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## Other Models ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/other_models))
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<!-- [PLACEHOLDER_START:other_models] -->
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| <sub>repo</sub> | <sub>comment</sub> | <sub>created_at</sub> | <sub>last_commit</sub> | <sub>star_count</sub> | <sub>repo_status</sub> | <sub>rating</sub> |
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|:-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:-------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------|
|
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| <sub>[Hands-On-Machine-Learning-for-Algorithmic-Trading](https://github.com/PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading)</sub> | <sub>repo for book [hands-on-machine learning for algorithmic trading](https://www.packtpub.com/product/hands-on-machine-learning-for-algorithmic-trading/9781789346411) covering topic from data/unsupervised learning/NPL/RNN & CNN/reinforcement learning etc. Leverage zipline/alphalens/sklearn/openai-gym etc as well. Good references to have</sub> | <sub>5/7/19 11:04</sub> | <sub>1/19/21 7:51</sub> | <sub>600.0</sub> | <sub>:heavy_check_mark:</sub> | <sub>:star:x5</sub> |
|
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| <sub>[CryptoBot](https://github.com/AdeelMufti/CryptoBot)</sub> | <sub>Hard fork of [bitpredit](https://github.com/cbyn/bitpredict) and form the trading strategy as a classification problem with -1 (sell) 0 (hold) 1 (buy). Models used are XGBClassifier/RandomForest/GradientBoosting. Not mentained</sub> | <sub>1/17/17 12:44</sub> | <sub>1/17/17 12:48</sub> | <sub>234.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub>:star:x2</sub> |
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| <sub>[Trend Following](http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html)</sub> | <sub>A futures trend following portfolio investment strategy.</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[awesome-ai-in-finance](https://github.com/georgezouq/awesome-ai-in-finance)</sub> | <sub>NEW</sub> | <sub>8/29/18 2:07</sub> | <sub>11/27/20 9:43</sub> | <sub>941.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
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| <sub>[Scikit-learn Stock Prediction](https://github.com/robertmartin8/MachineLearningStocks)</sub> | <sub>Using python and scikit-learn to make stock predictions.</sub> | <sub>2/12/17 4:50</sub> | <sub>2/4/21 3:48</sub> | <sub>931.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[AlphaPy](https://github.com/ScottfreeLLC/AlphaPy)</sub> | <sub>NEW</sub> | <sub>2/14/16 0:47</sub> | <sub>2/8/21 21:35</sub> | <sub>576.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
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| <sub>[MathAndScienceNotes](https://github.com/melling/MathAndScienceNotes)</sub> | <sub>Collections of news/articles on various topics including quant trading and machine learning. Some articles are from [ycombinator message board](https://news.ycombinator.com/news) and [rediit algotrading forum](https://www.reddit.com/r/algotrading/)</sub> | <sub>3/11/16 19:13</sub> | <sub>12/21/20 3:54</sub> | <sub>460.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[Fundamental LT Forecasts](https://github.com/Hvass-Labs/FinanceOps)</sub> | <sub>Research in investment finance for long term forecasts.</sub> | <sub>7/22/18 8:14</sub> | <sub>2/17/21 14:39</sub> | <sub>383.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[stock-trading-ml](https://github.com/yacoubb/stock-trading-ml)</sub> | <sub>NEW</sub> | <sub>10/10/19 9:44</sub> | <sub>10/12/19 11:38</sub> | <sub>340.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[Mixture Models I](https://github.com/BlackArbsCEO/Mixture_Models)</sub> | <sub>Mixture models to predict market bottoms.</sub> | <sub>3/20/17 18:54</sub> | <sub>4/25/17 23:35</sub> | <sub>31.