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minor bug fix and change scheduling to weekly to save api request limit

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This commit is contained in:
Bin Yang
2021-03-31 13:33:58 -04:00
parent da021a3e04
commit 8e07efec37
4 changed files with 168 additions and 155 deletions
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.github/workflows/repo_status_daily.yml → .github/workflows/repo_status_weekly.yml
+2 -2
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@@ -1,9 +1,9 @@
name: Repo-Updater
# cron every day at 12 am
# cron every sunday at 12 am, due to github api limits, change this to be ran once a week
on:
schedule:
- cron: '0 0 * * *' #
- cron: '0 0 * * 0' #
jobs:
# Set the job key. The key is displayed as the job name
git_status.py
+18 -6
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@@ -1,6 +1,6 @@
import os
from typing import Dict
import datetime
from conf import PROJECT_ROOT_DIR
import re
import pandas as pd
@@ -88,13 +88,12 @@ def search_new_repo_and_append(min_stars_number: int = 100):
repo_list = search_repo_simple(search_term, min_stars_number)
bottom_df = convert_repo_list_to_df(repo_list, category)
combined_df = pd.concat([top_df, bottom_df]).reset_index(drop=True)
combined_df = combined_df.drop_duplicates()
# only find ones that need to be inserted
combined_df = combined_df[~combined_df['repo_path'].str.lower().isin(repo_df['repo_path'].str.lower())]
new_repo_list.append(combined_df)
new_repo_df = pd.concat(new_repo_list).reset_index(drop=True)
final_df = pd.concat([repo_df.drop('repo_path', axis=1), new_repo_df.drop('repo_path', axis=1)]).reset_index(
drop=True)
final_df = pd.concat([repo_df, new_repo_df]).reset_index(drop=True)
final_df = final_df.sort_values(by='category')
final_df.to_csv(os.path.join(PROJECT_ROOT_DIR, 'raw_data', 'url_list.csv'), index=False)
@@ -104,7 +103,8 @@ def search_new_repo_and_append(min_stars_number: int = 100):
# *******
def get_repo_list():
repo_df = pd.read_csv(os.path.join(PROJECT_ROOT_DIR, 'raw_data', 'url_list.csv'))
repo_df['repo_path'] = repo_df['url'].apply(get_repo_path)
if 'repo_path' not in repo_df.columns:
repo_df['repo_path'] = repo_df['url'].apply(get_repo_path)
return repo_df
@@ -129,8 +129,9 @@ def get_last_commit_date(input_repo: Repository):
return page.commit.author.date
def get_repo_attributes_dict(input_repo: Repository):
def get_repo_attributes_dict(input_repo: Repository, last_commit_within_years: int = 2):
result_dict = {
'repo_path': input_repo.full_name,
'created_at': input_repo.created_at,
'last_commit': get_last_commit_date(input_repo),
'last_update': input_repo.updated_at,
@@ -139,6 +140,17 @@ def get_repo_attributes_dict(input_repo: Repository):
'contributors_count': input_repo.get_contributors().totalCount
}
today = datetime.datetime.today()
check_start_date = datetime.datetime(today.year - last_commit_within_years,
today.month,
today.day)
if result_dict['last_commit'] >= check_start_date:
repo_status = 'active'
else:
repo_status = 'inactive'
result_dict['repo_status'] = repo_status
return result_dict
raw_data/process.drawio
+1
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@@ -0,0 +1 @@
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raw_data/url_list.csv
+147 -147
View File
@@ -1,147 +1,147 @@
name,url,comment,category,last_update,star_count,fork_count,contributors_count,created_at,last_commit
Deep Learning,https://github.com/keon/deepstock,Technical experimentations to beat the stock market using deep learning.,Deep Learning,2021-03-24 14:45:00,427.0,154.0,2.0,2016-12-12 02:15:12,2017-03-04 08:37:29
Deep Learning II,https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks,Tensorflow Regression.,Deep Learning,2021-03-21 06:53:56,174.0,68.0,1.0,2016-07-12 12:56:10,2018-02-16 02:43:36
Deep Learning III,https://github.com/Rachnog/Deep-Trading,Algorithmic trading with deep learning experiments.,Deep Learning,2021-03-26 06:28:38,1262.0,675.0,1.0,2016-06-18 18:23:06,2018-08-07 15:24:45
Deep Learning IV,https://github.com/achillesrasquinha/bulbea,Bulbea: Deep Learning based Python Library.,Deep Learning,2021-03-28 15:58:19,1448.0,416.0,1.0,2017-03-09 06:11:06,2017-03-19 07:42:49
LTSM GRU,https://github.com/RajatHanda/Finance-Forecasting,Stock Market Forecasting using LSTM\GRU.,Deep Learning,2021-03-29 23:59:32,11.0,6.0,1.0,2018-05-13 02:39:32,2019-02-25 00:26:42
LTSM Recurrent,https://github.com/VivekPa/AIAlpha,OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.,Deep Learning,2021-03-30 03:12:21,1198.0,370.0,2.0,2018-10-07 03:58:26,2019-08-03 09:00:44
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,2021-03-16 04:35:29,218.0,83.0,1.0,2018-08-05 02:13:21,2018-10-01 11:25:53
Neural Network,https://github.com/VivekPa/IntroNeuralNetworks,Neural networks to predict stock prices.,Deep Learning,2021-03-30 18:13:26,488.0,177.0,2.0,2018-09-10 06:34:53,2018-11-21 07:39:31
AI Trading,https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md,AI to predict stock market movements.,Deep Learning,2021-03-29 14:35:26,2852.0,1379.0,1.0,2019-01-09 08:02:47,2019-02-11 16:32:47
RL Trading,https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW,A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab.,Reinforcement Learning,,,,,,
RL,https://github.com/kh-kim/stock_market_reinforcement_learning,OpenGym with Deep Q-learning and Policy Gradient.,Reinforcement Learning,2021-03-28 22:14:59,712.0,299.0,1.0,2016-10-04 14:42:19,2016-12-23 07:34:08
RL II,https://github.com/deependersingla/deep_trader,reinforcement learning on stock market and agent tries to learn trading.,Reinforcement Learning,2021-03-29 11:10:37,1340.0,490.0,3.0,2016-06-11 07:27:10,2018-01-22 14:35:50
RL III,https://github.com/samre12/deep-trading-agent,Github -Deep Reinforcement Learning based Trading Agent for Bitcoin.,Reinforcement Learning,2021-03-29 01:02:47,575.0,204.0,1.0,2017-09-21 17:05:19,2018-04-13 16:33:21
RL IV,https://github.com/jjakimoto/DQN,Reinforcement Learning for finance.,Reinforcement Learning,2021-03-25 19:14:20,140.0,55.0,1.0,2016-10-21 02:47:17,2017-04-07 08:11:57
RL V,https://github.com/gstenger98/rl-finance,Building an Agent to Trade with Reinforcement Learning.,Reinforcement Learning,2021-01-03 04:36:11,32.0,7.0,5.0,2019-01-16 00:43:36,2020-03-19 20:28:08
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.,Reinforcement Learning,2021-03-27 02:19:29,241.0,114.0,1.0,2017-05-18 16:47:11,2017-05-18 16:56:38
Mixture Models I,https://github.com/BlackArbsCEO/Mixture_Models,Mixture models to predict market bottoms.,Other Models,2021-03-02 19:44:01,31.0,31.0,1.0,2017-03-20 18:54:24,2017-04-25 23:35:20
Mixture Models II,https://github.com/BlackArbsCEO/mixture_model_trading_public,Mixture models and stock trading.,Other Models,2021-03-12 13:21:17,166.0,73.0,1.0,2017-12-11 17:05:38,2020-05-13 23:50:47
Scikit-learn Stock Prediction,https://github.com/robertmartin8/MachineLearningStocks,Using python and scikit-learn to make stock predictions.,Other Models,2021-03-30 18:11:54,919.0,344.0,2.0,2017-02-12 04:50:44,2021-02-04 03:48:33
Fundamental LT Forecasts,https://github.com/Hvass-Labs/FinanceOps,Research in investment finance for long term forecasts.,Other Models,2021-03-21 19:26:51,379.0,126.0,1.0,2018-07-22 08:14:46,2021-02-17 14:39:30
Short-Term Movement Cues,https://github.com/anfederico/Clairvoyant,Identify social/historical cues for short term stock movement.,Other Models,2021-03-28 16:31:16,2157.0,678.0,1.0,2016-09-12 18:38:17,2018-08-29 20:27:19
Trend Following,http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html,A futures trend following portfolio investment strategy.,Other Models,,,,,,
Advanced ML,https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises,Exercises too Financial Machine Learning (De Prado).,Data Processing Techniques and Transformations,2021-03-30 21:50:23,958.0,434.0,4.0,2018-04-25 17:22:40,2020-01-16 17:25:41
Advanced ML II,https://github.com/hudson-and-thames/research,More implementations of Financial Machine Learning (De Prado).,Data Processing Techniques and Transformations,,,,,,
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,2021-03-18 22:35:10,229.0,82.0,3.0,2018-11-16 12:20:25,2019-07-04 01:41:46
Reinforcement Learning,https://github.com/filangel/qtrader,Reinforcement Learning for Portfolio Management.,Portfolio Selection and Optimisation,2021-03-29 03:47:07,364.0,150.0,1.0,2017-10-07 09:14:33,2018-06-26 09:22:27
Efficient Frontier,https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb,Modern Portfolio Theory.,Portfolio Selection and Optimisation,2021-03-30 00:01:39,104.0,57.0,1.0,2018-02-17 08:19:46,2018-02-27 13:16:57
PyPortfolioOpt,https://github.com/robertmartin8/PyPortfolioOpt,"Financial portfolio optimisation, including classical efficient frontier and advanced methods.",Portfolio Selection and Optimisation,2021-03-30 03:37:20,1865.0,476.0,16.0,2018-05-29 13:30:30,2021-02-25 13:01:56
Policy Gradient Portfolio,https://github.com/ZhengyaoJiang/PGPortfolio,A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.,Portfolio Selection and Optimisation,2021-03-30 14:21:01,1274.0,629.0,6.0,2017-11-12 16:08:44,2019-05-09 09:50:18
Deep Portfolio Theory,https://github.com/tcloaa/Deep-Portfolio-Theory,Autoencoder framework for portfolio selection.,Portfolio Selection and Optimisation,2021-01-30 13:50:57,104.0,58.0,1.0,2017-02-10 09:03:08,2018-03-08 16:47:00
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,2020-12-25 09:39:33,14.0,5.0,1.0,2018-08-01 19:48:24,2019-09-05 11:18:56
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,,,,,,
OLMAR Algorithm,https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb,Relative importance of each component of the OLMAR algorithm.,Portfolio Selection and Optimisation,2020-12-16 17:28:05,6.0,3.0,1.0,2016-07-26 16:20:10,2016-12-30 11:40:53
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,,,,,,
DeepDow,https://github.com/jankrepl/deepdow,Portfolio optimization with deep learning.,Portfolio Selection and Optimisation,2021-03-30 13:34:40,303.0,57.0,2.0,2020-02-02 08:46:33,2021-02-16 18:50:53
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:,2020-11-04 07:04:38,4.0,5.0,1.0,2017-08-07 14:44:32,2017-08-08 22:52:11
Pyfolio,https://github.com/quantopian/pyfolio,Portfolio and risk analytics in Python.,Factor and Risk Analysis:,2021-03-30 15:14:24,3633.0,1143.0,42.0,2015-06-01 15:31:39,2020-02-28 17:30:19
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:,2021-03-01 13:53:42,31.0,18.0,1.0,2016-05-10 11:03:48,2016-05-17 03:44:56
CAPM,https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb,Expected returns using CAPM.,Factor and Risk Analysis:,2021-03-01 13:53:42,31.0,18.0,1.0,2016-05-10 11:03:48,2016-05-17 03:44:56
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:,2020-12-21 14:26:46,3.0,4.0,1.0,2018-03-13 07:39:20,2018-03-13 07:42:36
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:,2021-03-20 21:53:18,41.0,28.0,1.0,2018-08-06 16:09:44,2020-11-22 19:02:07
VaR,https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb,Value-at-risk calculations.,Factor and Risk Analysis:,2020-10-06 20:29:28,9.0,9.0,1.0,2016-11-15 19:24:17,2017-01-14 21:19:30
Python for Finance,https://github.com/yhilpisch/py4fi/tree/master/jupyter36,Various financial notebooks.,Factor and Risk Analysis:,2021-03-27 13:15:22,1294.0,791.0,1.0,2014-12-15 11:23:34,2018-07-10 06:38:12
Performance Analysis,https://github.com/quantopian/alphalens,Performance analysis of predictive (alpha) stock factors.,Factor and Risk Analysis:,2021-03-30 06:28:54,1835.0,691.0,17.0,2016-06-03 21:49:15,2020-04-27 18:40:41
Quant Finance,https://github.com/mrefermat/quant_finance,General quant repository.,Factor and Risk Analysis:,2021-03-30 00:09:34,31.0,15.0,1.0,2018-08-11 22:59:53,2019-11-12 04:49:01
Risk and Return,https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials,Riskiness of portfolios and assets.,Factor and Risk Analysis:,2021-03-19 22:01:05,139.0,61.0,2.0,2017-09-12 13:35:09,2020-08-06 12:35:44
Convex Optimisation,https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb,Convex Optimization for Finance.,Factor and Risk Analysis:,2020-11-04 07:19:22,17.0,9.0,1.0,2018-06-26 20:36:47,2019-10-22 21:56:46
Factor Analysis,https://github.com/alpha-miner/alpha-mind/tree/master/notebooks,Factor strategy notebooks.,Factor and Risk Analysis:,2021-03-12 22:42:55,171.0,59.0,3.0,2017-05-01 07:36:54,2021-02-09 09:36:41
Statistical Finance,https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments,Various financial experiments.,Factor and Risk Analysis:,2021-03-30 00:09:28,21.0,16.0,1.0,2015-10-04 09:10:54,2020-03-28 18:33:58
PCA Pairs Trading,https://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_Trading,"PCA, Factor Returns, and trading strategies.",Unsupervised:,,,,,,
Fund Clusters,https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb,Data exploration of fund clusters.,Unsupervised:,2020-10-06 18:46:48,3.0,2.0,1.0,2018-04-16 22:18:55,2018-06-07 22:01:32
VRA Stock Embedding,https://github.com/ml-hongkong/stock2vec,Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history.,Unsupervised:,2020-10-20 11:05:55,32.0,12.0,1.0,2017-06-21 04:47:14,2017-06-21 04:51:13
