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@@ -53,19 +53,19 @@ Deep-Reinforcement-Learning-in-Trading,https://github.com/saeed349/Deep-Reinforc
Deep Learning III,https://github.com/Rachnog/Deep-Trading,Algorithmic trading with deep learning experiments.,Deep Learning,4/3/21 5:26,1264,675,1,6/18/16 18:23,8/7/18 15:24,Rachnog/Deep-Trading,inactive,5,
Stock-Prediction-Models,https://github.com/huseinzol05/Stock-Prediction-Models,very good curated list of notebooks showing deep learning + reinforcement learning models. Also contain topics on outlier detections/overbought oversold study/monte carlo simulartions/sentiment analysis from text (text storage/parsing is not detailed but it mentioned using [BERT](https://github.com/google-research/bert)),Deep Learning,4/3/21 20:09,3599,1521,2,12/18/17 10:49,1/5/21 10:31,huseinzol05/Stock-Prediction-Models,active,5,3/31/21 8:00
RLTrader,https://github.com/notadamking/RLTrader,predecessor to [tensortrade](https://github.com/tensortrade-org/tensortrade) uses open api [gym](https://gym.openai.com/) and neat way to render matplotlib plots in real time. Also explains LSTM/data stationarity/Bayesian optimization using [Optuna](https://github.com/optuna/optuna) etc.,Deep Learning,4/3/21 20:09,1304,449,15,4/27/19 18:35,10/17/19 16:25,notadamking/RLTrader,active,5,3/31/21 8:00
trading-rl,https://github.com/Kostis-S-Z/trading-rl,Deep reinforcement learning for financial trading using [gym](https://gym.openai.com/) and [keras-rl](https://github.com/keras-rl/keras-rl) on FX dataset (EURUSD) not actively maintained,Deep Learning,3/31/21 16:01,179,38,2,4/22/19 10:03,9/28/20 9:07,Kostis-S-Z/trading-rl,active,3,3/31/21 8:00
trading-rl,https://github.com/Kostis-S-Z/trading-rl,Deep reinforcement learning for financial trading using [gym](https://gym.openai.com/) and [keras-rl](https://github.com/keras-rl/keras-rl) on FX dataset (EURUSD) not actively maintained,Deep Learning,3/31/21 16:01,179,38,2,4/22/19 10:03,9/28/20 9:07,Kostis-S-Z/trading-rl,inactive,3,3/31/21 8:00
awesome-deep-trading,https://github.com/cbailes/awesome-deep-trading,curated list of papers/repos on topics like CNN/LSTM/GAN/Reinforcement Learning etc. Categorized as deep learning for now but there are other topics here. Manually maintained by cbailes,Deep Learning,4/3/21 19:52,541,137,1,11/26/18 3:23,1/1/21 9:41,cbailes/awesome-deep-trading,active,4,3/31/21 8:00
trading-bot,https://github.com/pskrunner14/trading-bot,Implementation of deep reinforcement learning using Deep Q Network (DQN). Only supports single security at the moment. Idea is roughly based [here](https://keon.github.io/deep-q-learning/) and uses tensorflow/keras. Interesting helper python libraries used here are [tqdm](https://tqdm.github.io/) for console based progress bar and [altair](https://altair-viz.github.io/) for declarative visualization in python ,Deep Learning,4/2/21 18:45,286,139,1,8/13/18 10:44,1/23/20 4:41,pskrunner14/trading-bot,active,3,3/31/21 8:00
Advanced-Deep-Trading,https://github.com/Rachnog/Advanced-Deep-Trading,"notebooks containing experiments based on Lopez de Prado book ""Advances in financial machine learning"". Mostly not deep learning related but rather sklearn regression models. Interesting libraries include [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) for calculating return stats and [shap](https://github.com/slundberg/shap) for explaining models. Examlpe of shap can be which features are pushing the value up and and which features are pushing the value down. Also contain functions for calculating geometric brownian motion and jump diffusion functions. ",Deep Learning,3/30/21 7:29,319,158,2,2/16/19 21:18,11/29/20 20:12,Rachnog/Advanced-Deep-Trading,active,3,3/31/21 8:00
FinRL-Library,https://github.com/AI4Finance-LLC/FinRL-Library,started by Columbia university engineering students and designed as an end to end deep reinforcement learning library for automated trading platform. Implementation of DQN DDQN DDPG etc using PyTorch and [gym](https://gym.openai.com/) use [pyfolio](https://github.com/quantopian/pyfolio) for showing backtesting stats. Big contributions on Proximal Policy Optimization (PPO) advantage actor critic (A2C) and Deep Deterministic Policy Gradient (DDPG) agents for trading,Deep Learning,4/4/21 1:53,1807,433,22,7/26/20 13:18,4/3/21 23:21,AI4Finance-LLC/FinRL-Library,active,5,3/31/21 8:00
Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,Part of FinRL and provided code for paper [deep reinformacement learning for automated stock trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3690996) focuses on ensemble.,Deep Learning,4/3/21 10:08,547,240,6,7/26/20 13:12,1/21/21 18:11,AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,active,4,3/31/21 8:00
Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,Part of FinRL and provided code for paper [deep reinformacement learning for automated stock trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3690996) focuses on ensemble.,Deep Learning,4/3/21 10:08,547,240,6,7/26/20 13:12,1/21/21 18:11,AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,inactive,4,3/31/21 8:00
deep-RL-trading,https://github.com/golsun/deep-RL-trading,trading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916),Deep Learning,4/1/21 12:51,233,109,1,2/25/18 17:41,12/1/20 22:06,golsun/deep-RL-trading,active,3,3/31/21 8:00
AutomatedStockTrading-DeepQ-Learning,https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning,cornerstone project repo for Udacity nanodegree program [Become a machine learning engineer](https://www.udacity.com/course/machine-learning-engineer-nanodegree--nd009t) and focus on trading using deep q learning. Good explanation on design choices in the report,Deep Learning,3/24/21 1:11,134,51,2,2/23/19 12:01,2/25/20 18:16,sachink2010/AutomatedStockTrading-DeepQ-Learning,active,3,3/31/21 8:00
Personae,https://github.com/Ceruleanacg/Personae,implementation of deep reinforcement learning and supervised learnings covering areas: deep deterministic policy gradient (DDPG) and DDQN etc. Data are being pulled from [rqalpha](https://github.com/ricequant/rqalpha) which is a python backtest engine and have a nice docker image to run training/testing,Deep Learning,3/31/21 15:38,1142,332,2,3/10/18 11:22,9/2/18 17:21,Ceruleanacg/Personae,inactive,5,3/31/21 8:00
Deep-Reinforcement-Stock-Trading,https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,inspired by Q-trader a deep reinforcement learning repo for trading. Only 3 actions allowed (buy/hold/sell) and no transaction cost is implemented yet. Uses [empyrical](https://github.com/quantopian/empyrical) for portfolio stats,Deep Learning,4/3/21 22:50,141,42,2,5/19/19 22:20,9/27/20 19:22,Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,active,3,3/31/21 8:00
Deep-Learning-Machine-Learning-Stock,https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock,curated list of notebooks for machine learning models. Start with very simple linear models to more advanced reinforcement learning type of models. Problem with this repo is that the library version numbers may be changing over time and there's no specific way to track and upgrade,Deep Learning,4/4/21 1:27,264,94,1,9/29/18 23:38,3/18/21 3:16,LastAncientOne/Deep-Learning-Machine-Learning-Stock,active,3,3/31/21 8:00
BitcoinForecast,https://github.com/PiSimo/BitcoinForecast,RNN model to predict short term price movement (in this case BTC for the next 9 minutes) [deepchart](https://pisimo.github.io/DeepChart/) is used to visualize the model ,Deep Learning,4/3/21 8:03,288,127,3,3/10/17 10:52,6/11/18 8:07,PiSimo/BitcoinForecast,inactive,3,3/31/21 8:00
DQN-DDPG_Stock_Trading,https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading,merged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQN,Deep Learning,4/3/21 21:48,135,49,4,9/19/18 3:17,11/26/20 16:58,AI4Finance-LLC/DQN-DDPG_Stock_Trading,active,3,3/31/21 8:00
DQN-DDPG_Stock_Trading,https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading,merged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQN,Deep Learning,4/3/21 21:48,135,49,4,9/19/18 3:17,11/26/20 16:58,AI4Finance-LLC/DQN-DDPG_Stock_Trading,inactive,3,3/31/21 8:00