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[finance_ml](https://github.com/jjakimoto/finance_ml)</sub> | <sub>NEW</sub> | <sub>6/29/18 21:21</sub> | <sub>2/18/19 12:34</sub> | <sub>282.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original](https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original)</sub> | <sub>NEW</sub> | <sub>11/15/19 8:51</sub> | <sub>1/21/21 7:56</sub> | <sub>279.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[Machine-Learning-and-AI-in-Trading](https://github.com/PyPatel/Machine-Learning-and-AI-in-Trading)</sub> | <sub>NEW</sub> | <sub>8/30/17 6:14</sub> | <sub>10/29/19 8:14</sub> | <sub>261.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[ML_Finance_Codes](https://github.com/mfrdixon/ML_Finance_Codes)</sub> | <sub>NEW</sub> | <sub>9/27/19 16:13</sub> | <sub>6/13/20 21:20</sub> | <sub>250.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[mlfinlab](https://github.com/hudson-and-thames/mlfinlab)</sub> | <sub>NEW</sub> | <sub>2/13/19 16:57</sub> | <sub>4/12/21 10:50</sub> | <sub>2295.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |<!-- [PLACEHOLDER_END:other_models] -->
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| <sub>repo</sub> | <sub>comment</sub> | <sub>created_at</sub> | <sub>last_commit</sub> | <sub>star_count</sub> | <sub>repo_status</sub> | <sub>rating</sub> |
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||||
|:-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:-------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------|
|
||||
| <sub>[Hands-On-Machine-Learning-for-Algorithmic-Trading](https://github.com/PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading)</sub> | <sub>repo for book [hands-on-machine learning for algorithmic trading](https://www.packtpub.com/product/hands-on-machine-learning-for-algorithmic-trading/9781789346411) covering topic from data/unsupervised learning/NPL/RNN & CNN/reinforcement learning etc. Leverage zipline/alphalens/sklearn/openai-gym etc as well. Good references to have</sub> | <sub>5/7/19 11:04</sub> | <sub>1/19/21 7:51</sub> | <sub>600.0</sub> | <sub>:heavy_check_mark:</sub> | <sub>:star:x5</sub> |
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| <sub>[Awesome-Quant-Machine-Learning-Trading](https://github.com/grananqvist/Awesome-Quant-Machine-Learning-Trading)</sub> | <sub>curated list of books/online courses/youtube videos/blogs/interviews/papers/code etc. Updates are pretty infrequent</sub> | <sub>11/5/18 21:09</sub> | <sub>10/8/20 16:48</sub> | <sub>1005.0</sub> | <sub>:heavy_check_mark:</sub> | <sub>:star:x5</sub> |
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| <sub>[AlphaPy](https://github.com/ScottfreeLLC/AlphaPy)</sub> | <sub>machine learning framework built on sklearn and pandas. Support pyfolio/xgboost/lightgmb/catboost(gradient boosting on decision tress) etc. Examples include financial market prediction/sports prediction/kaggle. Configurations are set though yaml file for all model process including feature selection/grid search on parameters and aggregate results for each model</sub> | <sub>2/14/16 0:47</sub> | <sub>2/8/21 21:35</sub> | <sub>576.0</sub> | <sub>:heavy_check_mark:</sub> | <sub>:star:x4</sub> |
|
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| <sub>[MathAndScienceNotes](https://github.com/melling/MathAndScienceNotes)</sub> | <sub>Collections of news/articles on various topics including quant trading and machine learning. Some articles are from [ycombinator message board](https://news.ycombinator.com/news) and [rediit algotrading forum](https://www.reddit.com/r/algotrading/)</sub> | <sub>3/11/16 19:13</sub> | <sub>12/21/20 3:54</sub> | <sub>460.0</sub> | <sub>:heavy_check_mark:</sub> | <sub>:star:x3</sub> |
|
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| <sub>[CryptoBot](https://github.com/AdeelMufti/CryptoBot)</sub> | <sub>Hard fork of [bitpredit](https://github.com/cbyn/bitpredict) and form the trading strategy as a classification problem with -1 (sell) 0 (hold) 1 (buy). Models used are XGBClassifier/RandomForest/GradientBoosting. Not mentained</sub> | <sub>1/17/17 12:44</sub> | <sub>1/17/17 12:48</sub> | <sub>234.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub>:star:x2</sub> |