Industry Clustering,https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,Clustering of industries.,Unsupervised:,2020-10-06 18:51:22,4.0,5.0,1.0,2017-07-21 02:12:51,2017-07-23 02:53:37
Pairs Trading,https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb,Finding pairs with cluster analysis.,Unsupervised:,2021-03-08 11:01:33,78.0,36.0,0.0,2017-09-05 19:19:19,2017-09-27 20:42:14
Industry Clustering,https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,Project to cluster industries according to financial attributes.,Unsupervised:,2020-10-06 18:51:22,4.0,5.0,1.0,2017-07-21 02:12:51,2017-07-23 02:53:37
NLP,https://github.com/toamitesh/NLPinFinance,This project assembles a lot of NLP operations needed for finance domain.,Textual:,,,,,,
Earning call transcripts,https://github.com/lin882/WebAnalyticsProject,Correlation between mutual fund investment decision and earning call transcripts.,Textual:,2020-12-17 08:24:20,3.0,3.0,1.0,2017-12-30 08:56:03,2018-01-11 02:11:11
Buzzwords,https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds,Return performance and mutual fund selection.,Textual:,2020-10-06 18:54:58,1.0,4.0,1.0,2018-02-04 21:51:16,2018-02-04 21:57:09
Fund classification,https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb,Fund classification using text mining and NLP.,Textual:,2020-10-06 18:46:48,3.0,2.0,1.0,2018-04-16 22:18:55,2018-06-07 22:01:32
NLP Event,https://github.com/yuriak/DLQuant,Applying Deep Learning and NLP in Quantitative Trading.,Textual:,2021-03-24 02:52:49,68.0,31.0,1.0,2018-07-02 23:50:52,2019-01-31 14:08:20
Financial Sentiment Analysis,https://github.com/EricHe98/Financial-Statements-Text-Analysis,"Sentiment, distance and proportion analysis for trading signals.",Textual:,2021-01-21 08:07:21,47.0,27.0,1.0,2017-06-23 00:05:49,2019-01-26 03:35:55
Financial Statement Sentiment,https://github.com/MAydogdu/TextualAnalysis,Extracting sentiment from financial statements using neural networks.,Textual:,2020-10-22 16:32:34,7.0,7.0,1.0,2018-06-04 20:54:14,2018-06-04 20:56:02
Extensive NLP,https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb,Comprehensive NLP techniques for accounting research.,Textual:,2021-03-21 07:39:02,73.0,42.0,1.0,2017-10-25 07:10:26,2020-06-05 03:28:46
Accounting Anomalies,https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb,Using deep-learning frameworks to identify accounting anomalies.,Textual:,2021-03-30 03:25:31,106.0,50.0,2.0,2017-05-24 12:36:38,2019-08-07 21:47:08
Options,https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D,Introduction to options.,Derivatives and Hedging:,2021-03-27 22:51:59,328.0,164.0,36.0,2017-07-28 15:48:29,2021-03-17 17:17:08
Derivative Markets,https://github.com/broughtj/Fin6470/tree/master/Notebooks,"The economics of futures, futures, options, and swaps.",Derivatives and Hedging:,2021-03-18 03:47:54,8.0,8.0,1.0,2016-02-09 05:30:27,2021-03-18 03:47:47
Black Scholes,https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb,Options pricing.,Derivatives and Hedging:,2020-10-06 20:36:29,1.0,2.0,0.0,2017-12-09 18:50:20,2018-07-09 09:48:36
Computational Derivatives,https://github.com/chenbowen184/Computational_Finance,Projects focusing on investigating simulations and computational techniques applied in finance.,Derivatives and Hedging:,2021-01-12 12:22:31,17.0,12.0,1.0,2018-01-29 05:01:52,2018-08-02 05:56:49
Reinforcement Learning,https://github.com/FinTechies/HedgingRL,Hedging portfolios with reinforcement learning.,Derivatives and Hedging:,2021-01-20 08:12:13,16.0,9.0,1.0,2017-04-21 10:58:56,2017-08-02 21:41:06
Delta Hedging,https://github.com/RobinsonGarcia/delta-hedging,Advanced derivatives.,Derivatives and Hedging:,2021-02-27 08:48:27,3.0,2.0,1.0,2018-03-02 23:53:53,2018-07-17 23:32:23
Options Risk Measures,https://github.com/wanglouis49/risk_estimation,Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling).,Derivatives and Hedging:,2020-10-06 20:37:02,1.0,2.0,1.0,2016-04-29 03:51:25,2018-01-16 01:24:07
Derivatives Python,https://github.com/yhilpisch/dawp/tree/master/python36,Derivative analytics with Python.,Derivatives and Hedging:,2021-03-23 15:35:23,387.0,297.0,1.0,2015-07-09 12:27:29,2021-02-22 13:29:18
Volatility and Variance Derivatives,https://github.com/yhilpisch/lvvd/tree/master/lvvd,Volatility derivatives analytics.,Derivatives and Hedging:,2021-03-23 12:10:07,78.0,77.0,1.0,2016-10-21 04:12:50,2021-02-22 13:32:00
Options,https://github.com/PHBS/2018.M1.ASP/tree/master/py,Black Scholes and Copula.,Derivatives and Hedging:,,,,,,
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:,2021-02-27 08:50:16,2.0,3.0,1.0,2018-05-22 18:27:26,2018-05-22 18:30:24
Derman,https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb,Binomial tree for American call.,Derivatives and Hedging:,2020-10-06 20:37:15,1.0,3.0,1.0,2018-05-18 18:08:16,2018-09-21 19:59:01
Hull White,https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb,"Callable Bond, Hull White.",Derivatives and Hedging:,2020-10-06 20:37:16,4.0,6.0,1.0,2018-06-06 22:06:06,2018-06-06 22:27:02
Vasicek,https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb,Bootstrapping and interpolation.,Fixed Income,2020-12-10 21:20:03,3.0,3.0,1.0,2018-07-18 19:26:54,2018-07-18 19:34:48
Binomial Tree,https://github.com/hy-lei/math-finance-exercise,Utility functions in fixed income securities.,Fixed Income,2020-10-06 20:55:18,1.0,2.0,1.0,2019-02-02 08:44:14,2019-05-03 17:16:52
Corporate Bonds,https://github.com/ishank011/gs-quantify-bond-prediction,Predicting the buying and selling volume of the corporate bonds.,Fixed Income,2021-01-03 21:46:55,7.0,5.0,1.0,2017-09-27 19:57:13,2017-09-27 20:00:29
Kiva Crowdfunding,https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb,Exploratory data analysis.,Alternative Finance,2021-02-19 13:40:33,5.0,1.0,1.0,2018-02-27 16:46:02,2019-02-13 00:15:27
Venture Capital,https://github.com/julian-chan/etothex,Insight into a new founder to make data-driven investment decisions.,Alternative Finance,2020-10-06 20:56:08,3.0,2.0,1.0,2017-12-04 08:59:44,2017-12-13 05:35:27
Venture Capital NN,https://github.com/tr7200/National-Culture-and-Venture-Capital-Monitoring,Cox-PH neural network predictions for VC/innovations finance research.,Alternative Finance,,,,,,
Private Equity,https://github.com/TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity/blob/master/RightNow%20Technologies/RightNow%20Technologies.ipynb,Valuation models.,Alternative Finance,2020-11-26 03:34:45,8.0,6.0,2.0,2016-01-27 21:13:33,2016-03-14 20:03:52
VC OLS,https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb,VC regression.,Alternative Finance,2020-10-06 20:56:14,2.0,1.0,1.0,2018-03-29 23:31:13,2018-03-29 23:33:19
Watch Valuation,https://github.com/alporter08/Luxury-Watch-Valuation/blob/master/Luxury-Watch-Valuation.ipynb,Analysis of luxury watch data to classify whether a certain model is likely to be over-or undervalued.,Alternative Finance,2021-01-14 22:41:08,4.0,2.0,1.0,2017-02-08 18:39:29,2017-04-27 22:55:55
Art Valuation,https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynb,Art evaluation analytics.,Alternative Finance,2021-02-26 12:10:53,9.0,5.0,1.0,2014-12-11 00:25:39,2014-12-12 21:25:46
Blockchain,https://github.com/nud3l/dInvest,Repository for distributed autonomous investment banking.,Alternative Finance,2021-02-06 07:38:28,12.0,7.0,2.0,2016-09-05 19:12:40,2017-04-24 10:48:56
HFT,https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,High frequency trading.,Extended Research:,2021-03-29 17:04:25,742.0,331.0,1.0,2016-07-21 05:14:14,2017-02-14 16:47:25
Deep Portfolio,https://github.com/DLColumbia/DL_forFinance,Deep learning for finance Predict volume of bonds.,Extended Research:,2021-01-12 11:48:27,27.0,20.0,2.0,2018-05-08 19:34:17,2018-05-09 15:39:25
Mathematical Finance,https://github.com/Auquan/Tutorials,Notebooks for math and financial tutorials.,Extended Research:,2021-03-29 10:26:01,661.0,426.0,9.0,2017-01-21 11:24:18,2020-08-01 17:03:32
NLP Finance Papers,https://github.com/chenbowen184/Research_Documents_Curation_with_NLP,Curating quantitative finance papers using machine learning.,Extended Research:,2021-02-27 06:33:23,8.0,9.0,1.0,2018-10-11 20:32:37,2018-12-24 23:27:55
Simulation,https://github.com/chenbowen184/Computational_Finance,Investigating simulations as part of computational finance.,Extended Research:,2021-01-12 12:22:31,17.0,12.0,1.0,2018-01-29 05:01:52,2018-08-02 05:56:49
Market Crash Prediction,https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb,Predicting market crashes using an LPPL model.,Extended Research:,2020-10-06 21:01:42,1.0,3.0,1.0,2019-01-24 13:37:45,2019-02-13 16:48:00
Commodity,https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb,Commodity influence over Brazilian stocks.,Extended Research:,,,,,,
Finance Graph Theory,https://github.com/AvijitGhosh82/Finance_Graph_Theory,Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents.,Extended Research:,2021-03-28 02:22:22,17.0,7.0,3.0,2018-08-02 02:48:24,2019-03-16 18:39:38
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:,,,,,,
Behavioural Economics,https://github.com/pcmichaud/notebooks,Behavioural Economics and Finance Python Notebooks.,Extended Research:,2021-02-03 07:22:40,9.0,4.0,1.0,2018-12-20 00:21:38,2019-03-26 11:51:46
Bayesian Finance,https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb,Notebook PyMC3 implementation.,Extended Research:,2021-03-25 18:38:09,229.0,53.0,1.0,2018-08-28 14:45:00,2020-08-06 22:03:47
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:,2020-11-28 03:02:48,25.0,6.0,0.0,2019-01-04 12:30:41,2019-02-18 09:55:21
Currency PCA,https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb,Forex spots PCA.,Extended Research:,2020-10-26 00:55:20,3.0,1.0,1.0,2019-03-12 21:11:29,2019-03-12 22:09:10
Backtests,https://github.com/AlgoTraders/stock-analysis-engine,Trading data and algorithms.,Extended Research:,2021-03-30 02:32:59,613.0,162.0,3.0,2018-09-16 20:00:36,2020-09-05 13:01:05
High Frequency,https://github.com/cswaney/prickle,A Python toolkit for high-frequency trade research.,Extended Research:,2021-03-22 02:19:15,24.0,17.0,2.0,2016-07-06 20:32:21,2018-06-09 10:53:51
Financial Economics,https://github.com/rsvp/fecon235/tree/master/nb,Financial Economics Models.,Extended Research:,2021-03-29 08:31:35,709.0,273.0,2.0,2014-11-09 04:49:01,2018-12-03 16:30:28
Critical Transitions,https://github.com/ryanholbrook/critical-transitions,Detecting critical transitions in financial networks with topological data analysis.,Extended Research:,2021-01-30 11:50:22,10.0,3.0,1.0,2019-01-22 10:59:50,2019-03-12 18:35:02
Economic Foundations,https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations,Basic economic models.,Extended Research:,2020-10-06 21:01:59,2.0,3.0,1.0,2017-05-25 02:27:36,2017-06-30 03:53:59
Corporate Finance,https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance,Basic corporate finance.,Extended Research:,2021-01-16 19:01:31,9.0,4.0,1.0,2017-09-09 03:35:24,2017-09-09 23:04:48
Applied Corporate Finance,https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance,Studies the empirical behaviours in stock market.,Extended Research:,2021-02-19 13:40:37,8.0,9.0,1.0,2018-01-29 05:14:52,2018-07-19 06:25:36
M&A,https://github.com/atulram/Finance-and-Stocks,Mergers and Acquisitions.,Extended Research:,2020-12-21 14:42:43,3.0,3.0,1.0,2019-01-19 18:16:47,2019-02-18 16:57:19
Life-cycle,https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb,Company life cycle.,Extended Research:,2020-12-21 14:42:43,3.0,3.0,1.0,2019-01-19 18:16:47,2019-02-18 16:57:19
Computational Finance,https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance,Applied Computational Economics and Finance.,Extended Research:,2021-03-07 17:47:01,12.0,13.0,1.0,2017-08-27 03:46:33,2017-08-26 04:26:04
Liquidity and Momentum,https://github.com/mrefermat/quant_finance,Various factors and portfolio constructions.,Extended Research:,2021-03-30 00:09:34,31.0,15.0,1.0,2018-08-11 22:59:53,2019-11-12 04:49:01
Mathematical Finance,https://github.com/yadongli/nyumath2048,NYU Math-GA 2048: Scientific Computing in Finance.,Courses,2021-01-14 18:01:08,69.0,63.0,6.0,2015-01-25 21:10:37,2020-03-25 04:24:25
Algo Trading,https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading,Intro to algo trading.,Courses,2021-03-12 11:02:04,64.0,25.0,1.0,2017-10-29 20:34:54,2019-01-22 06:56:08
Python for Finance,https://github.com/siaen/python_finance_course,CEU python for finance course material.,Courses,2021-03-26 22:33:25,15.0,15.0,4.0,2017-12-12 11:54:46,2020-02-25 20:31:41
Handson Python for Finance,https://github.com/PacktPublishing/Hands-on-Python-for-Finance,Hands-on Python for Finance published by Packt.,Courses,2021-03-26 22:26:32,120.0,107.0,3.0,2018-08-20 14:10:37,2021-01-15 08:57:06
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,2021-03-30 18:25:40,3644.0,1136.0,7.0,2018-05-09 12:33:08,2021-03-19 14:10:47
ML Specialisation,https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,Machine Learning in Finance.,Courses,2021-03-13 10:49:36,32.0,31.0,1.0,2019-01-24 02:55:01,2020-01-03 21:54:16
Risk Management,https://github.com/andrey-lukyanov/Risk-Management,Finance risk engagement course resources.,Courses,2020-11-12 00:49:51,6.0,5.0,3.0,2018-10-03 16:26:14,2018-12-13 08:04:15
