mirror of
https://github.com/firmai/financial-machine-learning.git
synced 2026-08-06 23:57:48 +00:00
setup github action to update wiki weekly as well
This commit is contained in:
Bin Yang
@@ -33,7 +33,18 @@ jobs:
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env:
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GIT_TOKEN: ${{ secrets.GIT_TOKEN }}
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- name: execute py script # run the run.py to get the latest data
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run: |
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python wiki_gen.py
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- name: Commit & Push changes
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uses: actions-js/push@master
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with:
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github_token: ${{ secrets.GIT_TOKEN }}
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github_token: ${{ secrets.GIT_TOKEN }}
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- name: Upload Documentation to Wiki
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uses: SwiftDocOrg/github-wiki-publish-action@v1
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with:
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path: "generated_wiki"
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env:
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GH_PERSONAL_ACCESS_TOKEN: ${{ secrets.GIT_TOKEN }}
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@@ -0,0 +1,10 @@
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| repo | comment | created_at | last_commit | star_count | repo_status | rating |
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|:-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------------------------|:-------------------------|:--------------------------|:----------------|:---------------------------------------------------------------------|:------------|
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| <sub>[Venture Capital NN](https://github.com/tr7200/National-Culture-and-Venture-Capital-Monitoring)</sub> | <sub>Cox-PH neural network predictions for VC/innovations finance research.</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub></sub> | <sub></sub> |
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| <sub>[Private Equity](https://github.com/TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity/blob/master/RightNow%20Technologies/RightNow%20Technologies.ipynb)</sub> | <sub>Valuation models.</sub> | <sub>1/27/16 21:13</sub> | <sub>3/14/16 20:03</sub> | <sub>8.0</sub> | <sub></sub> | <sub></sub> |
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| <sub>[VC OLS](https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb)</sub> | <sub>VC regression.</sub> | <sub>3/29/18 23:31</sub> | <sub>3/29/18 23:33</sub> | <sub>2.0</sub> | <sub></sub> | <sub></sub> |
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| <sub>[Watch Valuation](https://github.com/alporter08/Luxury-Watch-Valuation/blob/master/Luxury-Watch-Valuation.ipynb)</sub> | <sub>Analysis of luxury watch data to classify whether a certain model is likely to be over-or undervalued.</sub> | <sub>2/8/17 18:39</sub> | <sub>4/27/17 22:55</sub> | <sub>4.0</sub> | <sub></sub> | <sub></sub> |
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| <sub>[Art Valuation](https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynb)</sub> | <sub>Art evaluation analytics.</sub> | <sub>12/11/14 0:25</sub> | <sub>12/12/14 21:25</sub> | <sub>9.0</sub> | <sub></sub> | <sub></sub> |
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| <sub>[Blockchain](https://github.com/nud3l/dInvest)</sub> | <sub>Repository for distributed autonomous investment banking.</sub> | <sub>9/5/16 19:12</sub> | <sub>4/24/17 10:48</sub> | <sub>12.0</sub> | <sub></sub> | <sub></sub> |
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| <sub>[Venture Capital](https://github.com/julian-chan/etothex)</sub> | <sub>Insight into a new founder to make data-driven investment decisions.</sub> | <sub>12/4/17 8:59</sub> | <sub>12/13/17 5:35</sub> | <sub>3.0</sub> | <sub></sub> | <sub></sub> |
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| <sub>[Kiva Crowdfunding](https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb)</sub> | <sub>Exploratory data analysis.</sub> | <sub>2/27/18 16:46</sub> | <sub>2/13/19 0:15</sub> | <sub>5.0</sub> | <sub></sub> | <sub></sub> |
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@@ -0,0 +1,8 @@
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| repo | comment | created_at | last_commit | star_count | repo_status | rating |
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|:-----------------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------|:---------------|:---------------|:---------------|:-------------------------------------------------------------------|:------------|
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| <sub>[NYU FRE](https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering)</sub> | <sub>Finance and Risk Engineering (NYU Tandon)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub></sub> | <sub></sub> |
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| <sub>[Cornell University](https://www.cornell.edu/)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub></sub> | <sub></sub> |
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| <sub>[Stanford Advanced Financial Technologies](https://fintech.stanford.edu/)</sub> | <sub>Stanford Advanced Financial Technologies Laboratory</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub></sub> | <sub></sub> |
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| <sub>[NYU Courant](https://cims.nyu.edu/)</sub> | <sub>Courant Institute of Mathematical Sciences, New York University</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub></sub> | <sub></sub> |
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| <sub>[Berkeley Lab CIFT](https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub></sub> | <sub></sub> |
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| <sub>[Oxford Man](https://www.oxford-man.ox.ac.uk/)</sub> | <sub>Oxford-Man Institute of Quantitative Finance</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub></sub> | <sub></sub> |
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@@ -0,0 +1,12 @@
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| repo | comment | created_at | last_commit | star_count | repo_status | rating |
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|:-----------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------------------------------------------|:--------------------------|:-------------------------|:------------------|:---------------------------------------------------------------------|:------------|
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| <sub>[Algo Trading](https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading)</sub> | <sub>Intro to algo trading.</sub> | <sub>10/29/17 20:34</sub> | <sub>1/22/19 6:56</sub> | <sub>64.0</sub> | <sub></sub> | <sub></sub> |
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| <sub>[Basic Derivatives](https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives)</sub> | <sub>Basic forward contracts and hedging.</sub> | <sub>8/24/17 0:11</sub> | <sub>10/13/17 1:32</sub> | <sub>4.0</sub> | <sub></sub> | <sub></sub> |
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| <sub>[Machine Learning for Trading](https://github.com/stefan-jansen/machine-learning-for-trading)</sub> | <sub>Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading.</sub> | <sub>5/9/18 12:33</sub> | <sub>3/19/21 14:10</sub> | <sub>3663.0</sub> | <sub></sub> | <sub></sub> |
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| <sub>[Mathematical Finance](https://github.com/yadongli/nyumath2048)</sub> | <sub>NYU Math-GA 2048: Scientific Computing in Finance.</sub> | <sub>1/25/15 21:10</sub> | <sub>3/25/20 4:24</sub> | <sub>69.0</sub> | <sub></sub> | <sub></sub> |
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| <sub>[Python for Finance](https://github.com/siaen/python_finance_course)</sub> | <sub>CEU python for finance course material.</sub> | <sub>12/12/17 11:54</sub> | <sub>2/25/20 20:31</sub> | <sub>16.0</sub> | <sub></sub> | <sub></sub> |
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| <sub>[Risk Management](https://github.com/andrey-lukyanov/Risk-Management)</sub> | <sub>Finance risk engagement course resources.</sub> | <sub>10/3/18 16:26</sub> | <sub>12/13/18 8:04</sub> | <sub>6.0</sub> | <sub></sub> | <sub></sub> |
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| <sub>[Handson Python for Finance](https://github.com/PacktPublishing/Hands-on-Python-for-Finance)</sub> | <sub>Hands-on Python for Finance published by Packt.</sub> | <sub>8/20/18 14:10</sub> | <sub>1/15/21 8:57</sub> | <sub>120.0</sub> | <sub></sub> | <sub></sub> |
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| <sub>[Basic Investments](https://github.com/SeanMcOwen/FinanceAndPython.com-Investments)</sub> | <sub>Basic investment tools in python.</sub> | <sub>8/2/17 21:52</sub> | <sub>8/17/17 3:24</sub> | <sub>9.0</sub> | <sub></sub> | <sub></sub> |
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| <sub>[ML Specialisation](https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization)</sub> | <sub>Machine Learning in Finance.</sub> | <sub>1/24/19 2:55</sub> | <sub>1/3/20 21:54</sub> | <sub>33.0</sub> | <sub></sub> | <sub></sub> |
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| <sub>[Basic Finance](https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance)</sub> | <sub>Source code notebooks basic finance applications.</sub> | <sub>5/6/17 2:39</sub> | <sub>6/21/17 4:04</sub> | <sub>10.0</sub> | <sub></sub> | <sub></sub> |
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@@ -0,0 +1,4 @@
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| repo | comment | created_at | last_commit | star_count | repo_status | rating |
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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></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>958.0</sub> | <sub></sub> | <sub></sub> |
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@@ -0,0 +1,16 @@
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| repo | comment | created_at | last_commit | star_count | repo_status | rating |
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|:--------------------------------------------------------------------------------------------------------------------------------------------------------|:---------------|:-------------------------|:-------------------------|:-----------------|:---------------------------------------------------------------------|:------------|
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| <sub>[https://fred.stlouisfed.org/](https://fred.stlouisfed.org/)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub></sub> | <sub></sub> |
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| <sub>[Financial Corporate](http://raw.rutgers.edu/Corporate%20Financial%20Data.html)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub></sub> | <sub></sub> |
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| <sub>[https://github.com/timestocome/StockMarketData](https://github.com/timestocome/StockMarketData)</sub> | <sub>nan</sub> | <sub>5/10/17 21:49</sub> | <sub>8/6/17 19:23</sub> | <sub>7.0</sub> | <sub></sub> | <sub></sub> |
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| <sub>[https://stooq.com](https://stooq.com)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub></sub> | <sub></sub> |
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| <sub>[http://finance.yahoo.com/](http://finance.yahoo.com/)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub></sub> | <sub></sub> |
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| <sub>[Non-financial Corporate](http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub></sub> | <sub></sub> |
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| <sub>[Rating Industries](http://www.ratingshistory.info/)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub></sub> | <sub></sub> |