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| <sub>[Trend Following](http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html)</sub> | <sub>A futures trend following portfolio investment strategy.</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[awesome-ai-in-finance](https://github.com/georgezouq/awesome-ai-in-finance)</sub> | <sub>NEW</sub> | <sub>8/29/18 2:07</sub> | <sub>11/27/20 9:43</sub> | <sub>941.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[Scikit-learn Stock Prediction](https://github.com/robertmartin8/MachineLearningStocks)</sub> | <sub>Using python and scikit-learn to make stock predictions.</sub> | <sub>2/12/17 4:50</sub> | <sub>2/4/21 3:48</sub> | <sub>931.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[Fundamental LT Forecasts](https://github.com/Hvass-Labs/FinanceOps)</sub> | <sub>Research in investment finance for long term forecasts.</sub> | <sub>7/22/18 8:14</sub> | <sub>2/17/21 14:39</sub> | <sub>383.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
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| <sub>[stock-trading-ml](https://github.com/yacoubb/stock-trading-ml)</sub> | <sub>NEW</sub> | <sub>10/10/19 9:44</sub> | <sub>10/12/19 11:38</sub> | <sub>340.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
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| <sub>[Mixture Models I](https://github.com/BlackArbsCEO/Mixture_Models)</sub> | <sub>Mixture models to predict market bottoms.</sub> | <sub>3/20/17 18:54</sub> | <sub>4/25/17 23:35</sub> | <sub>31.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[finance_ml](https://github.com/jjakimoto/finance_ml)</sub> | <sub>NEW</sub> | <sub>6/29/18 21:21</sub> | <sub>2/18/19 12:34</sub> | <sub>282.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original](https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original)</sub> | <sub>NEW</sub> | <sub>11/15/19 8:51</sub> | <sub>1/21/21 7:56</sub> | <sub>279.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[Machine-Learning-and-AI-in-Trading](https://github.com/PyPatel/Machine-Learning-and-AI-in-Trading)</sub> | <sub>NEW</sub> | <sub>8/30/17 6:14</sub> | <sub>10/29/19 8:14</sub> | <sub>261.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[ML_Finance_Codes](https://github.com/mfrdixon/ML_Finance_Codes)</sub> | <sub>NEW</sub> | <sub>9/27/19 16:13</sub> | <sub>6/13/20 21:20</sub> | <sub>250.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |<!-- [PLACEHOLDER_END:other_models] -->
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## Data Processing Techniques and Transformations ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/data_processing_techniques_and_transformations))
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<!-- [PLACEHOLDER_START:data_processing_techniques_and_transformations] -->
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| <sub>repo</sub> | <sub>comment</sub> | <sub>created_at</sub> | <sub>last_commit</sub> | <sub>star_count</sub> | <sub>repo_status</sub> | <sub>rating</sub> |
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|:----------------------------------------------------------------------------------------------------------------|:--------------------------------------------------------------------------|:-------------------------------|:-------------------------------|:------------------------|:------------------------------------|:--------------------|