Basic Investments,https://github.com/SeanMcOwen/FinanceAndPython.com-Investments,Basic investment tools in python.,Courses,2021-03-23 06:32:10,9.0,5.0,1.0,2017-08-02 21:52:19,2017-08-17 03:24:53
Basic Derivatives,https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives,Basic forward contracts and hedging.,Courses,2020-10-06 18:10:50,3.0,4.0,1.0,2017-08-24 00:11:37,2017-10-13 01:32:23
Basic Finance,https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance,Source code notebooks basic finance applications.,Courses,2021-02-06 21:41:39,9.0,8.0,1.0,2017-05-06 02:39:05,2017-06-21 04:04:09
Capital Markets Data,https://www.capitalmarketsdata.com/,,Data,,,,,,
Employee Count SEC Filings,https://github.com/healthgradient/sec_employee_information_extraction,,Data,2021-02-27 03:33:31,10.0,2.0,1.0,2018-06-26 23:33:51,2018-08-14 01:31:13
SEC Parsing,https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb,,Data,2021-02-27 06:34:55,9.0,6.0,1.0,2018-06-16 14:30:06,2018-06-16 17:23:46
Open Edgar,https://github.com/LexPredict/openedgar,,Data,2021-03-28 14:26:09,165.0,61.0,6.0,2018-05-07 15:32:31,2019-05-15 08:32:30
EDGAR,https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb,,Data,2021-01-23 19:22:59,11.0,10.0,1.0,2018-06-11 22:51:57,2018-07-10 18:03:52
IRS,http://social-metrics.org/sox/,,Data,,,,,,
Rating Industries,http://www.ratingshistory.info/,,Data,,,,,,
Web Scraping (FirmAI),https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data,,Data,2021-03-28 12:43:58,576.0,183.0,2.0,2019-02-19 19:02:59,2020-07-22 16:48:21
Financial Corporate,http://raw.rutgers.edu/Corporate%20Financial%20Data.html,,Data,,,,,,
Non-financial Corporate,http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html,,Data,,,,,,
http://finance.yahoo.com/,http://finance.yahoo.com/,,Data,,,,,,
https://fred.stlouisfed.org/,https://fred.stlouisfed.org/,,Data,,,,,,
https://stooq.com,https://stooq.com,,Data,,,,,,
https://github.com/timestocome/StockMarketData,https://github.com/timestocome/StockMarketData,,Data,2021-03-26 22:35:04,7.0,6.0,1.0,2017-05-10 21:49:45,2017-08-06 19:23:18
Financial Event Prediction using Machine Learning,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555,,Personal Papers,,,,,,
Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies,https://jfds.pm-research.com/content/2/1/10,,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,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952,,Personal Papers,,,,,,
NYU FRE,https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering,Finance and Risk Engineering (NYU Tandon),"Colleges, Centers and Departments",,,,,,
Cornell University,https://www.cornell.edu/,,"Colleges, Centers and Departments",,,,,,
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",,,,,,
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",,,,,,
name,url,comment,category,last_update,star_count,fork_count,contributors_count,created_at,last_commit,repo_path,repo_status
Venture Capital NN,https://github.com/tr7200/National-Culture-and-Venture-Capital-Monitoring,Cox-PH neural network predictions for VC/innovations finance research.,Alternative Finance,,,,,,,tr7200/National-Culture-and-Venture-Capital-Monitoring,
Private Equity,https://github.com/TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity/blob/master/RightNow%20Technologies/RightNow%20Technologies.ipynb,Valuation models.,Alternative Finance,2020-11-26 03:34:45,8.0,6.0,2.0,2016-01-27 21:13:33,2016-03-14 20:03:52,TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity,inactive
VC OLS,https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb,VC regression.,Alternative Finance,2020-10-06 20:56:14,2.0,1.0,1.0,2018-03-29 23:31:13,2018-03-29 23:33:19,fionawhitefield/venture-capital-ols,inactive
Watch Valuation,https://github.com/alporter08/Luxury-Watch-Valuation/blob/master/Luxury-Watch-Valuation.ipynb,Analysis of luxury watch data to classify whether a certain model is likely to be over-or undervalued.,Alternative Finance,2021-01-14 22:41:08,4.0,2.0,1.0,2017-02-08 18:39:29,2017-04-27 22:55:55,alporter08/Luxury-Watch-Valuation,inactive
Art Valuation,https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynb,Art evaluation analytics.,Alternative Finance,2021-02-26 12:10:53,9.0,5.0,1.0,2014-12-11 00:25:39,2014-12-12 21:25:46,ahmedhosny/theGreenCanvas,inactive
Blockchain,https://github.com/nud3l/dInvest,Repository for distributed autonomous investment banking.,Alternative Finance,2021-02-06 07:38:28,12.0,7.0,2.0,2016-09-05 19:12:40,2017-04-24 10:48:56,nud3l/dInvest,inactive
Venture Capital,https://github.com/julian-chan/etothex,Insight into a new founder to make data-driven investment decisions.,Alternative Finance,2020-10-06 20:56:08,3.0,2.0,1.0,2017-12-04 08:59:44,2017-12-13 05:35:27,julian-chan/etothex,inactive
Kiva Crowdfunding,https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb,Exploratory data analysis.,Alternative Finance,2021-02-19 13:40:33,5.0,1.0,1.0,2018-02-27 16:46:02,2019-02-13 00:15:27,CJL89/Kiva-Crowdfunding,inactive
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",,,,,,,,
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,2021-03-31 02:08:49,33.0,31.0,1.0,2019-01-24 02:55:01,2020-01-03 21:54:16,Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,active
Risk Management,https://github.com/andrey-lukyanov/Risk-Management,Finance risk engagement course resources.,Courses,2020-11-12 00:49:51,6.0,5.0,3.0,2018-10-03 16:26:14,2018-12-13 08:04:15,andrey-lukyanov/Risk-Management,inactive
Basic Investments,https://github.com/SeanMcOwen/FinanceAndPython.com-Investments,Basic investment tools in python.,Courses,2021-03-23 06:32:10,9.0,5.0,1.0,2017-08-02 21:52:19,2017-08-17 03:24:53,SeanMcOwen/FinanceAndPython.com-Investments,inactive
Handson Python for Finance,https://github.com/PacktPublishing/Hands-on-Python-for-Finance,Hands-on Python for Finance published by Packt.,Courses,2021-03-26 22:26:32,120.0,107.0,3.0,2018-08-20 14:10:37,2021-01-15 08:57:06,PacktPublishing/Hands-on-Python-for-Finance,active
Basic Finance,https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance,Source code notebooks basic finance applications.,Courses,2021-03-31 02:09:16,10.0,8.0,1.0,2017-05-06 02:39:05,2017-06-21 04:04:09,SeanMcOwen/FinanceAndPython.com-BasicFinance,inactive
Python for Finance,https://github.com/siaen/python_finance_course,CEU python for finance course material.,Courses,2021-03-31 02:08:55,16.0,15.0,4.0,2017-12-12 11:54:46,2020-02-25 20:31:41,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,2021-03-12 11:02:04,64.0,25.0,1.0,2017-10-29 20:34:54,2019-01-22 06:56:08,JCreeks/Machine-Learning-in-Finance,inactive
Mathematical Finance,https://github.com/yadongli/nyumath2048,NYU Math-GA 2048: Scientific Computing in Finance.,Courses,2021-01-14 18:01:08,69.0,63.0,6.0,2015-01-25 21:10:37,2020-03-25 04:24:25,yadongli/nyumath2048,active
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,2021-03-31 11:07:56,3663.0,1145.0,7.0,2018-05-09 12:33:08,2021-03-19 14:10:47,stefan-jansen/machine-learning-for-trading,active
Basic Derivatives,https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives,Basic forward contracts and hedging.,Courses,2021-03-31 02:08:39,4.0,4.0,1.0,2017-08-24 00:11:37,2017-10-13 01:32:23,SeanMcOwen/FinanceAndPython.com-Derivatives,inactive
EDGAR,https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb,,Data,2021-01-23 19:22:59,11.0,10.0,1.0,2018-06-11 22:51:57,2018-07-10 18:03:52,TiesdeKok/UW_Python_Camp,inactive
Open Edgar,https://github.com/LexPredict/openedgar,,Data,2021-03-31 06:16:26,166.0,61.0,6.0,2018-05-07 15:32:31,2019-05-15 08:32:30,LexPredict/openedgar,active
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,
Web Scraping (FirmAI),https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data,,Data,3/28/21 12:43,576.0,183.0,2.0,2/19/19 19:02,7/22/20 16:48,firmai/business-machine-learning,
Capital Markets Data,https://www.capitalmarketsdata.com/,,Data,,,,,,,,
IRS,http://social-metrics.org/sox/,,Data,,,,,,,,
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,
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,,,,,,,,
http://finance.yahoo.com/,http://finance.yahoo.com/,,Data,,,,,,,,
https://stooq.com,https://stooq.com,,Data,,,,,,,,
https://github.com/timestocome/StockMarketData,https://github.com/timestocome/StockMarketData,,Data,3/26/21 22:35,7.0,6.0,1.0,5/10/17 21:49,8/6/17 19:23,timestocome/StockMarketData,
Financial Corporate,http://raw.rutgers.edu/Corporate%20Financial%20Data.html,,Data,,,,,,,,
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,
Advanced ML,https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises,Exercises too Financial Machine Learning (De Prado).,Data Processing Techniques and Transformations,3/30/21 21:50,958.0,434.0,4.0,4/25/18 17:22,1/16/20 17:25,BlackArbsCEO/Adv_Fin_ML_Exercises,
Deep Learning,https://github.com/keon/deepstock,Technical experimentations to beat the stock market using deep learning.,Deep Learning,3/24/21 14:45,427.0,154.0,2.0,12/12/16 2:15,3/4/17 8:37,keon/deepstock,
Deep Learning II,https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks,Tensorflow Regression.,Deep Learning,3/21/21 6:53,174.0,68.0,1.0,7/12/16 12:56,2/16/18 2:43,LiamConnell/deep-algotrading,
Deep Learning III,https://github.com/Rachnog/Deep-Trading,Algorithmic trading with deep learning experiments.,Deep Learning,3/26/21 6:28,1262.0,675.0,1.0,6/18/16 18:23,8/7/18 15:24,Rachnog/Deep-Trading,
Deep Learning IV,https://github.com/achillesrasquinha/bulbea,Bulbea: Deep Learning based Python Library.,Deep Learning,3/28/21 15:58,1448.0,416.0,1.0,3/9/17 6:11,3/19/17 7:42,achillesrasquinha/bulbea,
AI Trading,https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md,AI to predict stock market movements.,Deep Learning,3/29/21 14:35,2852.0,1379.0,1.0,1/9/19 8:02,2/11/19 16:32,borisbanushev/stockpredictionai,
Neural Network,https://github.com/VivekPa/IntroNeuralNetworks,Neural networks to predict stock prices.,Deep Learning,3/30/21 18:13,488.0,177.0,2.0,9/10/18 6:34,11/21/18 7:39,VivekPa/IntroNeuralNetworks,
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,3/16/21 4:35,218.0,83.0,1.0,8/5/18 2:13,10/1/18 11:25,imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid,
LTSM Recurrent,https://github.com/VivekPa/AIAlpha,OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.,Deep Learning,3/30/21 3:12,1198.0,370.0,2.0,10/7/18 3:58,8/3/19 9:00,VivekPa/AIAlpha,
LTSM GRU,https://github.com/RajatHanda/Finance-Forecasting,Stock Market Forecasting using LSTM\GRU.,Deep 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,
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,
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,
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,
Options,https://github.com/PHBS/2018.M1.ASP/tree/master/py,Black Scholes and Copula.,Derivatives and Hedging,,,,,,,PHBS/2018.M1.ASP,
Derivatives Python,https://github.com/yhilpisch/dawp/tree/master/python36,Derivative analytics with Python.,Derivatives and Hedging,3/23/21 15:35,387.0,297.0,1.0,7/9/15 12:27,2/22/21 13:29,yhilpisch/dawp,
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,
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,
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,
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,chenbowen184/Computational_Finance,
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,
Derivative Markets,https://github.com/broughtj/Fin6470/tree/master/Notebooks,"The economics of futures, futures, options, and swaps.",Derivatives and Hedging,3/18/21 3:47,8.0,8.0,1.0,2/9/16 5:30,3/18/21 3:47,broughtj/Fin6470,
Options,https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D,Introduction to options.,Derivatives and Hedging,3/27/21 22:51,328.0,164.0,36.0,7/28/17 15:48,3/17/21 17:17,QuantConnect/Tutorials,
Volatility and Variance Derivatives,https://github.com/yhilpisch/lvvd/tree/master/lvvd,Volatility derivatives analytics.,Derivatives and Hedging,3/23/21 12:10,78.0,77.0,1.0,10/21/16 4:12,2/22/21 13:32,yhilpisch/lvvd,
Financial Economics,https://github.com/rsvp/fecon235/tree/master/nb,Financial Economics Models.,Extended Research,3/29/21 8:31,709.0,273.0,2.0,11/9/14 4:49,12/3/18 16:30,rsvp/fecon235,
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,
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,
Backtests,https://github.com/AlgoTraders/stock-analysis-engine,Trading data and algorithms.,Extended Research,3/30/21 2:32,613.0,162.0,3.0,9/16/18 20:00,9/5/20 13:01,AlgoTraders/stock-analysis-engine,
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,
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,
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,
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,chenbowen184/Data_Science_in_Applied_Corporate_Finance,
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,
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,
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,
Bayesian Finance,https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb,Notebook PyMC3 implementation.,Extended Research,3/25/21 18:38,229.0,53.0,1.0,8/28/18 14:45,8/6/20 22:03,marketneutral/alphatools,
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,