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| <sub>[Capital Markets Data](https://www.capitalmarketsdata.com/)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub></sub> | <sub></sub> |
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| <sub>[IRS](http://social-metrics.org/sox/)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub></sub> | <sub></sub> |
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| <sub>[Web Scraping (FirmAI)](https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data)</sub> | <sub>nan</sub> | <sub>2/19/19 19:02</sub> | <sub>7/22/20 16:48</sub> | <sub>576.0</sub> | <sub></sub> | <sub></sub> |
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| <sub>[SEC Parsing](https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb)</sub> | <sub>nan</sub> | <sub>6/16/18 14:30</sub> | <sub>6/16/18 17:23</sub> | <sub>9.0</sub> | <sub></sub> | <sub></sub> |
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| <sub>[Open Edgar](https://github.com/LexPredict/openedgar)</sub> | <sub>nan</sub> | <sub>5/7/18 15:32</sub> | <sub>5/15/19 8:32</sub> | <sub>166.0</sub> | <sub></sub> | <sub></sub> |
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| <sub>[EDGAR](https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb)</sub> | <sub>nan</sub> | <sub>6/11/18 22:51</sub> | <sub>7/10/18 18:03</sub> | <sub>11.0</sub> | <sub></sub> | <sub></sub> |
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| <sub>[Employee Count SEC Filings](https://github.com/healthgradient/sec_employee_information_extraction)</sub> | <sub>nan</sub> | <sub>6/26/18 23:33</sub> | <sub>8/14/18 1:31</sub> | <sub>10.0</sub> | <sub></sub> | <sub></sub> |
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@@ -0,0 +1,29 @@
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| repo | comment | created_at | last_commit | star_count | repo_status | rating |
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|:--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:----------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------|:---------------------------------------------------------------------|:--------------------|
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| <sub>[awesome-deep-trading](https://github.com/cbailes/awesome-deep-trading)</sub> | <sub>NEW</sub> | <sub>11/26/18 3:23</sub> | <sub>1/1/21 9:41</sub> | <sub>528.0</sub> | <sub></sub> | <sub>:star:x4</sub> |
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| <sub>[trading-bot](https://github.com/pskrunner14/trading-bot)</sub> | <sub>NEW</sub> | <sub>8/13/18 10:44</sub> | <sub>1/23/20 4:41</sub> | <sub>285.0</sub> | <sub></sub> | <sub>:star:x3</sub> |
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| <sub>[Advanced-Deep-Trading](https://github.com/Rachnog/Advanced-Deep-Trading)</sub> | <sub>NEW</sub> | <sub>2/16/19 21:18</sub> | <sub>11/29/20 20:12</sub> | <sub>319.0</sub> | <sub></sub> | <sub>:star:x3</sub> |
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| <sub>[deep-RL-trading](https://github.com/golsun/deep-RL-trading)</sub> | <sub>NEW</sub> | <sub>2/25/18 17:41</sub> | <sub>12/1/20 22:06</sub> | <sub>231.0</sub> | <sub></sub> | <sub>:star:x3</sub> |
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| <sub>[FinRL-Library](https://github.com/AI4Finance-LLC/FinRL-Library)</sub> | <sub>NEW</sub> | <sub>7/26/20 13:18</sub> | <sub>3/28/21 13:46</sub> | <sub>1780.0</sub> | <sub></sub> | <sub>:star:x5</sub> |
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| <sub>[RLTrader](https://github.com/notadamking/RLTrader)</sub> | <sub>NEW</sub> | <sub>4/27/19 18:35</sub> | <sub>10/17/19 16:25</sub> | <sub>1300.0</sub> | <sub></sub> | <sub>:star:x5</sub> |
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| <sub>[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)</sub> | <sub>NEW</sub> | <sub>7/26/20 13:12</sub> | <sub>1/21/21 18:11</sub> | <sub>542.0</sub> | <sub></sub> | <sub>:star:x4</sub> |
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| <sub>[BitcoinForecast](https://github.com/PiSimo/BitcoinForecast)</sub> | <sub>NEW</sub> | <sub>3/10/17 10:52</sub> | <sub>6/11/18 8:07</sub> | <sub>287.0</sub> | <sub></sub> | <sub>:star:x3</sub> |
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| <sub>[AutomatedStockTrading-DeepQ-Learning](https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning)</sub> | <sub>NEW</sub> | <sub>2/23/19 12:01</sub> | <sub>2/25/20 18:16</sub> | <sub>134.0</sub> | <sub></sub> | <sub>:star:x3</sub> |
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| <sub>[Personae](https://github.com/Ceruleanacg/Personae)</sub> | <sub>NEW</sub> | <sub>3/10/18 11:22</sub> | <sub>9/2/18 17:21</sub> | <sub>1142.0</sub> | <sub></sub> | <sub>:star:x5</sub> |
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| <sub>[Deep-Reinforcement-Stock-Trading](https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading)</sub> | <sub>NEW</sub> | <sub>5/19/19 22:20</sub> | <sub>9/27/20 19:22</sub> | <sub>140.0</sub> | <sub></sub> | <sub>:star:x3</sub> |
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| <sub>[Deep-Learning-Machine-Learning-Stock](https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock)</sub> | <sub>NEW</sub> | <sub>9/29/18 23:38</sub> | <sub>3/18/21 3:16</sub> | <sub>251.0</sub> | <sub></sub> | <sub>:star:x3</sub> |
|
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| <sub>[trading-rl](https://github.com/Kostis-S-Z/trading-rl)</sub> | <sub>NEW</sub> | <sub>4/22/19 10:03</sub> | <sub>9/28/20 9:07</sub> | <sub>179.0</sub> | <sub></sub> | <sub>:star:x3</sub> |
|
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| <sub>[DQN-DDPG_Stock_Trading](https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading)</sub> | <sub>NEW</sub> | <sub>9/19/18 3:17</sub> | <sub>11/26/20 16:58</sub> | <sub>134.0</sub> | <sub></sub> | <sub>:star:x3</sub> |
|
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| <sub>[Stock-Prediction-Models](https://github.com/huseinzol05/Stock-Prediction-Models)</sub> | <sub>NEW</sub> | <sub>12/18/17 10:49</sub> | <sub>1/5/21 10:31</sub> | <sub>3584.0</sub> | <sub></sub> | <sub>:star:x5</sub> |
|
||||
| <sub>[Deep-Reinforcement-Learning-in-Trading](https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading)</sub> | <sub>NEW</sub> | <sub>5/11/18 0:52</sub> | <sub>10/26/19 14:22</sub> | <sub>137.0</sub> | <sub></sub> | <sub>:star:x3</sub> |
|
||||
| <sub>[crypto-rl](https://github.com/sadighian/crypto-rl)</sub> | <sub>NEW</sub> | <sub>6/21/18 1:06</sub> | <sub>11/5/20 11:08</sub> | <sub>339.0</sub> | <sub></sub> | <sub>:star:x3</sub> |
|
||||
| <sub>[DeepLearningInFinance](https://github.com/sonaam1234/DeepLearningInFinance)</sub> | <sub>NEW</sub> | <sub>8/21/17 16:00</sub> | <sub>8/21/17 17:23</sub> | <sub>266.0</sub> | <sub></sub> | <sub>:star:x3</sub> |
|
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| <sub>[LTSM GRU](https://github.com/RajatHanda/Finance-Forecasting)</sub> | <sub>Stock Market Forecasting using LSTM\GRU.</sub> | <sub>5/13/18 2:39</sub> | <sub>2/25/19 0:26</sub> | <sub>11.0</sub> | <sub></sub> | <sub>:star:x3</sub> |
|
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| <sub>[Deep Learning](https://github.com/keon/deepstock)</sub> | <sub>Technical experimentations to beat the stock market using deep learning.</sub> | <sub>12/12/16 2:15</sub> | <sub>3/4/17 8:37</sub> | <sub>427.0</sub> | <sub></sub> | <sub>:star:x4</sub> |
|
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| <sub>[Deep Learning II](https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks)</sub> | <sub>Tensorflow Regression.</sub> | <sub>7/12/16 12:56</sub> | <sub>2/16/18 2:43</sub> | <sub>174.0</sub> | <sub></sub> | <sub>:star:x3</sub> |
|
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| <sub>[Deep Learning III](https://github.com/Rachnog/Deep-Trading)</sub> | <sub>Algorithmic trading with deep learning experiments.</sub> | <sub>6/18/16 18:23</sub> | <sub>8/7/18 15:24</sub> | <sub>1262.0</sub> | <sub></sub> | <sub>:star:x5</sub> |
|
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| <sub>[Deep Learning IV](https://github.com/achillesrasquinha/bulbea)</sub> | <sub>Bulbea: Deep Learning based Python Library.</sub> | <sub>3/9/17 6:11</sub> | <sub>3/19/17 7:42</sub> | <sub>1448.0</sub> | <sub></sub> | <sub>:star:x5</sub> |
|
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| <sub>[AI Trading](https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md)</sub> | <sub>AI to predict stock market movements.</sub> | <sub>1/9/19 8:02</sub> | <sub>2/11/19 16:32</sub> | <sub>2852.0</sub> | <sub></sub> | <sub>:star:x5</sub> |
|
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| <sub>[Neural Network](https://github.com/VivekPa/IntroNeuralNetworks)</sub> | <sub>Neural networks to predict stock prices.</sub> | <sub>9/10/18 6:34</sub> | <sub>11/21/18 7:39</sub> | <sub>488.0</sub> | <sub></sub> | <sub>:star:x4</sub> |
|
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| <sub>[ARIMA-LTSM Hybrid](https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid)</sub> | <sub>Hybrid model to predict future price correlation coefficients of two assets.</sub> | <sub>8/5/18 2:13</sub> | <sub>10/1/18 11:25</sub> | <sub>218.0</sub> | <sub></sub> | <sub>:star:x3</sub> |
|
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| <sub>[LTSM Recurrent](https://github.com/VivekPa/AIAlpha)</sub> | <sub>OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.</sub> | <sub>10/7/18 3:58</sub> | <sub>8/3/19 9:00</sub> | <sub>1198.0</sub> | <sub></sub> | <sub>:star:x4</sub> |
|
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@@ -0,0 +1,15 @@
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| repo | comment | created_at | last_commit | star_count | repo_status | rating |
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|:-----------------------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------------------------------|:-------------------------|:-------------------------|:-----------------|:-------------------------------------------------------------------|:------------|
|
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| <sub>[Computational Derivatives](https://github.com/chenbowen184/Computational_Finance)</sub> | <sub>Projects focusing on investigating simulations and computational techniques applied in finance.</sub> | <sub>1/29/18 5:01</sub> | <sub>8/2/18 5:56</sub> | <sub>17.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Delta Hedging](https://github.com/RobinsonGarcia/delta-hedging)</sub> | <sub>Advanced derivatives.</sub> | <sub>3/2/18 23:53</sub> | <sub>7/17/18 23:32</sub> | <sub>3.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Options Risk Measures](https://github.com/wanglouis49/risk_estimation)</sub> | <sub>Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling).</sub> | <sub>4/29/16 3:51</sub> | <sub>1/16/18 1:24</sub> | <sub>1.0</sub> | <sub></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>387.0</sub> | <sub></sub> | <sub></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></sub> | <sub></sub> |
|
||||
| <sub>[Option Strategies](https://github.com/rstreppa/valuation-OptionStrategies)</sub> | <sub>Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations.</sub> | <sub>5/22/18 18:27</sub> | <sub>5/22/18 18:30</sub> | <sub>2.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Black Scholes](https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb)</sub> | <sub>Options pricing.</sub> | <sub>12/9/17 18:50</sub> | <sub>7/9/18 9:48</sub> | <sub>1.0</sub> | <sub></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></sub> | <sub></sub> |
|
||||
| <sub>[Reinforcement Learning](https://github.com/FinTechies/HedgingRL)</sub> | <sub>Hedging portfolios with reinforcement learning.</sub> | <sub>4/21/17 10:58</sub> | <sub>8/2/17 21:41</sub> | <sub>16.0</sub> | <sub></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>78.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Options](https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D)</sub> | <sub>Introduction to options.</sub> | <sub>7/28/17 15:48</sub> | <sub>3/17/21 17:17</sub> | <sub>328.0</sub> | <sub></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>3/18/21 3:47</sub> | <sub>8.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Derman](https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb)</sub> | <sub>Binomial tree for American call.</sub> | <sub>5/18/18 18:08</sub> | <sub>9/21/18 19:59</sub> | <sub>1.0</sub> | <sub></sub> | <sub></sub> |