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| <sub>[Advanced ML II](https://github.com/hudson-and-thames/research)</sub> | <sub>More implementations of Financial Machine Learning (De Prado).</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[Advanced ML](https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises)</sub> | <sub>Exercises too Financial Machine Learning (De Prado).</sub> | <sub>4/25/18 17:22</sub> | <sub>1/16/20 17:25</sub> | <sub>973.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[finserv-application-blueprint](https://github.com/mapr-demos/finserv-application-blueprint)</sub> | <sub>NEW</sub> | <sub>2016-09-26 19:42:54</sub> | <sub>2021-01-20 23:07:40</sub> | <sub>72.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[Google-Finance-Stock-Data-Analysis](https://github.com/hpnhxxwn/Google-Finance-Stock-Data-Analysis)</sub> | <sub>NEW</sub> | <sub>2017-07-23 02:59:59</sub> | <sub>2017-07-23 03:10:35</sub> | <sub>70.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[Twitter-Trends](https://github.com/Medha11/Twitter-Trends)</sub> | <sub>NEW</sub> | <sub>2017-05-22 17:07:45</sub> | <sub>2017-05-23 08:06:27</sub> | <sub>66.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[cointrader](https://github.com/timolson/cointrader)</sub> | <sub>NEW</sub> | <sub>2014-06-01 01:14:12</sub> | <sub>2020-10-22 00:24:50</sub> | <sub>339.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[CryptoNets](https://github.com/microsoft/CryptoNets)</sub> | <sub>NEW</sub> | <sub>2019-06-02 05:48:39</sub> | <sub>2019-09-12 13:03:05</sub> | <sub>154.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |<!-- [PLACEHOLDER_END:data_processing_techniques_and_transformations] -->
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| <sub>repo</sub> | <sub>comment</sub> | <sub>created_at</sub> | <sub>last_commit</sub> | <sub>star_count</sub> | <sub>repo_status</sub> | <sub>rating</sub> |
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|:----------------------------------------------------------------------------------------------------------------|:--------------------------------------------------------------------------|:-------------------------|:-------------------------|:------------------------|:------------------------------------|:--------------------|
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| <sub>[Advanced ML II](https://github.com/hudson-and-thames/research)</sub> | <sub>More implementations of Financial Machine Learning (De Prado).</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[Advanced ML](https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises)</sub> | <sub>Exercises too Financial Machine Learning (De Prado).</sub> | <sub>4/25/18 17:22</sub> | <sub>1/16/20 17:25</sub> | <sub>973.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[finserv-application-blueprint](https://github.com/mapr-demos/finserv-application-blueprint)</sub> | <sub>NEW</sub> | <sub>9/26/16 19:42</sub> | <sub>1/20/21 23:07</sub> | <sub>72.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[Google-Finance-Stock-Data-Analysis](https://github.com/hpnhxxwn/Google-Finance-Stock-Data-Analysis)</sub> | <sub>NEW</sub> | <sub>7/23/17 2:59</sub> | <sub>7/23/17 3:10</sub> | <sub>70.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[Twitter-Trends](https://github.com/Medha11/Twitter-Trends)</sub> | <sub>NEW</sub> | <sub>5/22/17 17:07</sub> | <sub>5/23/17 8:06</sub> | <sub>66.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[cointrader](https://github.com/timolson/cointrader)</sub> | <sub>NEW</sub> | <sub>6/1/14 1:14</sub> | <sub>10/22/20 0:24</sub> | <sub>339.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[CryptoNets](https://github.com/microsoft/CryptoNets)</sub> | <sub>NEW</sub> | <sub>6/2/19 5:48</sub> | <sub>9/12/19 13:03</sub> | <sub>154.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |<!-- [PLACEHOLDER_END:data_processing_techniques_and_transformations] -->
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# Portfolio Management
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@@ -103,23 +103,23 @@ ___
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## Factor and Risk Analysis ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/factor_and_risk_analysis))
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<!-- [PLACEHOLDER_START:factor_and_risk_analysis] -->
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| <sub>repo</sub> | <sub>comment</sub> | <sub>created_at</sub> | <sub>last_commit</sub> | <sub>star_count</sub> | <sub>repo_status</sub> | <sub>rating</sub> |
