diff --git a/README.md b/README.md deleted file mode 100644 index 72f3eb8..0000000 --- a/README.md +++ /dev/null @@ -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.