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,
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,
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,AvijitGhosh82/Finance_Graph_Theory,
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,
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,chenbowen184/Computational_Finance,
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,chenbowen184/Research_Documents_Curation_with_NLP,
Mathematical Finance,https://github.com/Auquan/Tutorials,Notebooks for math and financial tutorials.,Extended Research,3/29/21 10:26,661.0,426.0,9.0,1/21/17 11:24,8/1/20 17:03,Auquan/Tutorials,
Deep Portfolio,https://github.com/DLColumbia/DL_forFinance,Deep learning for finance Predict volume of bonds.,Extended Research,1/12/21 11:48,27.0,20.0,2.0,5/8/18 19:34,5/9/18 15:39,DLColumbia/DL_forFinance,
HFT,https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,High frequency trading.,Extended Research,3/29/21 17:04,742.0,331.0,1.0,7/21/16 5:14,2/14/17 16:47,rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,
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,
Performance Analysis,https://github.com/quantopian/alphalens,Performance analysis of predictive (alpha) stock factors.,Factor and Risk Analysis,3/30/21 6:28,1835.0,691.0,17.0,6/3/16 21:49,4/27/20 18:40,quantopian/alphalens,
Python for Finance,https://github.com/yhilpisch/py4fi/tree/master/jupyter36,Various financial notebooks.,Factor and Risk Analysis,3/27/21 13:15,1294.0,791.0,1.0,12/15/14 11:23,7/10/18 6:38,yhilpisch/py4fi,
VaR,https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb,Value-at-risk calculations.,Factor and Risk Analysis,10/6/20 20:29,9.0,9.0,1.0,11/15/16 19:24,1/14/17 21:19,willb/var-notebook,
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_keras,
Pyfolio,https://github.com/quantopian/pyfolio,Portfolio and risk analytics in Python.,Factor and Risk Analysis,3/30/21 15:14,3633.0,1143.0,42.0,6/1/15 15:31,2/28/20 17:30,quantopian/pyfolio,
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,
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,
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,
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,
Risk and Return,https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials,Riskiness of portfolios and assets.,Factor and Risk Analysis,3/19/21 22:01,139.0,61.0,2.0,9/12/17 13:35,8/6/20 12:35,PyDataBlog/Python-for-Data-Science,
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,
Factor Analysis,https://github.com/alpha-miner/alpha-mind/tree/master/notebooks,Factor strategy notebooks.,Factor and Risk Analysis,3/12/21 22:42,171.0,59.0,3.0,5/1/17 7:36,2/9/21 9:36,alpha-miner/alpha-mind,
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,
Convex Optimisation,https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb,Convex Optimization for Finance.,Factor and Risk Analysis,11/4/20 7:19,17.0,9.0,1.0,6/26/18 20:36,10/22/19 21:56,ssanderson/convex-optimization-for-finance,
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,
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-exercise,
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,
Trend Following,http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html,A futures trend following portfolio investment strategy.,Other Models,,,,,,,,
Fundamental LT Forecasts,https://github.com/Hvass-Labs/FinanceOps,Research in investment finance for long term forecasts.,Other Models,3/21/21 19:26,379.0,126.0,1.0,7/22/18 8:14,2/17/21 14:39,Hvass-Labs/FinanceOps,
Short-Term Movement Cues,https://github.com/anfederico/Clairvoyant,Identify social/historical cues for short term stock movement.,Other Models,3/28/21 16:31,2157.0,678.0,1.0,9/12/16 18:38,8/29/18 20:27,anfederico/Clairvoyant,
Mixture Models II,https://github.com/BlackArbsCEO/mixture_model_trading_public,Mixture models and stock trading.,Other Models,3/12/21 13:21,166.0,73.0,1.0,12/11/17 17:05,5/13/20 23:50,BlackArbsCEO/mixture_model_trading_public,
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,
Scikit-learn Stock Prediction,https://github.com/robertmartin8/MachineLearningStocks,Using python and scikit-learn to make stock predictions.,Other Models,3/30/21 18:11,919.0,344.0,2.0,2/12/17 4:50,2/4/21 3:48,robertmartin8/MachineLearningStocks,
Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies,https://jfds.pm-research.com/content/2/1/10,,Personal Papers,,,,,,,,
Machine Learning in Asset Management,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952,,Personal Papers,,,,,,,,
Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization,https://jfds.pm-research.com/content/2/2/17,,Personal Papers,,,,,,,,
Financial Event Prediction using Machine Learning,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555,,Personal Papers,,,,,,,,
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,3/18/21 22:35,229.0,82.0,3.0,11/16/18 12:20,7/4/19 1:41,VivekPa/OptimalPortfolio,
Reinforcement Learning,https://github.com/filangel/qtrader,Reinforcement Learning for Portfolio Management.,Portfolio Selection and Optimisation,3/29/21 3:47,364.0,150.0,1.0,10/7/17 9:14,6/26/18 9:22,filangel/qtrader,
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,
Deep Portfolio Theory,https://github.com/tcloaa/Deep-Portfolio-Theory,Autoencoder framework for portfolio selection.,Portfolio Selection and Optimisation,1/30/21 13:50,104.0,58.0,1.0,2/10/17 9:03,3/8/18 16:47,tcloaa/Deep-Portfolio-Theory,
Policy Gradient Portfolio,https://github.com/ZhengyaoJiang/PGPortfolio,A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.,Portfolio Selection and Optimisation,3/30/21 14:21,1274.0,629.0,6.0,11/12/17 16:08,5/9/19 9:50,ZhengyaoJiang/PGPortfolio,
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,
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,,,,,,,,
OLMAR Algorithm,https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb,Relative importance of each component of the OLMAR algorithm.,Portfolio Selection and Optimisation,12/16/20 17:28,6.0,3.0,1.0,7/26/16 16:20,12/30/16 11:40,charlessutton/OLMAR,
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,,,,,,,,
DeepDow,https://github.com/jankrepl/deepdow,Portfolio optimization with deep learning.,Portfolio Selection and Optimisation,3/30/21 13:34,303.0,57.0,2.0,2/2/20 8:46,2/16/21 18:50,jankrepl/deepdow,
PyPortfolioOpt,https://github.com/robertmartin8/PyPortfolioOpt,"Financial portfolio optimisation, including classical efficient frontier and advanced methods.",Portfolio Selection and Optimisation,3/30/21 3:37,1865.0,476.0,16.0,5/29/18 13:30,2/25/21 13:01,robertmartin8/PyPortfolioOpt,
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.,Reinforcement Learning,3/27/21 2:19,241.0,114.0,1.0,5/18/17 16:47,5/18/17 16:56,shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading,
RL II,https://github.com/deependersingla/deep_trader,reinforcement learning on stock market and agent tries to learn trading.,Reinforcement Learning,3/29/21 11:10,1340.0,490.0,3.0,6/11/16 7:27,1/22/18 14:35,deependersingla/deep_trader,
RL,https://github.com/kh-kim/stock_market_reinforcement_learning,OpenGym with Deep Q-learning and Policy Gradient.,Reinforcement Learning,3/28/21 22:14,712.0,299.0,1.0,10/4/16 14:42,12/23/16 7:34,kh-kim/stock_market_reinforcement_learning,
RL Trading,https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW,A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab.,Reinforcement Learning,,,,,,,,
RL III,https://github.com/samre12/deep-trading-agent,Github -Deep Reinforcement Learning based Trading Agent for Bitcoin.,Reinforcement Learning,3/29/21 1:02,575.0,204.0,1.0,9/21/17 17:05,4/13/18 16:33,samre12/deep-trading-agent,
RL IV,https://github.com/jjakimoto/DQN,Reinforcement Learning for finance.,Reinforcement Learning,3/25/21 19:14,140.0,55.0,1.0,10/21/16 2:47,4/7/17 8:11,jjakimoto/DQN,
RL V,https://github.com/gstenger98/rl-finance,Building an Agent to Trade with Reinforcement Learning.,Reinforcement Learning,1/3/21 4:36,32.0,7.0,5.0,1/16/19 0:43,3/19/20 20:28,gstenger98/rl-finance,
Financial Sentiment Analysis,https://github.com/EricHe98/Financial-Statements-Text-Analysis,"Sentiment, distance and proportion analysis for trading signals.",Textual,1/21/21 8:07,47.0,27.0,1.0,6/23/17 0:05,1/26/19 3:35,EricHe98/Financial-Statements-Text-Analysis,
NLP Event,https://github.com/yuriak/DLQuant,Applying Deep Learning and NLP in Quantitative Trading.,Textual,3/24/21 2:52,68.0,31.0,1.0,7/2/18 23:50,1/31/19 14:08,yuriak/DLQuant,
NLP,https://github.com/toamitesh/NLPinFinance,This project assembles a lot of NLP operations needed for finance domain.,Textual,,,,,,,toamitesh/NLPinFinance,
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,
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,
Fund classification,https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb,Fund classification using text mining and NLP.,Textual,10/6/20 18:46,3.0,2.0,1.0,4/16/18 22:18,6/7/18 22:01,frechfrechfrech/Mutual-Fund-Market-Clusters,
Accounting Anomalies,https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb,Using deep-learning frameworks to identify accounting anomalies.,Textual,3/30/21 3:25,106.0,50.0,2.0,5/24/17 12:36,8/7/19 21:47,GitiHubi/deepAI,
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,
Financial Statement Sentiment,https://github.com/MAydogdu/TextualAnalysis,Extracting sentiment from financial statements using neural networks.,Textual,10/22/20 16:32,7.0,7.0,1.0,6/4/18 20:54,6/4/18 20:56,MAydogdu/TextualAnalysis,
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,
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,
Pairs Trading,https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb,Finding pairs with cluster analysis.,Unsupervised,3/8/21 11:01,78.0,36.0,0.0,9/5/17 19:19,9/27/17 20:42,marketneutral/pairs-trading-with-ML,
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,
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,
Fund Clusters,https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb,Data exploration of fund clusters.,Unsupervised,10/6/20 18:46,3.0,2.0,1.0,4/16/18 22:18,6/7/18 22:01,frechfrechfrech/Mutual-Fund-Market-Clusters,
1 name url comment category last_update star_count fork_count contributors_count created_at last_commit repo_path repo_status
2 Deep Learning Venture Capital NN https://github.com/keon/deepstock https://github.com/tr7200/National-Culture-and-Venture-Capital-Monitoring Technical experimentations to beat the stock market using deep learning. Cox-PH neural network predictions for VC/innovations finance research. Deep Learning Alternative Finance 2021-03-24 14:45:00 427.0 154.0 2.0 2016-12-12 02:15:12 2017-03-04 08:37:29 tr7200/National-Culture-and-Venture-Capital-Monitoring
3 Deep Learning II Private Equity https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks https://github.com/TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity/blob/master/RightNow%20Technologies/RightNow%20Technologies.ipynb Tensorflow Regression. Valuation models. Deep Learning Alternative Finance 2021-03-21 06:53:56 2020-11-26 03:34:45 174.0 8.0 68.0 6.0 1.0 2.0 2016-07-12 12:56:10 2016-01-27 21:13:33 2018-02-16 02:43:36 2016-03-14 20:03:52 TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity inactive
4 Deep Learning III VC OLS https://github.com/Rachnog/Deep-Trading https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb Algorithmic trading with deep learning experiments. VC regression. Deep Learning Alternative Finance 2021-03-26 06:28:38 2020-10-06 20:56:14 1262.0 2.0 675.0 1.0 1.0 2016-06-18 18:23:06 2018-03-29 23:31:13 2018-08-07 15:24:45 2018-03-29 23:33:19 fionawhitefield/venture-capital-ols inactive
5 Deep Learning IV Watch Valuation https://github.com/achillesrasquinha/bulbea https://github.com/alporter08/Luxury-Watch-Valuation/blob/master/Luxury-Watch-Valuation.ipynb Bulbea: Deep Learning based Python Library. Analysis of luxury watch data to classify whether a certain model is likely to be over-or undervalued. Deep Learning Alternative Finance 2021-03-28 15:58:19 2021-01-14 22:41:08 1448.0 4.0 416.0 2.0 1.0 2017-03-09 06:11:06 2017-02-08 18:39:29 2017-03-19 07:42:49 2017-04-27 22:55:55 alporter08/Luxury-Watch-Valuation inactive
6 LTSM GRU Art Valuation https://github.com/RajatHanda/Finance-Forecasting https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynb Stock Market Forecasting using LSTM\GRU. Art evaluation analytics. Deep Learning Alternative Finance 2021-03-29 23:59:32 2021-02-26 12:10:53 11.0 9.0 6.0 5.0 1.0 2018-05-13 02:39:32 2014-12-11 00:25:39 2019-02-25 00:26:42 2014-12-12 21:25:46 ahmedhosny/theGreenCanvas inactive
7 LTSM Recurrent Blockchain https://github.com/VivekPa/AIAlpha https://github.com/nud3l/dInvest OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network. Repository for distributed autonomous investment banking. Deep Learning Alternative Finance 2021-03-30 03:12:21 2021-02-06 07:38:28 1198.0 12.0 370.0 7.0 2.0 2018-10-07 03:58:26 2016-09-05 19:12:40 2019-08-03 09:00:44 2017-04-24 10:48:56 nud3l/dInvest inactive