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|:-----------------------------------------------------------------------------------------------------------------------------------------------|:-----------------------------------------------------------------------------------------|:-------------------------------|:-------------------------------|:------------------------|:------------------------------------|:--------------------|
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| <sub>[Machine_learning_In_Finance](https://github.com/chaudharigauravi/Machine_learning_In_Finance)</sub> | <sub>NEW</sub> | <sub>2019-08-03 04:04:51</sub> | <sub>2019-08-03 04:05:32</sub> | <sub>8.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[stock-market-analysis-using-python-numpy-pandas](https://github.com/Ashishsinha10/stock-market-analysis-using-python-numpy-pandas)</sub> | <sub>NEW</sub> | <sub>2018-04-10 05:15:49</sub> | <sub>2018-04-10 05:28:54</sub> | <sub>8.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[-L-](https://github.com/jettbrains/-L-)</sub> | <sub>NEW</sub> | <sub>2019-10-28 21:50:26</sub> | <sub>2019-10-28 21:51:19</sub> | <sub>6.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[TradeFinexLive](https://github.com/XinFinOrg/TradeFinexLive)</sub> | <sub>NEW</sub> | <sub>2018-03-21 10:05:22</sub> | <sub>2021-03-18 09:48:32</sub> | <sub>5.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[VaR GaN](https://github.com/hamaadshah/market_risk_gan_keras)</sub> | <sub>Estimate Value-at-Risk for market risk management using Keras and TensorFlow.</sub> | <sub>8/6/18 16:09</sub> | <sub>11/22/20 19:02</sub> | <sub>41.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[Various Risk Measures](https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb)</sub> | <sub>Risk measures and factors for alternative and responsible investments.</sub> | <sub>8/7/17 14:44</sub> | <sub>8/8/17 22:52</sub> | <sub>4.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[Pyfolio](https://github.com/quantopian/pyfolio)</sub> | <sub>Portfolio and risk analytics in Python.</sub> | <sub>6/1/15 15:31</sub> | <sub>2/28/20 17:30</sub> | <sub>3673.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[CAPM](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb)</sub> | <sub>Expected returns using CAPM.</sub> | <sub>5/10/16 11:03</sub> | <sub>5/17/16 3:44</sub> | <sub>31.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[Risk Basic](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb)</sub> | <sub>Active portfolio risk management .</sub> | <sub>5/10/16 11:03</sub> | <sub>5/17/16 3:44</sub> | <sub>31.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[Quant Finance](https://github.com/mrefermat/quant_finance)</sub> | <sub>General quant repository.</sub> | <sub>8/11/18 22:59</sub> | <sub>11/12/19 4:49</sub> | <sub>31.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[Factor Analysis](https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb)</sub> | <sub>Factor analysis for mutual funds.</sub> | <sub>3/13/18 7:39</sub> | <sub>3/13/18 7:42</sub> | <sub>3.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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| <sub>[Statistical Finance](https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments)</sub> | <sub>Various financial experiments.</sub> | <sub>10/4/15 9:10</sub> | <sub>3/28/20 18:33</sub> | <sub>21.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[Performance Analysis](https://github.com/quantopian/alphalens)</sub> | <sub>Performance analysis of predictive (alpha) stock factors.</sub> | <sub>6/3/16 21:49</sub> | <sub>4/27/20 18:40</sub> | <sub>1847.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
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| <sub>[Convex Optimisation](https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb)</sub> | <sub>Convex Optimization for Finance.</sub> | <sub>6/26/18 20:36</sub> | <sub>10/22/19 21:56</sub> | <sub>18.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[Factor Analysis](https://github.com/alpha-miner/alpha-mind/tree/master/notebooks)</sub> | <sub>Factor strategy notebooks.</sub> | <sub>5/1/17 7:36</sub> | <sub>4/7/21 15:25</sub> | <sub>172.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |<!-- [PLACEHOLDER_END:factor_and_risk_analysis] -->