|
||||
@@ -0,0 +1,26 @@
|
||||
| repo | comment | created_at | last_commit | star_count | repo_status | rating |
|
||||
|:-----------------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:-----------------|:-------------------------------------------------------------------|:------------|
|
||||
| <sub>[Real Estate Property Fraud](https://github.com/aviroop1/Real_Estate_Property_Fraud)</sub> | <sub>Unsupervised fraud detection model that can identify likely candidates of fraud.</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[HFT](https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy)</sub> | <sub>High frequency trading.</sub> | <sub>7/21/16 5:14</sub> | <sub>2/14/17 16:47</sub> | <sub>742.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Deep Portfolio](https://github.com/DLColumbia/DL_forFinance)</sub> | <sub>Deep learning for finance Predict volume of bonds.</sub> | <sub>5/8/18 19:34</sub> | <sub>5/9/18 15:39</sub> | <sub>27.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[NLP Finance Papers](https://github.com/chenbowen184/Research_Documents_Curation_with_NLP)</sub> | <sub>Curating quantitative finance papers using machine learning.</sub> | <sub>10/11/18 20:32</sub> | <sub>12/24/18 23:27</sub> | <sub>8.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Simulation](https://github.com/chenbowen184/Computational_Finance)</sub> | <sub>Investigating simulations as part of computational finance.</sub> | <sub>1/29/18 5:01</sub> | <sub>8/2/18 5:56</sub> | <sub>17.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Commodity](https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb)</sub> | <sub>Commodity influence over Brazilian stocks.</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Bayesian Finance I](https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb)</sub> | <sub>Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs.</sub> | <sub>1/4/19 12:30</sub> | <sub>2/18/19 9:55</sub> | <sub>25.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Currency PCA](https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb)</sub> | <sub>Forex spots PCA.</sub> | <sub>3/12/19 21:11</sub> | <sub>3/12/19 22:09</sub> | <sub>3.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Backtests](https://github.com/AlgoTraders/stock-analysis-engine)</sub> | <sub>Trading data and algorithms.</sub> | <sub>9/16/18 20:00</sub> | <sub>9/5/20 13:01</sub> | <sub>613.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[High Frequency](https://github.com/cswaney/prickle)</sub> | <sub>A Python toolkit for high-frequency trade research.</sub> | <sub>7/6/16 20:32</sub> | <sub>6/9/18 10:53</sub> | <sub>24.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Critical Transitions](https://github.com/ryanholbrook/critical-transitions)</sub> | <sub>Detecting critical transitions in financial networks with topological data analysis.</sub> | <sub>1/22/19 10:59</sub> | <sub>3/12/19 18:35</sub> | <sub>10.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Liquidity and Momentum](https://github.com/mrefermat/quant_finance)</sub> | <sub>Various factors and portfolio constructions.</sub> | <sub>8/11/18 22:59</sub> | <sub>11/12/19 4:49</sub> | <sub>31.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Applied Corporate Finance](https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance)</sub> | <sub>Studies the empirical behaviours in stock market.</sub> | <sub>1/29/18 5:14</sub> | <sub>7/19/18 6:25</sub> | <sub>8.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[M&A](https://github.com/atulram/Finance-and-Stocks)</sub> | <sub>Mergers and Acquisitions.</sub> | <sub>1/19/19 18:16</sub> | <sub>2/18/19 16:57</sub> | <sub>3.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Life-cycle](https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb)</sub> | <sub>Company life cycle.</sub> | <sub>1/19/19 18:16</sub> | <sub>2/18/19 16:57</sub> | <sub>3.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Computational Finance](https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance)</sub> | <sub>Applied Computational Economics and Finance.</sub> | <sub>8/27/17 3:46</sub> | <sub>8/26/17 4:26</sub> | <sub>12.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Bayesian Finance](https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb)</sub> | <sub>Notebook PyMC3 implementation.</sub> | <sub>8/28/18 14:45</sub> | <sub>8/6/20 22:03</sub> | <sub>229.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Corporate Finance](https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance)</sub> | <sub>Basic corporate finance.</sub> | <sub>9/9/17 3:35</sub> | <sub>9/9/17 23:04</sub> | <sub>9.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Mathematical Finance](https://github.com/Auquan/Tutorials)</sub> | <sub>Notebooks for math and financial tutorials.</sub> | <sub>1/21/17 11:24</sub> | <sub>8/1/20 17:03</sub> | <sub>661.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Behavioural Economics](https://github.com/pcmichaud/notebooks)</sub> | <sub>Behavioural Economics and Finance Python Notebooks.</sub> | <sub>12/20/18 0:21</sub> | <sub>3/26/19 11:51</sub> | <sub>9.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Financial Economics](https://github.com/rsvp/fecon235/tree/master/nb)</sub> | <sub>Financial Economics Models.</sub> | <sub>11/9/14 4:49</sub> | <sub>12/3/18 16:30</sub> | <sub>709.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Economic Foundations](https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations)</sub> | <sub>Basic economic models.</sub> | <sub>5/25/17 2:27</sub> | <sub>6/30/17 3:53</sub> | <sub>2.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Finance Graph Theory](https://github.com/AvijitGhosh82/Finance_Graph_Theory)</sub> | <sub>Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents.</sub> | <sub>8/2/18 2:48</sub> | <sub>3/16/19 18:39</sub> | <sub>17.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Market Crash Prediction](https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb)</sub> | <sub>Predicting market crashes using an LPPL model.</sub> | <sub>1/24/19 13:37</sub> | <sub>2/13/19 16:48</sub> | <sub>1.0</sub> | <sub></sub> | <sub></sub> |
|
||||
@@ -0,0 +1,16 @@
|
||||
| repo | comment | created_at | last_commit | star_count | repo_status | rating |
|
||||
|:--------------------------------------------------------------------------------------------------------------------------------------------|:-----------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------|:-------------------------------------------------------------------|:------------|
|
||||
| <sub>[Risk and Return](https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials)</sub> | <sub>Riskiness of portfolios and assets.</sub> | <sub>9/12/17 13:35</sub> | <sub>8/6/20 12:35</sub> | <sub>139.0</sub> | <sub></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></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></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></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></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></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>2/9/21 9:36</sub> | <sub>171.0</sub> | <sub></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></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>17.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[VaR](https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb)</sub> | <sub>Value-at-risk calculations.</sub> | <sub>11/15/16 19:24</sub> | <sub>1/14/17 21:19</sub> | <sub>9.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Python for Finance](https://github.com/yhilpisch/py4fi/tree/master/jupyter36)</sub> | <sub>Various financial notebooks.</sub> | <sub>12/15/14 11:23</sub> | <sub>7/10/18 6:38</sub> | <sub>1294.0</sub> | <sub></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>1835.0</sub> | <sub></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>3633.0</sub> | <sub></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></sub> | <sub></sub> |
|
||||
@@ -0,0 +1,5 @@
|
||||
| repo | comment | created_at | last_commit | star_count | repo_status | rating |
|
||||
|:-------------------------------------------------------------------------------------------------------------------|:----------------------------------------------------------------------------|:-------------------------|:-------------------------|:---------------|:-------------------------------------------------------------------|:------------|
|
||||
| <sub>[Vasicek](https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb)</sub> | <sub>Bootstrapping and interpolation.</sub> | <sub>7/18/18 19:26</sub> | <sub>7/18/18 19:34</sub> | <sub>3.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Corporate Bonds](https://github.com/ishank011/gs-quantify-bond-prediction)</sub> | <sub>Predicting the buying and selling volume of the corporate bonds.</sub> | <sub>9/27/17 19:57</sub> | <sub>9/27/17 20:00</sub> | <sub>7.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Binomial Tree](https://github.com/hy-lei/math-finance-exercise)</sub> | <sub>Utility functions in fixed income securities.</sub> | <sub>2/2/19 8:44</sub> | <sub>5/3/19 17:16</sub> | <sub>1.0</sub> | <sub></sub> | <sub></sub> |
|
||||
@@ -0,0 +1,8 @@
|
||||
| repo | comment | created_at | last_commit | star_count | repo_status | rating |
|
||||
|:-----------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------|:--------------------------|:-------------------------|:------------------|:-------------------------------------------------------------------|:------------|
|
||||
| <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></sub> | <sub></sub> |
|
||||
| <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></sub> | <sub></sub> |
|
||||
| <sub>[Mixture Models II](https://github.com/BlackArbsCEO/mixture_model_trading_public)</sub> | <sub>Mixture models and stock trading.</sub> | <sub>12/11/17 17:05</sub> | <sub>5/13/20 23:50</sub> | <sub>166.0</sub> | <sub></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>379.0</sub> | <sub></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>919.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Short-Term Movement Cues](https://github.com/anfederico/Clairvoyant)</sub> | <sub>Identify social/historical cues for short term stock movement.</sub> | <sub>9/12/16 18:38</sub> | <sub>8/29/18 20:27</sub> | <sub>2157.0</sub> | <sub></sub> | <sub></sub> |
|
||||
@@ -0,0 +1,6 @@
|
||||
| repo | comment | created_at | last_commit | star_count | repo_status | rating |
|
||||
|:--------------------------------------------------------------------------------------------------------------------------------------------------|:---------------|:---------------|:---------------|:---------------|:-------------------------------------------------------------------|:------------|
|
||||
| <sub>[Machine Learning in Asset Management](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies](https://jfds.pm-research.com/content/2/1/10)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization](https://jfds.pm-research.com/content/2/2/17)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Financial Event Prediction using Machine Learning](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555)</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub></sub> | <sub></sub> |
|
||||
@@ -0,0 +1,13 @@
|
||||
| repo | comment | created_at | last_commit | star_count | repo_status | rating |
|
||||
|:--------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------|:-------------------------------------------------------------------|:------------|
|
||||