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 20:37,1,3,1,5/18/18 18:08,9/21/18 19:59,rstreppa/valuation-convertibles-Goldman1994,inactive,,
Hull White,https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb,"Callable Bond, Hull White.",Derivatives and Hedging,10/6/20 20:37,4,6,1,6/6/18 22:06,6/6/18 22:27,rstreppa/valuation-callables-HullWhite,inactive,,
Derivative Markets,https://github.com/broughtj/Fin6470/tree/master/Notebooks,"The economics of futures, futures, options, and swaps.",Derivatives and Hedging,3/18/21 3:47,8,8,1,2/9/16 5:30,3/18/21 3:47,broughtj/Fin6470,active,,
1 name url comment category last_update star_count fork_count contributors_count created_at last_commit repo_path repo_status rating finml_added_date
53 Deep Learning III https://github.com/Rachnog/Deep-Trading Algorithmic trading with deep learning experiments. Deep Learning 4/3/21 5:26 1264 675 1 6/18/16 18:23 8/7/18 15:24 Rachnog/Deep-Trading inactive 5
54 Stock-Prediction-Models https://github.com/huseinzol05/Stock-Prediction-Models very good curated list of notebooks showing deep learning + reinforcement learning models. Also contain topics on outlier detections/overbought oversold study/monte carlo simulartions/sentiment analysis from text (text storage/parsing is not detailed but it mentioned using [BERT](https://github.com/google-research/bert)) Deep Learning 4/3/21 20:09 3599 1521 2 12/18/17 10:49 1/5/21 10:31 huseinzol05/Stock-Prediction-Models active 5 3/31/21 8:00
55 RLTrader https://github.com/notadamking/RLTrader predecessor to [tensortrade](https://github.com/tensortrade-org/tensortrade) uses open api [gym](https://gym.openai.com/) and neat way to render matplotlib plots in real time. Also explains LSTM/data stationarity/Bayesian optimization using [Optuna](https://github.com/optuna/optuna) etc. Deep Learning 4/3/21 20:09 1304 449 15 4/27/19 18:35 10/17/19 16:25 notadamking/RLTrader active 5 3/31/21 8:00
56 trading-rl https://github.com/Kostis-S-Z/trading-rl Deep reinforcement learning for financial trading using [gym](https://gym.openai.com/) and [keras-rl](https://github.com/keras-rl/keras-rl) on FX dataset (EURUSD) not actively maintained Deep Learning 3/31/21 16:01 179 38 2 4/22/19 10:03 9/28/20 9:07 Kostis-S-Z/trading-rl active inactive 3 3/31/21 8:00
57 awesome-deep-trading https://github.com/cbailes/awesome-deep-trading curated list of papers/repos on topics like CNN/LSTM/GAN/Reinforcement Learning etc. Categorized as deep learning for now but there are other topics here. Manually maintained by cbailes Deep Learning 4/3/21 19:52 541 137 1 11/26/18 3:23 1/1/21 9:41 cbailes/awesome-deep-trading active 4 3/31/21 8:00
58 trading-bot https://github.com/pskrunner14/trading-bot Implementation of deep reinforcement learning using Deep Q Network (DQN). Only supports single security at the moment. Idea is roughly based [here](https://keon.github.io/deep-q-learning/) and uses tensorflow/keras. Interesting helper python libraries used here are [tqdm](https://tqdm.github.io/) for console based progress bar and [altair](https://altair-viz.github.io/) for declarative visualization in python Deep Learning 4/2/21 18:45 286 139 1 8/13/18 10:44 1/23/20 4:41 pskrunner14/trading-bot active 3 3/31/21 8:00
59 Advanced-Deep-Trading https://github.com/Rachnog/Advanced-Deep-Trading notebooks containing experiments based on Lopez de Prado book "Advances in financial machine learning". Mostly not deep learning related but rather sklearn regression models. Interesting libraries include [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) for calculating return stats and [shap](https://github.com/slundberg/shap) for explaining models. Examlpe of shap can be which features are pushing the value up and and which features are pushing the value down. Also contain functions for calculating geometric brownian motion and jump diffusion functions. Deep Learning 3/30/21 7:29 319 158 2 2/16/19 21:18 11/29/20 20:12 Rachnog/Advanced-Deep-Trading active 3 3/31/21 8:00