|
||||
| <sub>repo</sub> | <sub>comment</sub> | <sub>created_at</sub> | <sub>last_commit</sub> | <sub>star_count</sub> | <sub>repo_status</sub> | <sub>rating</sub> |
|
||||
|:-----------------------------------------------------------------------------------------------------------------------------------------------|:-----------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------|
|
||||
| <sub>[Machine_learning_In_Finance](https://github.com/chaudharigauravi/Machine_learning_In_Finance)</sub> | <sub>NEW</sub> | <sub>8/3/19 4:04</sub> | <sub>8/3/19 4:05</sub> | <sub>8.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[stock-market-analysis-using-python-numpy-pandas](https://github.com/Ashishsinha10/stock-market-analysis-using-python-numpy-pandas)</sub> | <sub>NEW</sub> | <sub>4/10/18 5:15</sub> | <sub>4/10/18 5:28</sub> | <sub>8.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
|
||||
| <sub>[-L-](https://github.com/jettbrains/-L-)</sub> | <sub>NEW</sub> | <sub>10/28/19 21:50</sub> | <sub>10/28/19 21:51</sub> | <sub>6.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[TradeFinexLive](https://github.com/XinFinOrg/TradeFinexLive)</sub> | <sub>NEW</sub> | <sub>3/21/18 10:05</sub> | <sub>3/18/21 9:48</sub> | <sub>5.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[VaR GaN](https://github.com/hamaadshah/market_risk_gan_keras)</sub> | <sub>Estimate Value-at-Risk for market risk management using Keras and TensorFlow.</sub> | <sub>8/6/18 16:09</sub> | <sub>11/22/20 19:02</sub> | <sub>41.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[Various Risk Measures](https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb)</sub> | <sub>Risk measures and factors for alternative and responsible investments.</sub> | <sub>8/7/17 14:44</sub> | <sub>8/8/17 22:52</sub> | <sub>4.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
|
||||
| <sub>[Pyfolio](https://github.com/quantopian/pyfolio)</sub> | <sub>Portfolio and risk analytics in Python.</sub> | <sub>6/1/15 15:31</sub> | <sub>2/28/20 17:30</sub> | <sub>3673.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[CAPM](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb)</sub> | <sub>Expected returns using CAPM.</sub> | <sub>5/10/16 11:03</sub> | <sub>5/17/16 3:44</sub> | <sub>31.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
|
||||
| <sub>[Risk Basic](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb)</sub> | <sub>Active portfolio risk management .</sub> | <sub>5/10/16 11:03</sub> | <sub>5/17/16 3:44</sub> | <sub>31.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
|
||||
| <sub>[Quant Finance](https://github.com/mrefermat/quant_finance)</sub> | <sub>General quant repository.</sub> | <sub>8/11/18 22:59</sub> | <sub>11/12/19 4:49</sub> | <sub>31.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[Factor Analysis](https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb)</sub> | <sub>Factor analysis for mutual funds.</sub> | <sub>3/13/18 7:39</sub> | <sub>3/13/18 7:42</sub> | <sub>3.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
|
||||
| <sub>[Statistical Finance](https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments)</sub> | <sub>Various financial experiments.</sub> | <sub>10/4/15 9:10</sub> | <sub>3/28/20 18:33</sub> | <sub>21.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[Performance Analysis](https://github.com/quantopian/alphalens)</sub> | <sub>Performance analysis of predictive (alpha) stock factors.</sub> | <sub>6/3/16 21:49</sub> | <sub>4/27/20 18:40</sub> | <sub>1847.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[Convex Optimisation](https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb)</sub> | <sub>Convex Optimization for Finance.</sub> | <sub>6/26/18 20:36</sub> | <sub>10/22/19 21:56</sub> | <sub>18.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[Factor Analysis](https://github.com/alpha-miner/alpha-mind/tree/master/notebooks)</sub> | <sub>Factor strategy notebooks.</sub> | <sub>5/1/17 7:36</sub> | <sub>4/7/21 15:25</sub> | <sub>172.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |<!-- [PLACEHOLDER_END:factor_and_risk_analysis] -->
