/19 10:03 9/28/20 9:07 Kostis-S-Z/trading-rl active 3.0 3/31/21 8:00
50 Deep Learning III https://github.com/Rachnog/Deep-Trading Algorithmic trading with deep learning experiments. Deep Learning And Reinforcement Learning 4/9/21 10:39 1266.0 675.0 1.0 6/18/16 18:23 8/7/18 15:24 Rachnog/Deep-Trading inactive 5.0
51 Stock-Prediction-Models https://github.com/huseinzol05/Stock-Prediction-Models very good curated list of notebooks showing deep learning + reinforcement learning models. Also contain topics on outlier detections/overbought oversold study/monte carlo simulartions/sentiment analysis from text (text storage/parsing is not detailed but it mentioned using [BERT](https://github.com/google-research/bert)) Deep Learning And Reinforcement Learning 4/12/21 13:54 3655.0 1542.0 2.0 12/18/17 10:49 1/5/21 10:31 huseinzol05/Stock-Prediction-Models active 5.0 3/31/21 8:00
52 ARIMA-LTSM Hybrid https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid Hybrid model to predict future price correlation coefficients of two assets. Deep Learning And Reinforcement Learning 4/11/21 4:12 222.0 86.0 1.0 8/5/18 2:13 10/1/18 11:25 imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict inactive 3.0
53 RLTrader https://github.com/notadamking/RLTrader predecessor to [tensortrade](https://github.com/tensortrade-org/tensortrade) uses open api [gym](https://gym.openai.com/) and neat way to render matplotlib plots in real time. Also explains LSTM/data stationarity/Bayesian optimization using [Optuna](https://github.com/optuna/optuna) etc. Deep Learning And Reinforcement Learning 4/12/21 2:50 1312.0 451.0 15.0 4/27/19 18:35 10/17/19 16:25 notadamking/RLTrader active 5.0 3/31/21 8:00
54 Neural Network https://github.com/VivekPa/IntroNeuralNetworks Neural networks to predict stock prices. Deep Learning And Reinforcement Learning 4/3/21 11:59 489.0 176.0 2.0 9/10/18 6:34 11/21/18 7:39 VivekPa/IntroNeuralNetworks inactive 4.0
55 LTSM Recurrent https://github.com/VivekPa/AIAlpha OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network. Deep Learning And Reinforcement Learning 4/12/21 2:39 1207.0 370.0 2.0 10/7/18 3:58 8/3/19 9:00 VivekPa/AIAlpha active 4.0
56 trading-bot https://github.com/pskrunner14/trading-bot Implementation of deep reinforcement learning using Deep Q Network (DQN). Only supports single security at the moment. Idea is roughly based [here](https://keon.github.io/deep-q-learning/) and uses tensorflow/keras. Interesting helper python libraries used here are [tqdm](https://tqdm.github.io/) for console based progress bar and [altair](https://altair-viz.github.io/) for declarative visualization in python Deep Learning And Reinforcement Learning 4/11/21 5:10 292.0 143.0 1.0 8/13/18 10:44 1/23/20 4:41 pskrunner14/trading-bot active 3.0 3/31/21 8:00
57 DeepLearningInFinance https://github.com/sonaam1234/DeepLearningInFinance Based on a [talk](https://towardsdatascience.com/deep-learning-in-finance-9e088cb17c03) Sonam Srivastava gave and there are two studies: 1. single timeseries return prediction using ARIMA/VAR/SVR/Deep Regression/CNN/LSTM 2. indexed portfolio construction using autoencoders i.e. replicate a index using handful of stocks. Deep Learning And Reinforcement Learning 3/8/21 13:09 266.0 145.0 1.0 8/21/17 16:00 8/21/17 17:23 sonaam1234/DeepLearningInFinance inactive 3.0 3/31/21 8:00
58 FinRL-Library https://github.com/AI4Finance-LLC/FinRL-Library started by Columbia university engineering students and designed as an end to end deep reinforcement learning library for automated trading platform. Implementation of DQN DDQN DDPG etc using PyTorch and [gym](https://gym.openai.com/) use [pyfolio](https://github.com/quantopian/pyfolio) for showing backtesting stats. Big contributions on Proximal Policy Optimization (PPO) advantage actor critic (A2C) and Deep Deterministic Policy Gradient (DDPG) agents for trading Deep Learning And Reinforcement Learning 4/12/21 12:45 1857.0 447.0 22.0 7/26/20 13:18 4/11/21 22:02 AI4Finance-LLC/FinRL-Library active 5.0 3/31/21 8:00
59 Deep-Reinforcement-Stock-Trading https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading inspired by Q-trader a deep reinforcement learning repo for trading. Only 3 actions allowed (buy/hold/sell) and no transaction cost is implemented yet. Uses [empyrical](https://github.com/quantopian/empyrical) for portfolio stats Deep Learning And Reinforcement Learning 4/3/21 22:50 141.0 42.0 2.0 5/19/19 22:20 9/27/20 19:22 Albert-Z-Guo/Deep-Reinforcement-Stock-Trading active 3.0 3/31/21 8:00
60 Advanced-Deep-Trading https://github.com/Rachnog/Advanced-Deep-Trading notebooks containing experiments based on Lopez de Prado book "Advances in financial machine learning". Mostly not deep learning related but rather sklearn regression models. Interesting libraries include [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) for calculating return stats and [shap](https://github.com/slundberg/shap) for explaining models. Examlpe of shap can be which features are pushing the value up and and which features are pushing the value down. Also contain functions for calculating geometric brownian motion and jump diffusion functions. Deep Learning And Reinforcement Learning 3/30/21 7:29 319.0 158.0 2.0 2/16/19 21:18 11/29/20 20:12 Rachnog/Advanced-Deep-Trading active 3.0 3/31/21 8:00
61 Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 Part of FinRL and provided code for paper [deep reinformacement learning for automated stock trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3690996) focuses on ensemble. Deep Learning And Reinforcement Learning 4/12/21 16:24 560.0 249.0 6.0 7/26/20 13:12 1/21/21 18:11 AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 active 4.0 3/31/21 8:00
62 AutomatedStockTrading-DeepQ-Learning https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning cornerstone project repo for Udacity nanodegree program [Become a machine learning engineer](https://www.udacity.com/course/machine-learning-engineer-nanodegree--nd009t) and focus on trading using deep q learning. Good explanation on design choices in the report Deep Learning And Reinforcement Learning 3/24/21 1:11 134.0 51.0 2.0 2/23/19 12:01 2/25/20 18:16 sachink2010/AutomatedStockTrading-DeepQ-Learning active 3.0 3/31/21 8:00
63 deep-RL-trading https://github.com/golsun/deep-RL-trading trading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916) Deep Learning And Reinforcement Learning 4/10/21 7:09 235.0 108.0 1.0 2/25/18 17:41 12/1/20 22:06 golsun/deep-RL-trading active 3.0 3/31/21 8:00
64 Deep Learning https://github.com/keon/deepstock Technical experimentations to beat the stock market using deep learning. Deep Learning And Reinforcement Learning 3/24/21 14:45 427.0 154.0 2.0 12/12/16 2:15 3/4/17 8:37 keon/deepstock inactive 4.0
65 Personae https://github.com/Ceruleanacg/Personae implementation of deep reinforcement learning and supervised learnings covering areas: deep deterministic policy gradient (DDPG) and DDQN etc. Data are being pulled from [rqalpha](https://github.com/ricequant/rqalpha) which is a python backtest engine and have a nice docker image to run training/testing Deep Learning And Reinforcement Learning 4/11/21 20:20 1144.0 330.0 2.0 3/10/18 11:22 9/2/18 17:21 Ceruleanacg/Personae inactive 5.0 3/31/21 8:00
66 Pair Trading RL https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading Using deep actor-critic model to learn best strategies in pair trading. Deep Learning And Reinforcement Learning 3/27/21 2:19 241.0 113.0 1.0 5/18/17 16:47 5/18/17 16:56 shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading inactive 3.0
67 LTSM GRU https://github.com/RajatHanda/Finance-Forecasting Stock Market Forecasting using LSTM\GRU. Deep Learning And Reinforcement Learning 3/29/21 23:59 11.0 6.0 1.0 5/13/18 2:39 2/25/19 0:26 RajatHanda/Finance-Forecasting inactive 3.0
68 AI Trading https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md AI to predict stock market movements. Deep Learning And Reinforcement Learning 4/12/21 15:42 2876.0 1384.0 1.0 1/9/19 8:02 2/11/19 16:32 borisbanushev/stockpredictionai inactive 5.0