8 ARIMA-LTSM Hybrid Venture Capital https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid https://github.com/julian-chan/etothex Hybrid model to predict future price correlation coefficients of two assets. Insight into a new founder to make data-driven investment decisions. Deep Learning Alternative Finance 2021-03-16 04:35:29 2020-10-06 20:56:08 218.0 3.0 83.0 2.0 1.0 2018-08-05 02:13:21 2017-12-04 08:59:44 2018-10-01 11:25:53 2017-12-13 05:35:27 julian-chan/etothex inactive
9 Neural Network Kiva Crowdfunding https://github.com/VivekPa/IntroNeuralNetworks https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb Neural networks to predict stock prices. Exploratory data analysis. Deep Learning Alternative Finance 2021-03-30 18:13:26 2021-02-19 13:40:33 488.0 5.0 177.0 1.0 2.0 1.0 2018-09-10 06:34:53 2018-02-27 16:46:02 2018-11-21 07:39:31 2019-02-13 00:15:27 CJL89/Kiva-Crowdfunding inactive
10 AI Trading Berkeley Lab CIFT https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/ AI to predict stock market movements. Deep Learning Colleges, Centers and Departments 2021-03-29 14:35:26 2852.0 1379.0 1.0 2019-01-09 08:02:47 2019-02-11 16:32:47
11 RL Trading NYU Courant https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW https://cims.nyu.edu/ A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab. Courant Institute of Mathematical Sciences, New York University Reinforcement Learning Colleges, Centers and Departments
12 RL Oxford Man https://github.com/kh-kim/stock_market_reinforcement_learning https://www.oxford-man.ox.ac.uk/ OpenGym with Deep Q-learning and Policy Gradient. Oxford-Man Institute of Quantitative Finance Reinforcement Learning Colleges, Centers and Departments 2021-03-28 22:14:59 712.0 299.0 1.0 2016-10-04 14:42:19 2016-12-23 07:34:08
13 RL II Stanford Advanced Financial Technologies https://github.com/deependersingla/deep_trader https://fintech.stanford.edu/ reinforcement learning on stock market and agent tries to learn trading. Stanford Advanced Financial Technologies Laboratory Reinforcement Learning Colleges, Centers and Departments 2021-03-29 11:10:37 1340.0 490.0 3.0 2016-06-11 07:27:10 2018-01-22 14:35:50
14 RL III Cornell University https://github.com/samre12/deep-trading-agent https://www.cornell.edu/ Github -Deep Reinforcement Learning based Trading Agent for Bitcoin. Reinforcement Learning Colleges, Centers and Departments 2021-03-29 01:02:47 575.0 204.0 1.0 2017-09-21 17:05:19 2018-04-13 16:33:21
15 RL IV NYU FRE https://github.com/jjakimoto/DQN https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering Reinforcement Learning for finance. Finance and Risk Engineering (NYU Tandon) Reinforcement Learning Colleges, Centers and Departments 2021-03-25 19:14:20 140.0 55.0 1.0 2016-10-21 02:47:17 2017-04-07 08:11:57
16 RL V ML Specialisation https://github.com/gstenger98/rl-finance https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization Building an Agent to Trade with Reinforcement Learning. Machine Learning in Finance. Reinforcement Learning Courses 2021-01-03 04:36:11 2021-03-31 02:08:49 32.0 33.0 7.0 31.0 5.0 1.0 2019-01-16 00:43:36 2019-01-24 02:55:01 2020-03-19 20:28:08 2020-01-03 21:54:16 Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization active
17 Pair Trading RL Risk Management https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading https://github.com/andrey-lukyanov/Risk-Management Using deep actor-critic model to learn best strategies in pair trading. Finance risk engagement course resources. Reinforcement Learning Courses 2021-03-27 02:19:29 2020-11-12 00:49:51 241.0 6.0 114.0 5.0 1.0 3.0 2017-05-18 16:47:11 2018-10-03 16:26:14 2017-05-18 16:56:38 2018-12-13 08:04:15 andrey-lukyanov/Risk-Management inactive
18 Mixture Models I Basic Investments https://github.com/BlackArbsCEO/Mixture_Models https://github.com/SeanMcOwen/FinanceAndPython.com-Investments Mixture models to predict market bottoms. Basic investment tools in python. Other Models Courses 2021-03-02 19:44:01 2021-03-23 06:32:10 31.0 9.0 31.0 5.0 1.0 2017-03-20 18:54:24 2017-08-02 21:52:19 2017-04-25 23:35:20 2017-08-17 03:24:53 SeanMcOwen/FinanceAndPython.com-Investments inactive
19 Mixture Models II Handson Python for Finance https://github.com/BlackArbsCEO/mixture_model_trading_public https://github.com/PacktPublishing/Hands-on-Python-for-Finance Mixture models and stock trading. Hands-on Python for Finance published by Packt. Other Models Courses 2021-03-12 13:21:17 2021-03-26 22:26:32 166.0 120.0 73.0 107.0 1.0 3.0 2017-12-11 17:05:38 2018-08-20 14:10:37 2020-05-13 23:50:47 2021-01-15 08:57:06 PacktPublishing/Hands-on-Python-for-Finance active
20 Scikit-learn Stock Prediction Basic Finance https://github.com/robertmartin8/MachineLearningStocks https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance Using python and scikit-learn to make stock predictions. Source code notebooks basic finance applications. Other Models Courses 2021-03-30 18:11:54 2021-03-31 02:09:16 919.0 10.0 344.0 8.0 2.0 1.0 2017-02-12 04:50:44 2017-05-06 02:39:05 2021-02-04 03:48:33 2017-06-21 04:04:09 SeanMcOwen/FinanceAndPython.com-BasicFinance inactive
21 Fundamental LT Forecasts Python for Finance https://github.com/Hvass-Labs/FinanceOps https://github.com/siaen/python_finance_course Research in investment finance for long term forecasts. CEU python for finance course material. Other Models Courses 2021-03-21 19:26:51 2021-03-31 02:08:55 379.0 16.0 126.0 15.0 1.0 4.0 2018-07-22 08:14:46 2017-12-12 11:54:46 2021-02-17 14:39:30 2020-02-25 20:31:41 siaen/python_finance_course active
22 Short-Term Movement Cues Algo Trading https://github.com/anfederico/Clairvoyant https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading Identify social/historical cues for short term stock movement. Intro to algo trading. Other Models Courses 2021-03-28 16:31:16 2021-03-12 11:02:04 2157.0 64.0 678.0 25.0 1.0 2016-09-12 18:38:17 2017-10-29 20:34:54 2018-08-29 20:27:19 2019-01-22 06:56:08 JCreeks/Machine-Learning-in-Finance inactive
23 Trend Following Mathematical Finance http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html https://github.com/yadongli/nyumath2048 A futures trend following portfolio investment strategy. NYU Math-GA 2048: Scientific Computing in Finance. Other Models Courses 2021-01-14 18:01:08 69.0 63.0 6.0 2015-01-25 21:10:37 2020-03-25 04:24:25 yadongli/nyumath2048 active
24 Advanced ML Machine Learning for Trading https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises https://github.com/stefan-jansen/machine-learning-for-trading Exercises too Financial Machine Learning (De Prado). Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading. Data Processing Techniques and Transformations Courses 2021-03-30 21:50:23 2021-03-31 11:07:56 958.0 3663.0 434.0 1145.0 4.0 7.0 2018-04-25 17:22:40 2018-05-09 12:33:08 2020-01-16 17:25:41 2021-03-19 14:10:47 stefan-jansen/machine-learning-for-trading active
25 Advanced ML II Basic Derivatives https://github.com/hudson-and-thames/research https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives More implementations of Financial Machine Learning (De Prado). Basic forward contracts and hedging. Data Processing Techniques and Transformations Courses 2021-03-31 02:08:39 4.0 4.0 1.0 2017-08-24 00:11:37 2017-10-13 01:32:23 SeanMcOwen/FinanceAndPython.com-Derivatives inactive
26 Distribution Characteristic Optimisation EDGAR https://github.com/VivekPa/OptimalPortfolio https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account. Portfolio Selection and Optimisation Data 2021-03-18 22:35:10 2021-01-23 19:22:59 229.0 11.0 82.0 10.0 3.0 1.0 2018-11-16 12:20:25 2018-06-11 22:51:57 2019-07-04 01:41:46 2018-07-10 18:03:52 TiesdeKok/UW_Python_Camp inactive
27 Reinforcement Learning Open Edgar https://github.com/filangel/qtrader https://github.com/LexPredict/openedgar Reinforcement Learning for Portfolio Management. Portfolio Selection and Optimisation Data 2021-03-29 03:47:07 2021-03-31 06:16:26 364.0 166.0 150.0 61.0 1.0 6.0 2017-10-07 09:14:33 2018-05-07 15:32:31 2018-06-26 09:22:27 2019-05-15 08:32:30 LexPredict/openedgar active
28 Efficient Frontier SEC Parsing https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb Modern Portfolio Theory. Portfolio Selection and Optimisation Data 2021-03-30 00:01:39 2/27/21 6:34 104.0 9.0 57.0 6.0 1.0 2018-02-17 08:19:46 6/16/18 14:30 2018-02-27 13:16:57 6/16/18 17:23 healthgradient/sec-doc-info-extraction
29 PyPortfolioOpt Web Scraping (FirmAI) https://github.com/robertmartin8/PyPortfolioOpt https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data Financial portfolio optimisation, including classical efficient frontier and advanced methods. Portfolio Selection and Optimisation Data 2021-03-30 03:37:20 3/28/21 12:43 1865.0 576.0 476.0 183.0 16.0 2.0 2018-05-29 13:30:30 2/19/19 19:02 2021-02-25 13:01:56 7/22/20 16:48 firmai/business-machine-learning
30 Policy Gradient Portfolio Capital Markets Data https://github.com/ZhengyaoJiang/PGPortfolio https://www.capitalmarketsdata.com/ A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. Portfolio Selection and Optimisation Data 2021-03-30 14:21:01 1274.0 629.0 6.0 2017-11-12 16:08:44 2019-05-09 09:50:18
31 Deep Portfolio Theory IRS https://github.com/tcloaa/Deep-Portfolio-Theory http://social-metrics.org/sox/ Autoencoder framework for portfolio selection. Portfolio Selection and Optimisation Data 2021-01-30 13:50:57 104.0 58.0 1.0 2017-02-10 09:03:08 2018-03-08 16:47:00
32 401K Portfolio Optimisation Employee Count SEC Filings https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb https://github.com/healthgradient/sec_employee_information_extraction Portfolio analyses and optimisation for 401K. Portfolio Selection and Optimisation Data 2020-12-25 09:39:33 2/27/21 3:33 14.0 10.0 5.0 2.0 1.0 2018-08-01 19:48:24 6/26/18 23:33 2019-09-05 11:18:56 8/14/18 1:31 healthgradient/sec_employee_information_extraction
33 Online Portfolio Selection Rating Industries https://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb http://www.ratingshistory.info/ ****Comparing OLPS algorithms on a diversified set of ETFs. Portfolio Selection and Optimisation Data
34 OLMAR Algorithm https://fred.stlouisfed.org/ https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb https://fred.stlouisfed.org/ Relative importance of each component of the OLMAR algorithm. Portfolio Selection and Optimisation Data 2020-12-16 17:28:05 6.0 3.0 1.0 2016-07-26 16:20:10 2016-12-30 11:40:53
35 Modern Portfolio Theory Non-financial Corporate https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html Universal portfolios; modern portfolio theory. Portfolio Selection and Optimisation Data
36 DeepDow http://finance.yahoo.com/ https://github.com/jankrepl/deepdow http://finance.yahoo.com/ Portfolio optimization with deep learning. Portfolio Selection and Optimisation Data 2021-03-30 13:34:40 303.0 57.0 2.0 2020-02-02 08:46:33 2021-02-16 18:50:53
37 Various Risk Measures https://stooq.com https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb https://stooq.com Risk measures and factors for alternative and responsible investments. Factor and Risk Analysis: Data 2020-11-04 07:04:38 4.0 5.0 1.0 2017-08-07 14:44:32 2017-08-08 22:52:11
38 Pyfolio https://github.com/timestocome/StockMarketData https://github.com/quantopian/pyfolio https://github.com/timestocome/StockMarketData Portfolio and risk analytics in Python. Factor and Risk Analysis: Data 2021-03-30 15:14:24 3/26/21 22:35 3633.0 7.0 1143.0 6.0 42.0 1.0 2015-06-01 15:31:39 5/10/17 21:49 2020-02-28 17:30:19 8/6/17 19:23 timestocome/StockMarketData
39 Risk Basic Financial Corporate https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb http://raw.rutgers.edu/Corporate%20Financial%20Data.html Active portfolio risk management . Factor and Risk Analysis: Data 2021-03-01 13:53:42 31.0 18.0 1.0 2016-05-10 11:03:48 2016-05-17 03:44:56
40 CAPM Advanced ML II https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb https://github.com/hudson-and-thames/research Expected returns using CAPM. More implementations of Financial Machine Learning (De Prado). Factor and Risk Analysis: Data Processing Techniques and Transformations 2021-03-01 13:53:42 31.0 18.0 1.0 2016-05-10 11:03:48 2016-05-17 03:44:56 hudson-and-thames/research
41 Factor Analysis Advanced ML https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises Factor analysis for mutual funds. Exercises too Financial Machine Learning (De Prado). Factor and Risk Analysis: Data Processing Techniques and Transformations 2020-12-21 14:26:46 3/30/21 21:50 3.0 958.0 4.0 434.0 1.0 4.0 2018-03-13 07:39:20 4/25/18 17:22 2018-03-13 07:42:36 1/16/20 17:25 BlackArbsCEO/Adv_Fin_ML_Exercises
42 VaR GaN Deep Learning https://github.com/hamaadshah/market_risk_gan_keras https://github.com/keon/deepstock Estimate Value-at-Risk for market risk management using Keras and TensorFlow. Technical experimentations to beat the stock market using deep learning. Factor and Risk Analysis: Deep Learning 2021-03-20 21:53:18 3/24/21 14:45 41.0 427.0 28.0 154.0 1.0 2.0 2018-08-06 16:09:44 12/12/16 2:15 2020-11-22 19:02:07 3/4/17 8:37 keon/deepstock
43 VaR Deep Learning II https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks Value-at-risk calculations. Tensorflow Regression. Factor and Risk Analysis: Deep Learning 2020-10-06 20:29:28 3/21/21 6:53 9.0 174.0 9.0 68.0 1.0 2016-11-15 19:24:17 7/12/16 12:56 2017-01-14 21:19:30 2/16/18 2:43 LiamConnell/deep-algotrading
