diff --git a/.github/workflows/repo_status_weekly.yml b/.github/workflows/repo_status_weekly.yml index b9c399a..5126ddb 100644 --- a/.github/workflows/repo_status_weekly.yml +++ b/.github/workflows/repo_status_weekly.yml @@ -33,7 +33,18 @@ jobs: env: GIT_TOKEN: ${{ secrets.GIT_TOKEN }} + - name: execute py script # run the run.py to get the latest data + run: | + python wiki_gen.py + - name: Commit & Push changes uses: actions-js/push@master with: - github_token: ${{ secrets.GIT_TOKEN }} \ No newline at end of file + github_token: ${{ secrets.GIT_TOKEN }} + + - name: Upload Documentation to Wiki + uses: SwiftDocOrg/github-wiki-publish-action@v1 + with: + path: "generated_wiki" + env: + GH_PERSONAL_ACCESS_TOKEN: ${{ secrets.GIT_TOKEN }} \ No newline at end of file diff --git a/generated_wiki/Alternative Finance.md b/generated_wiki/Alternative Finance.md new file mode 100644 index 0000000..6a40bd5 --- /dev/null +++ b/generated_wiki/Alternative Finance.md @@ -0,0 +1,10 @@ +| repo | comment | created_at | last_commit | star_count | 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. | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Private Equity](https://github.com/TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity/blob/master/RightNow%20Technologies/RightNow%20Technologies.ipynb) | Valuation models. | 1/27/16 21:13 | 3/14/16 20:03 | 8.0 | ![inactive](https://placehold.it/15/FF0000/000000?text=+) | | +| [VC OLS](https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb) | VC regression. | 3/29/18 23:31 | 3/29/18 23:33 | 2.0 | ![inactive](https://placehold.it/15/FF0000/000000?text=+) | | +| [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. | 2/8/17 18:39 | 4/27/17 22:55 | 4.0 | ![inactive](https://placehold.it/15/FF0000/000000?text=+) | | +| [Art Valuation](https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynb) | Art evaluation analytics. | 12/11/14 0:25 | 12/12/14 21:25 | 9.0 | ![inactive](https://placehold.it/15/FF0000/000000?text=+) | | +| [Blockchain](https://github.com/nud3l/dInvest) | Repository for distributed autonomous investment banking. | 9/5/16 19:12 | 4/24/17 10:48 | 12.0 | ![inactive](https://placehold.it/15/FF0000/000000?text=+) | | +| [Venture Capital](https://github.com/julian-chan/etothex) | Insight into a new founder to make data-driven investment decisions. | 12/4/17 8:59 | 12/13/17 5:35 | 3.0 | ![inactive](https://placehold.it/15/FF0000/000000?text=+) | | +| [Kiva Crowdfunding](https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb) | Exploratory data analysis. | 2/27/18 16:46 | 2/13/19 0:15 | 5.0 | ![inactive](https://placehold.it/15/FF0000/000000?text=+) | | \ No newline at end of file diff --git a/generated_wiki/Colleges Centers and Departments.md b/generated_wiki/Colleges Centers and Departments.md new file mode 100644 index 0000000..a3b18d1 --- /dev/null +++ b/generated_wiki/Colleges Centers and Departments.md @@ -0,0 +1,8 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:-----------------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------|:---------------|:---------------|:---------------|:-------------------------------------------------------------------|:------------| +| [NYU FRE](https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering) | Finance and Risk Engineering (NYU Tandon) | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Cornell University](https://www.cornell.edu/) | nan | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Stanford Advanced Financial Technologies](https://fintech.stanford.edu/) | Stanford Advanced Financial Technologies Laboratory | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [NYU Courant](https://cims.nyu.edu/) | Courant Institute of Mathematical Sciences, New York University | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Berkeley Lab CIFT](https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/) | nan | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Oxford Man](https://www.oxford-man.ox.ac.uk/) | Oxford-Man Institute of Quantitative Finance | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | \ No newline at end of file diff --git a/generated_wiki/Courses.md b/generated_wiki/Courses.md new file mode 100644 index 0000000..d2a6dbe --- /dev/null +++ b/generated_wiki/Courses.md @@ -0,0 +1,12 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:-----------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------------------------------------------|:--------------------------|:-------------------------|:------------------|:---------------------------------------------------------------------|:------------| +| [Algo Trading](https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading) | Intro to algo trading. | 10/29/17 20:34 | 1/22/19 6:56 | 64.0 | ![inactive](https://placehold.it/15/FF0000/000000?text=+) | | +| [Basic Derivatives](https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives) | Basic forward contracts and hedging. | 8/24/17 0:11 | 10/13/17 1:32 | 4.0 | ![inactive](https://placehold.it/15/FF0000/000000?text=+) | | +| [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. | 5/9/18 12:33 | 3/19/21 14:10 | 3663.