Delete README.md

README.md

@@ -1,176 +0,0 @@
-FirmAI Finance II
-
-Trading
-Deep Learning
-- Deep Learning - https://github.com/keon/deepstock
-- Deep Learning II - https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks
-- Deep Learning III - https://github.com/Rachnog/Deep-Trading
-- Deep Learning IV - https://github.com/achillesrasquinha/bulbea
-- Deep Learning V - https://github.com/keon/deepstock
-- LTSM GRU — https://github.com/RajatHanda/Finance-Forecasting
-- Time Series Stock Prediction - Using an LTSM model to predict future changes in the stock price.
-- Time Series Stock Prediction - OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network
-- Neural Network - https://github.com/VivekPa/IntroNeuralNetworks - Neural networks to predict stock prices
-
-
-Reinforcement Learning
-- Reinforcement Learning - https://github.com/kh-kim/stock_market_reinforcement_learning
-- Reinforcement Learning II - https://github.com/deependersingla/deep_trader
-- Reinforcement Learning II - https://github.com/samre12/deep-trading-agent -  Github 
-- RL III - https://github.com/deependersingla/deep_trader
-- RL IV - https://github.com/jjakimoto/DQN
-- Pair Trading RL - https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading
-- RL VI - https://github.com/gstenger98/rl-finance
-Other Models
-- Mixture  Models I - https://github.com/BlackArbsCEO/Mixture_Models
-- Mixture Models II - https://github.com/BlackArbsCEO/mixture_model_trading_public
-- Scikit-learn Stock Prediction - https://github.com/robertmartin8/MachineLearningStocks
-- Fundamental LT Forecasts - https://github.com/Hvass-Labs/FinanceOps
-- Short-Term Movement Cues - https://github.com/anfederico/Clairvoyant
-
-
-
-Data Processing
-- Advanced ML - https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises - Exercises too Financial Machine Learning (De Prado). 
-- Advanced ML II - https://github.com/hudson-and-thames/research - More implementations of Financial Machine Learning (De Prado). 
-
-
-Portfolio Selection and Optimisation
-- Distribution Characteristic Optimisation - Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account.
-- Reinforcement Learning - https://github.com/filangel/qtrader
-- Efficient Frontier - https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb
-- Policy Gradient Portfolio - https://github.com/ZhengyaoJiang/PGPortfolio
-- Deep Portfolio Theory - https://github.com/tcloaa/Deep-Portfolio-Theory
-- 401K Portfolio Optimisation - https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb
-
-
-Online Portfolio
-- https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynbhttps://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb
-- OLMAR - https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb
-
-
-Factor and Risk Analysis:
-- https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb
-- Pyfolio - https://github.com/quantopian/pyfolio
-- Risk Basic - https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb
-- CAPM - https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb
-- Factor Analysis - https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb - Factor analysis for mutual funds. 
-- VaR GaN - Estimate Value-at-Risk for market risk management using Keras and TensorFlow.
-- VaR - https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb
-- Python for Finance - https://github.com/yhilpisch/py4fi/tree/master/jupyter36
-- Mathematical Finance - https://github.com/Auquan/Tutorials
-- Performance Analysis - https://github.com/quantopian/alphalens
-- Quant Finance - https://github.com/mrefermat/quant_finance
-- Risk and Return - https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials
-- Convex Optimisation - https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb
-- Factor Analysis - https://github.com/alpha-miner/alpha-mind/tree/master/notebooks
-- Quant Factors -  https://github.com/mrefermat/quant_finance
-
-
-
-Derivatives and Hedging:
-- Options - https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D
-- Derivative Markets: https://github.com/broughtj/Fin6470/tree/master/Notebooks
-- Black Scholes - https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb
-- Computational Derivatives  - https://github.com/chenbowen184/Computational_Finance
-- Reinforcement Learning - Hedging portfolios with reinforcement learning.
-- Delta Hedging - https://github.com/RobinsonGarcia/delta-hedging
-- Options Risk Measures - https://github.com/wanglouis49/risk_estimation
-- Pairs Trading - https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb
-- Derivatives Python - https://github.com/yhilpisch/dawp/tree/master/python36
-- Volatility and Variance Derivatives - https://github.com/yhilpisch/lvvd/tree/master/lvvd
-- Options - https://github.com/PHBS/2018.M1.ASP/tree/master/py
-- Statistical Finance - https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments
-- Option Strategies - https://github.com/rstreppa/valuation-OptionStrategies
-- Derman - https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb
-- Hull White - https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb
-
-
-
-
-Unsupervised:
-- PCA - https://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_Trading
-- Fund Clusters - https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb
-- Fund and Broker Clusters - https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb
-- VRA Stock Embedding - https://github.com/ml-hongkong/stock2vec
-- Industry Clustering - https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries
-
-
-Textual:
-- 10-K Keywords extraction
-- NLP - https://github.com/toamitesh/NLPinFinance
-- Earning call transcripts - Correlation between mutual fund investment decision and earning call transcripts. 