44 Python for Finance Deep Learning III https://github.com/yhilpisch/py4fi/tree/master/jupyter36 https://github.com/Rachnog/Deep-Trading Various financial notebooks. Algorithmic trading with deep learning experiments. Factor and Risk Analysis: Deep Learning 2021-03-27 13:15:22 3/26/21 6:28 1294.0 1262.0 791.0 675.0 1.0 2014-12-15 11:23:34 6/18/16 18:23 2018-07-10 06:38:12 8/7/18 15:24 Rachnog/Deep-Trading
45 Performance Analysis Deep Learning IV https://github.com/quantopian/alphalens https://github.com/achillesrasquinha/bulbea Performance analysis of predictive (alpha) stock factors. Bulbea: Deep Learning based Python Library. Factor and Risk Analysis: Deep Learning 2021-03-30 06:28:54 3/28/21 15:58 1835.0 1448.0 691.0 416.0 17.0 1.0 2016-06-03 21:49:15 3/9/17 6:11 2020-04-27 18:40:41 3/19/17 7:42 achillesrasquinha/bulbea
46 Quant Finance AI Trading https://github.com/mrefermat/quant_finance https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md General quant repository. AI to predict stock market movements. Factor and Risk Analysis: Deep Learning 2021-03-30 00:09:34 3/29/21 14:35 31.0 2852.0 15.0 1379.0 1.0 2018-08-11 22:59:53 1/9/19 8:02 2019-11-12 04:49:01 2/11/19 16:32 borisbanushev/stockpredictionai
47 Risk and Return Neural Network https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials https://github.com/VivekPa/IntroNeuralNetworks Riskiness of portfolios and assets. Neural networks to predict stock prices. Factor and Risk Analysis: Deep Learning 2021-03-19 22:01:05 3/30/21 18:13 139.0 488.0 61.0 177.0 2.0 2017-09-12 13:35:09 9/10/18 6:34 2020-08-06 12:35:44 11/21/18 7:39 VivekPa/IntroNeuralNetworks
48 Convex Optimisation ARIMA-LTSM Hybrid https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid Convex Optimization for Finance. Hybrid model to predict future price correlation coefficients of two assets. Factor and Risk Analysis: Deep Learning 2020-11-04 07:19:22 3/16/21 4:35 17.0 218.0 9.0 83.0 1.0 2018-06-26 20:36:47 8/5/18 2:13 2019-10-22 21:56:46 10/1/18 11:25 imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid
49 Factor Analysis LTSM Recurrent https://github.com/alpha-miner/alpha-mind/tree/master/notebooks https://github.com/VivekPa/AIAlpha Factor strategy notebooks. OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network. Factor and Risk Analysis: Deep Learning 2021-03-12 22:42:55 3/30/21 3:12 171.0 1198.0 59.0 370.0 3.0 2.0 2017-05-01 07:36:54 10/7/18 3:58 2021-02-09 09:36:41 8/3/19 9:00 VivekPa/AIAlpha
50 Statistical Finance LTSM GRU https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments https://github.com/RajatHanda/Finance-Forecasting Various financial experiments. Stock Market Forecasting using LSTM\GRU. Factor and Risk Analysis: Deep Learning 2021-03-30 00:09:28 3/29/21 23:59 21.0 11.0 16.0 6.0 1.0 2015-10-04 09:10:54 5/13/18 2:39 2020-03-28 18:33:58 2/25/19 0:26 RajatHanda/Finance-Forecasting
51 PCA Pairs Trading Hull White https://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_Trading https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb PCA, Factor Returns, and trading strategies. Callable Bond, Hull White. Unsupervised: 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
52 Fund Clusters Derman https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb Data exploration of fund clusters. Binomial tree for American call. Unsupervised: Derivatives and Hedging 2020-10-06 18:46:48 10/6/20 20:37 3.0 1.0 2.0 3.0 1.0 2018-04-16 22:18:55 5/18/18 18:08 2018-06-07 22:01:32 9/21/18 19:59 rstreppa/valuation-convertibles-Goldman1994
53 VRA Stock Embedding Option Strategies https://github.com/ml-hongkong/stock2vec https://github.com/rstreppa/valuation-OptionStrategies Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history. Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations. Unsupervised: Derivatives and Hedging 2020-10-20 11:05:55 2/27/21 8:50 32.0 2.0 12.0 3.0 1.0 2017-06-21 04:47:14 5/22/18 18:27 2017-06-21 04:51:13 5/22/18 18:30 rstreppa/valuation-OptionStrategies
54 Industry Clustering Options https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries https://github.com/PHBS/2018.M1.ASP/tree/master/py Clustering of industries. Black Scholes and Copula. Unsupervised: Derivatives and Hedging 2020-10-06 18:51:22 4.0 5.0 1.0 2017-07-21 02:12:51 2017-07-23 02:53:37 PHBS/2018.M1.ASP
55 Pairs Trading Derivatives Python https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb https://github.com/yhilpisch/dawp/tree/master/python36 Finding pairs with cluster analysis. Derivative analytics with Python. Unsupervised: Derivatives and Hedging 2021-03-08 11:01:33 3/23/21 15:35 78.0 387.0 36.0 297.0 0.0 1.0 2017-09-05 19:19:19 7/9/15 12:27 2017-09-27 20:42:14 2/22/21 13:29 yhilpisch/dawp
56 Industry Clustering Options Risk Measures https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries https://github.com/wanglouis49/risk_estimation Project to cluster industries according to financial attributes. Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). Unsupervised: Derivatives and Hedging 2020-10-06 18:51:22 10/6/20 20:37 4.0 1.0 5.0 2.0 1.0 2017-07-21 02:12:51 4/29/16 3:51 2017-07-23 02:53:37 1/16/18 1:24 wanglouis49/risk_estimation
57 NLP Delta Hedging https://github.com/toamitesh/NLPinFinance https://github.com/RobinsonGarcia/delta-hedging This project assembles a lot of NLP operations needed for finance domain. Advanced derivatives. Textual: 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
58 Earning call transcripts Reinforcement Learning https://github.com/lin882/WebAnalyticsProject https://github.com/FinTechies/HedgingRL Correlation between mutual fund investment decision and earning call transcripts. Hedging portfolios with reinforcement learning. Textual: Derivatives and Hedging 2020-12-17 08:24:20 1/20/21 8:12 3.0 16.0 3.0 9.0 1.0 2017-12-30 08:56:03 4/21/17 10:58 2018-01-11 02:11:11 8/2/17 21:41 FinTechies/HedgingRL
59 Buzzwords Computational Derivatives https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds https://github.com/chenbowen184/Computational_Finance Return performance and mutual fund selection. Projects focusing on investigating simulations and computational techniques applied in finance. Textual: Derivatives and Hedging 2020-10-06 18:54:58 1/12/21 12:22 1.0 17.0 4.0 12.0 1.0 2018-02-04 21:51:16 1/29/18 5:01 2018-02-04 21:57:09 8/2/18 5:56 chenbowen184/Computational_Finance
60 Fund classification Black Scholes https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb Fund classification using text mining and NLP. Options pricing. Textual: Derivatives and Hedging 2020-10-06 18:46:48 10/6/20 20:36 3.0 1.0 2.0 1.0 0.0 2018-04-16 22:18:55 12/9/17 18:50 2018-06-07 22:01:32 7/9/18 9:48 irajwani/numerical_methods_python
61 NLP Event Derivative Markets https://github.com/yuriak/DLQuant https://github.com/broughtj/Fin6470/tree/master/Notebooks Applying Deep Learning and NLP in Quantitative Trading. The economics of futures, futures, options, and swaps. Textual: Derivatives and Hedging 2021-03-24 02:52:49 3/18/21 3:47 68.0 8.0 31.0 8.0 1.0 2018-07-02 23:50:52 2/9/16 5:30 2019-01-31 14:08:20 3/18/21 3:47 broughtj/Fin6470
62 Financial Sentiment Analysis Options https://github.com/EricHe98/Financial-Statements-Text-Analysis https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D Sentiment, distance and proportion analysis for trading signals. Introduction to options. Textual: Derivatives and Hedging 2021-01-21 08:07:21 3/27/21 22:51 47.0 328.0 27.0 164.0 1.0 36.0 2017-06-23 00:05:49 7/28/17 15:48 2019-01-26 03:35:55 3/17/21 17:17 QuantConnect/Tutorials
63 Financial Statement Sentiment Volatility and Variance Derivatives https://github.com/MAydogdu/TextualAnalysis https://github.com/yhilpisch/lvvd/tree/master/lvvd Extracting sentiment from financial statements using neural networks. Volatility derivatives analytics. Textual: Derivatives and Hedging 2020-10-22 16:32:34 3/23/21 12:10 7.0 78.0 7.0 77.0 1.0 2018-06-04 20:54:14 10/21/16 4:12 2018-06-04 20:56:02 2/22/21 13:32 yhilpisch/lvvd
64 Extensive NLP Financial Economics https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb https://github.com/rsvp/fecon235/tree/master/nb Comprehensive NLP techniques for accounting research. Financial Economics Models. Textual: Extended Research 2021-03-21 07:39:02 3/29/21 8:31 73.0 709.0 42.0 273.0 1.0 2.0 2017-10-25 07:10:26 11/9/14 4:49 2020-06-05 03:28:46 12/3/18 16:30 rsvp/fecon235
65 Accounting Anomalies Bayesian Finance I https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb Using deep-learning frameworks to identify accounting anomalies. Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs. Textual: Extended Research 2021-03-30 03:25:31 11/28/20 3:02 106.0 25.0 50.0 6.0 2.0 0.0 2017-05-24 12:36:38 1/4/19 12:30 2019-08-07 21:47:08 2/18/19 9:55 AlexIoannides/pymc-stochastic-process
66 Options Currency PCA https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb Introduction to options. Forex spots PCA. Derivatives and Hedging: Extended Research 2021-03-27 22:51:59 10/26/20 0:55 328.0 3.0 164.0 1.0 36.0 1.0 2017-07-28 15:48:29 3/12/19 21:11 2021-03-17 17:17:08 3/12/19 22:09 shanemulqueen/python-finance-pca
67 Derivative Markets Backtests https://github.com/broughtj/Fin6470/tree/master/Notebooks https://github.com/AlgoTraders/stock-analysis-engine The economics of futures, futures, options, and swaps. Trading data and algorithms. Derivatives and Hedging: Extended Research 2021-03-18 03:47:54 3/30/21 2:32 8.0 613.0 8.0 162.0 1.0 3.0 2016-02-09 05:30:27 9/16/18 20:00 2021-03-18 03:47:47 9/5/20 13:01 AlgoTraders/stock-analysis-engine
68 Black Scholes High Frequency https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb https://github.com/cswaney/prickle Options pricing. A Python toolkit for high-frequency trade research. Derivatives and Hedging: Extended Research 2020-10-06 20:36:29 3/22/21 2:19 1.0 24.0 2.0 17.0 0.0 2.0 2017-12-09 18:50:20 7/6/16 20:32 2018-07-09 09:48:36 6/9/18 10:53 cswaney/prickle
69 Computational Derivatives Critical Transitions https://github.com/chenbowen184/Computational_Finance https://github.com/ryanholbrook/critical-transitions Projects focusing on investigating simulations and computational techniques applied in finance. Detecting critical transitions in financial networks with topological data analysis. Derivatives and Hedging: Extended Research 2021-01-12 12:22:31 1/30/21 11:50 17.0 10.0 12.0 3.0 1.0 2018-01-29 05:01:52 1/22/19 10:59 2018-08-02 05:56:49 3/12/19 18:35 ryanholbrook/critical-transitions
70 Reinforcement Learning Liquidity and Momentum https://github.com/FinTechies/HedgingRL https://github.com/mrefermat/quant_finance Hedging portfolios with reinforcement learning. Various factors and portfolio constructions. Derivatives and Hedging: Extended Research 2021-01-20 08:12:13 3/30/21 0:09 16.0 31.0 9.0 15.0 1.0 2017-04-21 10:58:56 8/11/18 22:59 2017-08-02 21:41:06 11/12/19 4:49 mrefermat/quant_finance
71 Delta Hedging Applied Corporate Finance https://github.com/RobinsonGarcia/delta-hedging https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance Advanced derivatives. Studies the empirical behaviours in stock market. Derivatives and Hedging: Extended Research 2021-02-27 08:48:27 2/19/21 13:40 3.0 8.0 2.0 9.0 1.0 2018-03-02 23:53:53 1/29/18 5:14 2018-07-17 23:32:23 7/19/18 6:25 chenbowen184/Data_Science_in_Applied_Corporate_Finance
72 Options Risk Measures M&A https://github.com/wanglouis49/risk_estimation https://github.com/atulram/Finance-and-Stocks Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). Mergers and Acquisitions. Derivatives and Hedging: Extended Research 2020-10-06 20:37:02 12/21/20 14:42 1.0 3.0 2.0 3.0 1.0 2016-04-29 03:51:25 1/19/19 18:16 2018-01-16 01:24:07 2/18/19 16:57 atulram/Finance-and-Stocks
73 Derivatives Python Life-cycle https://github.com/yhilpisch/dawp/tree/master/python36 https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb Derivative analytics with Python. Company life cycle. Derivatives and Hedging: Extended Research 2021-03-23 15:35:23 12/21/20 14:42 387.0 3.0 297.0 3.0 1.0 2015-07-09 12:27:29 1/19/19 18:16 2021-02-22 13:29:18 2/18/19 16:57 atulram/Finance-and-Stocks
74 Volatility and Variance Derivatives Computational Finance https://github.com/yhilpisch/lvvd/tree/master/lvvd https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance Volatility derivatives analytics. Applied Computational Economics and Finance. Derivatives and Hedging: Extended Research 2021-03-23 12:10:07 3/7/21 17:47 78.0 12.0 77.0 13.0 1.0 2016-10-21 04:12:50 8/27/17 3:46 2021-02-22 13:32:00 8/26/17 4:26 lnsongxf/Applied_Computational_Economics_and_Finance
75 Options Bayesian Finance https://github.com/PHBS/2018.M1.ASP/tree/master/py https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb Black Scholes and Copula. Notebook PyMC3 implementation. Derivatives and Hedging: Extended Research 3/25/21 18:38 229.0 53.0 1.0 8/28/18 14:45 8/6/20 22:03 marketneutral/alphatools
