From 8e07efec37a4b3c532505d42e23e603690564d14 Mon Sep 17 00:00:00 2001 From: Bin Yang Date: Wed, 31 Mar 2021 13:33:58 -0400 Subject: [PATCH] minor bug fix and change scheduling to weekly to save api request limit --- ...tatus_daily.yml => repo_status_weekly.yml} | 4 +- git_status.py | 24 +- raw_data/process.drawio | 1 + raw_data/url_list.csv | 294 +++++++++--------- 4 files changed, 168 insertions(+), 155 deletions(-) rename .github/workflows/{repo_status_daily.yml => repo_status_weekly.yml} (88%) create mode 100644 raw_data/process.drawio diff --git a/.github/workflows/repo_status_daily.yml b/.github/workflows/repo_status_weekly.yml similarity index 88% rename from .github/workflows/repo_status_daily.yml rename to .github/workflows/repo_status_weekly.yml index 881a637..b9c399a 100644 --- a/.github/workflows/repo_status_daily.yml +++ b/.github/workflows/repo_status_weekly.yml @@ -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 diff --git a/git_status.py b/git_status.py index 79cb060..0164b0e 100644 --- a/git_status.py +++ b/git_status.py @@ -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 diff --git a/raw_data/process.drawio b/raw_data/process.drawio new file mode 100644 index 0000000..bd9f096 --- /dev/null +++ b/raw_data/process.drawio @@ -0,0 +1 @@ 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 \ No newline at end of file diff --git a/raw_data/url_list.csv b/raw_data/url_list.csv index 1d99e7d..5f30e4d 100644 --- a/raw_data/url_list.csv +++ b/raw_data/url_list.csv @@ -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,