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Mathematical Finance](https://github.com/yadongli/nyumath2048) | NYU Math-GA 2048: Scientific Computing in Finance. | 1/25/15 21:10 | 3/25/20 4:24 | 69.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Python for Finance](https://github.com/siaen/python_finance_course) | CEU python for finance course material. | 12/12/17 11:54 | 2/25/20 20:31 | 16.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Risk Management](https://github.com/andrey-lukyanov/Risk-Management) | Finance risk engagement course resources. | 10/3/18 16:26 | 12/13/18 8:04 | 6.0 | ![inactive](https://placehold.it/15/FF0000/000000?text=+) | | +| [Handson Python for Finance](https://github.com/PacktPublishing/Hands-on-Python-for-Finance) | Hands-on Python for Finance published by Packt. | 8/20/18 14:10 | 1/15/21 8:57 | 120.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Basic Investments](https://github.com/SeanMcOwen/FinanceAndPython.com-Investments) | Basic investment tools in python. | 8/2/17 21:52 | 8/17/17 3:24 | 9.0 | ![inactive](https://placehold.it/15/FF0000/000000?text=+) | | +| [ML Specialisation](https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization) | Machine Learning in Finance. | 1/24/19 2:55 | 1/3/20 21:54 | 33.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Basic Finance](https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance) | Source code notebooks basic finance applications. | 5/6/17 2:39 | 6/21/17 4:04 | 10.0 | ![inactive](https://placehold.it/15/FF0000/000000?text=+) | | \ No newline at end of file diff --git a/generated_wiki/Data Processing Techniques and Transformations.md b/generated_wiki/Data Processing Techniques and Transformations.md new file mode 100644 index 0000000..3afe87e --- /dev/null +++ b/generated_wiki/Data Processing Techniques and Transformations.md @@ -0,0 +1,4 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:-------------------------------------------------------------------------------|:--------------------------------------------------------------------------|:-------------------------|:-------------------------|:-----------------|:-------------------------------------------------------------------|:------------| +| [Advanced ML II](https://github.com/hudson-and-thames/research) | More implementations of Financial Machine Learning (De Prado). | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Advanced ML](https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises) | Exercises too Financial Machine Learning (De Prado). | 4/25/18 17:22 | 1/16/20 17:25 | 958.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | \ No newline at end of file diff --git a/generated_wiki/Data.md b/generated_wiki/Data.md new file mode 100644 index 0000000..8c6ec91 --- /dev/null +++ b/generated_wiki/Data.md @@ -0,0 +1,16 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:--------------------------------------------------------------------------------------------------------------------------------------------------------|:---------------|:-------------------------|:-------------------------|:-----------------|:---------------------------------------------------------------------|:------------| +| [https://fred.stlouisfed.org/](https://fred.stlouisfed.org/) | nan | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Financial Corporate](http://raw.rutgers.edu/Corporate%20Financial%20Data.html) | nan | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [https://github.com/timestocome/StockMarketData](https://github.com/timestocome/StockMarketData) | nan | 5/10/17 21:49 | 8/6/17 19:23 | 7.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [https://stooq.com](https://stooq.com) | nan | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [http://finance.yahoo.com/](http://finance.yahoo.com/) | nan | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Non-financial Corporate](http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html) | nan | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Rating Industries](http://www.ratingshistory.info/) | nan | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Capital Markets Data](https://www.capitalmarketsdata.com/) | nan | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [IRS](http://social-metrics.org/sox/) | nan | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Web Scraping (FirmAI)](https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data) | nan | 2/19/19 19:02 | 7/22/20 16:48 | 576.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [SEC Parsing](https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb) | nan | 6/16/18 14:30 | 6/16/18 17:23 | 9.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Open Edgar](https://github.com/LexPredict/openedgar) | nan | 5/7/18 15:32 | 5/15/19 8:32 | 166.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [EDGAR](https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb) | nan | 6/11/18 22:51 | 7/10/18 18:03 | 11.0 | ![inactive](https://placehold.it/15/FF0000/000000?text=+) | | +| [Employee Count SEC Filings](https://github.com/healthgradient/sec_employee_information_extraction) | nan | 6/26/18 23:33 | 8/14/18 1:31 | 10.