| <sub>[PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt)</sub> | <sub>Financial portfolio optimisation, including classical efficient frontier and advanced methods.</sub> | <sub>5/29/18 13:30</sub> | <sub>2/25/21 13:01</sub> | <sub>1865.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[DeepDow](https://github.com/jankrepl/deepdow)</sub> | <sub>Portfolio optimization with deep learning.</sub> | <sub>2/2/20 8:46</sub> | <sub>2/16/21 18:50</sub> | <sub>303.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Modern Portfolio Theory](https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb)</sub> | <sub>Universal portfolios; modern portfolio theory.</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[OLMAR Algorithm](https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb)</sub> | <sub>Relative importance of each component of the OLMAR algorithm.</sub> | <sub>7/26/16 16:20</sub> | <sub>12/30/16 11:40</sub> | <sub>6.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Online Portfolio Selection](https://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb)</sub> | <sub>****Comparing OLPS algorithms on a diversified set of ETFs.</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[401K Portfolio Optimisation](https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb)</sub> | <sub>Portfolio analyses and optimisation for 401K.</sub> | <sub>8/1/18 19:48</sub> | <sub>9/5/19 11:18</sub> | <sub>14.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Policy Gradient Portfolio](https://github.com/ZhengyaoJiang/PGPortfolio)</sub> | <sub>A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.</sub> | <sub>11/12/17 16:08</sub> | <sub>5/9/19 9:50</sub> | <sub>1274.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Deep Portfolio Theory](https://github.com/tcloaa/Deep-Portfolio-Theory)</sub> | <sub>Autoencoder framework for portfolio selection.</sub> | <sub>2/10/17 9:03</sub> | <sub>3/8/18 16:47</sub> | <sub>104.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Efficient Frontier](https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb)</sub> | <sub>Modern Portfolio Theory.</sub> | <sub>2/17/18 8:19</sub> | <sub>2/27/18 13:16</sub> | <sub>104.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Reinforcement Learning](https://github.com/filangel/qtrader)</sub> | <sub>Reinforcement Learning for Portfolio Management.</sub> | <sub>10/7/17 9:14</sub> | <sub>6/26/18 9:22</sub> | <sub>364.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Distribution Characteristic Optimisation](https://github.com/VivekPa/OptimalPortfolio)</sub> | <sub>Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account.</sub> | <sub>11/16/18 12:20</sub> | <sub>7/4/19 1:41</sub> | <sub>229.0</sub> | <sub></sub> | <sub></sub> |
|
||||
@@ -0,0 +1,9 @@
|
||||
| repo | comment | created_at | last_commit | star_count | repo_status | rating |
|
||||
|:------------------------------------------------------------------------------------------------------------|:----------------------------------------------------------------------------------------|:-------------------------|:-------------------------|:------------------|:-------------------------------------------------------------------|:------------|
|
||||
| <sub>[Pair Trading RL](https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading)</sub> | <sub>Using deep actor-critic model to learn best strategies in pair trading.</sub> | <sub>5/18/17 16:47</sub> | <sub>5/18/17 16:56</sub> | <sub>241.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[RL II](https://github.com/deependersingla/deep_trader)</sub> | <sub>reinforcement learning on stock market and agent tries to learn trading.</sub> | <sub>6/11/16 7:27</sub> | <sub>1/22/18 14:35</sub> | <sub>1340.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[RL](https://github.com/kh-kim/stock_market_reinforcement_learning)</sub> | <sub>OpenGym with Deep Q-learning and Policy Gradient.</sub> | <sub>10/4/16 14:42</sub> | <sub>12/23/16 7:34</sub> | <sub>712.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[RL III](https://github.com/samre12/deep-trading-agent)</sub> | <sub>Github -Deep Reinforcement Learning based Trading Agent for Bitcoin.</sub> | <sub>9/21/17 17:05</sub> | <sub>4/13/18 16:33</sub> | <sub>575.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[RL IV](https://github.com/jjakimoto/DQN)</sub> | <sub>Reinforcement Learning for finance.</sub> | <sub>10/21/16 2:47</sub> | <sub>4/7/17 8:11</sub> | <sub>140.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[RL V](https://github.com/gstenger98/rl-finance)</sub> | <sub>Building an Agent to Trade with Reinforcement Learning.</sub> | <sub>1/16/19 0:43</sub> | <sub>3/19/20 20:28</sub> | <sub>32.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[RL Trading](https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW)</sub> | <sub>A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab.</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub></sub> | <sub></sub> |
|
||||
@@ -0,0 +1,11 @@
|
||||
| repo | comment | created_at | last_commit | star_count | repo_status | rating |
|
||||
|:------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------------------------|:-------------------------|:-------------------------|:-----------------|:-------------------------------------------------------------------|:------------|
|
||||
| <sub>[Fund classification](https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb)</sub> | <sub>Fund classification using text mining and NLP.</sub> | <sub>4/16/18 22:18</sub> | <sub>6/7/18 22:01</sub> | <sub>3.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Financial Sentiment Analysis](https://github.com/EricHe98/Financial-Statements-Text-Analysis)</sub> | <sub>Sentiment, distance and proportion analysis for trading signals.</sub> | <sub>6/23/17 0:05</sub> | <sub>1/26/19 3:35</sub> | <sub>47.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[NLP Event](https://github.com/yuriak/DLQuant)</sub> | <sub>Applying Deep Learning and NLP in Quantitative Trading.</sub> | <sub>7/2/18 23:50</sub> | <sub>1/31/19 14:08</sub> | <sub>68.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Financial Statement Sentiment](https://github.com/MAydogdu/TextualAnalysis)</sub> | <sub>Extracting sentiment from financial statements using neural networks.</sub> | <sub>6/4/18 20:54</sub> | <sub>6/4/18 20:56</sub> | <sub>7.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Extensive NLP](https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb)</sub> | <sub>Comprehensive NLP techniques for accounting research.</sub> | <sub>10/25/17 7:10</sub> | <sub>6/5/20 3:28</sub> | <sub>73.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Accounting Anomalies](https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb)</sub> | <sub>Using deep-learning frameworks to identify accounting anomalies.</sub> | <sub>5/24/17 12:36</sub> | <sub>8/7/19 21:47</sub> | <sub>106.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Buzzwords](https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds)</sub> | <sub>Return performance and mutual fund selection.</sub> | <sub>2/4/18 21:51</sub> | <sub>2/4/18 21:57</sub> | <sub>1.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Earning call transcripts](https://github.com/lin882/WebAnalyticsProject)</sub> | <sub>Correlation between mutual fund investment decision and earning call transcripts.</sub> | <sub>12/30/17 8:56</sub> | <sub>1/11/18 2:11</sub> | <sub>3.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[NLP](https://github.com/toamitesh/NLPinFinance)</sub> | <sub>This project assembles a lot of NLP operations needed for finance domain.</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub></sub> | <sub></sub> |
|
||||
@@ -0,0 +1,8 @@
|
||||
| repo | comment | created_at | last_commit | star_count | repo_status | rating |
|
||||
|:-------------------------------------------------------------------------------------------------------------------------------------------------|:----------------------------------------------------------------------------------------------------------|:-------------------------|:-------------------------|:----------------|:-------------------------------------------------------------------|:------------|
|
||||
| <sub>[PCA Pairs Trading](https://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_Trading)</sub> | <sub>PCA, Factor Returns, and trading strategies.</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Industry Clustering](https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries)</sub> | <sub>Clustering of industries.</sub> | <sub>7/21/17 2:12</sub> | <sub>7/23/17 2:53</sub> | <sub>4.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Pairs Trading](https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb)</sub> | <sub>Finding pairs with cluster analysis.</sub> | <sub>9/5/17 19:19</sub> | <sub>9/27/17 20:42</sub> | <sub>78.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Industry Clustering](https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries)</sub> | <sub>Project to cluster industries according to financial attributes.</sub> | <sub>7/21/17 2:12</sub> | <sub>7/23/17 2:53</sub> | <sub>4.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[VRA Stock Embedding](https://github.com/ml-hongkong/stock2vec)</sub> | <sub>Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history.</sub> | <sub>6/21/17 4:47</sub> | <sub>6/21/17 4:51</sub> | <sub>32.0</sub> | <sub></sub> | <sub></sub> |
|
||||
| <sub>[Fund Clusters](https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb)</sub> | <sub>Data exploration of fund clusters.</sub> | <sub>4/16/18 22:18</sub> | <sub>6/7/18 22:01</sub> | <sub>3.0</sub> | <sub></sub> | <sub></sub> |
|
||||
+165
-165
@@ -1,165 +1,165 @@
|
||||
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,11/26/20 3:34,8,6,2,1/27/16 21:13,3/14/16 20:03,TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity,inactive
|
||||
VC OLS,https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb,VC regression.,Alternative Finance,10/6/20 20:56,2,1,1,3/29/18 23:31,3/29/18 23:33,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,1/14/21 22:41,4,2,1,2/8/17 18:39,4/27/17 22:55,alporter08/Luxury-Watch-Valuation,inactive
|
||||
Art Valuation,https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynb,Art evaluation analytics.,Alternative Finance,2/26/21 12:10,9,5,1,12/11/14 0:25,12/12/14 21:25,ahmedhosny/theGreenCanvas,inactive
|
||||
Blockchain,https://github.com/nud3l/dInvest,Repository for distributed autonomous investment banking.,Alternative Finance,2/6/21 7:38,12,7,2,9/5/16 19:12,4/24/17 10:48,nud3l/dInvest,inactive
|
||||
Venture Capital,https://github.com/julian-chan/etothex,Insight into a new founder to make data-driven investment decisions.,Alternative Finance,10/6/20 20:56,3,2,1,12/4/17 8:59,12/13/17 5:35,julian-chan/etothex,inactive
|
||||
Kiva Crowdfunding,https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb,Exploratory data analysis.,Alternative Finance,2/19/21 13:40,5,1,1,2/27/18 16:46,2/13/19 0:15,CJL89/Kiva-Crowdfunding,inactive
|
||||
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",,,,,,,,
|
||||
Stanford Advanced Financial Technologies,https://fintech.stanford.edu/,Stanford Advanced Financial Technologies Laboratory,"Colleges, Centers and Departments",,,,,,,,
|
||||
NYU Courant,https://cims.nyu.edu/,"Courant Institute of Mathematical Sciences, New York University","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",,,,,,,,
|
||||
Oxford Man,https://www.oxford-man.ox.ac.uk/,Oxford-Man Institute of Quantitative Finance,"Colleges, Centers and Departments",,,,,,,,
|
||||
Algo Trading,https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading,Intro to algo trading.,Courses,3/12/21 11:02,64,25,1,10/29/17 20:34,1/22/19 6:56,JCreeks/Machine-Learning-in-Finance,inactive
|
||||
Basic Derivatives,https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives,Basic forward contracts and hedging.,Courses,3/31/21 2:08,4,4,1,8/24/17 0:11,10/13/17 1:32,SeanMcOwen/FinanceAndPython.com-Derivatives,inactive
|
||||
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,3/31/21 11:07,3663,1145,7,5/9/18 12:33,3/19/21 14:10,stefan-jansen/machine-learning-for-trading,active
|
||||
Mathematical Finance,https://github.com/yadongli/nyumath2048,NYU Math-GA 2048: Scientific Computing in Finance.,Courses,1/14/21 18:01,69,63,6,1/25/15 21:10,3/25/20 4:24,yadongli/nyumath2048,active
|
||||
Python for Finance,https://github.com/siaen/python_finance_course,CEU python for finance course material.,Courses,3/31/21 2:08,16,15,4,12/12/17 11:54,2/25/20 20:31,siaen/python_finance_course,active
|
||||