69 crypto-rl https://github.com/sadighian/crypto-rl Retrieve limit order book level data from coinbase pro and bitfinex -> record in [arctic](https://github.com/man-group/arctic) timeseries database then implemented trend following strategies (market orders) and market making (limit orders). Uses reinforcement learning (DQN) [keras-rl](https://github.com/keras-rl/keras-rl) to create agents and uses [openai gym](https://gym.openai.com/) to implement POMDP (partially observable markov decision process) Deep Learning And Reinforcement Learning 4/12/21 10:24 347.0 111.0 1.0 6/21/18 1:06 11/5/20 11:08 sadighian/crypto-rl active 3.0 3/31/21 8:00
70 Deep Learning IV https://github.com/achillesrasquinha/bulbea Bulbea: Deep Learning based Python Library. Deep Learning And Reinforcement Learning 4/9/21 20:38 1467.0 416.0 1.0 3/9/17 6:11 3/19/17 7:42 achillesrasquinha/bulbea inactive 5.0
71 BitcoinForecast https://github.com/PiSimo/BitcoinForecast RNN model to predict short term price movement (in this case BTC for the next 9 minutes) [deepchart](https://pisimo.github.io/DeepChart/) is used to visualize the model Deep Learning And Reinforcement Learning 4/6/21 2:06 289.0 128.0 3.0 3/10/17 10:52 6/11/18 8:07 PiSimo/BitcoinForecast inactive 3.0 3/31/21 8:00
72 Deep-Learning-Machine-Learning-Stock https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock curated list of notebooks for machine learning models. Start with very simple linear models to more advanced reinforcement learning type of models. Problem with this repo is that the library version numbers may be changing over time and there's no specific way to track and upgrade Deep Learning And Reinforcement Learning 4/12/21 2:58 275.0 99.0 1.0 9/29/18 23:38 3/18/21 3:16 LastAncientOne/Deep-Learning-Machine-Learning-Stock active 3.0 3/31/21 8:00
73 awesome-deep-trading https://github.com/cbailes/awesome-deep-trading curated list of papers/repos on topics like CNN/LSTM/GAN/Reinforcement Learning etc. Categorized as deep learning for now but there are other topics here. Manually maintained by cbailes Deep Learning And Reinforcement Learning 4/11/21 9:02 551.0 140.0 1.0 11/26/18 3:23 1/1/21 9:41 cbailes/awesome-deep-trading active 4.0 3/31/21 8:00
74 a3c_trading https://github.com/evgps/a3c_trading NEW Deep Learning And Reinforcement Learning 4/10/21 12:49 311.0 98.0 1.0 6/4/18 15:30 5/23/20 14:47 evgps/a3c_trading active 39:11.1
75 Trading-Gym https://github.com/thedimlebowski/Trading-Gym NEW Deep Learning And Reinforcement Learning 4/10/21 8:00 507.0 147.0 3.0 6/13/17 13:14 7/10/17 8:09 thedimlebowski/Trading-Gym inactive 39:11.1
DQN-DDPG_Stock_Trading https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading merged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQN Deep Learning And Reinforcement Learning 4/7/21 12:42 136.0 49.0 4.0 9/19/18 3:17 11/26/20 16:58 AI4Finance-LLC/DQN-DDPG_Stock_Trading active 3.0 3/31/21 8:00
76 pairstrade-fyp-2019 https://github.com/wywongbd/pairstrade-fyp-2019 NEW Deep Learning And Reinforcement Learning 4/4/21 23:47 110.0 41.0 2.0 9/7/18 7:51 5/13/20 5:06 wywongbd/pairstrade-fyp-2019 active 39:11.1
77 rl_trading https://github.com/ucaiado/rl_trading NEW Deep Learning And Reinforcement Learning 4/8/21 15:34 207.0 89.0 1.0 5/29/17 22:19 8/29/17 14:54 ucaiado/rl_trading inactive 39:11.1
78 Machine-Learning-and-Reinforcement-Learning-in-Finance https://github.com/joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance NEW Deep Learning And Reinforcement Learning 3/30/21 9:11 175.0 98.0 1.0 6/26/18 4:30 9/23/18 16:50 joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance inactive 39:11.1
81 RLQuant https://github.com/yuriak/RLQuant NEW Deep Learning And Reinforcement Learning 4/9/21 5:01 277.0 92.0 1.0 4/5/18 5:42 8/13/18 4:18 yuriak/RLQuant inactive 39:11.1
82 RL Trading https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab. Deep Learning And Reinforcement Learning 4.0
83 QLearning_Trading https://github.com/ucaiado/QLearning_Trading NEW Deep Learning And Reinforcement Learning 4/6/21 22:09 433.0 168.0 1.0 8/10/16 6:02 10/15/16 2:36 ucaiado/QLearning_Trading inactive 39:11.1
84 gym-trading DQN-DDPG_Stock_Trading https://github.com/hackthemarket/gym-trading https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading NEW merged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQN Deep Learning And Reinforcement Learning 4/12/21 9:06 4/7/21 12:42 581.0 136.0 195.0 49.0 2.0 4.0 12/9/16 20:46 9/19/18 3:17 12/24/17 15:34 11/26/20 16:58 hackthemarket/gym-trading AI4Finance-LLC/DQN-DDPG_Stock_Trading inactive active 3.0 39:11.1 3/31/21 8:00
85 RL II https://github.com/deependersingla/deep_trader reinforcement learning on stock market and agent tries to learn trading. Deep Learning And Reinforcement Learning 4/11/21 20:21 1340.0 489.0 3.0 6/11/16 7:27 1/22/18 14:35 deependersingla/deep_trader inactive 3.0
86 RL gym-trading https://github.com/kh-kim/stock_market_reinforcement_learning https://github.com/hackthemarket/gym-trading OpenGym with Deep Q-learning and Policy Gradient. NEW Deep Learning And Reinforcement Learning 4/11/21 12:27 4/12/21 9:06 715.0 581.0 298.0 195.0 1.0 2.0 10/4/16 14:42 12/9/16 20:46 12/23/16 7:34 12/24/17 15:34 kh-kim/stock_market_reinforcement_learning hackthemarket/gym-trading inactive 2.0 39:11.1
RL V https://github.com/gstenger98/rl-finance Building an Agent to Trade with Reinforcement Learning. Deep Learning And Reinforcement Learning 4/8/21 18:57 33.0 8.0 5.0 1/16/19 0:43 3/19/20 20:28 gstenger98/rl-finance active 2.0
RL IV https://github.com/jjakimoto/DQN Reinforcement Learning for finance. Deep Learning And Reinforcement Learning 4/5/21 11:42 142.0 55.0 1.0 10/21/16 2:47 4/7/17 8:11 jjakimoto/DQN inactive
tensortrade https://github.com/tensortrade-org/tensortrade NEW Deep Learning And Reinforcement Learning 4/12/21 16:05 3101.0 715.0 39.0 7/30/19 21:28 3/24/21 16:25 tensortrade-org/tensortrade active 39:11.1
RL III https://github.com/samre12/deep-trading-agent Github -Deep Reinforcement Learning based Trading Agent for Bitcoin. Deep Learning And Reinforcement Learning 4/3/21 20:48 576.0 203.0 1.0 9/21/17 17:05 4/13/18 16:33 samre12/deep-trading-agent inactive 3.0
87 Pair-Trading-Reinforcement-Learning https://github.com/wai-i/Pair-Trading-Reinforcement-Learning NEW Deep Learning And Reinforcement Learning 4/10/21 4:53 136.0 56.0 1.0 6/9/19 22:50 1/3/20 15:36 wai-i/Pair-Trading-Reinforcement-Learning active 39:11.1
88 RL III https://github.com/samre12/deep-trading-agent Github -Deep Reinforcement Learning based Trading Agent for Bitcoin. Deep Learning And Reinforcement Learning 4/3/21 20:48 576.0 203.0 1.0 9/21/17 17:05 4/13/18 16:33 samre12/deep-trading-agent inactive 3.0
89 TradingGym https://github.com/Yvictor/TradingGym NEW Deep Learning And Reinforcement Learning 4/11/21 20:20 841.0 237.0 2.0 5/1/17 13:53 2/14/18 13:58 Yvictor/TradingGym inactive 39:11.1
90 BitcoinForecast RL IV https://github.com/PiSimo/BitcoinForecast https://github.com/jjakimoto/DQN RNN model to predict short term price movement (in this case BTC for the next 9 minutes) [deepchart](https://pisimo.github.io/DeepChart/) is used to visualize the model Reinforcement Learning for finance. Deep Learning And Reinforcement Learning 4/6/21 2:06 4/5/21 11:42 289.0 142.0 128.0 55.0 3.0 1.0 3/10/17 10:52 10/21/16 2:47 6/11/18 8:07 4/7/17 8:11 PiSimo/BitcoinForecast jjakimoto/DQN inactive 3.0 3/31/21 8:00
91 RL V https://github.com/gstenger98/rl-finance Building an Agent to Trade with Reinforcement Learning. Deep Learning And Reinforcement Learning 4/8/21 18:57 33.0 8.0 5.0 1/16/19 0:43 3/19/20 20:28 gstenger98/rl-finance active 2.0
92 RL https://github.com/kh-kim/stock_market_reinforcement_learning OpenGym with Deep Q-learning and Policy Gradient. Deep Learning And Reinforcement Learning 4/11/21 12:27 715.0 298.0 1.0 10/4/16 14:42 12/23/16 7:34 kh-kim/stock_market_reinforcement_learning inactive 2.0
93 tensortrade https://github.com/tensortrade-org/tensortrade NEW Deep Learning And Reinforcement Learning 4/12/21 16:05 3101.0 715.0 39.0 7/30/19 21:28 3/24/21 16:25 tensortrade-org/tensortrade active 39:11.1
94 FinRL https://github.com/AI4Finance-LLC/FinRL NEW Deep Learning And Reinforcement Learning 2021-04-13 14:37:21 1865.0 451.0 22.0 2020-07-26 13:18:16 2021-04-11 22:02:16 AI4Finance-LLC/FinRL active 2021-04-13 16:13:03.716257