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | \ No newline at end of file diff --git a/generated_wiki/Deep Learning.md b/generated_wiki/Deep Learning.md new file mode 100644 index 0000000..36bc7a8 --- /dev/null +++ b/generated_wiki/Deep Learning.md @@ -0,0 +1,29 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:----------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------|:---------------------------------------------------------------------|:--------------------| +| [awesome-deep-trading](https://github.com/cbailes/awesome-deep-trading) | NEW | 11/26/18 3:23 | 1/1/21 9:41 | 528.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | :star:x4 | +| [trading-bot](https://github.com/pskrunner14/trading-bot) | NEW | 8/13/18 10:44 | 1/23/20 4:41 | 285.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | :star:x3 | +| [Advanced-Deep-Trading](https://github.com/Rachnog/Advanced-Deep-Trading) | NEW | 2/16/19 21:18 | 11/29/20 20:12 | 319.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | :star:x3 | +| [deep-RL-trading](https://github.com/golsun/deep-RL-trading) | NEW | 2/25/18 17:41 | 12/1/20 22:06 | 231.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | :star:x3 | +| [FinRL-Library](https://github.com/AI4Finance-LLC/FinRL-Library) | NEW | 7/26/20 13:18 | 3/28/21 13:46 | 1780.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | :star:x5 | +| [RLTrader](https://github.com/notadamking/RLTrader) | NEW | 4/27/19 18:35 | 10/17/19 16:25 | 1300.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | :star:x5 | +| [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 | 7/26/20 13:12 | 1/21/21 18:11 | 542.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | :star:x4 | +| [BitcoinForecast](https://github.com/PiSimo/BitcoinForecast) | NEW | 3/10/17 10:52 | 6/11/18 8:07 | 287.0 | ![inactive](https://placehold.it/15/FF0000/000000?text=+) | :star:x3 | +| [AutomatedStockTrading-DeepQ-Learning](https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning) | NEW | 2/23/19 12:01 | 2/25/20 18:16 | 134.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | :star:x3 | +| [Personae](https://github.com/Ceruleanacg/Personae) | NEW | 3/10/18 11:22 | 9/2/18 17:21 | 1142.0 | ![inactive](https://placehold.it/15/FF0000/000000?text=+) | :star:x5 | +| [Deep-Reinforcement-Stock-Trading](https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading) | NEW | 5/19/19 22:20 | 9/27/20 19:22 | 140.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | :star:x3 | +| [Deep-Learning-Machine-Learning-Stock](https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock) | NEW | 9/29/18 23:38 | 3/18/21 3:16 | 251.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | :star:x3 | +| [trading-rl](https://github.com/Kostis-S-Z/trading-rl) | NEW | 4/22/19 10:03 | 9/28/20 9:07 | 179.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | :star:x3 | +| [DQN-DDPG_Stock_Trading](https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading) | NEW | 9/19/18 3:17 | 11/26/20 16:58 | 134.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | :star:x3 | +| [Stock-Prediction-Models](https://github.com/huseinzol05/Stock-Prediction-Models) | NEW | 12/18/17 10:49 | 1/5/21 10:31 | 3584.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | :star:x5 | +| [Deep-Reinforcement-Learning-in-Trading](https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading) | NEW | 5/11/18 0:52 | 10/26/19 14:22 | 137.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | :star:x3 | +| [crypto-rl](https://github.com/sadighian/crypto-rl) | NEW | 6/21/18 1:06 | 11/5/20 11:08 | 339.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | :star:x3 | +| [DeepLearningInFinance](https://github.com/sonaam1234/DeepLearningInFinance) | NEW | 8/21/17 16:00 | 8/21/17 17:23 | 266.0 | ![inactive](https://placehold.it/15/FF0000/000000?text=+) | :star:x3 | +| [LTSM GRU](https://github.com/RajatHanda/Finance-Forecasting) | Stock Market Forecasting using LSTM\GRU. | 5/13/18 2:39 | 2/25/19 0:26 | 11.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | :star:x3 | +| [Deep Learning](https://github.com/keon/deepstock) | Technical experimentations to beat the stock market using deep learning. | 12/12/16 2:15 | 3/4/17 8:37 | 427.0 | ![inactive](https://placehold.it/15/FF0000/000000?text=+) | :star:x4 | +| [Deep Learning II](https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks) | Tensorflow Regression. | 7/12/16 12:56 | 2/16/18 2:43 | 174.0 | ![inactive](https://placehold.it/15/FF0000/000000?text=+) | :star:x3 | +| [Deep Learning III](https://github.com/Rachnog/Deep-Trading) | Algorithmic trading with deep learning experiments. | 6/18/16 18:23 | 8/7/18 15:24 | 1262.0 | ![inactive](https://placehold.it/15/FF0000/000000?text=+) | :star:x5 | +| [Deep Learning IV](https://github.com/achillesrasquinha/bulbea) | Bulbea: Deep Learning based Python Library. | 3/9/17 6:11 | 3/19/17 7:42 | 1448.