|
||||
|
||||
# Techniques
|
||||
## Unsupervised ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/unsupervised))
|
||||
@@ -151,23 +151,23 @@ ___
|
||||
# Other Assets
|
||||
## Derivatives and Hedging ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/derivatives_and_hedging))
|
||||
<!-- [PLACEHOLDER_START:derivatives_and_hedging] -->
|
||||
| <sub>repo</sub> | <sub>comment</sub> | <sub>created_at</sub> | <sub>last_commit</sub> | <sub>star_count</sub> | <sub>repo_status</sub> | <sub>rating</sub> |
|
||||
|:----------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------|:-------------------------------|:-------------------------------|:------------------------|:------------------------------------|:--------------------|
|
||||
| <sub>[Options](https://github.com/PHBS/2018.M1.ASP/tree/master/py)</sub> | <sub>Black Scholes and Copula.</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[Derivative Markets](https://github.com/broughtj/Fin6470/tree/master/Notebooks)</sub> | <sub>The economics of futures, futures, options, and swaps.</sub> | <sub>2/9/16 5:30</sub> | <sub>4/6/21 20:49</sub> | <sub>8.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[Volatility and Variance Derivatives](https://github.com/yhilpisch/lvvd/tree/master/lvvd)</sub> | <sub>Volatility derivatives analytics.</sub> | <sub>10/21/16 4:12</sub> | <sub>2/22/21 13:32</sub> | <sub>79.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[tda-api](https://github.com/alexgolec/tda-api)</sub> | <sub>NEW</sub> | <sub>2020-04-03 21:19:12</sub> | <sub>2021-04-12 03:12:03</sub> | <sub>649.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[Strata](https://github.com/OpenGamma/Strata)</sub> | <sub>NEW</sub> | <sub>2014-06-16 11:45:55</sub> | <sub>2021-04-12 06:32:06</sub> | <sub>607.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[FinanceDatabase](https://github.com/JerBouma/FinanceDatabase)</sub> | <sub>NEW</sub> | <sub>2021-01-28 18:36:09</sub> | <sub>2021-04-08 11:10:46</sub> | <sub>595.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[gs-quant](https://github.com/goldmansachs/gs-quant)</sub> | <sub>NEW</sub> | <sub>2018-12-14 21:10:40</sub> | <sub>2021-03-25 15:33:58</sub> | <sub>584.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[wallstreet](https://github.com/mcdallas/wallstreet)</sub> | <sub>NEW</sub> | <sub>2016-01-20 22:03:39</sub> | <sub>2019-08-09 23:14:52</sub> | <sub>570.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[algotrader](https://github.com/torreyleonard/algotrader)</sub> | <sub>NEW</sub> | <sub>2018-04-10 02:31:26</sub> | <sub>2020-08-27 08:16:44</sub> | <sub>477.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[FinancePy](https://github.com/domokane/FinancePy)</sub> | <sub>NEW</sub> | <sub>2019-10-27 15:04:56</sub> | <sub>2021-03-11 21:40:14</sub> | <sub>441.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[Hull White](https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb)</sub> | <sub>Callable Bond, Hull White.</sub> | <sub>6/6/18 22:06</sub> | <sub>6/6/18 22:27</sub> | <sub>4.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
|
||||
| <sub>[optopsy](https://github.com/michaelchu/optopsy)</sub> | <sub>NEW</sub> | <sub>2017-09-17 01:49:54</sub> | <sub>2020-12-07 17:00:58</sub> | <sub>393.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[StockSharp](https://github.com/StockSharp/StockSharp)</sub> | <sub>NEW</sub> | <sub>2014-12-08 07:53:44</sub> | <sub>2021-04-07 10:55:36</sub> | <sub>3924.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[Derivatives Python](https://github.com/yhilpisch/dawp/tree/master/python36)</sub> | <sub>Derivative analytics with Python.</sub> | <sub>7/9/15 12:27</sub> | <sub>2/22/21 13:29</sub> | <sub>388.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[akshare](https://github.com/jindaxiang/akshare)</sub> | <sub>NEW</sub> | <sub>2019-10-01 07:34:12</sub> | <sub>2021-04-13 11:18:53</sub> | <sub>3374.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |<!-- [PLACEHOLDER_END:derivatives_and_hedging] -->