95 Deep-Learning-Machine-Learning-Stock huobi_futures_Python https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock https://github.com/hbdmapi/huobi_futures_Python curated list of notebooks for machine learning models. Start with very simple linear models to more advanced reinforcement learning type of models. Problem with this repo is that the library version numbers may be changing over time and there's no specific way to track and upgrade NEW Deep Learning And Reinforcement Learning Derivatives and Hedging 4/12/21 2:58 2021-04-13 13:28:14 275.0 137.0 99.0 73.0 1.0 2.0 9/29/18 23:38 2020-01-14 07:21:39 3/18/21 3:16 2021-03-02 07:30:13 LastAncientOne/Deep-Learning-Machine-Learning-Stock hbdmapi/huobi_futures_Python active 3.0 3/31/21 8:00 2021-04-14 01:23:51.373667
96 awesome-deep-trading algotrader https://github.com/cbailes/awesome-deep-trading https://github.com/torreyleonard/algotrader curated list of papers/repos on topics like CNN/LSTM/GAN/Reinforcement Learning etc. Categorized as deep learning for now but there are other topics here. Manually maintained by cbailes NEW Deep Learning And Reinforcement Learning Derivatives and Hedging 4/11/21 9:02 2021-04-11 10:12:17 551.0 477.0 140.0 102.0 1.0 12.0 11/26/18 3:23 2018-04-10 02:31:26 1/1/21 9:41 2020-08-27 08:16:44 cbailes/awesome-deep-trading torreyleonard/algotrader active 4.0 3/31/21 8:00 2021-04-14 01:23:51.373667
97 Deep Learning IV tda-api https://github.com/achillesrasquinha/bulbea https://github.com/alexgolec/tda-api Bulbea: Deep Learning based Python Library. NEW Deep Learning And Reinforcement Learning Derivatives and Hedging 4/9/21 20:38 2021-04-13 20:12:50 1467.0 649.0 416.0 161.0 1.0 13.0 3/9/17 6:11 2020-04-03 21:19:12 3/19/17 7:42 2021-04-12 03:12:03 achillesrasquinha/bulbea alexgolec/tda-api inactive active 5.0 2021-04-14 01:23:51.373667
98 AI Trading optopsy https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md https://github.com/michaelchu/optopsy AI to predict stock market movements. NEW Deep Learning And Reinforcement Learning Derivatives and Hedging 4/12/21 15:42 2021-04-11 06:03:22 2876.0 393.0 1384.0 90.0 1.0 3.0 1/9/19 8:02 2017-09-17 01:49:54 2/11/19 16:32 2020-12-07 17:00:58 borisbanushev/stockpredictionai michaelchu/optopsy inactive active 5.0 2021-04-14 01:23:51.373667
99 ARIMA-LTSM Hybrid trade-frame https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid https://github.com/rburkholder/trade-frame Hybrid model to predict future price correlation coefficients of two assets. NEW Deep Learning And Reinforcement Learning Derivatives and Hedging 4/11/21 4:12 2021-04-06 09:38:19 222.0 188.0 86.0 79.0 1.0 8/5/18 2:13 2016-07-24 15:25:30 10/1/18 11:25 2020-11-09 01:16:46 imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict rburkholder/trade-frame inactive active 3.0 2021-04-14 01:23:51.373667
100 Deep-Reinforcement-Learning-in-Trading AlgorithmicTrading https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading https://github.com/JerBouma/AlgorithmicTrading Deep reinforcement learning for trading leveraging [openai gym](https://gym.openai.com/) framework. Keras implementation of DQN DDQN (double deep Q network) and DDDQN (dueling double dqn) trained/tested on s&p 500 daily data from 2013 to 2018. approach is described in an article [here](https://www.linkedin.com/pulse/deep-reinforcement-learning-trading-saeed-rahman) NEW Deep Learning And Reinforcement Learning Derivatives and Hedging 4/10/21 13:17 2021-04-09 18:12:26 138.0 168.0 66.0 54.0 1.0 5/11/18 0:52 2019-03-14 09:33:37 10/26/19 14:22 2021-02-03 22:29:07 saeed349/Deep-Reinforcement-Learning-in-Trading JerBouma/AlgorithmicTrading active 3.0 3/31/21 8:00 2021-04-14 01:23:51.373667
101 trading-rl paperbroker https://github.com/Kostis-S-Z/trading-rl https://github.com/philipodonnell/paperbroker Deep reinforcement learning for financial trading using [gym](https://gym.openai.com/) and [keras-rl](https://github.com/keras-rl/keras-rl) on FX dataset (EURUSD) not actively maintained NEW Deep Learning And Reinforcement Learning Derivatives and Hedging 4/10/21 4:59 2021-04-04 04:52:37 180.0 175.0 38.0 48.0 2.0 3.0 4/22/19 10:03 2017-07-06 02:04:51 9/28/20 9:07 2018-04-08 18:37:57 Kostis-S-Z/trading-rl philipodonnell/paperbroker active inactive 3.0 3/31/21 8:00 2021-04-14 01:23:51.373667
102 Deep Learning III quant-trading https://github.com/Rachnog/Deep-Trading https://github.com/je-suis-tm/quant-trading Algorithmic trading with deep learning experiments. NEW Deep Learning And Reinforcement Learning Derivatives and Hedging 4/9/21 10:39 2021-04-13 23:14:15 1266.0 1771.0 675.0 474.0 1.0 2.0 6/18/16 18:23 2018-04-03 14:08:14 8/7/18 15:24 2021-04-13 18:37:15 Rachnog/Deep-Trading je-suis-tm/quant-trading inactive active 5.0 2021-04-14 01:23:51.373667
103 Stock-Prediction-Models QLNet https://github.com/huseinzol05/Stock-Prediction-Models https://github.com/amaggiulli/QLNet very good curated list of notebooks showing deep learning + reinforcement learning models. Also contain topics on outlier detections/overbought oversold study/monte carlo simulartions/sentiment analysis from text (text storage/parsing is not detailed but it mentioned using [BERT](https://github.com/google-research/bert)) NEW Deep Learning And Reinforcement Learning Derivatives and Hedging 4/12/21 13:54 2021-04-13 07:58:56 3655.0 259.0 1542.0 134.0 2.0 13.0 12/18/17 10:49 2013-08-22 14:51:43 1/5/21 10:31 2021-03-02 18:39:41 huseinzol05/Stock-Prediction-Models amaggiulli/QLNet active 5.0 3/31/21 8:00 2021-04-14 01:23:51.373667
104 RLTrader Options-Trading-Strategies-in-Python https://github.com/notadamking/RLTrader https://github.com/PyPatel/Options-Trading-Strategies-in-Python predecessor to [tensortrade](https://github.com/tensortrade-org/tensortrade) uses open api [gym](https://gym.openai.com/) and neat way to render matplotlib plots in real time. Also explains LSTM/data stationarity/Bayesian optimization using [Optuna](https://github.com/optuna/optuna) etc. NEW Deep Learning And Reinforcement Learning Derivatives and Hedging 4/12/21 2:50 2021-04-10 12:28:33 1312.0 317.0 451.0 134.0 15.0 1.0 4/27/19 18:35 2017-08-30 06:00:15 10/17/19 16:25 2019-08-21 15:47:57 notadamking/RLTrader PyPatel/Options-Trading-Strategies-in-Python active 5.0 3/31/21 8:00 2021-04-14 01:23:51.373667
105 Neural Network StockSharp https://github.com/VivekPa/IntroNeuralNetworks https://github.com/StockSharp/StockSharp Neural networks to predict stock prices. NEW Deep Learning And Reinforcement Learning Derivatives and Hedging 4/3/21 11:59 2021-04-13 22:41:17 489.0 3924.0 176.0 1222.0 2.0 17.0 9/10/18 6:34 2014-12-08 07:53:44 11/21/18 7:39 2021-04-07 10:55:36 VivekPa/IntroNeuralNetworks StockSharp/StockSharp inactive active 4.0 2021-04-14 01:23:51.373667
106 LTSM Recurrent tf-quant-finance https://github.com/VivekPa/AIAlpha https://github.com/google/tf-quant-finance OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network. NEW Deep Learning And Reinforcement Learning Derivatives and Hedging 4/12/21 2:39 2021-04-13 22:49:18 1207.0 2569.0 370.0 333.0 2.0 28.0 10/7/18 3:58 2019-07-24 16:09:50 8/3/19 9:00 2021-04-13 22:09:00 VivekPa/AIAlpha google/tf-quant-finance active 4.0 2021-04-14 01:23:51.373667
107 trading-bot tai https://github.com/pskrunner14/trading-bot https://github.com/fremantle-industries/tai Implementation of deep reinforcement learning using Deep Q Network (DQN). Only supports single security at the moment. Idea is roughly based [here](https://keon.github.io/deep-q-learning/) and uses tensorflow/keras. Interesting helper python libraries used here are [tqdm](https://tqdm.github.io/) for console based progress bar and [altair](https://altair-viz.github.io/) for declarative visualization in python NEW Deep Learning And Reinforcement Learning Derivatives and Hedging 4/11/21 5:10 2021-04-12 22:45:15 292.0 273.0 143.0 44.0 1.0 6.0 8/13/18 10:44 2017-07-28 03:07:18 1/23/20 4:41 2021-04-12 22:40:47 pskrunner14/trading-bot fremantle-industries/tai active 3.0 3/31/21 8:00 2021-04-14 01:23:51.373667
108 Deep Learning II trading-server https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks https://github.com/s-brez/trading-server Tensorflow Regression. NEW Deep Learning And Reinforcement Learning Derivatives and Hedging 4/10/21 6:06 2021-04-13 09:46:59 175.0 209.0 67.0 50.0 1.0 2.0 7/12/16 12:56 2019-03-05 03:06:19 2/16/18 2:43 2021-03-08 02:37:08 LiamConnell/deep-algotrading s-brez/trading-server inactive active 3.0 2021-04-14 01:23:51.373667