Risk Management,https://github.com/andrey-lukyanov/Risk-Management,Finance risk engagement course resources.,Courses,11/12/20 0:49,6,5,3,10/3/18 16:26,12/13/18 8:04,andrey-lukyanov/Risk-Management,inactive
|
||||
Handson Python for Finance,https://github.com/PacktPublishing/Hands-on-Python-for-Finance,Hands-on Python for Finance published by Packt.,Courses,3/26/21 22:26,120,107,3,8/20/18 14:10,1/15/21 8:57,PacktPublishing/Hands-on-Python-for-Finance,active
|
||||
Basic Investments,https://github.com/SeanMcOwen/FinanceAndPython.com-Investments,Basic investment tools in python.,Courses,3/23/21 6:32,9,5,1,8/2/17 21:52,8/17/17 3:24,SeanMcOwen/FinanceAndPython.com-Investments,inactive
|
||||
ML Specialisation,https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,Machine Learning in Finance.,Courses,3/31/21 2:08,33,31,1,1/24/19 2:55,1/3/20 21:54,Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,active
|
||||
Basic Finance,https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance,Source code notebooks basic finance applications.,Courses,3/31/21 2:09,10,8,1,5/6/17 2:39,6/21/17 4:04,SeanMcOwen/FinanceAndPython.com-BasicFinance,inactive
|
||||
https://fred.stlouisfed.org/,https://fred.stlouisfed.org/,,Data,,,,,,,,
|
||||
Financial Corporate,http://raw.rutgers.edu/Corporate%20Financial%20Data.html,,Data,,,,,,,,
|
||||
https://github.com/timestocome/StockMarketData,https://github.com/timestocome/StockMarketData,,Data,3/26/21 22:35,7,6,1,5/10/17 21:49,8/6/17 19:23,timestocome/StockMarketData,
|
||||
https://stooq.com,https://stooq.com,,Data,,,,,,,,
|
||||
http://finance.yahoo.com/,http://finance.yahoo.com/,,Data,,,,,,,,
|
||||
Non-financial Corporate,http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html,,Data,,,,,,,,
|
||||
Rating Industries,http://www.ratingshistory.info/,,Data,,,,,,,,
|
||||
Capital Markets Data,https://www.capitalmarketsdata.com/,,Data,,,,,,,,
|
||||
IRS,http://social-metrics.org/sox/,,Data,,,,,,,,
|
||||
Web Scraping (FirmAI),https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data,,Data,3/28/21 12:43,576,183,2,2/19/19 19:02,7/22/20 16:48,firmai/business-machine-learning,
|
||||
SEC Parsing,https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb,,Data,2/27/21 6:34,9,6,1,6/16/18 14:30,6/16/18 17:23,healthgradient/sec-doc-info-extraction,
|
||||
Open Edgar,https://github.com/LexPredict/openedgar,,Data,3/31/21 6:16,166,61,6,5/7/18 15:32,5/15/19 8:32,LexPredict/openedgar,active
|
||||
EDGAR,https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb,,Data,1/23/21 19:22,11,10,1,6/11/18 22:51,7/10/18 18:03,TiesdeKok/UW_Python_Camp,inactive
|
||||
Employee Count SEC Filings,https://github.com/healthgradient/sec_employee_information_extraction,,Data,2/27/21 3:33,10,2,1,6/26/18 23:33,8/14/18 1:31,healthgradient/sec_employee_information_extraction,
|
||||
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 21:50,958,434,4,4/25/18 17:22,1/16/20 17:25,BlackArbsCEO/Adv_Fin_ML_Exercises,
|
||||
awesome-deep-trading,https://github.com/cbailes/awesome-deep-trading,NEW,Deep Learning,3/31/21 6:59,528,135,1,11/26/18 3:23,1/1/21 9:41,cbailes/awesome-deep-trading,active
|
||||
trading-bot,https://github.com/pskrunner14/trading-bot,NEW,Deep Learning,3/31/21 9:46,285,137,1,8/13/18 10:44,1/23/20 4:41,pskrunner14/trading-bot,active
|
||||
Advanced-Deep-Trading,https://github.com/Rachnog/Advanced-Deep-Trading,NEW,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
|
||||
deep-RL-trading,https://github.com/golsun/deep-RL-trading,NEW,Deep Learning,3/25/21 17:52,231,109,1,2/25/18 17:41,12/1/20 22:06,golsun/deep-RL-trading,active
|
||||
FinRL-Library,https://github.com/AI4Finance-LLC/FinRL-Library,NEW,Deep Learning,3/31/21 15:40,1780,423,22,7/26/20 13:18,3/28/21 13:46,AI4Finance-LLC/FinRL-Library,active
|
||||
RLTrader,https://github.com/notadamking/RLTrader,NEW,Deep Learning,3/30/21 14:02,1300,448,15,4/27/19 18:35,10/17/19 16:25,notadamking/RLTrader,active
|
||||
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,NEW,Deep Learning,3/31/21 15:40,542,238,6,7/26/20 13:12,1/21/21 18:11,AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,active
|
||||
BitcoinForecast,https://github.com/PiSimo/BitcoinForecast,NEW,Deep Learning,3/29/21 5:38,287,127,3,3/10/17 10:52,6/11/18 8:07,PiSimo/BitcoinForecast,inactive
|
||||
AutomatedStockTrading-DeepQ-Learning,https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning,NEW,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
|
||||
Personae,https://github.com/Ceruleanacg/Personae,NEW,Deep Learning,3/31/21 15:38,1142,332,2,3/10/18 11:22,9/2/18 17:21,Ceruleanacg/Personae,inactive
|
||||
Deep-Reinforcement-Stock-Trading,https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,NEW,Deep Learning,3/30/21 17:57,140,40,2,5/19/19 22:20,9/27/20 19:22,Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,active
|
||||
Deep-Learning-Machine-Learning-Stock,https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock,NEW,Deep Learning,3/25/21 17:56,251,93,1,9/29/18 23:38,3/18/21 3:16,LastAncientOne/Deep-Learning-Machine-Learning-Stock,active
|
||||
trading-rl,https://github.com/Kostis-S-Z/trading-rl,NEW,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
|
||||
DQN-DDPG_Stock_Trading,https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading,NEW,Deep Learning,3/31/21 15:40,134,49,4,9/19/18 3:17,11/26/20 16:58,AI4Finance-LLC/DQN-DDPG_Stock_Trading,active
|
||||
Stock-Prediction-Models,https://github.com/huseinzol05/Stock-Prediction-Models,NEW,Deep Learning,3/31/21 8:38,3584,1520,2,12/18/17 10:49,1/5/21 10:31,huseinzol05/Stock-Prediction-Models,active
|
||||
Deep-Reinforcement-Learning-in-Trading,https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading,NEW,Deep Learning,3/31/21 10:40,137,66,1,5/11/18 0:52,10/26/19 14:22,saeed349/Deep-Reinforcement-Learning-in-Trading,active
|
||||
crypto-rl,https://github.com/sadighian/crypto-rl,NEW,Deep Learning,3/29/21 21:17,339,110,1,6/21/18 1:06,11/5/20 11:08,sadighian/crypto-rl,active
|
||||
DeepLearningInFinance,https://github.com/sonaam1234/DeepLearningInFinance,NEW,Deep Learning,3/8/21 13:09,266,145,1,8/21/17 16:00,8/21/17 17:23,sonaam1234/DeepLearningInFinance,inactive
|
||||
LTSM GRU,https://github.com/RajatHanda/Finance-Forecasting,Stock Market Forecasting using LSTM\GRU.,Deep Learning,3/29/21 23:59,11,6,1,5/13/18 2:39,2/25/19 0:26,RajatHanda/Finance-Forecasting,active
|
||||
Deep Learning,https://github.com/keon/deepstock,Technical experimentations to beat the stock market using deep learning.,Deep Learning,3/24/21 14:45,427,154,2,12/12/16 2:15,3/4/17 8:37,keon/deepstock,inactive
|
||||
Deep Learning II,https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks,Tensorflow Regression.,Deep Learning,3/21/21 6:53,174,68,1,7/12/16 12:56,2/16/18 2:43,LiamConnell/deep-algotrading,inactive
|
||||
Deep Learning III,https://github.com/Rachnog/Deep-Trading,Algorithmic trading with deep learning experiments.,Deep Learning,3/26/21 6:28,1262,675,1,6/18/16 18:23,8/7/18 15:24,Rachnog/Deep-Trading,inactive
|
||||
Deep Learning IV,https://github.com/achillesrasquinha/bulbea,Bulbea: Deep Learning based Python Library.,Deep Learning,3/28/21 15:58,1448,416,1,3/9/17 6:11,3/19/17 7:42,achillesrasquinha/bulbea,active
|
||||
AI Trading,https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md,AI to predict stock market movements.,Deep Learning,3/29/21 14:35,2852,1379,1,1/9/19 8:02,2/11/19 16:32,borisbanushev/stockpredictionai,inactive
|
||||
Neural Network,https://github.com/VivekPa/IntroNeuralNetworks,Neural networks to predict stock prices.,Deep Learning,3/30/21 18:13,488,177,2,9/10/18 6:34,11/21/18 7:39,VivekPa/IntroNeuralNetworks,inactive
|
||||
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 4:35,218,83,1,8/5/18 2:13,10/1/18 11:25,imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid,active
|
||||
LTSM Recurrent,https://github.com/VivekPa/AIAlpha,OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.,Deep Learning,3/30/21 3:12,1198,370,2,10/7/18 3:58,8/3/19 9:00,VivekPa/AIAlpha,
|
||||
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 12:22,17,12,1,1/29/18 5:01,8/2/18 5:56,chenbowen184/Computational_Finance,
|
||||
Delta Hedging,https://github.com/RobinsonGarcia/delta-hedging,Advanced derivatives.,Derivatives and Hedging,2/27/21 8:48,3,2,1,3/2/18 23:53,7/17/18 23:32,RobinsonGarcia/delta-hedging,
|
||||
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 20:37,1,2,1,4/29/16 3:51,1/16/18 1:24,wanglouis49/risk_estimation,
|
||||
Derivatives Python,https://github.com/yhilpisch/dawp/tree/master/python36,Derivative analytics with Python.,Derivatives and Hedging,3/23/21 15:35,387,297,1,7/9/15 12:27,2/22/21 13:29,yhilpisch/dawp,
|
||||
Options,https://github.com/PHBS/2018.M1.ASP/tree/master/py,Black Scholes and Copula.,Derivatives and Hedging,,,,,,,PHBS/2018.M1.ASP,
|
||||
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 8:50,2,3,1,5/22/18 18:27,5/22/18 18:30,rstreppa/valuation-OptionStrategies,
|
||||
Black Scholes,https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb,Options pricing.,Derivatives and Hedging,10/6/20 20:36,1,2,0,12/9/17 18:50,7/9/18 9:48,irajwani/numerical_methods_python,
|
||||
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,
|
||||
Reinforcement Learning,https://github.com/FinTechies/HedgingRL,Hedging portfolios with reinforcement learning.,Derivatives and Hedging,1/20/21 8:12,16,9,1,4/21/17 10:58,8/2/17 21:41,FinTechies/HedgingRL,
|
||||
Volatility and Variance Derivatives,https://github.com/yhilpisch/lvvd/tree/master/lvvd,Volatility derivatives analytics.,Derivatives and Hedging,3/23/21 12:10,78,77,1,10/21/16 4:12,2/22/21 13:32,yhilpisch/lvvd,
|
||||
Options,https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D,Introduction to options.,Derivatives and Hedging,3/27/21 22:51,328,164,36,7/28/17 15:48,3/17/21 17:17,QuantConnect/Tutorials,
|
||||
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,
|
||||
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,
|
||||
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,
|
||||
HFT,https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,High frequency trading.,Extended Research,3/29/21 17:04,742,331,1,7/21/16 5:14,2/14/17 16:47,rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,
|
||||
Deep Portfolio,https://github.com/DLColumbia/DL_forFinance,Deep learning for finance Predict volume of bonds.,Extended Research,1/12/21 11:48,27,20,2,5/8/18 19:34,5/9/18 15:39,DLColumbia/DL_forFinance,
|
||||
NLP Finance Papers,https://github.com/chenbowen184/Research_Documents_Curation_with_NLP,Curating quantitative finance papers using machine learning.,Extended Research,2/27/21 6:33,8,9,1,10/11/18 20:32,12/24/18 23:27,chenbowen184/Research_Documents_Curation_with_NLP,
|
||||
Simulation,https://github.com/chenbowen184/Computational_Finance,Investigating simulations as part of computational finance.,Extended Research,1/12/21 12:22,17,12,1,1/29/18 5:01,8/2/18 5:56,chenbowen184/Computational_Finance,
|
||||
Commodity,https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb,Commodity influence over Brazilian stocks.,Extended Research,,,,,,,felipessalvatore/fin2vec,
|
||||
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 3:02,25,6,0,1/4/19 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 0:55,3,1,1,3/12/19 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 2:32,613,162,3,9/16/18 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 2:19,24,17,2,7/6/16 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 11:50,10,3,1,1/22/19 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 0:09,31,15,1,8/11/18 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 13:40,8,9,1,1/29/18 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 14:42,3,3,1,1/19/19 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 14:42,3,3,1,1/19/19 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 17:47,12,13,1,8/27/17 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 18:38,229,53,1,8/28/18 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 19:01,9,4,1,9/9/17 3:35,9/9/17 23:04,SeanMcOwen/FinanceAndPython.com-CorporateFinance,
|
||||
Mathematical Finance,https://github.com/Auquan/Tutorials,Notebooks for math and financial tutorials.,Extended Research,3/29/21 10:26,661,426,9,1/21/17 11:24,8/1/20 17:03,Auquan/Tutorials,
|
||||
Behavioural Economics,https://github.com/pcmichaud/notebooks,Behavioural Economics and Finance Python Notebooks.,Extended Research,2/3/21 7:22,9,4,1,12/20/18 0:21,3/26/19 11:51,pcmichaud/notebooks,