76 Option Strategies Corporate Finance https://github.com/rstreppa/valuation-OptionStrategies https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations. Basic corporate finance. Derivatives and Hedging: Extended Research 2021-02-27 08:50:16 1/16/21 19:01 2.0 9.0 3.0 4.0 1.0 2018-05-22 18:27:26 9/9/17 3:35 2018-05-22 18:30:24 9/9/17 23:04 SeanMcOwen/FinanceAndPython.com-CorporateFinance
77 Derman Behavioural Economics https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb https://github.com/pcmichaud/notebooks Binomial tree for American call. Behavioural Economics and Finance Python Notebooks. Derivatives and Hedging: Extended Research 2020-10-06 20:37:15 2/3/21 7:22 1.0 9.0 3.0 4.0 1.0 2018-05-18 18:08:16 12/20/18 0:21 2018-09-21 19:59:01 3/26/19 11:51 pcmichaud/notebooks
78 Hull White Economic Foundations https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations Callable Bond, Hull White. Basic economic models. Derivatives and Hedging: Extended Research 2020-10-06 20:37:16 10/6/20 21:01 4.0 2.0 6.0 3.0 1.0 2018-06-06 22:06:06 5/25/17 2:27 2018-06-06 22:27:02 6/30/17 3:53 SeanMcOwen/FinanceAndPython.com-EconomicFoundations
79 Vasicek Finance Graph Theory https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb https://github.com/AvijitGhosh82/Finance_Graph_Theory Bootstrapping and interpolation. Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents. Fixed Income Extended Research 2020-12-10 21:20:03 3/28/21 2:22 3.0 17.0 3.0 7.0 1.0 3.0 2018-07-18 19:26:54 8/2/18 2:48 2018-07-18 19:34:48 3/16/19 18:39 AvijitGhosh82/Finance_Graph_Theory
80 Binomial Tree Commodity https://github.com/hy-lei/math-finance-exercise https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb Utility functions in fixed income securities. Commodity influence over Brazilian stocks. Fixed Income Extended Research 2020-10-06 20:55:18 1.0 2.0 1.0 2019-02-02 08:44:14 2019-05-03 17:16:52 felipessalvatore/fin2vec
81 Corporate Bonds Market Crash Prediction https://github.com/ishank011/gs-quantify-bond-prediction https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb Predicting the buying and selling volume of the corporate bonds. Predicting market crashes using an LPPL model. Fixed Income Extended Research 2021-01-03 21:46:55 10/6/20 21:01 7.0 1.0 5.0 3.0 1.0 2017-09-27 19:57:13 1/24/19 13:37 2017-09-27 20:00:29 2/13/19 16:48 sarachmax/MarketCrashes_Prediction
82 Kiva Crowdfunding Simulation https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb https://github.com/chenbowen184/Computational_Finance Exploratory data analysis. Investigating simulations as part of computational finance. Alternative Finance Extended Research 2021-02-19 13:40:33 1/12/21 12:22 5.0 17.0 1.0 12.0 1.0 2018-02-27 16:46:02 1/29/18 5:01 2019-02-13 00:15:27 8/2/18 5:56 chenbowen184/Computational_Finance
83 Venture Capital NLP Finance Papers https://github.com/julian-chan/etothex https://github.com/chenbowen184/Research_Documents_Curation_with_NLP Insight into a new founder to make data-driven investment decisions. Curating quantitative finance papers using machine learning. Alternative Finance Extended Research 2020-10-06 20:56:08 2/27/21 6:33 3.0 8.0 2.0 9.0 1.0 2017-12-04 08:59:44 10/11/18 20:32 2017-12-13 05:35:27 12/24/18 23:27 chenbowen184/Research_Documents_Curation_with_NLP
84 Venture Capital NN Mathematical Finance https://github.com/tr7200/National-Culture-and-Venture-Capital-Monitoring https://github.com/Auquan/Tutorials Cox-PH neural network predictions for VC/innovations finance research. Notebooks for math and financial tutorials. Alternative Finance Extended Research 3/29/21 10:26 661.0 426.0 9.0 1/21/17 11:24 8/1/20 17:03 Auquan/Tutorials
85 Private Equity Deep Portfolio https://github.com/TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity/blob/master/RightNow%20Technologies/RightNow%20Technologies.ipynb https://github.com/DLColumbia/DL_forFinance Valuation models. Deep learning for finance Predict volume of bonds. Alternative Finance Extended Research 2020-11-26 03:34:45 1/12/21 11:48 8.0 27.0 6.0 20.0 2.0 2016-01-27 21:13:33 5/8/18 19:34 2016-03-14 20:03:52 5/9/18 15:39 DLColumbia/DL_forFinance
86 VC OLS HFT https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy VC regression. High frequency trading. Alternative Finance Extended Research 2020-10-06 20:56:14 3/29/21 17:04 2.0 742.0 1.0 331.0 1.0 2018-03-29 23:31:13 7/21/16 5:14 2018-03-29 23:33:19 2/14/17 16:47 rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy
87 Watch Valuation Real Estate Property Fraud https://github.com/alporter08/Luxury-Watch-Valuation/blob/master/Luxury-Watch-Valuation.ipynb https://github.com/aviroop1/Real_Estate_Property_Fraud Analysis of luxury watch data to classify whether a certain model is likely to be over-or undervalued. Unsupervised fraud detection model that can identify likely candidates of fraud. Alternative Finance Extended Research 2021-01-14 22:41:08 4.0 2.0 1.0 2017-02-08 18:39:29 2017-04-27 22:55:55 aviroop1/Real_Estate_Property_Fraud
88 Art Valuation Performance Analysis https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynb https://github.com/quantopian/alphalens Art evaluation analytics. Performance analysis of predictive (alpha) stock factors. Alternative Finance Factor and Risk Analysis 2021-02-26 12:10:53 3/30/21 6:28 9.0 1835.0 5.0 691.0 1.0 17.0 2014-12-11 00:25:39 6/3/16 21:49 2014-12-12 21:25:46 4/27/20 18:40 quantopian/alphalens
89 Blockchain Python for Finance https://github.com/nud3l/dInvest https://github.com/yhilpisch/py4fi/tree/master/jupyter36 Repository for distributed autonomous investment banking. Various financial notebooks. Alternative Finance Factor and Risk Analysis 2021-02-06 07:38:28 3/27/21 13:15 12.0 1294.0 7.0 791.0 2.0 1.0 2016-09-05 19:12:40 12/15/14 11:23 2017-04-24 10:48:56 7/10/18 6:38 yhilpisch/py4fi
90 HFT VaR https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb High frequency trading. Value-at-risk calculations. Extended Research: Factor and Risk Analysis 2021-03-29 17:04:25 10/6/20 20:29 742.0 9.0 331.0 9.0 1.0 2016-07-21 05:14:14 11/15/16 19:24 2017-02-14 16:47:25 1/14/17 21:19 willb/var-notebook
91 Deep Portfolio VaR GaN https://github.com/DLColumbia/DL_forFinance https://github.com/hamaadshah/market_risk_gan_keras Deep learning for finance Predict volume of bonds. Estimate Value-at-Risk for market risk management using Keras and TensorFlow. Extended Research: Factor and Risk Analysis 2021-01-12 11:48:27 3/20/21 21:53 27.0 41.0 20.0 28.0 2.0 1.0 2018-05-08 19:34:17 8/6/18 16:09 2018-05-09 15:39:25 11/22/20 19:02 hamaadshah/market_risk_gan_keras
92 Mathematical Finance Pyfolio https://github.com/Auquan/Tutorials https://github.com/quantopian/pyfolio Notebooks for math and financial tutorials. Portfolio and risk analytics in Python. Extended Research: Factor and Risk Analysis 2021-03-29 10:26:01 3/30/21 15:14 661.0 3633.0 426.0 1143.0 9.0 42.0 2017-01-21 11:24:18 6/1/15 15:31 2020-08-01 17:03:32 2/28/20 17:30 quantopian/pyfolio
93 NLP Finance Papers Risk Basic https://github.com/chenbowen184/Research_Documents_Curation_with_NLP https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb Curating quantitative finance papers using machine learning. Active portfolio risk management . Extended Research: Factor and Risk Analysis 2021-02-27 06:33:23 3/1/21 13:53 8.0 31.0 9.0 18.0 1.0 2018-10-11 20:32:37 5/10/16 11:03 2018-12-24 23:27:55 5/17/16 3:44 RJT1990/Active-Portfolio-Management-Notes
94 Simulation Quant Finance https://github.com/chenbowen184/Computational_Finance https://github.com/mrefermat/quant_finance Investigating simulations as part of computational finance. General quant repository. Extended Research: Factor and Risk Analysis 2021-01-12 12:22:31 3/30/21 0:09 17.0 31.0 12.0 15.0 1.0 2018-01-29 05:01:52 8/11/18 22:59 2018-08-02 05:56:49 11/12/19 4:49 mrefermat/quant_finance
95 Market Crash Prediction Various Risk Measures https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb Predicting market crashes using an LPPL model. Risk measures and factors for alternative and responsible investments. Extended Research: Factor and Risk Analysis 2020-10-06 21:01:42 11/4/20 7:04 1.0 4.0 3.0 5.0 1.0 2019-01-24 13:37:45 8/7/17 14:44 2019-02-13 16:48:00 8/8/17 22:52 Jorgencr/Alternative-and-Responsible-Investments
96 Commodity CAPM https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb Commodity influence over Brazilian stocks. Expected returns using CAPM. Extended Research: 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
97 Finance Graph Theory Risk and Return https://github.com/AvijitGhosh82/Finance_Graph_Theory https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents. Riskiness of portfolios and assets. Extended Research: Factor and Risk Analysis 2021-03-28 02:22:22 3/19/21 22:01 17.0 139.0 7.0 61.0 3.0 2.0 2018-08-02 02:48:24 9/12/17 13:35 2019-03-16 18:39:38 8/6/20 12:35 PyDataBlog/Python-for-Data-Science
98 Real Estate Property Fraud Factor Analysis https://github.com/aviroop1/Real_Estate_Property_Fraud https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb Unsupervised fraud detection model that can identify likely candidates of fraud. Factor analysis for mutual funds. Extended Research: 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
99 Behavioural Economics Factor Analysis https://github.com/pcmichaud/notebooks https://github.com/alpha-miner/alpha-mind/tree/master/notebooks Behavioural Economics and Finance Python Notebooks. Factor strategy notebooks. Extended Research: Factor and Risk Analysis 2021-02-03 07:22:40 3/12/21 22:42 9.0 171.0 4.0 59.0 1.0 3.0 2018-12-20 00:21:38 5/1/17 7:36 2019-03-26 11:51:46 2/9/21 9:36 alpha-miner/alpha-mind
100 Bayesian Finance Statistical Finance https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments Notebook PyMC3 implementation. Various financial experiments. Extended Research: Factor and Risk Analysis 2021-03-25 18:38:09 3/30/21 0:09 229.0 21.0 53.0 16.0 1.0 2018-08-28 14:45:00 10/4/15 9:10 2020-08-06 22:03:47 3/28/20 18:33 mrefermat/FinancePhD
101 Bayesian Finance I Convex Optimisation https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs. Convex Optimization for Finance. Extended Research: Factor and Risk Analysis 2020-11-28 03:02:48 11/4/20 7:19 25.0 17.0 6.0 9.0 0.0 1.0 2019-01-04 12:30:41 6/26/18 20:36 2019-02-18 09:55:21 10/22/19 21:56 ssanderson/convex-optimization-for-finance
102 Currency PCA Vasicek https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb Forex spots PCA. Bootstrapping and interpolation. Extended Research: Fixed Income 2020-10-26 00:55:20 12/10/20 21:20 3.0 1.0 3.0 1.0 2019-03-12 21:11:29 7/18/18 19:26 2019-03-12 22:09:10 7/18/18 19:34 RobinsonGarcia/fixed-income
103 Backtests Binomial Tree https://github.com/AlgoTraders/stock-analysis-engine https://github.com/hy-lei/math-finance-exercise Trading data and algorithms. Utility functions in fixed income securities. Extended Research: Fixed Income 2021-03-30 02:32:59 10/6/20 20:55 613.0 1.0 162.0 2.0 3.0 1.0 2018-09-16 20:00:36 2/2/19 8:44 2020-09-05 13:01:05 5/3/19 17:16 hy-lei/math-finance-exercise
104 High Frequency Corporate Bonds https://github.com/cswaney/prickle https://github.com/ishank011/gs-quantify-bond-prediction A Python toolkit for high-frequency trade research. Predicting the buying and selling volume of the corporate bonds. Extended Research: Fixed Income 2021-03-22 02:19:15 1/3/21 21:46 24.0 7.0 17.0 5.0 2.0 1.0 2016-07-06 20:32:21 9/27/17 19:57 2018-06-09 10:53:51 9/27/17 20:00 ishank011/gs-quantify-bond-prediction
105 Financial Economics Trend Following https://github.com/rsvp/fecon235/tree/master/nb http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html Financial Economics Models. A futures trend following portfolio investment strategy. Extended Research: Other Models 2021-03-29 08:31:35 709.0 273.0 2.0 2014-11-09 04:49:01 2018-12-03 16:30:28
106 Critical Transitions Fundamental LT Forecasts https://github.com/ryanholbrook/critical-transitions https://github.com/Hvass-Labs/FinanceOps Detecting critical transitions in financial networks with topological data analysis. Research in investment finance for long term forecasts. Extended Research: Other Models 2021-01-30 11:50:22 3/21/21 19:26 10.0 379.0 3.0 126.0 1.0 2019-01-22 10:59:50 7/22/18 8:14 2019-03-12 18:35:02 2/17/21 14:39 Hvass-Labs/FinanceOps
107 Economic Foundations Short-Term Movement Cues https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations https://github.com/anfederico/Clairvoyant Basic economic models. Identify social/historical cues for short term stock movement. Extended Research: Other Models 2020-10-06 21:01:59 3/28/21 16:31 2.0 2157.0 3.0 678.0 1.0 2017-05-25 02:27:36 9/12/16 18:38 2017-06-30 03:53:59 8/29/18 20:27 anfederico/Clairvoyant
108 Corporate Finance Mixture Models II https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance https://github.com/BlackArbsCEO/mixture_model_trading_public Basic corporate finance. Mixture models and stock trading. Extended Research: Other Models 2021-01-16 19:01:31 3/12/21 13:21 9.0 166.0 4.0 73.0 1.0 2017-09-09 03:35:24 12/11/17 17:05 2017-09-09 23:04:48 5/13/20 23:50 BlackArbsCEO/mixture_model_trading_public
109 Applied Corporate Finance Mixture Models I https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance https://github.com/BlackArbsCEO/Mixture_Models Studies the empirical behaviours in stock market. Mixture models to predict market bottoms. Extended Research: Other Models 2021-02-19 13:40:37 3/2/21 19:44 8.0 31.0 9.0 31.0 1.0 2018-01-29 05:14:52 3/20/17 18:54 2018-07-19 06:25:36 4/25/17 23:35 BlackArbsCEO/Mixture_Models