109 DeepLearningInFinance Strata https://github.com/sonaam1234/DeepLearningInFinance https://github.com/OpenGamma/Strata Based on a [talk](https://towardsdatascience.com/deep-learning-in-finance-9e088cb17c03) Sonam Srivastava gave and there are two studies: 1. single timeseries return prediction using ARIMA/VAR/SVR/Deep Regression/CNN/LSTM 2. indexed portfolio construction using autoencoders i.e. replicate a index using handful of stocks. NEW Deep Learning And Reinforcement Learning Derivatives and Hedging 3/8/21 13:09 2021-04-12 06:32:10 266.0 607.0 145.0 217.0 1.0 39.0 8/21/17 16:00 2014-06-16 11:45:55 8/21/17 17:23 2021-04-12 06:32:06 sonaam1234/DeepLearningInFinance OpenGamma/Strata inactive active 3.0 3/31/21 8:00 2021-04-14 01:23:51.373667
110 crypto-rl openAlgo https://github.com/sadighian/crypto-rl https://github.com/mtompkins/openAlgo Retrieve limit order book level data from coinbase pro and bitfinex -> record in [arctic](https://github.com/man-group/arctic) timeseries database then implemented trend following strategies (market orders) and market making (limit orders). Uses reinforcement learning (DQN) [keras-rl](https://github.com/keras-rl/keras-rl) to create agents and uses [openai gym](https://gym.openai.com/) to implement POMDP (partially observable markov decision process) NEW Deep Learning And Reinforcement Learning Derivatives and Hedging 4/12/21 10:24 2021-04-03 09:17:16 347.0 160.0 111.0 82.0 1.0 2.0 6/21/18 1:06 2013-05-28 14:46:53 11/5/20 11:08 2017-03-24 20:00:24 sadighian/crypto-rl mtompkins/openAlgo active inactive 3.0 3/31/21 8:00 2021-04-14 01:23:51.373667
111 Deep-Reinforcement-Stock-Trading Options_Data_Science https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading https://github.com/yugedata/Options_Data_Science inspired by Q-trader a deep reinforcement learning repo for trading. Only 3 actions allowed (buy/hold/sell) and no transaction cost is implemented yet. Uses [empyrical](https://github.com/quantopian/empyrical) for portfolio stats NEW Deep Learning And Reinforcement Learning Derivatives and Hedging 4/3/21 22:50 2021-04-10 22:31:47 141.0 238.0 42.0 39.0 2.0 1.0 5/19/19 22:20 2020-12-09 04:51:20 9/27/20 19:22 2021-04-05 03:55:22 Albert-Z-Guo/Deep-Reinforcement-Stock-Trading yugedata/Options_Data_Science active 3.0 3/31/21 8:00 2021-04-14 01:23:51.373667
112 Advanced-Deep-Trading fast_arrow https://github.com/Rachnog/Advanced-Deep-Trading https://github.com/westonplatter/fast_arrow notebooks containing experiments based on Lopez de Prado book "Advances in financial machine learning". Mostly not deep learning related but rather sklearn regression models. Interesting libraries include [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) for calculating return stats and [shap](https://github.com/slundberg/shap) for explaining models. Examlpe of shap can be which features are pushing the value up and and which features are pushing the value down. Also contain functions for calculating geometric brownian motion and jump diffusion functions. NEW Deep Learning And Reinforcement Learning Derivatives and Hedging 3/30/21 7:29 2021-02-20 11:29:27 319.0 127.0 158.0 42.0 2.0 5.0 2/16/19 21:18 2018-07-19 23:15:25 11/29/20 20:12 2020-04-18 18:05:37 Rachnog/Advanced-Deep-Trading westonplatter/fast_arrow active 3.0 3/31/21 8:00 2021-04-14 01:23:51.373667
113 Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 Black Scholes https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb Part of FinRL and provided code for paper [deep reinformacement learning for automated stock trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3690996) focuses on ensemble. Options pricing. Deep Learning And Reinforcement Learning Derivatives and Hedging 4/12/21 16:24 10/6/20 20:36 560.0 1.0 249.0 2.0 6.0 0.0 7/26/20 13:12 12/9/17 18:50 1/21/21 18:11 7/9/18 9:48 AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 irajwani/numerical_methods_python active inactive 4.0 3/31/21 8:00
114 AutomatedStockTrading-DeepQ-Learning MarketAnalysis https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning https://github.com/Poseyy/MarketAnalysis cornerstone project repo for Udacity nanodegree program [Become a machine learning engineer](https://www.udacity.com/course/machine-learning-engineer-nanodegree--nd009t) and focus on trading using deep q learning. Good explanation on design choices in the report NEW Deep Learning And Reinforcement Learning Derivatives and Hedging 3/24/21 1:11 2021-04-12 21:59:04 134.0 170.0 51.0 77.0 2.0 1.0 2/23/19 12:01 2019-03-28 19:46:34 2/25/20 18:16 2020-08-06 05:15:46 sachink2010/AutomatedStockTrading-DeepQ-Learning Poseyy/MarketAnalysis active 3.0 3/31/21 8:00 2021-04-14 01:23:51.373667
115 deep-RL-trading gs-quant https://github.com/golsun/deep-RL-trading https://github.com/goldmansachs/gs-quant trading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916) NEW Deep Learning And Reinforcement Learning Derivatives and Hedging 4/10/21 7:09 2021-04-12 16:44:58 235.0 584.0 108.0 170.0 1.0 12.0 2/25/18 17:41 2018-12-14 21:10:40 12/1/20 22:06 2021-03-25 15:33:58 golsun/deep-RL-trading goldmansachs/gs-quant active 3.0 3/31/21 8:00 2021-04-14 01:23:51.373667
FinRL-Library https://github.com/AI4Finance-LLC/FinRL-Library started by Columbia university engineering students and designed as an end to end deep reinforcement learning library for automated trading platform. Implementation of DQN DDQN DDPG etc using PyTorch and [gym](https://gym.openai.com/) use [pyfolio](https://github.com/quantopian/pyfolio) for showing backtesting stats. Big contributions on Proximal Policy Optimization (PPO) advantage actor critic (A2C) and Deep Deterministic Policy Gradient (DDPG) agents for trading Deep Learning And Reinforcement Learning 4/12/21 12:45 1857.0 447.0 22.0 7/26/20 13:18 4/11/21 22:02 AI4Finance-LLC/FinRL-Library active 5.0 3/31/21 8:00
Deep Learning https://github.com/keon/deepstock Technical experimentations to beat the stock market using deep learning. Deep Learning And Reinforcement Learning 3/24/21 14:45 427.0 154.0 2.0 12/12/16 2:15 3/4/17 8:37 keon/deepstock inactive 4.0
Personae https://github.com/Ceruleanacg/Personae implementation of deep reinforcement learning and supervised learnings covering areas: deep deterministic policy gradient (DDPG) and DDQN etc. Data are being pulled from [rqalpha](https://github.com/ricequant/rqalpha) which is a python backtest engine and have a nice docker image to run training/testing Deep Learning And Reinforcement Learning 4/11/21 20:20 1144.0 330.0 2.0 3/10/18 11:22 9/2/18 17:21 Ceruleanacg/Personae inactive 5.0 3/31/21 8:00
Pair Trading RL https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading Using deep actor-critic model to learn best strategies in pair trading. Deep Learning And Reinforcement Learning 3/27/21 2:19 241.0 113.0 1.0 5/18/17 16:47 5/18/17 16:56 shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading inactive 3.0
LTSM GRU https://github.com/RajatHanda/Finance-Forecasting Stock Market Forecasting using LSTM\GRU. Deep Learning And Reinforcement Learning 3/29/21 23:59 11.0 6.0 1.0 5/13/18 2:39 2/25/19 0:26 RajatHanda/Finance-Forecasting inactive 3.0
116 Hull White https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb Callable Bond, Hull White. Derivatives and Hedging 10/6/20 20:37 4.0 6.0 1.0 6/6/18 22:06 6/6/18 22:27 rstreppa/valuation-callables-HullWhite inactive
117 Options https://github.com/PHBS/2018.M1.ASP/tree/master/py Black Scholes and Copula. Derivatives and Hedging PHBS/2018.M1.ASP
118 Derivative Markets https://github.com/broughtj/Fin6470/tree/master/Notebooks The economics of futures, futures, options, and swaps. Derivatives and Hedging 4/6/21 20:49 8.0 8.0 1.0 2/9/16 5:30 4/6/21 20:49 broughtj/Fin6470 active
119 Computational Derivatives https://github.com/chenbowen184/Computational_Finance Projects focusing on investigating simulations and computational techniques applied in finance. Derivatives and Hedging 1/12/21 12:22 17.0 12.0 1.0 1/29/18 5:01 8/2/18 5:56 chen-bowen/Computational_Finance inactive
120 Volatility and Variance Derivatives https://github.com/yhilpisch/lvvd/tree/master/lvvd Volatility derivatives analytics. Derivatives and Hedging 4/7/21 19:21 79.0 78.0 1.0 10/21/16 4:12 2/22/21 13:32 yhilpisch/lvvd active
121 Options https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D Introduction to options. Derivatives and Hedging 4/9/21 21:17 335.0 163.0 36.0 7/28/17 15:48 3/17/21 17:17 QuantConnect/Tutorials active
122 robin_stocks https://github.com/jmfernandes/robin_stocks NEW Derivatives and Hedging 2021-04-13 23:48:31 1012.0 261.0 34.0 2018-02-23 00:49:37 2021-02-27 17:48:43 jmfernandes/robin_stocks active 2021-04-14 01:23:51.373667