|
||||
Financial Economics,https://github.com/rsvp/fecon235/tree/master/nb,Financial Economics Models.,Extended Research,3/29/21 8:31,709,273,2,11/9/14 4:49,12/3/18 16:30,rsvp/fecon235,
|
||||
Economic Foundations,https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations,Basic economic models.,Extended Research,10/6/20 21:01,2,3,1,5/25/17 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 2:22,17,7,3,8/2/18 2:48,3/16/19 18:39,AvijitGhosh82/Finance_Graph_Theory,
|
||||
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 21:01,1,3,1,1/24/19 13:37,2/13/19 16:48,sarachmax/MarketCrashes_Prediction,
|
||||
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 22:01,139,61,2,9/12/17 13:35,8/6/20 12:35,PyDataBlog/Python-for-Data-Science,
|
||||
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 13:53,31,18,1,5/10/16 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 0:09,31,15,1,8/11/18 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 7:04,4,5,1,8/7/17 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 13:53,31,18,1,5/10/16 11:03,5/17/16 3:44,RJT1990/Active-Portfolio-Management-Notes,
|
||||
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 14:26,3,4,1,3/13/18 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 22:42,171,59,3,5/1/17 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 0:09,21,16,1,10/4/15 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 7:19,17,9,1,6/26/18 20:36,10/22/19 21:56,ssanderson/convex-optimization-for-finance,
|
||||
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 20:29,9,9,1,11/15/16 19:24,1/14/17 21:19,willb/var-notebook,
|
||||
Python for Finance,https://github.com/yhilpisch/py4fi/tree/master/jupyter36,Various financial notebooks.,Factor and Risk Analysis,3/27/21 13:15,1294,791,1,12/15/14 11:23,7/10/18 6:38,yhilpisch/py4fi,
|
||||
Performance Analysis,https://github.com/quantopian/alphalens,Performance analysis of predictive (alpha) stock factors.,Factor and Risk Analysis,3/30/21 6:28,1835,691,17,6/3/16 21:49,4/27/20 18:40,quantopian/alphalens,
|
||||
Pyfolio,https://github.com/quantopian/pyfolio,Portfolio and risk analytics in Python.,Factor and Risk Analysis,3/30/21 15:14,3633,1143,42,6/1/15 15:31,2/28/20 17:30,quantopian/pyfolio,
|
||||
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 21:53,41,28,1,8/6/18 16:09,11/22/20 19:02,hamaadshah/market_risk_gan_keras,
|
||||
Vasicek,https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb,Bootstrapping and interpolation.,Fixed Income,12/10/20 21:20,3,3,1,7/18/18 19:26,7/18/18 19:34,RobinsonGarcia/fixed-income,
|
||||
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 21:46,7,5,1,9/27/17 19:57,9/27/17 20:00,ishank011/gs-quantify-bond-prediction,
|
||||
Binomial Tree,https://github.com/hy-lei/math-finance-exercise,Utility functions in fixed income securities.,Fixed Income,10/6/20 20:55,1,2,1,2/2/19 8:44,5/3/19 17:16,hy-lei/math-finance-exercise,
|
||||
Trend Following,http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html,A futures trend following portfolio investment strategy.,Other Models,,,,,,,,
|
||||
Mixture Models I,https://github.com/BlackArbsCEO/Mixture_Models,Mixture models to predict market bottoms.,Other Models,3/2/21 19:44,31,31,1,3/20/17 18:54,4/25/17 23:35,BlackArbsCEO/Mixture_Models,
|
||||
Mixture Models II,https://github.com/BlackArbsCEO/mixture_model_trading_public,Mixture models and stock trading.,Other Models,3/12/21 13:21,166,73,1,12/11/17 17:05,5/13/20 23:50,BlackArbsCEO/mixture_model_trading_public,
|
||||
Fundamental LT Forecasts,https://github.com/Hvass-Labs/FinanceOps,Research in investment finance for long term forecasts.,Other Models,3/21/21 19:26,379,126,1,7/22/18 8:14,2/17/21 14:39,Hvass-Labs/FinanceOps,
|
||||
Scikit-learn Stock Prediction,https://github.com/robertmartin8/MachineLearningStocks,Using python and scikit-learn to make stock predictions.,Other Models,3/30/21 18:11,919,344,2,2/12/17 4:50,2/4/21 3:48,robertmartin8/MachineLearningStocks,
|
||||
Short-Term Movement Cues,https://github.com/anfederico/Clairvoyant,Identify social/historical cues for short term stock movement.,Other Models,3/28/21 16:31,2157,678,1,9/12/16 18:38,8/29/18 20:27,anfederico/Clairvoyant,
|
||||
Machine Learning in Asset Management,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952,,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,,,,,,,,
|
||||
Financial Event Prediction using Machine Learning,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555,,Personal Papers,,,,,,,,
|
||||
PyPortfolioOpt,https://github.com/robertmartin8/PyPortfolioOpt,"Financial portfolio optimisation, including classical efficient frontier and advanced methods.",Portfolio Selection and Optimisation,3/30/21 3:37,1865,476,16,5/29/18 13:30,2/25/21 13:01,robertmartin8/PyPortfolioOpt,
|
||||
DeepDow,https://github.com/jankrepl/deepdow,Portfolio optimization with deep learning.,Portfolio Selection and Optimisation,3/30/21 13:34,303,57,2,2/2/20 8:46,2/16/21 18:50,jankrepl/deepdow,
|
||||
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,,,,,,,,
|
||||
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 17:28,6,3,1,7/26/16 16:20,12/30/16 11:40,charlessutton/OLMAR,
|
||||
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,,,,,,,,
|
||||
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 9:39,14,5,1,8/1/18 19:48,9/5/19 11:18,otosman/Python-for-Finance,
|
||||
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 14:21,1274,629,6,11/12/17 16:08,5/9/19 9:50,ZhengyaoJiang/PGPortfolio,
|
||||
Deep Portfolio Theory,https://github.com/tcloaa/Deep-Portfolio-Theory,Autoencoder framework for portfolio selection.,Portfolio Selection and Optimisation,1/30/21 13:50,104,58,1,2/10/17 9:03,3/8/18 16:47,tcloaa/Deep-Portfolio-Theory,
|
||||
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 0:01,104,57,1,2/17/18 8:19,2/27/18 13:16,tthustla/efficient_frontier,
|
||||
Reinforcement Learning,https://github.com/filangel/qtrader,Reinforcement Learning for Portfolio Management.,Portfolio Selection and Optimisation,3/29/21 3:47,364,150,1,10/7/17 9:14,6/26/18 9:22,filangel/qtrader,
|
||||
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 22:35,229,82,3,11/16/18 12:20,7/4/19 1:41,VivekPa/OptimalPortfolio,
|
||||
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 2:19,241,114,1,5/18/17 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 11:10,1340,490,3,6/11/16 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 22:14,712,299,1,10/4/16 14:42,12/23/16 7:34,kh-kim/stock_market_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 1:02,575,204,1,9/21/17 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 19:14,140,55,1,10/21/16 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 4:36,32,7,5,1/16/19 0:43,3/19/20 20:28,gstenger98/rl-finance,
|
||||
RL Trading,https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW,A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab.,Reinforcement Learning,,,,,,,,
|
||||
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 18:46,3,2,1,4/16/18 22:18,6/7/18 22:01,frechfrechfrech/Mutual-Fund-Market-Clusters,
|
||||
Financial Sentiment Analysis,https://github.com/EricHe98/Financial-Statements-Text-Analysis,"Sentiment, distance and proportion analysis for trading signals.",Textual,1/21/21 8:07,47,27,1,6/23/17 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 2:52,68,31,1,7/2/18 23:50,1/31/19 14:08,yuriak/DLQuant,
|
||||
Financial Statement Sentiment,https://github.com/MAydogdu/TextualAnalysis,Extracting sentiment from financial statements using neural networks.,Textual,10/22/20 16:32,7,7,1,6/4/18 20:54,6/4/18 20:56,MAydogdu/TextualAnalysis,
|
||||
Extensive NLP,https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb,Comprehensive NLP techniques for accounting research.,Textual,3/21/21 7:39,73,42,1,10/25/17 7:10,6/5/20 3:28,TiesdeKok/Python_NLP_Tutorial,
|
||||
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 3:25,106,50,2,5/24/17 12:36,8/7/19 21:47,GitiHubi/deepAI,
|
||||
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 18:54,1,4,1,2/4/18 21:51,2/4/18 21:57,swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds,
|
||||
Earning call transcripts,https://github.com/lin882/WebAnalyticsProject,Correlation between mutual fund investment decision and earning call transcripts.,Textual,12/17/20 8:24,3,3,1,12/30/17 8:56,1/11/18 2:11,lin882/WebAnalyticsProject,
|
||||
NLP,https://github.com/toamitesh/NLPinFinance,This project assembles a lot of NLP operations needed for finance domain.,Textual,,,,,,,toamitesh/NLPinFinance,
|
||||
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,
|
||||
Industry Clustering,https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,Clustering of industries.,Unsupervised,10/6/20 18:51,4,5,1,7/21/17 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 11:01,78,36,0,9/5/17 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 18:51,4,5,1,7/21/17 2:12,7/23/17 2:53,SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,
|
||||
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 11:05,32,12,1,6/21/17 4:47,6/21/17 4:51,ml-hongkong/stock2vec,
|
||||
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 18:46,3,2,1,4/16/18 22:18,6/7/18 22:01,frechfrechfrech/Mutual-Fund-Market-Clusters,
|
||||
name,url,comment,category,last_update,star_count,fork_count,contributors_count,created_at,last_commit,repo_path,repo_status,rating
|
||||
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,11/26/20 3:34,8,6,2,1/27/16 21:13,3/14/16 20:03,TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity,inactive,
|
||||
VC OLS,https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb,VC regression.,Alternative Finance,10/6/20 20:56,2,1,1,3/29/18 23:31,3/29/18 23:33,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,1/14/21 22:41,4,2,1,2/8/17 18:39,4/27/17 22:55,alporter08/Luxury-Watch-Valuation,inactive,
|
||||
Art Valuation,https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynb,Art evaluation analytics.,Alternative Finance,2/26/21 12:10,9,5,1,12/11/14 0:25,12/12/14 21:25,ahmedhosny/theGreenCanvas,inactive,
|
||||
Blockchain,https://github.com/nud3l/dInvest,Repository for distributed autonomous investment banking.,Alternative Finance,2/6/21 7:38,12,7,2,9/5/16 19:12,4/24/17 10:48,nud3l/dInvest,inactive,
|
||||
Venture Capital,https://github.com/julian-chan/etothex,Insight into a new founder to make data-driven investment decisions.,Alternative Finance,10/6/20 20:56,3,2,1,12/4/17 8:59,12/13/17 5:35,julian-chan/etothex,inactive,
|
||||
Kiva Crowdfunding,https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb,Exploratory data analysis.,Alternative Finance,2/19/21 13:40,5,1,1,2/27/18 16:46,2/13/19 0:15,CJL89/Kiva-Crowdfunding,inactive,
|
||||
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,,,,,,,,,
|
||||
Stanford Advanced Financial Technologies,https://fintech.stanford.edu/,Stanford Advanced Financial Technologies Laboratory,Colleges Centers and Departments,,,,,,,,,
|
||||
NYU Courant,https://cims.nyu.edu/,"Courant Institute of Mathematical Sciences, New York University",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,,,,,,,,,
|
||||
Oxford Man,https://www.oxford-man.ox.ac.uk/,Oxford-Man Institute of Quantitative Finance,Colleges Centers and Departments,,,,,,,,,
|
||||
Algo Trading,https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading,Intro to algo trading.,Courses,3/12/21 11:02,64,25,1,10/29/17 20:34,1/22/19 6:56,JCreeks/Machine-Learning-in-Finance,inactive,
|
||||
Basic Derivatives,https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives,Basic forward contracts and hedging.,Courses,3/31/21 2:08,4,4,1,8/24/17 0:11,10/13/17 1:32,SeanMcOwen/FinanceAndPython.com-Derivatives,inactive,
|
||||
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,3/31/21 11:07,3663,1145,7,5/9/18 12:33,3/19/21 14:10,stefan-jansen/machine-learning-for-trading,active,
|
||||
Mathematical Finance,https://github.com/yadongli/nyumath2048,NYU Math-GA 2048: Scientific Computing in Finance.,Courses,1/14/21 18:01,69,63,6,1/25/15 21:10,3/25/20 4:24,yadongli/nyumath2048,active,
|
||||
Python for Finance,https://github.com/siaen/python_finance_course,CEU python for finance course material.,Courses,3/31/21 2:08,16,15,4,12/12/17 11:54,2/25/20 20:31,siaen/python_finance_course,active,