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | :star:x5 | +| [AI Trading](https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md) | AI to predict stock market movements. | 1/9/19 8:02 | 2/11/19 16:32 | 2852.0 | ![inactive](https://placehold.it/15/FF0000/000000?text=+) | :star:x5 | +| [Neural Network](https://github.com/VivekPa/IntroNeuralNetworks) | Neural networks to predict stock prices. | 9/10/18 6:34 | 11/21/18 7:39 | 488.0 | ![inactive](https://placehold.it/15/FF0000/000000?text=+) | :star:x4 | +| [ARIMA-LTSM Hybrid](https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid) | Hybrid model to predict future price correlation coefficients of two assets. | 8/5/18 2:13 | 10/1/18 11:25 | 218.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | :star:x3 | +| [LTSM Recurrent](https://github.com/VivekPa/AIAlpha) | OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network. | 10/7/18 3:58 | 8/3/19 9:00 | 1198.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | :star:x4 | \ No newline at end of file diff --git a/generated_wiki/Derivatives and Hedging.md b/generated_wiki/Derivatives and Hedging.md new file mode 100644 index 0000000..f9cdf93 --- /dev/null +++ b/generated_wiki/Derivatives and Hedging.md @@ -0,0 +1,15 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:-----------------------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------------------------------|:-------------------------|:-------------------------|:-----------------|:-------------------------------------------------------------------|:------------| +| [Computational Derivatives](https://github.com/chenbowen184/Computational_Finance) | Projects focusing on investigating simulations and computational techniques applied in finance. | 1/29/18 5:01 | 8/2/18 5:56 | 17.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Delta Hedging](https://github.com/RobinsonGarcia/delta-hedging) | Advanced derivatives. | 3/2/18 23:53 | 7/17/18 23:32 | 3.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Options Risk Measures](https://github.com/wanglouis49/risk_estimation) | Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). | 4/29/16 3:51 | 1/16/18 1:24 | 1.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Derivatives Python](https://github.com/yhilpisch/dawp/tree/master/python36) | Derivative analytics with Python. | 7/9/15 12:27 | 2/22/21 13:29 | 387.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Options](https://github.com/PHBS/2018.M1.ASP/tree/master/py) | Black Scholes and Copula. | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Option Strategies](https://github.com/rstreppa/valuation-OptionStrategies) | Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations. | 5/22/18 18:27 | 5/22/18 18:30 | 2.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Black Scholes](https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb) | Options pricing. | 12/9/17 18:50 | 7/9/18 9:48 | 1.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Hull White](https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb) | Callable Bond, Hull White. | 6/6/18 22:06 | 6/6/18 22:27 | 4.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Reinforcement Learning](https://github.com/FinTechies/HedgingRL) | Hedging portfolios with reinforcement learning. | 4/21/17 10:58 | 8/2/17 21:41 | 16.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Volatility and Variance Derivatives](https://github.com/yhilpisch/lvvd/tree/master/lvvd) | Volatility derivatives analytics. | 10/21/16 4:12 | 2/22/21 13:32 | 78.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Options](https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D) | Introduction to options. | 7/28/17 15:48 | 3/17/21 17:17 | 328.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Derivative Markets](https://github.com/broughtj/Fin6470/tree/master/Notebooks) | The economics of futures, futures, options, and swaps. | 2/9/16 5:30 | 3/18/21 3:47 | 8.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Derman](https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb) | Binomial tree for American call. | 5/18/18 18:08 | 9/21/18 19:59 | 1.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | \ No newline at end of file diff --git a/generated_wiki/Extended Research.md b/generated_wiki/Extended Research.md new file mode 100644 index 0000000..e7cc949 --- /dev/null +++ b/generated_wiki/Extended Research.md @@ -0,0 +1,26 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:-----------------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:-----------------|:-------------------------------------------------------------------|:------------| +| [Real Estate Property Fraud](https://github.com/aviroop1/Real_Estate_Property_Fraud) | Unsupervised fraud detection model that can identify likely candidates of fraud. | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [HFT](https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy) | High frequency trading. | 7/21/16 5:14 | 2/14/17 16:47 | 742.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Deep Portfolio](https://github.com/DLColumbia/DL_forFinance) | Deep learning for finance Predict volume of bonds. | 5/8/18 19:34 | 5/9/18 15:39 | 27.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [NLP Finance Papers](https://github.com/chenbowen184/Research_Documents_Curation_with_NLP) | Curating quantitative finance papers using machine learning. | 10/11/18 20:32 | 12/24/18 23:27 | 8.