123 Option Strategies https://github.com/rstreppa/valuation-OptionStrategies Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations. Derivatives and Hedging 2/27/21 8:50 2.0 3.0 1.0 5/22/18 18:27 5/22/18 18:30 rstreppa/valuation-OptionStrategies inactive
Black Scholes https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb Options pricing. Derivatives and Hedging 10/6/20 20:36 1.0 2.0 0.0 12/9/17 18:50 7/9/18 9:48 irajwani/numerical_methods_python inactive
Options Risk Measures https://github.com/wanglouis49/risk_estimation Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). Derivatives and Hedging 10/6/20 20:37 1.0 2.0 1.0 4/29/16 3:51 1/16/18 1:24 wanglouis49/risk_estimation inactive
124 Derivatives Python https://github.com/yhilpisch/dawp/tree/master/python36 Derivative analytics with Python. Derivatives and Hedging 4/12/21 14:39 388.0 299.0 1.0 7/9/15 12:27 2/22/21 13:29 yhilpisch/dawp active
125 Derman https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb Binomial tree for American call. Derivatives and Hedging 10/6/20 20:37 1.0 3.0 1.0 5/18/18 18:08 9/21/18 19:59 rstreppa/valuation-convertibles-Goldman1994 inactive
126 Reinforcement Learning https://github.com/FinTechies/HedgingRL Hedging portfolios with reinforcement learning. Derivatives and Hedging 1/20/21 8:12 16.0 9.0 1.0 4/21/17 10:58 8/2/17 21:41 FinTechies/HedgingRL inactive
127 Delta Hedging https://github.com/RobinsonGarcia/delta-hedging Advanced derivatives. Derivatives and Hedging 2/27/21 8:48 3.0 2.0 1.0 3/2/18 23:53 7/17/18 23:32 RobinsonGarcia/delta-hedging inactive
128 Currency PCA akshare https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb https://github.com/jindaxiang/akshare Forex spots PCA. NEW Extended Research Derivatives and Hedging 10/26/20 0:55 2021-04-13 16:44:35 3.0 3374.0 1.0 681.0 1.0 11.0 3/12/19 21:11 2019-10-01 07:34:12 3/12/19 22:09 2021-04-13 11:18:53 shanemulqueen/python-finance-pca jindaxiang/akshare inactive active 2021-04-14 01:23:51.373667
129 Simulation wallstreet https://github.com/chenbowen184/Computational_Finance https://github.com/mcdallas/wallstreet Investigating simulations as part of computational finance. NEW Extended Research Derivatives and Hedging 1/12/21 12:22 2021-04-13 22:00:02 17.0 570.0 12.0 125.0 1.0 2.0 1/29/18 5:01 2016-01-20 22:03:39 8/2/18 5:56 2019-08-09 23:14:52 chen-bowen/Computational_Finance mcdallas/wallstreet inactive active 2021-04-14 01:23:51.373667
130 Critical Transitions FinanceDatabase https://github.com/ryanholbrook/critical-transitions https://github.com/JerBouma/FinanceDatabase Detecting critical transitions in financial networks with topological data analysis. NEW Extended Research Derivatives and Hedging 1/30/21 11:50 2021-04-13 02:33:07 10.0 595.0 3.0 68.0 1.0 1/22/19 10:59 2021-01-28 18:36:09 3/12/19 18:35 2021-04-08 11:10:46 ryanholbrook/critical-transitions JerBouma/FinanceDatabase inactive active 2021-04-14 01:23:51.373667
131 Real Estate Property Fraud Options Risk Measures https://github.com/aviroop1/Real_Estate_Property_Fraud https://github.com/wanglouis49/risk_estimation Unsupervised fraud detection model that can identify likely candidates of fraud. Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). Extended Research Derivatives and Hedging 10/6/20 20:37 1.0 2.0 1.0 4/29/16 3:51 1/16/18 1:24 aviroop1/Real_Estate_Property_Fraud wanglouis49/risk_estimation inactive
132 Deep Portfolio FinancePy https://github.com/DLColumbia/DL_forFinance https://github.com/domokane/FinancePy Deep learning for finance Predict volume of bonds. NEW Extended Research Derivatives and Hedging 1/12/21 11:48 2021-04-10 22:50:37 27.0 441.0 19.0 73.0 2.0 6.0 5/8/18 19:34 2019-10-27 15:04:56 5/9/18 15:39 2021-03-11 21:40:14 DLColumbia/DL_forFinance domokane/FinancePy inactive active 2021-04-14 01:23:51.373667
NLP Finance Papers https://github.com/chenbowen184/Research_Documents_Curation_with_NLP Curating quantitative finance papers using machine learning. Extended Research 2/27/21 6:33 8.0 9.0 1.0 10/11/18 20:32 12/24/18 23:27 chen-bowen/Research_Documents_Curation_with_NLP inactive
Bayesian Finance https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb Notebook PyMC3 implementation. Extended Research 4/10/21 19:50 233.0 55.0 1.0 8/28/18 14:45 8/6/20 22:03 marketneutral/alphatools active
Liquidity and Momentum https://github.com/mrefermat/quant_finance Various factors and portfolio constructions. Extended Research 3/30/21 0:09 31.0 15.0 1.0 8/11/18 22:59 11/12/19 4:49 mrefermat/quant_finance active
High Frequency https://github.com/cswaney/prickle A Python toolkit for high-frequency trade research. Extended Research 3/22/21 2:19 24.0 17.0 2.0 7/6/16 20:32 6/9/18 10:53 cswaney/prickle inactive
Life-cycle https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb Company life cycle. Extended Research 12/21/20 14:42 3.0 3.0 1.0 1/19/19 18:16 2/18/19 16:57 atulram/Finance-and-Stocks inactive
Computational Finance https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance Applied Computational Economics and Finance. Extended Research 3/7/21 17:47 12.0 13.0 1.0 8/27/17 3:46 8/26/17 4:26 lnsongxf/Applied_Computational_Economics_and_Finance inactive
Market Crash Prediction https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb Predicting market crashes using an LPPL model. Extended Research 10/6/20 21:01 1.0 3.0 1.0 1/24/19 13:37 2/13/19 16:48 sarachmax/MarketCrashes_Prediction inactive
Commodity https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb Commodity influence over Brazilian stocks. Extended Research felipessalvatore/fin2vec
Finance Graph Theory https://github.com/AvijitGhosh82/Finance_Graph_Theory Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents. Extended Research 3/28/21 2:22 17.0 7.0 3.0 8/2/18 2:48 3/16/19 18:39 evijit/Finance_Graph_Theory inactive
133 Financial Economics https://github.com/rsvp/fecon235/tree/master/nb Financial Economics Models. Extended Research 4/10/21 17:02 713.0 275.0 2.0 11/9/14 4:49 12/3/18 16:30 rsvp/fecon235 inactive
134 Economic Foundations Computational Finance https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance Basic economic models. Applied Computational Economics and Finance. Extended Research 10/6/20 21:01 3/7/21 17:47 2.0 12.0 3.0 13.0 1.0 5/25/17 2:27 8/27/17 3:46 6/30/17 3:53 8/26/17 4:26 SeanMcOwen/FinanceAndPython.com-EconomicFoundations lnsongxf/Applied_Computational_Economics_and_Finance inactive
135 Behavioural Economics https://github.com/pcmichaud/notebooks Behavioural Economics and Finance Python Notebooks. Extended Research 2/3/21 7:22 9.0 4.0 1.0 12/20/18 0:21 3/26/19 11:51 pcmichaud/notebooks inactive
136 Mathematical Finance Economic Foundations https://github.com/Auquan/Tutorials https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations Notebooks for math and financial tutorials. Basic economic models. Extended Research 4/8/21 19:37 10/6/20 21:01 664.0 2.0 425.0 3.0 9.0 1.0 1/21/17 11:24 5/25/17 2:27 8/1/20 17:03 6/30/17 3:53 Auquan/Tutorials SeanMcOwen/FinanceAndPython.com-EconomicFoundations active inactive
HFT https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy High frequency trading. Extended Research 4/11/21 23:36 748.0 333.0 1.0 7/21/16 5:14 2/14/17 16:47 rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy inactive
137 Corporate Finance https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance Basic corporate finance. Extended Research 1/16/21 19:01 9.0 4.0 1.0 9/9/17 3:35 9/9/17 23:04 SeanMcOwen/FinanceAndPython.com-CorporateFinance inactive
138 Finance Graph Theory https://github.com/AvijitGhosh82/Finance_Graph_Theory Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents. Extended Research 3/28/21 2:22 17.0 7.0 3.0 8/2/18 2:48 3/16/19 18:39 evijit/Finance_Graph_Theory inactive
139 Commodity https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb Commodity influence over Brazilian stocks. Extended Research felipessalvatore/fin2vec
140 Market Crash Prediction https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb Predicting market crashes using an LPPL model. Extended Research 10/6/20 21:01 1.0 3.0 1.0 1/24/19 13:37 2/13/19 16:48 sarachmax/MarketCrashes_Prediction inactive
141 M&A https://github.com/atulram/Finance-and-Stocks Mergers and Acquisitions. Extended Research 12/21/20 14:42 3.0 3.0 1.0 1/19/19 18:16 2/18/19 16:57 atulram/Finance-and-Stocks inactive
