diff --git a/README.md b/README.md index 78b652d..bffa9c4 100644 --- a/README.md +++ b/README.md @@ -21,7 +21,7 @@ Repo list is updated weekly and status is shown on the badge ___ # Trading -## Deep Learning ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/Deep-Learning)) +## Deep Learning ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/deep_learning)) - [Deep Learning](https://github.com/keon/deepstock) - Technical experimentations to beat the stock market using deep learning. - [Deep Learning II](https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks) - Tensorflow Regression. - [Deep Learning III](https://github.com/Rachnog/Deep-Trading) - Algorithmic trading with deep learning experiments. @@ -33,7 +33,7 @@ ___ - [AI Trading](https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md) - AI to predict stock market movements. -## Reinforcement Learning ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/Reinforcement-Learning)) +## Reinforcement Learning ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/reinforcement_learning)) - [RL Trading](https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW) - A collection of 25+ Reinforcement Learning Trading Strategies - Google Colab. - [RL](https://github.com/kh-kim/stock_market_reinforcement_learning) - OpenGym with Deep Q-learning and Policy Gradient. - [RL II](https://github.com/deependersingla/deep_trader) - reinforcement learning on stock market and agent tries to learn trading. @@ -42,7 +42,7 @@ ___ - [RL V](https://github.com/gstenger98/rl-finance) - Building an Agent to Trade with Reinforcement Learning. - [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. -## Other Models ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/Other-Models)) +## Other Models ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/other_models)) - [Mixture Models I](https://github.com/BlackArbsCEO/Mixture_Models) - Mixture models to predict market bottoms. - [Mixture Models II](https://github.com/BlackArbsCEO/mixture_model_trading_public) - Mixture models and stock trading. - [Scikit-learn Stock Prediction](https://github.com/robertmartin8/MachineLearningStocks) - Using python and scikit-learn to make stock predictions. @@ -51,13 +51,13 @@ ___ - [Trend Following](http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html) - A futures trend following portfolio investment strategy. -## Data Processing Techniques and Transformations ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/Data-Processing-Techniques-and-Transformations)) +## Data Processing Techniques and Transformations ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/data_processing_techniques_and_transformations)) - [Advanced ML](https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises) - Exercises too Financial Machine Learning (De Prado). - [Advanced ML II](https://github.com/hudson-and-thames/research) - More implementations of Financial Machine Learning (De Prado). # Portfolio Management -## Portfolio Selection and Optimisation ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/Portfolio-Selection-and-Optimisation)) +## Portfolio Selection and Optimisation ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/portfolio_selection_and_optimisation)) - [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. - [Reinforcement Learning](https://github.com/filangel/qtrader) - Reinforcement Learning for Portfolio Management. - [Efficient Frontier](https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb) - Modern Portfolio Theory. @@ -70,7 +70,7 @@ ___ - [Modern Portfolio Theory](https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb) - Universal portfolios; modern portfolio theory. - [DeepDow](https://github.com/jankrepl/deepdow) - Portfolio optimization with deep learning. -## Factor and Risk Analysis ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/Factor-and-Risk-Analysis)) +## Factor and Risk Analysis ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/factor_and_risk_analysis)) - [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. - [Pyfolio](https://github.com/quantopian/pyfolio) - Portfolio and risk analytics in Python. - [Risk Basic](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb) - Active portfolio risk management . @@ -89,7 +89,7 @@ ___ # Techniques -## Unsupervised ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/Unsupervised)) +## Unsupervised ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/unsupervised)) - [PCA Pairs Trading](https://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_Trading) - PCA, Factor Returns, and trading strategies. - [Fund Clusters](https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb) - Data exploration of fund clusters. - [VRA Stock Embedding](https://github.com/ml-hongkong/stock2vec) - Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history. @@ -98,7 +98,7 @@ ___ - [Industry Clustering](https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries) - Project to cluster industries according to financial attributes. -## Textual ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/Textual)) +## Textual ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/textual)) - [NLP](https://github.com/toamitesh/NLPinFinance) - This project assembles a lot of NLP operations needed for finance domain. - [Earning call transcripts](https://github.com/lin882/WebAnalyticsProject) - Correlation between mutual fund investment decision and earning call transcripts. - [Buzzwords](https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds) - Return performance and mutual fund selection. @@ -111,7 +111,7 @@ ___ # Other Assets -## Derivatives and Hedging ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/Derivatives-and-Hedging)) +## Derivatives and Hedging ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/derivatives_and_hedging)) - [Options](https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D) - Introduction to options. - [Derivative Markets](https://github.com/broughtj/Fin6470/tree/master/Notebooks) - The economics of futures, futures, options, and swaps. - [Black Scholes](https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb) - Options pricing. @@ -126,12 +126,12 @@ ___ - [Derman](https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb) - Binomial tree for American call. - [Hull White](https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb) - Callable Bond, Hull White. -## Fixed Income ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/Fixed-Income)) +## Fixed Income ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/fixed_income)) - [Vasicek](https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb) - Bootstrapping and interpolation. - [Binomial Tree](https://github.com/hy-lei/math-finance-exercise) - Utility functions in fixed income securities. - [Corporate Bonds](https://github.com/ishank011/gs-quantify-bond-prediction) - Predicting the buying and selling volume of the corporate bonds. -## Alternative Finance ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/Alternative-Finance)) +## Alternative Finance ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/alternative_finance)) - [Kiva Crowdfunding](https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb) - Exploratory data analysis. - [Venture Capital](https://github.com/julian-chan/etothex) - Insight into a new founder to make data-driven investment decisions. - [Venture Capital NN](https://github.com/tr7200/National-Culture-and-Venture-Capital-Monitoring) - Cox-PH neural network predictions for VC/innovations finance research. @@ -141,7 +141,7 @@ ___ - [Art Valuation](https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynb) - Art evaluation analytics. - [Blockchain](https://github.com/nud3l/dInvest) - Repository for distributed autonomous investment banking. -# Extended Research ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/Extended-Research)) +# Extended Research ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/extended_research)) - [HFT](https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy) - High frequency trading. - [Deep Portfolio](https://github.com/DLColumbia/DL_forFinance) - Deep learning for finance Predict volume of bonds. - [Mathematical Finance](https://github.com/Auquan/Tutorials) - Notebooks for math and financial tutorials. @@ -168,7 +168,7 @@ ___ - [Liquidity and Momentum](https://github.com/mrefermat/quant_finance) - Various factors and portfolio constructions. -# Courses ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/Courses)) +# Courses ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/courses)) - [Mathematical Finance](https://github.com/yadongli/nyumath2048) - NYU Math-GA 2048: Scientific Computing in Finance. - [Algo Trading](https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading) - Intro to algo trading. - [Python for Finance](https://github.com/siaen/python_finance_course) - CEU python for finance course material. @@ -181,7 +181,7 @@ ___ - [Basic Finance](https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance) - Source code notebooks basic finance applications. -# Data ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/Data)) +# Data ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/data)) - [Capital Markets Data](https://www.capitalmarketsdata.com/) (and [chartpack](https://1drv.ms/b/s!AjyO2n0JmhakhJIy-jZXLsLGxOw38Q?e=uOuPKY)) - [Employee Count SEC Filings](https://github.com/healthgradient/sec_employee_information_extraction) - [SEC Parsing](https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb) @@ -198,7 +198,7 @@ ___ - [https://github.com/timestocome/StockMarketData](https://github.com/timestocome/StockMarketData) -# Colleges, Centers and Departments ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/Colleges-Centers-and-Departments)) +# Colleges, Centers and Departments ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/colleges_centers_and_departments)) - [NYU FRE](https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering) - Finance and Risk Engineering (NYU Tandon) - [Cornell University](https://www.cornell.edu/) - [NYU Courant](https://cims.nyu.edu/) - Courant Institute of Mathematical Sciences, New York University