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Simulation](https://github.com/chenbowen184/Computational_Finance) | Investigating simulations as part of computational finance. | 1/29/18 5:01 | 8/2/18 5:56 | 17.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Commodity](https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb) | Commodity influence over Brazilian stocks. | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [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. | 1/4/19 12:30 | 2/18/19 9:55 | 25.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Currency PCA](https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb) | Forex spots PCA. | 3/12/19 21:11 | 3/12/19 22:09 | 3.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Backtests](https://github.com/AlgoTraders/stock-analysis-engine) | Trading data and algorithms. | 9/16/18 20:00 | 9/5/20 13:01 | 613.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [High Frequency](https://github.com/cswaney/prickle) | A Python toolkit for high-frequency trade research. | 7/6/16 20:32 | 6/9/18 10:53 | 24.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Critical Transitions](https://github.com/ryanholbrook/critical-transitions) | Detecting critical transitions in financial networks with topological data analysis. | 1/22/19 10:59 | 3/12/19 18:35 | 10.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Liquidity and Momentum](https://github.com/mrefermat/quant_finance) | Various factors and portfolio constructions. | 8/11/18 22:59 | 11/12/19 4:49 | 31.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Applied Corporate Finance](https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance) | Studies the empirical behaviours in stock market. | 1/29/18 5:14 | 7/19/18 6:25 | 8.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [M&A](https://github.com/atulram/Finance-and-Stocks) | Mergers and Acquisitions. | 1/19/19 18:16 | 2/18/19 16:57 | 3.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Life-cycle](https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb) | Company life cycle. | 1/19/19 18:16 | 2/18/19 16:57 | 3.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Computational Finance](https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance) | Applied Computational Economics and Finance. | 8/27/17 3:46 | 8/26/17 4:26 | 12.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Bayesian Finance](https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb) | Notebook PyMC3 implementation. | 8/28/18 14:45 | 8/6/20 22:03 | 229.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Corporate Finance](https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance) | Basic corporate finance. | 9/9/17 3:35 | 9/9/17 23:04 | 9.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Mathematical Finance](https://github.com/Auquan/Tutorials) | Notebooks for math and financial tutorials. | 1/21/17 11:24 | 8/1/20 17:03 | 661.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Behavioural Economics](https://github.com/pcmichaud/notebooks) | Behavioural Economics and Finance Python Notebooks. | 12/20/18 0:21 | 3/26/19 11:51 | 9.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Financial Economics](https://github.com/rsvp/fecon235/tree/master/nb) | Financial Economics Models. | 11/9/14 4:49 | 12/3/18 16:30 | 709.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Economic Foundations](https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations) | Basic economic models. | 5/25/17 2:27 | 6/30/17 3:53 | 2.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Finance Graph Theory](https://github.com/AvijitGhosh82/Finance_Graph_Theory) | Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents. | 8/2/18 2:48 | 3/16/19 18:39 | 17.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Market Crash Prediction](https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb) | Predicting market crashes using an LPPL model. | 1/24/19 13:37 | 2/13/19 16:48 | 1.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | \ No newline at end of file diff --git a/generated_wiki/Factor and Risk Analysis.md b/generated_wiki/Factor and Risk Analysis.md new file mode 100644 index 0000000..1174632 --- /dev/null +++ b/generated_wiki/Factor and Risk Analysis.md @@ -0,0 +1,16 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:--------------------------------------------------------------------------------------------------------------------------------------------|:-----------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------|:-------------------------------------------------------------------|:------------| +| [Risk and Return](https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials) | Riskiness of portfolios and assets. | 9/12/17 13:35 | 8/6/20 12:35 | 139.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Risk Basic](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb) | Active portfolio risk management . | 5/10/16 11:03 | 5/17/16 3:44 | 31.