142 Life-cycle https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb Company life cycle. Extended Research 12/21/20 14:42 3.0 3.0 1.0 1/19/19 18:16 2/18/19 16:57 atulram/Finance-and-Stocks inactive
143 High Frequency https://github.com/cswaney/prickle A Python toolkit for high-frequency trade research. Extended Research 3/22/21 2:19 24.0 17.0 2.0 7/6/16 20:32 6/9/18 10:53 cswaney/prickle inactive
144 Mathematical Finance https://github.com/Auquan/Tutorials Notebooks for math and financial tutorials. Extended Research 4/8/21 19:37 664.0 425.0 9.0 1/21/17 11:24 8/1/20 17:03 Auquan/Tutorials active
145 Liquidity and Momentum https://github.com/mrefermat/quant_finance Various factors and portfolio constructions. Extended Research 3/30/21 0:09 31.0 15.0 1.0 8/11/18 22:59 11/12/19 4:49 mrefermat/quant_finance active
146 NLP Finance Papers https://github.com/chenbowen184/Research_Documents_Curation_with_NLP Curating quantitative finance papers using machine learning. Extended Research 2/27/21 6:33 8.0 9.0 1.0 10/11/18 20:32 12/24/18 23:27 chen-bowen/Research_Documents_Curation_with_NLP inactive
147 Deep Portfolio https://github.com/DLColumbia/DL_forFinance Deep learning for finance Predict volume of bonds. Extended Research 1/12/21 11:48 27.0 19.0 2.0 5/8/18 19:34 5/9/18 15:39 DLColumbia/DL_forFinance inactive
148 Real Estate Property Fraud https://github.com/aviroop1/Real_Estate_Property_Fraud Unsupervised fraud detection model that can identify likely candidates of fraud. Extended Research aviroop1/Real_Estate_Property_Fraud
149 Critical Transitions https://github.com/ryanholbrook/critical-transitions Detecting critical transitions in financial networks with topological data analysis. Extended Research 1/30/21 11:50 10.0 3.0 1.0 1/22/19 10:59 3/12/19 18:35 ryanholbrook/critical-transitions inactive
150 Simulation https://github.com/chenbowen184/Computational_Finance Investigating simulations as part of computational finance. Extended Research 1/12/21 12:22 17.0 12.0 1.0 1/29/18 5:01 8/2/18 5:56 chen-bowen/Computational_Finance inactive
151 Currency PCA https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb Forex spots PCA. Extended Research 10/26/20 0:55 3.0 1.0 1.0 3/12/19 21:11 3/12/19 22:09 shanemulqueen/python-finance-pca inactive
152 Backtests https://github.com/AlgoTraders/stock-analysis-engine Trading data and algorithms. Extended Research 4/12/21 2:28 620.0 165.0 3.0 9/16/18 20:00 9/5/20 13:01 AlgoTraders/stock-analysis-engine active
153 Bayesian Finance I https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs. Extended Research 11/28/20 3:02 25.0 6.0 0.0 1/4/19 12:30 2/18/19 9:55 AlexIoannides/pymc-stochastic-process inactive
154 Applied Corporate Finance https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance Studies the empirical behaviours in stock market. Extended Research 2/19/21 13:40 8.0 9.0 1.0 1/29/18 5:14 7/19/18 6:25 chen-bowen/Data_Science_in_Applied_Corporate_Finance inactive
155 Pyfolio Bayesian Finance https://github.com/quantopian/pyfolio https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb Portfolio and risk analytics in Python. Notebook PyMC3 implementation. Factor and Risk Analysis Extended Research 4/12/21 11:55 4/10/21 19:50 3673.0 233.0 1157.0 55.0 42.0 1.0 6/1/15 15:31 8/28/18 14:45 2/28/20 17:30 8/6/20 22:03 quantopian/pyfolio marketneutral/alphatools active
156 Statistical Finance HFT https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy Various financial experiments. High frequency trading. Factor and Risk Analysis Extended Research 3/30/21 0:09 4/11/21 23:36 21.0 748.0 16.0 333.0 1.0 10/4/15 9:10 7/21/16 5:14 3/28/20 18:33 2/14/17 16:47 mrefermat/FinancePhD rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy active inactive
157 VaR GaN https://github.com/hamaadshah/market_risk_gan_keras Estimate Value-at-Risk for market risk management using Keras and TensorFlow. Factor and Risk Analysis 3/20/21 21:53 41.0 28.0 1.0 8/6/18 16:09 11/22/20 19:02 hamaadshah/market_risk_gan_tensorflow active
158 Performance Analysis Pyfolio https://github.com/quantopian/alphalens https://github.com/quantopian/pyfolio Performance analysis of predictive (alpha) stock factors. Portfolio and risk analytics in Python. Factor and Risk Analysis 4/10/21 12:58 4/12/21 11:55 1847.0 3673.0 700.0 1157.0 17.0 42.0 6/3/16 21:49 6/1/15 15:31 4/27/20 18:40 2/28/20 17:30 quantopian/alphalens quantopian/pyfolio active
159 Factor Analysis simulate https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb https://github.com/leolle/simulate Factor analysis for mutual funds. NEW Factor and Risk Analysis 12/21/20 14:26 2021-03-23 13:34:53 3.0 11.0 4.0 2.0 1.0 3/13/18 7:39 2017-06-04 15:18:21 3/13/18 7:42 2018-11-11 14:03:40 garvit-kudesia91/factor_analysis leolle/simulate inactive 2021-04-14 01:23:57.652450
160 Python for Finance TradeFinexLive https://github.com/yhilpisch/py4fi/tree/master/jupyter36 https://github.com/XinFinOrg/TradeFinexLive Various financial notebooks. NEW Factor and Risk Analysis 4/9/21 8:12 2021-03-18 09:48:52 1298.0 5.0 794.0 11.0 1.0 8.0 12/15/14 11:23 2018-03-21 10:05:22 7/10/18 6:38 2021-03-18 09:48:32 yhilpisch/py4fi XinFinOrg/TradeFinexLive inactive active 2021-04-14 01:23:57.652450
161 Various Risk Measures Machine_learning_In_Finance https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb https://github.com/chaudharigauravi/Machine_learning_In_Finance Risk measures and factors for alternative and responsible investments. NEW Factor and Risk Analysis 11/4/20 7:04 2020-11-27 19:23:33 4.0 8.0 5.0 2.0 1.0 8/7/17 14:44 2019-08-03 04:04:51 8/8/17 22:52 2019-08-03 04:05:32 Jorgencr/Alternative-and-Responsible-Investments chaudharigauravi/Machine_learning_In_Finance inactive active 2021-04-14 01:23:57.652450
162 stock-market-analysis-using-python-numpy-pandas https://github.com/Ashishsinha10/stock-market-analysis-using-python-numpy-pandas NEW Factor and Risk Analysis 2021-03-21 08:50:27 8.0 5.0 1.0 2018-04-10 05:15:49 2018-04-10 05:28:54 Ashishsinha10/stock-market-analysis-using-python-numpy-pandas inactive 2021-04-14 01:23:57.652450
163 Statistical Finance https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments Various financial experiments. Factor and Risk Analysis 3/30/21 0:09 21.0 16.0 1.0 10/4/15 9:10 3/28/20 18:33 mrefermat/FinancePhD active
164 -L- https://github.com/jettbrains/-L- NEW Factor and Risk Analysis 2021-03-15 03:05:00 6.0 16.0 1.0 2019-10-28 21:50:26 2019-10-28 21:51:19 jettbrains/-L- active 2021-04-14 01:23:57.652450
165 CAPM https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb Expected returns using CAPM. Factor and Risk Analysis 3/1/21 13:53 31.0 18.0 1.0 5/10/16 11:03 5/17/16 3:44 RJT1990/Active-Portfolio-Management-Notes inactive
Quant Finance https://github.com/mrefermat/quant_finance General quant repository. Factor and Risk Analysis 3/30/21 0:09 31.0 15.0 1.0 8/11/18 22:59 11/12/19 4:49 mrefermat/quant_finance active
Stock-Prediction https://github.com/Ronak-59/Stock-Prediction NEW Factor and Risk Analysis 3/26/21 8:37 129.0 64.0 2.0 3/18/18 4:54 2/28/20 11:43 Ronak-59/Stock-Prediction active 37:06.3
166 Risk and Return https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials Riskiness of portfolios and assets. Factor and Risk Analysis 4/6/21 17:03 140.0 62.0 2.0 9/12/17 13:35 8/6/20 12:35 PyDataBlog/Python-for-Data-Science active
167 AlphaTrading https://github.com/jerryxyx/AlphaTrading NEW Factor and Risk Analysis 4/10/21 6:34 149.0 74.0 1.0 5/18/18 22:09 8/7/18 18:05 jerryxyx/AlphaTrading inactive 37:06.3
168 Various Risk Measures https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb Risk measures and factors for alternative and responsible investments. Factor and Risk Analysis 11/4/20 7:04 4.0 5.0 1.0 8/7/17 14:44 8/8/17 22:52 Jorgencr/Alternative-and-Responsible-Investments inactive
169 Python for Finance https://github.com/yhilpisch/py4fi/tree/master/jupyter36 Various financial notebooks. Factor and Risk Analysis 4/9/21 8:12 1298.0 794.0 1.0 12/15/14 11:23 7/10/18 6:38 yhilpisch/py4fi inactive
170 Factor Analysis https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb Factor analysis for mutual funds. Factor and Risk Analysis 12/21/20 14:26 3.0 4.0 1.0 3/13/18 7:39 3/13/18 7:42 garvit-kudesia91/factor_analysis inactive
171 Performance Analysis https://github.com/quantopian/alphalens Performance analysis of predictive (alpha) stock factors. Factor and Risk Analysis 4/10/21 12:58 1847.0 700.0 17.0 6/3/16 21:49 4/27/20 18:40 quantopian/alphalens active