60 FinRL-Library https://github.com/AI4Finance-LLC/FinRL-Library started by Columbia university engineering students and designed as an end to end deep reinforcement learning library for automated trading platform. Implementation of DQN DDQN DDPG etc using PyTorch and [gym](https://gym.openai.com/) use [pyfolio](https://github.com/quantopian/pyfolio) for showing backtesting stats. Big contributions on Proximal Policy Optimization (PPO) advantage actor critic (A2C) and Deep Deterministic Policy Gradient (DDPG) agents for trading Deep Learning 4/4/21 1:53 1807 433 22 7/26/20 13:18 4/3/21 23:21 AI4Finance-LLC/FinRL-Library active 5 3/31/21 8:00
61 Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 Part of FinRL and provided code for paper [deep reinformacement learning for automated stock trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3690996) focuses on ensemble. Deep Learning 4/3/21 10:08 547 240 6 7/26/20 13:12 1/21/21 18:11 AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 active inactive 4 3/31/21 8:00
62 deep-RL-trading https://github.com/golsun/deep-RL-trading trading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916) Deep Learning 4/1/21 12:51 233 109 1 2/25/18 17:41 12/1/20 22:06 golsun/deep-RL-trading active 3 3/31/21 8:00
63 AutomatedStockTrading-DeepQ-Learning https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning cornerstone project repo for Udacity nanodegree program [Become a machine learning engineer](https://www.udacity.com/course/machine-learning-engineer-nanodegree--nd009t) and focus on trading using deep q learning. Good explanation on design choices in the report Deep Learning 3/24/21 1:11 134 51 2 2/23/19 12:01 2/25/20 18:16 sachink2010/AutomatedStockTrading-DeepQ-Learning active 3 3/31/21 8:00
64 Personae https://github.com/Ceruleanacg/Personae implementation of deep reinforcement learning and supervised learnings covering areas: deep deterministic policy gradient (DDPG) and DDQN etc. Data are being pulled from [rqalpha](https://github.com/ricequant/rqalpha) which is a python backtest engine and have a nice docker image to run training/testing Deep Learning 3/31/21 15:38 1142 332 2 3/10/18 11:22 9/2/18 17:21 Ceruleanacg/Personae inactive 5 3/31/21 8:00
65 Deep-Reinforcement-Stock-Trading https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading inspired by Q-trader a deep reinforcement learning repo for trading. Only 3 actions allowed (buy/hold/sell) and no transaction cost is implemented yet. Uses [empyrical](https://github.com/quantopian/empyrical) for portfolio stats Deep Learning 4/3/21 22:50 141 42 2 5/19/19 22:20 9/27/20 19:22 Albert-Z-Guo/Deep-Reinforcement-Stock-Trading active 3 3/31/21 8:00
66 Deep-Learning-Machine-Learning-Stock https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock curated list of notebooks for machine learning models. Start with very simple linear models to more advanced reinforcement learning type of models. Problem with this repo is that the library version numbers may be changing over time and there's no specific way to track and upgrade Deep Learning 4/4/21 1:27 264 94 1 9/29/18 23:38 3/18/21 3:16 LastAncientOne/Deep-Learning-Machine-Learning-Stock active 3 3/31/21 8:00
67 BitcoinForecast https://github.com/PiSimo/BitcoinForecast RNN model to predict short term price movement (in this case BTC for the next 9 minutes) [deepchart](https://pisimo.github.io/DeepChart/) is used to visualize the model Deep Learning 4/3/21 8:03 288 127 3 3/10/17 10:52 6/11/18 8:07 PiSimo/BitcoinForecast inactive 3 3/31/21 8:00
68 DQN-DDPG_Stock_Trading https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading merged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQN Deep Learning 4/3/21 21:48 135 49 4 9/19/18 3:17 11/26/20 16:58 AI4Finance-LLC/DQN-DDPG_Stock_Trading active inactive 3 3/31/21 8:00
69 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 3 1 5/18/18 18:08 9/21/18 19:59 rstreppa/valuation-convertibles-Goldman1994 inactive
70 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 6 1 6/6/18 22:06 6/6/18 22:27 rstreppa/valuation-callables-HullWhite inactive
71 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 8 1 2/9/16 5:30 3/18/21 3:47 broughtj/Fin6470 active