|
||||
Risk Management,https://github.com/andrey-lukyanov/Risk-Management,Finance risk engagement course resources.,Courses,11/12/20 0:49,6,5,3,10/3/18 16:26,12/13/18 8:04,andrey-lukyanov/Risk-Management,inactive,
|
||||
Handson Python for Finance,https://github.com/PacktPublishing/Hands-on-Python-for-Finance,Hands-on Python for Finance published by Packt.,Courses,3/26/21 22:26,120,107,3,8/20/18 14:10,1/15/21 8:57,PacktPublishing/Hands-on-Python-for-Finance,active,
|
||||
Basic Investments,https://github.com/SeanMcOwen/FinanceAndPython.com-Investments,Basic investment tools in python.,Courses,3/23/21 6:32,9,5,1,8/2/17 21:52,8/17/17 3:24,SeanMcOwen/FinanceAndPython.com-Investments,inactive,
|
||||
ML Specialisation,https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,Machine Learning in Finance.,Courses,3/31/21 2:08,33,31,1,1/24/19 2:55,1/3/20 21:54,Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,active,
|
||||
Basic Finance,https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance,Source code notebooks basic finance applications.,Courses,3/31/21 2:09,10,8,1,5/6/17 2:39,6/21/17 4:04,SeanMcOwen/FinanceAndPython.com-BasicFinance,inactive,
|
||||
https://fred.stlouisfed.org/,https://fred.stlouisfed.org/,,Data,,,,,,,,,
|
||||
Financial Corporate,http://raw.rutgers.edu/Corporate%20Financial%20Data.html,,Data,,,,,,,,,
|
||||
https://github.com/timestocome/StockMarketData,https://github.com/timestocome/StockMarketData,,Data,3/26/21 22:35,7,6,1,5/10/17 21:49,8/6/17 19:23,timestocome/StockMarketData,,
|
||||
https://stooq.com,https://stooq.com,,Data,,,,,,,,,
|
||||
http://finance.yahoo.com/,http://finance.yahoo.com/,,Data,,,,,,,,,
|
||||
Non-financial Corporate,http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html,,Data,,,,,,,,,
|
||||
Rating Industries,http://www.ratingshistory.info/,,Data,,,,,,,,,
|
||||
Capital Markets Data,https://www.capitalmarketsdata.com/,,Data,,,,,,,,,
|
||||
IRS,http://social-metrics.org/sox/,,Data,,,,,,,,,
|
||||
Web Scraping (FirmAI),https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data,,Data,3/28/21 12:43,576,183,2,2/19/19 19:02,7/22/20 16:48,firmai/business-machine-learning,,
|
||||
SEC Parsing,https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb,,Data,2/27/21 6:34,9,6,1,6/16/18 14:30,6/16/18 17:23,healthgradient/sec-doc-info-extraction,,
|
||||
Open Edgar,https://github.com/LexPredict/openedgar,,Data,3/31/21 6:16,166,61,6,5/7/18 15:32,5/15/19 8:32,LexPredict/openedgar,active,
|
||||
EDGAR,https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb,,Data,1/23/21 19:22,11,10,1,6/11/18 22:51,7/10/18 18:03,TiesdeKok/UW_Python_Camp,inactive,
|
||||
Employee Count SEC Filings,https://github.com/healthgradient/sec_employee_information_extraction,,Data,2/27/21 3:33,10,2,1,6/26/18 23:33,8/14/18 1:31,healthgradient/sec_employee_information_extraction,,
|
||||
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 21:50,958,434,4,4/25/18 17:22,1/16/20 17:25,BlackArbsCEO/Adv_Fin_ML_Exercises,,
|
||||
awesome-deep-trading,https://github.com/cbailes/awesome-deep-trading,NEW,Deep Learning,3/31/21 6:59,528,135,1,11/26/18 3:23,1/1/21 9:41,cbailes/awesome-deep-trading,active,4
|
||||
trading-bot,https://github.com/pskrunner14/trading-bot,NEW,Deep Learning,3/31/21 9:46,285,137,1,8/13/18 10:44,1/23/20 4:41,pskrunner14/trading-bot,active,3
|
||||
Advanced-Deep-Trading,https://github.com/Rachnog/Advanced-Deep-Trading,NEW,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
|
||||
deep-RL-trading,https://github.com/golsun/deep-RL-trading,NEW,Deep Learning,3/25/21 17:52,231,109,1,2/25/18 17:41,12/1/20 22:06,golsun/deep-RL-trading,active,3
|
||||
FinRL-Library,https://github.com/AI4Finance-LLC/FinRL-Library,NEW,Deep Learning,3/31/21 15:40,1780,423,22,7/26/20 13:18,3/28/21 13:46,AI4Finance-LLC/FinRL-Library,active,5
|
||||
RLTrader,https://github.com/notadamking/RLTrader,NEW,Deep Learning,3/30/21 14:02,1300,448,15,4/27/19 18:35,10/17/19 16:25,notadamking/RLTrader,active,5
|
||||
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,NEW,Deep Learning,3/31/21 15:40,542,238,6,7/26/20 13:12,1/21/21 18:11,AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,active,4
|
||||
BitcoinForecast,https://github.com/PiSimo/BitcoinForecast,NEW,Deep Learning,3/29/21 5:38,287,127,3,3/10/17 10:52,6/11/18 8:07,PiSimo/BitcoinForecast,inactive,3
|
||||
AutomatedStockTrading-DeepQ-Learning,https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning,NEW,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
|
||||
Personae,https://github.com/Ceruleanacg/Personae,NEW,Deep Learning,3/31/21 15:38,1142,332,2,3/10/18 11:22,9/2/18 17:21,Ceruleanacg/Personae,inactive,5
|
||||
Deep-Reinforcement-Stock-Trading,https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,NEW,Deep Learning,3/30/21 17:57,140,40,2,5/19/19 22:20,9/27/20 19:22,Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,active,3
|
||||
Deep-Learning-Machine-Learning-Stock,https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock,NEW,Deep Learning,3/25/21 17:56,251,93,1,9/29/18 23:38,3/18/21 3:16,LastAncientOne/Deep-Learning-Machine-Learning-Stock,active,3
|
||||
trading-rl,https://github.com/Kostis-S-Z/trading-rl,NEW,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
|
||||
DQN-DDPG_Stock_Trading,https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading,NEW,Deep Learning,3/31/21 15:40,134,49,4,9/19/18 3:17,11/26/20 16:58,AI4Finance-LLC/DQN-DDPG_Stock_Trading,active,3
|
||||
Stock-Prediction-Models,https://github.com/huseinzol05/Stock-Prediction-Models,NEW,Deep Learning,3/31/21 8:38,3584,1520,2,12/18/17 10:49,1/5/21 10:31,huseinzol05/Stock-Prediction-Models,active,5
|
||||
Deep-Reinforcement-Learning-in-Trading,https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading,NEW,Deep Learning,3/31/21 10:40,137,66,1,5/11/18 0:52,10/26/19 14:22,saeed349/Deep-Reinforcement-Learning-in-Trading,active,3
|
||||
crypto-rl,https://github.com/sadighian/crypto-rl,NEW,Deep Learning,3/29/21 21:17,339,110,1,6/21/18 1:06,11/5/20 11:08,sadighian/crypto-rl,active,3
|
||||
DeepLearningInFinance,https://github.com/sonaam1234/DeepLearningInFinance,NEW,Deep Learning,3/8/21 13:09,266,145,1,8/21/17 16:00,8/21/17 17:23,sonaam1234/DeepLearningInFinance,inactive,3
|
||||
LTSM GRU,https://github.com/RajatHanda/Finance-Forecasting,Stock Market Forecasting using LSTM\GRU.,Deep Learning,3/29/21 23:59,11,6,1,5/13/18 2:39,2/25/19 0:26,RajatHanda/Finance-Forecasting,active,3
|
||||
Deep Learning,https://github.com/keon/deepstock,Technical experimentations to beat the stock market using deep learning.,Deep Learning,3/24/21 14:45,427,154,2,12/12/16 2:15,3/4/17 8:37,keon/deepstock,inactive,4
|
||||
Deep Learning II,https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks,Tensorflow Regression.,Deep Learning,3/21/21 6:53,174,68,1,7/12/16 12:56,2/16/18 2:43,LiamConnell/deep-algotrading,inactive,3
|
||||
Deep Learning III,https://github.com/Rachnog/Deep-Trading,Algorithmic trading with deep learning experiments.,Deep Learning,3/26/21 6:28,1262,675,1,6/18/16 18:23,8/7/18 15:24,Rachnog/Deep-Trading,inactive,5
|
||||
Deep Learning IV,https://github.com/achillesrasquinha/bulbea,Bulbea: Deep Learning based Python Library.,Deep Learning,3/28/21 15:58,1448,416,1,3/9/17 6:11,3/19/17 7:42,achillesrasquinha/bulbea,active,5
|
||||
AI Trading,https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md,AI to predict stock market movements.,Deep Learning,3/29/21 14:35,2852,1379,1,1/9/19 8:02,2/11/19 16:32,borisbanushev/stockpredictionai,inactive,5
|
||||
Neural Network,https://github.com/VivekPa/IntroNeuralNetworks,Neural networks to predict stock prices.,Deep Learning,3/30/21 18:13,488,177,2,9/10/18 6:34,11/21/18 7:39,VivekPa/IntroNeuralNetworks,inactive,4
|
||||
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 4:35,218,83,1,8/5/18 2:13,10/1/18 11:25,imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid,active,3
|
||||
LTSM Recurrent,https://github.com/VivekPa/AIAlpha,OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.,Deep Learning,3/30/21 3:12,1198,370,2,10/7/18 3:58,8/3/19 9:00,VivekPa/AIAlpha,active,4
|
||||
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 12:22,17,12,1,1/29/18 5:01,8/2/18 5:56,chenbowen184/Computational_Finance,,
|
||||
Delta Hedging,https://github.com/RobinsonGarcia/delta-hedging,Advanced derivatives.,Derivatives and Hedging,2/27/21 8:48,3,2,1,3/2/18 23:53,7/17/18 23:32,RobinsonGarcia/delta-hedging,,
|
||||
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 20:37,1,2,1,4/29/16 3:51,1/16/18 1:24,wanglouis49/risk_estimation,,
|
||||
Derivatives Python,https://github.com/yhilpisch/dawp/tree/master/python36,Derivative analytics with Python.,Derivatives and Hedging,3/23/21 15:35,387,297,1,7/9/15 12:27,2/22/21 13:29,yhilpisch/dawp,,
|
||||
Options,https://github.com/PHBS/2018.M1.ASP/tree/master/py,Black Scholes and Copula.,Derivatives and Hedging,,,,,,,PHBS/2018.M1.ASP,,
|
||||
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 8:50,2,3,1,5/22/18 18:27,5/22/18 18:30,rstreppa/valuation-OptionStrategies,,
|
||||
Black Scholes,https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb,Options pricing.,Derivatives and Hedging,10/6/20 20:36,1,2,0,12/9/17 18:50,7/9/18 9:48,irajwani/numerical_methods_python,,
|
||||
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,,
|
||||
Reinforcement Learning,https://github.com/FinTechies/HedgingRL,Hedging portfolios with reinforcement learning.,Derivatives and Hedging,1/20/21 8:12,16,9,1,4/21/17 10:58,8/2/17 21:41,FinTechies/HedgingRL,,
|
||||
Volatility and Variance Derivatives,https://github.com/yhilpisch/lvvd/tree/master/lvvd,Volatility derivatives analytics.,Derivatives and Hedging,3/23/21 12:10,78,77,1,10/21/16 4:12,2/22/21 13:32,yhilpisch/lvvd,,
|
||||
Options,https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D,Introduction to options.,Derivatives and Hedging,3/27/21 22:51,328,164,36,7/28/17 15:48,3/17/21 17:17,QuantConnect/Tutorials,,
|
||||
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,,
|
||||
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,,
|
||||
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,,
|
||||
HFT,https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,High frequency trading.,Extended Research,3/29/21 17:04,742,331,1,7/21/16 5:14,2/14/17 16:47,rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,,
|
||||
Deep Portfolio,https://github.com/DLColumbia/DL_forFinance,Deep learning for finance Predict volume of bonds.,Extended Research,1/12/21 11:48,27,20,2,5/8/18 19:34,5/9/18 15:39,DLColumbia/DL_forFinance,,
|
||||
NLP Finance Papers,https://github.com/chenbowen184/Research_Documents_Curation_with_NLP,Curating quantitative finance papers using machine learning.,Extended Research,2/27/21 6:33,8,9,1,10/11/18 20:32,12/24/18 23:27,chenbowen184/Research_Documents_Curation_with_NLP,,
|
||||
Simulation,https://github.com/chenbowen184/Computational_Finance,Investigating simulations as part of computational finance.,Extended Research,1/12/21 12:22,17,12,1,1/29/18 5:01,8/2/18 5:56,chenbowen184/Computational_Finance,,
|
||||
Commodity,https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb,Commodity influence over Brazilian stocks.,Extended Research,,,,,,,felipessalvatore/fin2vec,,
|
||||
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 3:02,25,6,0,1/4/19 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 0:55,3,1,1,3/12/19 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 2:32,613,162,3,9/16/18 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 2:19,24,17,2,7/6/16 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 11:50,10,3,1,1/22/19 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 0:09,31,15,1,8/11/18 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 13:40,8,9,1,1/29/18 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 14:42,3,3,1,1/19/19 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 14:42,3,3,1,1/19/19 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 17:47,12,13,1,8/27/17 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 18:38,229,53,1,8/28/18 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 19:01,9,4,1,9/9/17 3:35,9/9/17 23:04,SeanMcOwen/FinanceAndPython.com-CorporateFinance,,
|
||||
Mathematical Finance,https://github.com/Auquan/Tutorials,Notebooks for math and financial tutorials.,Extended Research,3/29/21 10:26,661,426,9,1/21/17 11:24,8/1/20 17:03,Auquan/Tutorials,,