172 Risk Basic https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb Active portfolio risk management . Factor and Risk Analysis 3/1/21 13:53 31.0 18.0 1.0 5/10/16 11:03 5/17/16 3:44 RJT1990/Active-Portfolio-Management-Notes inactive
173 VaR https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb Value-at-risk calculations. Factor and Risk Analysis 3/31/21 2:06 10.0 9.0 1.0 11/15/16 19:24 1/14/17 21:19 willb/var-notebook inactive
174 Factor Analysis https://github.com/alpha-miner/alpha-mind/tree/master/notebooks Factor strategy notebooks. Factor and Risk Analysis 4/8/21 19:02 172.0 60.0 3.0 5/1/17 7:36 4/7/21 15:25 alpha-miner/alpha-mind active
175 Convex Optimisation https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb Convex Optimization for Finance. Factor and Risk Analysis 4/8/21 19:02 18.0 10.0 1.0 6/26/18 20:36 10/22/19 21:56 ssanderson/convex-optimization-for-finance active
176 Quant Finance https://github.com/mrefermat/quant_finance General quant repository. Factor and Risk Analysis 3/30/21 0:09 31.0 15.0 1.0 8/11/18 22:59 11/12/19 4:49 mrefermat/quant_finance active
177 Stock-Prediction https://github.com/Ronak-59/Stock-Prediction NEW Factor and Risk Analysis 3/26/21 8:37 129.0 64.0 2.0 3/18/18 4:54 2/28/20 11:43 Ronak-59/Stock-Prediction active 37:06.3
178 Binomial Tree https://github.com/hy-lei/math-finance-exercise Utility functions in fixed income securities. Fixed Income 10/6/20 20:55 1.0 2.0 1.0 2/2/19 8:44 5/3/19 17:16 hy-lei/math-finance-toolbox active
Vasicek https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb Bootstrapping and interpolation. Fixed Income 12/10/20 21:20 3.0 3.0 1.0 7/18/18 19:26 7/18/18 19:34 RobinsonGarcia/fixed-income inactive
179 Corporate Bonds https://github.com/ishank011/gs-quantify-bond-prediction Predicting the buying and selling volume of the corporate bonds. Fixed Income 1/3/21 21:46 7.0 5.0 1.0 9/27/17 19:57 9/27/17 20:00 ishank011/gs-quantify-bond-prediction inactive
180 Vasicek https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb Bootstrapping and interpolation. Fixed Income 12/10/20 21:20 3.0 3.0 1.0 7/18/18 19:26 7/18/18 19:34 RobinsonGarcia/fixed-income inactive
181 AlphaPy https://github.com/ScottfreeLLC/AlphaPy NEW Other Models 4/4/21 20:02 576.0 130.0 3.0 2/14/16 0:47 2/8/21 21:35 ScottfreeLLC/AlphaPy active 39:24.6
182 Awesome-Quant-Machine-Learning-Trading https://github.com/grananqvist/Awesome-Quant-Machine-Learning-Trading NEW Other Models 4/10/21 13:38 1005.0 319.0 3.0 11/5/18 21:09 10/8/20 16:48 grananqvist/Awesome-Quant-Machine-Learning-Trading active 39:24.6
183 MathAndScienceNotes https://github.com/melling/MathAndScienceNotes Collections of news/articles on various topics including quant trading and machine learning. Some articles are from [ycombinator message board](https://news.ycombinator.com/news) and [rediit algotrading forum](https://www.reddit.com/r/algotrading/) Other Models 4/12/21 0:49 460.0 54.0 1.0 3/11/16 19:13 12/21/20 3:54 melling/MathAndScienceNotes active 39:24.6
184 botflow https://github.com/kkyon/botflow NEW Other Models 3/31/21 10:56 1165.0 102.0 8.0 8/20/18 3:13 5/23/19 14:40 kkyon/botflow active 39:24.6
185 surpriver https://github.com/tradytics/surpriver NEW Other Models 4/12/21 12:27 1189.0 221.0 6.0 8/30/20 7:56 9/21/20 4:32 tradytics/surpriver active 39:24.6
186 Pattern-Recognition-for-Forex-Trading https://github.com/PythonProgramming/Pattern-Recognition-for-Forex-Trading NEW Other Models 4/5/21 3:23 173.0 91.0 1.0 3/26/15 2:22 3/26/15 2:33 PythonProgramming/Pattern-Recognition-for-Forex-Trading inactive 39:24.6
189 Machine-Learning-for-Algorithmic-Trading-Bots-with-Python https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python NEW Other Models 4/11/21 6:02 172.0 94.0 5.0 12/6/18 11:35 1/18/21 6:40 PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python active 39:24.6
190 Stock.Indicators https://github.com/DaveSkender/Stock.Indicators NEW Other Models 4/12/21 10:47 175.0 64.0 9.0 12/29/19 5:18 4/11/21 19:17 DaveSkender/Stock.Indicators active 39:24.6
191 finance_ml https://github.com/jjakimoto/finance_ml NEW Other Models 4/8/21 15:28 282.0 117.0 1.0 6/29/18 21:21 2/18/19 12:34 jjakimoto/finance_ml inactive 39:24.6
Machine-Learning-For-Finance https://github.com/anthonyng2/Machine-Learning-For-Finance NEW Other Models 4/1/21 20:11 205.0 119.0 1.0 7/11/17 9:09 2/21/18 5:36 anthonyng2/Machine-Learning-For-Finance inactive 39:24.6
mlfinlab https://github.com/hudson-and-thames/mlfinlab NEW Other Models 4/12/21 10:51 2295.0 709.0 3.0 2/13/19 16:57 4/12/21 10:50 hudson-and-thames/mlfinlab active 39:24.6
Machine-Learning-for-Finance https://github.com/PacktPublishing/Machine-Learning-for-Finance NEW Other Models 4/8/21 16:54 180.0 122.0 4.0 3/15/18 6:28 1/14/21 15:58 PacktPublishing/Machine-Learning-for-Finance active 39:24.6
MathAndScienceNotes https://github.com/melling/MathAndScienceNotes Collections of news/articles on various topics including quant trading and machine learning. Some articles are from [ycombinator message board](https://news.ycombinator.com/news) and [rediit algotrading forum](https://www.reddit.com/r/algotrading/) Other Models 4/12/21 0:49 460.0 54.0 1.0 3/11/16 19:13 12/21/20 3:54 melling/MathAndScienceNotes active 39:24.6
192 CryptoBot https://github.com/AdeelMufti/CryptoBot Hard fork of [bitpredit](https://github.com/cbyn/bitpredict) and form the trading strategy as a classification problem with -1 (sell) 0 (hold) 1 (buy). Models used are XGBClassifier/RandomForest/GradientBoosting. Not mentained Other Models 3/25/21 9:17 234.0 94.0 1.0 1/17/17 12:44 1/17/17 12:48 AdeelMufti/CryptoBot inactive 2.0 39:24.6
193 Machine-Learning-for-Finance https://github.com/PacktPublishing/Machine-Learning-for-Finance NEW Other Models 4/8/21 16:54 180.0 122.0 4.0 3/15/18 6:28 1/14/21 15:58 PacktPublishing/Machine-Learning-for-Finance active 39:24.6
194 Hands-On-Machine-Learning-for-Algorithmic-Trading https://github.com/PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading repo for book [hands-on-machine learning for algorithmic trading](https://www.packtpub.com/product/hands-on-machine-learning-for-algorithmic-trading/9781789346411) covering topic from data/unsupervised learning/NPL/RNN & CNN/reinforcement learning etc. Leverage zipline/alphalens/sklearn/openai-gym etc as well. Good references to have Other Models 4/12/21 15:41 600.0 386.0 2.0 5/7/19 11:04 1/19/21 7:51 PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading active 5.0 39:24.6
195 Trend Following http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html A futures trend following portfolio investment strategy. Other Models
196 Short-Term Movement Cues https://github.com/anfederico/Clairvoyant Identify social/historical cues for short term stock movement. Other Models 4/12/21 13:11 2166.0 678.0 1.0 9/12/16 18:38 8/29/18 20:27 anfederico/clairvoyant inactive
199 Fundamental LT Forecasts https://github.com/Hvass-Labs/FinanceOps Research in investment finance for long term forecasts. Other Models 4/5/21 23:36 383.0 127.0 1.0 7/22/18 8:14 2/17/21 14:39 Hvass-Labs/FinanceOps active
200 Speculator https://github.com/amicks/Speculator NEW Other Models 3/15/21 16:27 101.0 31.0 2.0 9/3/17 17:43 9/12/18 18:58 amicks/Speculator inactive 39:24.6
201 Machine-Learning-and-AI-in-Trading https://github.com/PyPatel/Machine-Learning-and-AI-in-Trading NEW Other Models 4/8/21 11:31 261.0 101.0 1.0 8/30/17 6:14 10/29/19 8:14 PyPatel/Machine-Learning-and-AI-in-Trading active 39:24.6
202 Machine-Learning-For-Finance https://github.com/anthonyng2/Machine-Learning-For-Finance NEW Other Models 4/1/21 20:11 205.0 119.0 1.0 7/11/17 9:09 2/21/18 5:36 anthonyng2/Machine-Learning-For-Finance inactive 39:24.6
203 Mixture Models I https://github.com/BlackArbsCEO/Mixture_Models Mixture models to predict market bottoms. Other Models 3/2/21 19:44 31.0 31.0 1.0 3/20/17 18:54 4/25/17 23:35 BlackArbsCEO/Mixture_Models inactive
stock-trading-ml https://github.com/yacoubb/stock-trading-ml NEW Other Models 4/11/21 14:46 340.0 186.0 1.0 10/10/19 9:44 10/12/19 11:38 yacoubb/stock-trading-ml active 39:24.6
204 Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original NEW Other Models 4/8/21 20:01 279.0 126.0 4.0 11/15/19 8:51 1/21/21 7:56 PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original active 39:24.6