-- Buzzwords - Return performance and mutual fund selection.
-- Fund classification - Fund classification using text mining and NLP.
-- NLP Event - https://github.com/yuriak/DLQuant
-- Financial Sentiment Analysis - Sentiment, distance and proportion analysis for trading signals.
-- Extensive NLP - Comprehensive NLP techniques for accounting research.
-- Accounting Anomalies - Using deep-learning frameworks to identify accounting anomalies.
-Fixed Income
-- Vasicek - https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb
-- Black Derman - https://github.com/RobinsonGarcia/fixed-income/blob/master/1.0%20Black%20Derman%20Toy.ipynb
-- Binomial Tree - https://github.com/hy-lei/math-finance-exercise
-
-
-Alternative Finance
-- Kiva Crowdfunding - Exploratory data analysis.  
-- Venture Capital - https://github.com/julian-chan/etothex
-- Venture Capital NN - https://github.com/tr7200/National-Culture-and-Venture-Capital-Monitoring
-- Private Equity - https://github.com/TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity/blob/master/RightNow%20Technologies/RightNow%20Technologies.ipynb
-- VC OLS - https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb
-- Watch Valuation - https://github.com/alporter08/Luxury-Watch-Valuation/blob/master/Luxury-Watch-Valuation.ipynb
-- Art Valuation - https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynb
-- Blockchain - https://github.com/nud3l/dInvest
-Extended Research:
-- HFT - https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy - High frequency trading
-- Commodity - https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb
-- Quant Finance - https://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_Trading
-- Finance Graph Theory - https://github.com/AvijitGhosh82/Finance_Graph_Theory
-- Computational Finance - https://github.com/hyeukjung93/Computational-Methods-in-Finance
-- Real Estate Property Fraud - https://github.com/aviroop1/Real_Estate_Property_Fraud
-- Behavioural Economics - https://github.com/pcmichaud/notebooks
-- Bayesian Finance - https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb
-- Bayesian Finance - https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb
-- Currency PCA - https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipyn
-- Backtests - https://github.com/AlgoTraders/stock-analysis-engine
-- High Frequency - https://github.com/cswaney/prickle
-- Financial Economics - https://github.com/rsvp/fecon235/tree/master/nb
-- Critical Transitions - https://github.com/ryanholbrook/critical-transitions
-- Economic Foundations - https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations
-- Corporate Finance - https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance
-- M&A- https://github.com/atulram/Finance-and-Stocks
-- Lifecycle - https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb
-- Computational Finance - https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance
-- Liquidity and Momentum - https://github.com/mrefermat/quant_finance/stargazers
-- Meta labeling and signal efficacy - https://github.com/hudson-and-thames/presentations/blob/master/Does%20Meta%20Labeling%20Add%20to%20Signal%20Efficacy.pdf
-- Good AFML notes: http://reasonabledeviations.science/notes/adv_fin_ml/
-- Good Blockchain Notes - http://reasonabledeviations.science/notes/princeton_bitcoin/
-- Quantopian Lecture Notes - http://reasonabledeviations.science/notes/quantopian_lectures/
-- http://www.unofficialgoogledatascience.com/2017/04/our-quest-for-robust-time-series.html How Google does series predictions
-
-
-
-Data
-- Employee Count SEC Filings
-- SEC Parsing
-- Open Edgar
-- EDGAR - A walk-through in how to obtain EDGAR data.
-- IRS - Accessing and parsing IRS filings.
-- Rating Industries
-- Web Scraping (FirmAI) - Web scraping solutions for Facebook, Glassdoor, Instagram, Morningstar, Similarweb, Yelp, Spyfu, Linkedin, Angellist.
-- Financial Corporate - Rutgers corporate financial datasets.
-- Non-financial Corporate - Rutgers non-financial corporate dataset.
-- http://finance.yahoo.com/
-- https://fred.stlouisfed.org/
-- https://stooq.com
-- https://github.com/timestocome/StockMarketData
-
-
-Courses
-- Mathematical Finance - https://github.com/yadongli/nyumath2048
-- Algo Trading - https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading
-- Python for Finance - https://github.com/siaen/python_finance_course
-- Handson Python for Finance - https://github.com/PacktPublishing/Hands-on-Python-for-Finance
-- Machine Learning for Trading (Good) - https://github.com/stefan-jansen/machine-learning-for-trading
-- ML Specialisation - https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization
-- Risk Management - Finance risk engagement course resources.