110 M&A Scikit-learn Stock Prediction https://github.com/atulram/Finance-and-Stocks https://github.com/robertmartin8/MachineLearningStocks Mergers and Acquisitions. Using python and scikit-learn to make stock predictions. Extended Research: Other Models 2020-12-21 14:42:43 3/30/21 18:11 3.0 919.0 3.0 344.0 1.0 2.0 2019-01-19 18:16:47 2/12/17 4:50 2019-02-18 16:57:19 2/4/21 3:48 robertmartin8/MachineLearningStocks
111 Life-cycle Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb https://jfds.pm-research.com/content/2/1/10 Company life cycle. Extended Research: Personal Papers 2020-12-21 14:42:43 3.0 3.0 1.0 2019-01-19 18:16:47 2019-02-18 16:57:19
112 Computational Finance Machine Learning in Asset Management https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952 Applied Computational Economics and Finance. Extended Research: Personal Papers 2021-03-07 17:47:01 12.0 13.0 1.0 2017-08-27 03:46:33 2017-08-26 04:26:04
113 Liquidity and Momentum Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization https://github.com/mrefermat/quant_finance https://jfds.pm-research.com/content/2/2/17 Various factors and portfolio constructions. Extended Research: Personal Papers 2021-03-30 00:09:34 31.0 15.0 1.0 2018-08-11 22:59:53 2019-11-12 04:49:01
114 Mathematical Finance Financial Event Prediction using Machine Learning https://github.com/yadongli/nyumath2048 https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555 NYU Math-GA 2048: Scientific Computing in Finance. Courses Personal Papers 2021-01-14 18:01:08 69.0 63.0 6.0 2015-01-25 21:10:37 2020-03-25 04:24:25
115 Algo Trading Distribution Characteristic Optimisation https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading https://github.com/VivekPa/OptimalPortfolio Intro to algo trading. Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account. Courses Portfolio Selection and Optimisation 2021-03-12 11:02:04 3/18/21 22:35 64.0 229.0 25.0 82.0 1.0 3.0 2017-10-29 20:34:54 11/16/18 12:20 2019-01-22 06:56:08 7/4/19 1:41 VivekPa/OptimalPortfolio
116 Python for Finance Reinforcement Learning https://github.com/siaen/python_finance_course https://github.com/filangel/qtrader CEU python for finance course material. Reinforcement Learning for Portfolio Management. Courses Portfolio Selection and Optimisation 2021-03-26 22:33:25 3/29/21 3:47 15.0 364.0 15.0 150.0 4.0 1.0 2017-12-12 11:54:46 10/7/17 9:14 2020-02-25 20:31:41 6/26/18 9:22 filangel/qtrader
117 Handson Python for Finance Efficient Frontier https://github.com/PacktPublishing/Hands-on-Python-for-Finance https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb Hands-on Python for Finance published by Packt. Modern Portfolio Theory. Courses Portfolio Selection and Optimisation 2021-03-26 22:26:32 3/30/21 0:01 120.0 104.0 107.0 57.0 3.0 1.0 2018-08-20 14:10:37 2/17/18 8:19 2021-01-15 08:57:06 2/27/18 13:16 tthustla/efficient_frontier
118 Machine Learning for Trading Deep Portfolio Theory https://github.com/stefan-jansen/machine-learning-for-trading https://github.com/tcloaa/Deep-Portfolio-Theory Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading. Autoencoder framework for portfolio selection. Courses Portfolio Selection and Optimisation 2021-03-30 18:25:40 1/30/21 13:50 3644.0 104.0 1136.0 58.0 7.0 1.0 2018-05-09 12:33:08 2/10/17 9:03 2021-03-19 14:10:47 3/8/18 16:47 tcloaa/Deep-Portfolio-Theory
119 ML Specialisation Policy Gradient Portfolio https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization https://github.com/ZhengyaoJiang/PGPortfolio Machine Learning in Finance. A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. Courses Portfolio Selection and Optimisation 2021-03-13 10:49:36 3/30/21 14:21 32.0 1274.0 31.0 629.0 1.0 6.0 2019-01-24 02:55:01 11/12/17 16:08 2020-01-03 21:54:16 5/9/19 9:50 ZhengyaoJiang/PGPortfolio
120 Risk Management 401K Portfolio Optimisation https://github.com/andrey-lukyanov/Risk-Management https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb Finance risk engagement course resources. Portfolio analyses and optimisation for 401K. Courses Portfolio Selection and Optimisation 2020-11-12 00:49:51 12/25/20 9:39 6.0 14.0 5.0 3.0 1.0 2018-10-03 16:26:14 8/1/18 19:48 2018-12-13 08:04:15 9/5/19 11:18 otosman/Python-for-Finance
121 Basic Investments Online Portfolio Selection https://github.com/SeanMcOwen/FinanceAndPython.com-Investments https://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb Basic investment tools in python. ****Comparing OLPS algorithms on a diversified set of ETFs. Courses Portfolio Selection and Optimisation 2021-03-23 06:32:10 9.0 5.0 1.0 2017-08-02 21:52:19 2017-08-17 03:24:53
122 Basic Derivatives OLMAR Algorithm https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb Basic forward contracts and hedging. Relative importance of each component of the OLMAR algorithm. Courses Portfolio Selection and Optimisation 2020-10-06 18:10:50 12/16/20 17:28 3.0 6.0 4.0 3.0 1.0 2017-08-24 00:11:37 7/26/16 16:20 2017-10-13 01:32:23 12/30/16 11:40 charlessutton/OLMAR
123 Basic Finance Modern Portfolio Theory https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb Source code notebooks basic finance applications. Universal portfolios; modern portfolio theory. Courses Portfolio Selection and Optimisation 2021-02-06 21:41:39 9.0 8.0 1.0 2017-05-06 02:39:05 2017-06-21 04:04:09
124 Capital Markets Data DeepDow https://www.capitalmarketsdata.com/ https://github.com/jankrepl/deepdow Portfolio optimization with deep learning. Data Portfolio Selection and Optimisation 3/30/21 13:34 303.0 57.0 2.0 2/2/20 8:46 2/16/21 18:50 jankrepl/deepdow
125 Employee Count SEC Filings PyPortfolioOpt https://github.com/healthgradient/sec_employee_information_extraction https://github.com/robertmartin8/PyPortfolioOpt Financial portfolio optimisation, including classical efficient frontier and advanced methods. Data Portfolio Selection and Optimisation 2021-02-27 03:33:31 3/30/21 3:37 10.0 1865.0 2.0 476.0 1.0 16.0 2018-06-26 23:33:51 5/29/18 13:30 2018-08-14 01:31:13 2/25/21 13:01 robertmartin8/PyPortfolioOpt
126 SEC Parsing Pair Trading RL https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading Using deep actor-critic model to learn best strategies in pair trading. Data Reinforcement Learning 2021-02-27 06:34:55 3/27/21 2:19 9.0 241.0 6.0 114.0 1.0 2018-06-16 14:30:06 5/18/17 16:47 2018-06-16 17:23:46 5/18/17 16:56 shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading
127 Open Edgar RL II https://github.com/LexPredict/openedgar https://github.com/deependersingla/deep_trader reinforcement learning on stock market and agent tries to learn trading. Data Reinforcement Learning 2021-03-28 14:26:09 3/29/21 11:10 165.0 1340.0 61.0 490.0 6.0 3.0 2018-05-07 15:32:31 6/11/16 7:27 2019-05-15 08:32:30 1/22/18 14:35 deependersingla/deep_trader
128 EDGAR RL https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb https://github.com/kh-kim/stock_market_reinforcement_learning OpenGym with Deep Q-learning and Policy Gradient. Data Reinforcement Learning 2021-01-23 19:22:59 3/28/21 22:14 11.0 712.0 10.0 299.0 1.0 2018-06-11 22:51:57 10/4/16 14:42 2018-07-10 18:03:52 12/23/16 7:34 kh-kim/stock_market_reinforcement_learning
129 IRS RL Trading http://social-metrics.org/sox/ https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab. Data Reinforcement Learning
130 Rating Industries RL III http://www.ratingshistory.info/ https://github.com/samre12/deep-trading-agent Github -Deep Reinforcement Learning based Trading Agent for Bitcoin. Data Reinforcement Learning 3/29/21 1:02 575.0 204.0 1.0 9/21/17 17:05 4/13/18 16:33 samre12/deep-trading-agent
131 Web Scraping (FirmAI) RL IV https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data https://github.com/jjakimoto/DQN Reinforcement Learning for finance. Data Reinforcement Learning 2021-03-28 12:43:58 3/25/21 19:14 576.0 140.0 183.0 55.0 2.0 1.0 2019-02-19 19:02:59 10/21/16 2:47 2020-07-22 16:48:21 4/7/17 8:11 jjakimoto/DQN
132 Financial Corporate RL V http://raw.rutgers.edu/Corporate%20Financial%20Data.html https://github.com/gstenger98/rl-finance Building an Agent to Trade with Reinforcement Learning. Data Reinforcement Learning 1/3/21 4:36 32.0 7.0 5.0 1/16/19 0:43 3/19/20 20:28 gstenger98/rl-finance
133 Non-financial Corporate Financial Sentiment Analysis http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html https://github.com/EricHe98/Financial-Statements-Text-Analysis Sentiment, distance and proportion analysis for trading signals. Data Textual 1/21/21 8:07 47.0 27.0 1.0 6/23/17 0:05 1/26/19 3:35 EricHe98/Financial-Statements-Text-Analysis
134 http://finance.yahoo.com/ NLP Event http://finance.yahoo.com/ https://github.com/yuriak/DLQuant Applying Deep Learning and NLP in Quantitative Trading. Data Textual 3/24/21 2:52 68.0 31.0 1.0 7/2/18 23:50 1/31/19 14:08 yuriak/DLQuant
135 https://fred.stlouisfed.org/ NLP https://fred.stlouisfed.org/ https://github.com/toamitesh/NLPinFinance This project assembles a lot of NLP operations needed for finance domain. Data Textual toamitesh/NLPinFinance
136 https://stooq.com Earning call transcripts https://stooq.com https://github.com/lin882/WebAnalyticsProject Correlation between mutual fund investment decision and earning call transcripts. Data Textual 12/17/20 8:24 3.0 3.0 1.0 12/30/17 8:56 1/11/18 2:11 lin882/WebAnalyticsProject
137 https://github.com/timestocome/StockMarketData Buzzwords https://github.com/timestocome/StockMarketData https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds Return performance and mutual fund selection. Data Textual 2021-03-26 22:35:04 10/6/20 18:54 7.0 1.0 6.0 4.0 1.0 2017-05-10 21:49:45 2/4/18 21:51 2017-08-06 19:23:18 2/4/18 21:57 swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds
138 Financial Event Prediction using Machine Learning Fund classification https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555 https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb Fund classification using text mining and NLP. Personal Papers Textual 10/6/20 18:46 3.0 2.0 1.0 4/16/18 22:18 6/7/18 22:01 frechfrechfrech/Mutual-Fund-Market-Clusters
139 Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies Accounting Anomalies https://jfds.pm-research.com/content/2/1/10 https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb Using deep-learning frameworks to identify accounting anomalies. Personal Papers Textual 3/30/21 3:25 106.0 50.0 2.0 5/24/17 12:36 8/7/19 21:47 GitiHubi/deepAI
140 Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization Extensive NLP https://jfds.pm-research.com/content/2/2/17 https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb Comprehensive NLP techniques for accounting research. Personal Papers 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
141 Machine Learning in Asset Management Financial Statement Sentiment https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952 https://github.com/MAydogdu/TextualAnalysis Extracting sentiment from financial statements using neural networks. Personal Papers Textual 10/22/20 16:32 7.0 7.0 1.0 6/4/18 20:54 6/4/18 20:56 MAydogdu/TextualAnalysis
142 NYU FRE VRA Stock Embedding https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering https://github.com/ml-hongkong/stock2vec Finance and Risk Engineering (NYU Tandon) Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history. Colleges, Centers and Departments 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
143 Cornell University Industry Clustering https://www.cornell.edu/ https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries Clustering of industries. Colleges, Centers and Departments 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
144 NYU Courant Pairs Trading https://cims.nyu.edu/ https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb Courant Institute of Mathematical Sciences, New York University Finding pairs with cluster analysis. Colleges, Centers and Departments Unsupervised 3/8/21 11:01 78.0 36.0 0.0 9/5/17 19:19 9/27/17 20:42 marketneutral/pairs-trading-with-ML
145 Oxford Man Industry Clustering https://www.oxford-man.ox.ac.uk/ https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries Oxford-Man Institute of Quantitative Finance Project to cluster industries according to financial attributes. Colleges, Centers and Departments 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
146 Stanford Advanced Financial Technologies PCA Pairs Trading https://fintech.stanford.edu/ https://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_Trading Stanford Advanced Financial Technologies Laboratory PCA, Factor Returns, and trading strategies. Colleges, Centers and Departments Unsupervised joelQF/quant-finance
147 Berkeley Lab CIFT Fund Clusters https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/ https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb Data exploration of fund clusters. Colleges, Centers and Departments Unsupervised 10/6/20 18:46 3.0 2.0 1.0 4/16/18 22:18 6/7/18 22:01 frechfrechfrech/Mutual-Fund-Market-Clusters