|
||||
Behavioural Economics,https://github.com/pcmichaud/notebooks,Behavioural Economics and Finance Python Notebooks.,Extended Research,2/3/21 7:22,9,4,1,12/20/18 0:21,3/26/19 11:51,pcmichaud/notebooks,,
|
||||
Financial Economics,https://github.com/rsvp/fecon235/tree/master/nb,Financial Economics Models.,Extended Research,3/29/21 8:31,709,273,2,11/9/14 4:49,12/3/18 16:30,rsvp/fecon235,,
|
||||
Economic Foundations,https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations,Basic economic models.,Extended Research,10/6/20 21:01,2,3,1,5/25/17 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 2:22,17,7,3,8/2/18 2:48,3/16/19 18:39,AvijitGhosh82/Finance_Graph_Theory,,
|
||||
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 21:01,1,3,1,1/24/19 13:37,2/13/19 16:48,sarachmax/MarketCrashes_Prediction,,
|
||||
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 22:01,139,61,2,9/12/17 13:35,8/6/20 12:35,PyDataBlog/Python-for-Data-Science,,
|
||||
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 13:53,31,18,1,5/10/16 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 0:09,31,15,1,8/11/18 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 7:04,4,5,1,8/7/17 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 13:53,31,18,1,5/10/16 11:03,5/17/16 3:44,RJT1990/Active-Portfolio-Management-Notes,,
|
||||
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 14:26,3,4,1,3/13/18 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 22:42,171,59,3,5/1/17 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 0:09,21,16,1,10/4/15 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 7:19,17,9,1,6/26/18 20:36,10/22/19 21:56,ssanderson/convex-optimization-for-finance,,
|
||||
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 20:29,9,9,1,11/15/16 19:24,1/14/17 21:19,willb/var-notebook,,
|
||||
Python for Finance,https://github.com/yhilpisch/py4fi/tree/master/jupyter36,Various financial notebooks.,Factor and Risk Analysis,3/27/21 13:15,1294,791,1,12/15/14 11:23,7/10/18 6:38,yhilpisch/py4fi,,
|
||||
Performance Analysis,https://github.com/quantopian/alphalens,Performance analysis of predictive (alpha) stock factors.,Factor and Risk Analysis,3/30/21 6:28,1835,691,17,6/3/16 21:49,4/27/20 18:40,quantopian/alphalens,,
|
||||
Pyfolio,https://github.com/quantopian/pyfolio,Portfolio and risk analytics in Python.,Factor and Risk Analysis,3/30/21 15:14,3633,1143,42,6/1/15 15:31,2/28/20 17:30,quantopian/pyfolio,,
|
||||
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 21:53,41,28,1,8/6/18 16:09,11/22/20 19:02,hamaadshah/market_risk_gan_keras,,
|
||||
Vasicek,https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb,Bootstrapping and interpolation.,Fixed Income,12/10/20 21:20,3,3,1,7/18/18 19:26,7/18/18 19:34,RobinsonGarcia/fixed-income,,
|
||||
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 21:46,7,5,1,9/27/17 19:57,9/27/17 20:00,ishank011/gs-quantify-bond-prediction,,
|
||||
Binomial Tree,https://github.com/hy-lei/math-finance-exercise,Utility functions in fixed income securities.,Fixed Income,10/6/20 20:55,1,2,1,2/2/19 8:44,5/3/19 17:16,hy-lei/math-finance-exercise,,
|
||||
Trend Following,http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html,A futures trend following portfolio investment strategy.,Other Models,,,,,,,,,
|
||||
Mixture Models I,https://github.com/BlackArbsCEO/Mixture_Models,Mixture models to predict market bottoms.,Other Models,3/2/21 19:44,31,31,1,3/20/17 18:54,4/25/17 23:35,BlackArbsCEO/Mixture_Models,,
|
||||
Mixture Models II,https://github.com/BlackArbsCEO/mixture_model_trading_public,Mixture models and stock trading.,Other Models,3/12/21 13:21,166,73,1,12/11/17 17:05,5/13/20 23:50,BlackArbsCEO/mixture_model_trading_public,,
|
||||
Fundamental LT Forecasts,https://github.com/Hvass-Labs/FinanceOps,Research in investment finance for long term forecasts.,Other Models,3/21/21 19:26,379,126,1,7/22/18 8:14,2/17/21 14:39,Hvass-Labs/FinanceOps,,
|
||||
Scikit-learn Stock Prediction,https://github.com/robertmartin8/MachineLearningStocks,Using python and scikit-learn to make stock predictions.,Other Models,3/30/21 18:11,919,344,2,2/12/17 4:50,2/4/21 3:48,robertmartin8/MachineLearningStocks,,
|
||||
Short-Term Movement Cues,https://github.com/anfederico/Clairvoyant,Identify social/historical cues for short term stock movement.,Other Models,3/28/21 16:31,2157,678,1,9/12/16 18:38,8/29/18 20:27,anfederico/Clairvoyant,,
|
||||
Machine Learning in Asset Management,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952,,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,,,,,,,,,
|
||||
Financial Event Prediction using Machine Learning,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555,,Personal Papers,,,,,,,,,
|
||||
PyPortfolioOpt,https://github.com/robertmartin8/PyPortfolioOpt,"Financial portfolio optimisation, including classical efficient frontier and advanced methods.",Portfolio Selection and Optimisation,3/30/21 3:37,1865,476,16,5/29/18 13:30,2/25/21 13:01,robertmartin8/PyPortfolioOpt,,
|
||||
DeepDow,https://github.com/jankrepl/deepdow,Portfolio optimization with deep learning.,Portfolio Selection and Optimisation,3/30/21 13:34,303,57,2,2/2/20 8:46,2/16/21 18:50,jankrepl/deepdow,,
|
||||
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,,,,,,,,,
|
||||
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 17:28,6,3,1,7/26/16 16:20,12/30/16 11:40,charlessutton/OLMAR,,
|
||||
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,,,,,,,,,
|
||||
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 9:39,14,5,1,8/1/18 19:48,9/5/19 11:18,otosman/Python-for-Finance,,
|
||||
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 14:21,1274,629,6,11/12/17 16:08,5/9/19 9:50,ZhengyaoJiang/PGPortfolio,,
|
||||
Deep Portfolio Theory,https://github.com/tcloaa/Deep-Portfolio-Theory,Autoencoder framework for portfolio selection.,Portfolio Selection and Optimisation,1/30/21 13:50,104,58,1,2/10/17 9:03,3/8/18 16:47,tcloaa/Deep-Portfolio-Theory,,
|
||||
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 0:01,104,57,1,2/17/18 8:19,2/27/18 13:16,tthustla/efficient_frontier,,
|
||||
Reinforcement Learning,https://github.com/filangel/qtrader,Reinforcement Learning for Portfolio Management.,Portfolio Selection and Optimisation,3/29/21 3:47,364,150,1,10/7/17 9:14,6/26/18 9:22,filangel/qtrader,,
|
||||
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 22:35,229,82,3,11/16/18 12:20,7/4/19 1:41,VivekPa/OptimalPortfolio,,
|
||||
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 2:19,241,114,1,5/18/17 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 11:10,1340,490,3,6/11/16 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 22:14,712,299,1,10/4/16 14:42,12/23/16 7:34,kh-kim/stock_market_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 1:02,575,204,1,9/21/17 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 19:14,140,55,1,10/21/16 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 4:36,32,7,5,1/16/19 0:43,3/19/20 20:28,gstenger98/rl-finance,,
|
||||
RL Trading,https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW,A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab.,Reinforcement Learning,,,,,,,,,
|
||||
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 18:46,3,2,1,4/16/18 22:18,6/7/18 22:01,frechfrechfrech/Mutual-Fund-Market-Clusters,,
|
||||
Financial Sentiment Analysis,https://github.com/EricHe98/Financial-Statements-Text-Analysis,"Sentiment, distance and proportion analysis for trading signals.",Textual,1/21/21 8:07,47,27,1,6/23/17 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 2:52,68,31,1,7/2/18 23:50,1/31/19 14:08,yuriak/DLQuant,,
|
||||
Financial Statement Sentiment,https://github.com/MAydogdu/TextualAnalysis,Extracting sentiment from financial statements using neural networks.,Textual,10/22/20 16:32,7,7,1,6/4/18 20:54,6/4/18 20:56,MAydogdu/TextualAnalysis,,
|
||||
Extensive NLP,https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb,Comprehensive NLP techniques for accounting research.,Textual,3/21/21 7:39,73,42,1,10/25/17 7:10,6/5/20 3:28,TiesdeKok/Python_NLP_Tutorial,,
|
||||
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 3:25,106,50,2,5/24/17 12:36,8/7/19 21:47,GitiHubi/deepAI,,
|
||||
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 18:54,1,4,1,2/4/18 21:51,2/4/18 21:57,swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds,,
|
||||
Earning call transcripts,https://github.com/lin882/WebAnalyticsProject,Correlation between mutual fund investment decision and earning call transcripts.,Textual,12/17/20 8:24,3,3,1,12/30/17 8:56,1/11/18 2:11,lin882/WebAnalyticsProject,,
|
||||
NLP,https://github.com/toamitesh/NLPinFinance,This project assembles a lot of NLP operations needed for finance domain.,Textual,,,,,,,toamitesh/NLPinFinance,,
|
||||
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,,
|
||||
Industry Clustering,https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,Clustering of industries.,Unsupervised,10/6/20 18:51,4,5,1,7/21/17 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 11:01,78,36,0,9/5/17 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 18:51,4,5,1,7/21/17 2:12,7/23/17 2:53,SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,,
|
||||
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 11:05,32,12,1,6/21/17 4:47,6/21/17 4:51,ml-hongkong/stock2vec,,
|
||||
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 18:46,3,2,1,4/16/18 22:18,6/7/18 22:01,frechfrechfrech/Mutual-Fund-Market-Clusters,,
|
||||
|
+37
-8
@@ -1,6 +1,25 @@
|
||||
from conf import PROJECT_ROOT_DIR
|
||||
import os
|
||||
import pandas as pd
|
||||
import numpy as np
|
||||
|
||||
from git_status import get_repo_list
|
||||
|
||||
|
||||
def get_wiki_status_color(input_text):
|
||||
if input_text is None or input_text == 'inactive':
|
||||
result_text = ""
|
||||
else:
|
||||
result_text = ""
|
||||
return '<sub>{}</sub>'.format(result_text)
|
||||
|
||||
|
||||
def get_wiki_rating(input_rating):
|
||||
result_text = ''
|
||||
if input_rating is not None and not np.isnan(input_rating):
|
||||
rating = int(input_rating)
|
||||
result_text = ':star:x{}'.format(rating)
|
||||
return '<sub>{}</sub>'.format(result_text)
|
||||
|
||||
|
||||
def generate_wiki_per_category(output_path):
|
||||
@@ -8,21 +27,31 @@ def generate_wiki_per_category(output_path):
|
||||
|
||||
:param output_path:
|
||||
"""
|
||||
repo_path = os.path.join(PROJECT_ROOT_DIR, 'raw_data', 'url_list.csv')
|
||||
repo_df = pd.read_csv(repo_path)
|
||||
repo_df = get_repo_list()
|
||||
for category in repo_df['category'].unique():
|
||||
category_df = repo_df[repo_df['category'] == category].copy()
|
||||
url_md_list = []
|
||||
for idx, irow in category_df[['name', 'url']].iterrows():
|
||||
url_md_list.append('[{}]({})'.format(irow['name'], irow['url']))
|
||||
url_md_list.append('<sub>[{}]({})</sub>'.format(irow['name'], irow['url']))
|
||||
|
||||
formatted_df = pd.DataFrame({
|
||||
'repo': url_md_list,
|
||||
'comment': category_df['comment'],
|
||||
'created_at': category_df['created_at'],
|
||||
'last_commit': category_df['last_commit'],
|
||||
'star_count': category_df['star_count'],
|
||||
|
||||
'comment': category_df['comment'].apply(lambda x: '<sub>{}</sub>'.format(x)),
|
||||
'created_at': category_df['created_at'].apply(lambda x: '<sub>{}</sub>'.format(x)),
|
||||
'last_commit': category_df['last_commit'].apply(lambda x: '<sub>{}</sub>'.format(x)),
|
||||
'star_count': category_df['star_count'].apply(lambda x: '<sub>{}</sub>'.format(x)),
|
||||
'repo_status': category_df['repo_status'],
|
||||
'rating': category_df['rating']
|
||||
})
|
||||
# add color for the status
|
||||
formatted_df['repo_status'] = formatted_df['repo_status'].apply(lambda x: get_wiki_status_color(x))
|
||||
formatted_df['rating'] = formatted_df['rating'].apply(lambda x: get_wiki_rating(x))
|
||||
|
||||
output_path_full = os.path.join(output_path, '{}.md'.format(category))
|
||||
with open(output_path_full, 'w') as f:
|
||||
f.write(formatted_df.to_markdown(index=False))
|
||||
|
||||
|
||||
if __name__ == '__main__':
|
||||
local_path = os.path.join(PROJECT_ROOT_DIR, 'generated_wiki')
|
||||
generate_wiki_per_category(local_path)
|
||||
|
||||
Reference in New Issue
Block a user