205 mosquito https://github.com/miro-ka/mosquito NEW Other Models 4/12/21 9:44 220.0 44.0 2.0 6/18/17 19:57 3/14/21 22:22 miro-ka/mosquito active 39:24.6
206 Scikit-learn Stock Prediction https://github.com/robertmartin8/MachineLearningStocks Using python and scikit-learn to make stock predictions. Other Models 4/11/21 10:00 931.0 347.0 2.0 2/12/17 4:50 2/4/21 3:48 robertmartin8/MachineLearningStocks active
207 ML_Finance_Codes https://github.com/mfrdixon/ML_Finance_Codes NEW Other Models 4/11/21 8:30 250.0 104.0 3.0 9/27/19 16:13 6/13/20 21:20 mfrdixon/ML_Finance_Codes active 39:24.6
208 stock-trading-ml https://github.com/yacoubb/stock-trading-ml NEW Other Models 4/11/21 14:46 340.0 186.0 1.0 10/10/19 9:44 10/12/19 11:38 yacoubb/stock-trading-ml active 39:24.6
209 mlfinlab https://github.com/hudson-and-thames/mlfinlab NEW Other Models 4/12/21 10:51 2295.0 709.0 3.0 2/13/19 16:57 4/12/21 10:50 hudson-and-thames/mlfinlab active 39:24.6
210 Machine Learning in Asset Management https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952 Personal Papers
211 Financial Event Prediction using Machine Learning https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555 Personal Papers
212 Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization https://jfds.pm-research.com/content/2/2/17 Personal Papers
213 Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies https://jfds.pm-research.com/content/2/1/10 Personal Papers
214 Policy Gradient Portfolio https://github.com/ZhengyaoJiang/PGPortfolio A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. Portfolio Selection and Optimisation 4/9/21 10:41 1281.0 629.0 6.0 11/12/17 16:08 5/9/19 9:50 ZhengyaoJiang/PGPortfolio active
215 riskparity.py https://github.com/dppalomar/riskparity.py NEW Portfolio Selection and Optimisation 4/11/21 9:40 124.0 31.0 2.0 7/13/19 21:30 1/30/21 1:53 dppalomar/riskparity.py active 37:19.5
216 OLMAR Algorithm https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb Relative importance of each component of the OLMAR algorithm. Portfolio Selection and Optimisation 4/8/21 19:07 7.0 4.0 1.0 7/26/16 16:20 12/30/16 11:40 charlessutton/OLMAR inactive
217 Online Portfolio Selection https://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb ****Comparing OLPS algorithms on a diversified set of ETFs. Portfolio Selection and Optimisation
218 Riskfolio-Lib https://github.com/dcajasn/Riskfolio-Lib NEW Portfolio Selection and Optimisation 4/12/21 12:25 371.0 62.0 1.0 3/2/20 19:49 4/1/21 3:50 dcajasn/Riskfolio-Lib active 37:19.5
219 Efficient Frontier https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb Modern Portfolio Theory. Portfolio Selection and Optimisation 3/30/21 0:01 104.0 57.0 1.0 2/17/18 8:19 2/27/18 13:16 tthustla/efficient_frontier inactive
Policy Gradient Portfolio https://github.com/ZhengyaoJiang/PGPortfolio A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. Portfolio Selection and Optimisation 4/9/21 10:41 1281.0 629.0 6.0 11/12/17 16:08 5/9/19 9:50 ZhengyaoJiang/PGPortfolio active
220 Deep Portfolio Theory https://github.com/tcloaa/Deep-Portfolio-Theory Autoencoder framework for portfolio selection. Portfolio Selection and Optimisation 4/6/21 11:47 105.0 57.0 1.0 2/10/17 9:03 3/8/18 16:47 tcloaa/Deep-Portfolio-Theory inactive
221 PyPortfolioOpt https://github.com/robertmartin8/PyPortfolioOpt Financial portfolio optimisation, including classical efficient frontier and advanced methods. Portfolio Selection and Optimisation 4/12/21 11:54 1895.0 479.0 16.0 5/29/18 13:30 2/25/21 13:01 robertmartin8/PyPortfolioOpt active
222 node-finance https://github.com/albertosantini/node-finance NEW Portfolio Selection and Optimisation 4/5/21 8:01 101.0 26.0 3.0 9/17/11 17:49 4/5/21 8:01 albertosantini/node-finance active 37:19.5
225 Distribution Characteristic Optimisation https://github.com/VivekPa/OptimalPortfolio Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account. Portfolio Selection and Optimisation 4/12/21 13:10 232.0 82.0 3.0 11/16/18 12:20 7/4/19 1:41 VivekPa/OptimalPortfolio active
226 401K Portfolio Optimisation https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb Portfolio analyses and optimisation for 401K. Portfolio Selection and Optimisation 12/25/20 9:39 14.0 5.0 1.0 8/1/18 19:48 9/5/19 11:18 otosman/Python-for-Finance active
227 Modern Portfolio Theory https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb Universal portfolios; modern portfolio theory. Portfolio Selection and Optimisation
228 riskparity.py Financial Sentiment Analysis https://github.com/dppalomar/riskparity.py https://github.com/EricHe98/Financial-Statements-Text-Analysis NEW Sentiment, distance and proportion analysis for trading signals. Portfolio Selection and Optimisation Textual 4/11/21 9:40 3/31/21 23:48 124.0 48.0 31.0 27.0 2.0 1.0 7/13/19 21:30 6/23/17 0:05 1/30/21 1:53 1/26/19 3:35 dppalomar/riskparity.py EricHe98/Financial-Statements-Text-Analysis active inactive 37:19.5
229 Fund classification https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb Fund classification using text mining and NLP. Textual 3/31/21 2:12 4.0 2.0 1.0 4/16/18 22:18 6/7/18 22:01 frechfrechfrech/Mutual-Fund-Market-Clusters inactive
230 Earning call transcripts https://github.com/lin882/WebAnalyticsProject Correlation between mutual fund investment decision and earning call transcripts. Textual 12/17/20 8:24 3.0 3.0 1.0 12/30/17 8:56 1/11/18 2:11 lin882/WebAnalyticsProject inactive
231 Accounting Anomalies https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb Using deep-learning frameworks to identify accounting anomalies. Textual 4/12/21 7:47 110.0 51.0 2.0 5/24/17 12:36 8/7/19 21:47 GitiHubi/deepAI active
232 Buzzwords https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds Return performance and mutual fund selection. Textual 10/6/20 18:54 1.0 4.0 1.0 2/4/18 21:51 2/4/18 21:57 swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds inactive
233 NLP https://github.com/toamitesh/NLPinFinance This project assembles a lot of NLP operations needed for finance domain. Textual toamitesh/NLPinFinance
Financial Sentiment Analysis https://github.com/EricHe98/Financial-Statements-Text-Analysis Sentiment, distance and proportion analysis for trading signals. Textual 3/31/21 23:48 48.0 27.0 1.0 6/23/17 0:05 1/26/19 3:35 EricHe98/Financial-Statements-Text-Analysis inactive
234 NLP Event https://github.com/yuriak/DLQuant Applying Deep Learning and NLP in Quantitative Trading. Textual 4/1/21 2:16 70.0 31.0 1.0 7/2/18 23:50 1/31/19 14:08 yuriak/DLQuant inactive
235 Financial Statement Sentiment https://github.com/MAydogdu/TextualAnalysis Extracting sentiment from financial statements using neural networks. Textual 3/31/21 2:10 8.0 7.0 1.0 6/4/18 20:54 6/4/18 20:56 MAydogdu/TextualAnalysis inactive
236 Extensive NLP https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb Comprehensive NLP techniques for accounting research. Textual 3/21/21 7:39 73.0 42.0 1.0 10/25/17 7:10 6/5/20 3:28 TiesdeKok/Python_NLP_Tutorial active
238 PCA Pairs Trading https://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_Trading PCA, Factor Returns, and trading strategies. Unsupervised joelQF/quant-finance
239 Industry Clustering https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries Clustering of industries. Unsupervised 10/6/20 18:51 4.0 5.0 1.0 7/21/17 2:12 7/23/17 2:53 SeanMcOwen/FinanceAndPython.com-ClusteringIndustries inactive
240 Fund Clusters https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb Data exploration of fund clusters. Unsupervised 3/31/21 2:12 4.0 2.0 1.0 4/16/18 22:18 6/7/18 22:01 frechfrechfrech/Mutual-Fund-Market-Clusters inactive
VRA Stock Embedding https://github.com/ml-hongkong/stock2vec Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history. Unsupervised 10/20/20 11:05 32.0 12.0 1.0 6/21/17 4:47 6/21/17 4:51 ml-hongkong/stock2vec inactive
241 Industry Clustering https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries Project to cluster industries according to financial attributes. Unsupervised 10/6/20 18:51 4.0 5.0 1.0 7/21/17 2:12 7/23/17 2:53 SeanMcOwen/FinanceAndPython.com-ClusteringIndustries inactive
242 VRA Stock Embedding https://github.com/ml-hongkong/stock2vec Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history. Unsupervised 10/20/20 11:05 32.0 12.0 1.0 6/21/17 4:47 6/21/17 4:51 ml-hongkong/stock2vec inactive