|
||||
| <sub>repo</sub> | <sub>comment</sub> | <sub>created_at</sub> | <sub>last_commit</sub> | <sub>star_count</sub> | <sub>repo_status</sub> | <sub>rating</sub> |
|
||||
|:----------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------|:--------------------------|:-------------------------|:------------------------|:------------------------------------|:--------------------|
|
||||
| <sub>[Options](https://github.com/PHBS/2018.M1.ASP/tree/master/py)</sub> | <sub>Black Scholes and Copula.</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[Derivative Markets](https://github.com/broughtj/Fin6470/tree/master/Notebooks)</sub> | <sub>The economics of futures, futures, options, and swaps.</sub> | <sub>2/9/16 5:30</sub> | <sub>4/6/21 20:49</sub> | <sub>8.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[Volatility and Variance Derivatives](https://github.com/yhilpisch/lvvd/tree/master/lvvd)</sub> | <sub>Volatility derivatives analytics.</sub> | <sub>10/21/16 4:12</sub> | <sub>2/22/21 13:32</sub> | <sub>79.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[tda-api](https://github.com/alexgolec/tda-api)</sub> | <sub>NEW</sub> | <sub>4/3/20 21:19</sub> | <sub>4/12/21 3:12</sub> | <sub>649.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[Strata](https://github.com/OpenGamma/Strata)</sub> | <sub>NEW</sub> | <sub>6/16/14 11:45</sub> | <sub>4/12/21 6:32</sub> | <sub>607.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[FinanceDatabase](https://github.com/JerBouma/FinanceDatabase)</sub> | <sub>NEW</sub> | <sub>1/28/21 18:36</sub> | <sub>4/8/21 11:10</sub> | <sub>595.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[gs-quant](https://github.com/goldmansachs/gs-quant)</sub> | <sub>NEW</sub> | <sub>12/14/18 21:10</sub> | <sub>3/25/21 15:33</sub> | <sub>584.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[wallstreet](https://github.com/mcdallas/wallstreet)</sub> | <sub>NEW</sub> | <sub>1/20/16 22:03</sub> | <sub>8/9/19 23:14</sub> | <sub>570.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[algotrader](https://github.com/torreyleonard/algotrader)</sub> | <sub>NEW</sub> | <sub>4/10/18 2:31</sub> | <sub>8/27/20 8:16</sub> | <sub>477.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[FinancePy](https://github.com/domokane/FinancePy)</sub> | <sub>NEW</sub> | <sub>10/27/19 15:04</sub> | <sub>3/11/21 21:40</sub> | <sub>441.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[Hull White](https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb)</sub> | <sub>Callable Bond, Hull White.</sub> | <sub>6/6/18 22:06</sub> | <sub>6/6/18 22:27</sub> | <sub>4.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
|
||||
| <sub>[optopsy](https://github.com/michaelchu/optopsy)</sub> | <sub>NEW</sub> | <sub>9/17/17 1:49</sub> | <sub>12/7/20 17:00</sub> | <sub>393.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[StockSharp](https://github.com/StockSharp/StockSharp)</sub> | <sub>NEW</sub> | <sub>12/8/14 7:53</sub> | <sub>4/7/21 10:55</sub> | <sub>3924.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[Derivatives Python](https://github.com/yhilpisch/dawp/tree/master/python36)</sub> | <sub>Derivative analytics with Python.</sub> | <sub>7/9/15 12:27</sub> | <sub>2/22/21 13:29</sub> | <sub>388.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
|
||||
| <sub>[akshare](https://github.com/jindaxiang/akshare)</sub> | <sub>NEW</sub> | <sub>10/1/19 7:34</sub> | <sub>4/13/21 11:18</sub> | <sub>3374.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |<!-- [PLACEHOLDER_END:derivatives_and_hedging] -->
|
||||
|
||||
## Fixed Income ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/fixed_income))
|
||||
<!-- [PLACEHOLDER_START:fixed_income] -->
|
||||
|
||||
Reference in New Issue
Block a user