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Quant Finance](https://github.com/mrefermat/quant_finance) | General quant repository. | 8/11/18 22:59 | 11/12/19 4:49 | 31.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [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. | 8/7/17 14:44 | 8/8/17 22:52 | 4.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [CAPM](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb) | Expected returns using CAPM. | 5/10/16 11:03 | 5/17/16 3:44 | 31.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Factor Analysis](https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb) | Factor analysis for mutual funds. | 3/13/18 7:39 | 3/13/18 7:42 | 3.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Factor Analysis](https://github.com/alpha-miner/alpha-mind/tree/master/notebooks) | Factor strategy notebooks. | 5/1/17 7:36 | 2/9/21 9:36 | 171.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Statistical Finance](https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments) | Various financial experiments. | 10/4/15 9:10 | 3/28/20 18:33 | 21.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Convex Optimisation](https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb) | Convex Optimization for Finance. | 6/26/18 20:36 | 10/22/19 21:56 | 17.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [VaR](https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb) | Value-at-risk calculations. | 11/15/16 19:24 | 1/14/17 21:19 | 9.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Python for Finance](https://github.com/yhilpisch/py4fi/tree/master/jupyter36) | Various financial notebooks. | 12/15/14 11:23 | 7/10/18 6:38 | 1294.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Performance Analysis](https://github.com/quantopian/alphalens) | Performance analysis of predictive (alpha) stock factors. | 6/3/16 21:49 | 4/27/20 18:40 | 1835.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Pyfolio](https://github.com/quantopian/pyfolio) | Portfolio and risk analytics in Python. | 6/1/15 15:31 | 2/28/20 17:30 | 3633.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [VaR GaN](https://github.com/hamaadshah/market_risk_gan_keras) | Estimate Value-at-Risk for market risk management using Keras and TensorFlow. | 8/6/18 16:09 | 11/22/20 19:02 | 41.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | \ No newline at end of file diff --git a/generated_wiki/Fixed Income.md b/generated_wiki/Fixed Income.md new file mode 100644 index 0000000..adf9612 --- /dev/null +++ b/generated_wiki/Fixed Income.md @@ -0,0 +1,5 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:-------------------------------------------------------------------------------------------------------------------|:----------------------------------------------------------------------------|:-------------------------|:-------------------------|:---------------|:-------------------------------------------------------------------|:------------| +| [Vasicek](https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb) | Bootstrapping and interpolation. | 7/18/18 19:26 | 7/18/18 19:34 | 3.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Corporate Bonds](https://github.com/ishank011/gs-quantify-bond-prediction) | Predicting the buying and selling volume of the corporate bonds. | 9/27/17 19:57 | 9/27/17 20:00 | 7.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Binomial Tree](https://github.com/hy-lei/math-finance-exercise) | Utility functions in fixed income securities. | 2/2/19 8:44 | 5/3/19 17:16 | 1.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | \ No newline at end of file diff --git a/generated_wiki/Other Models.md b/generated_wiki/Other Models.md new file mode 100644 index 0000000..b9a8862 --- /dev/null +++ b/generated_wiki/Other Models.md @@ -0,0 +1,8 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:-----------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------|:--------------------------|:-------------------------|:------------------|:-------------------------------------------------------------------|:------------| +| [Trend Following](http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html) | A futures trend following portfolio investment strategy. | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Mixture Models I](https://github.com/BlackArbsCEO/Mixture_Models) | Mixture models to predict market bottoms. | 3/20/17 18:54 | 4/25/17 23:35 | 31.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Mixture Models II](https://github.com/BlackArbsCEO/mixture_model_trading_public) | Mixture models and stock trading. | 12/11/17 17:05 | 5/13/20 23:50 | 166.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Fundamental LT Forecasts](https://github.com/Hvass-Labs/FinanceOps) | Research in investment finance for long term forecasts. | 7/22/18 8:14 | 2/17/21 14:39 | 379.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Scikit-learn Stock Prediction](https://github.com/robertmartin8/MachineLearningStocks) | Using python and scikit-learn to make stock predictions. | 2/12/17 4:50 | 2/4/21 3:48 | 919.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Short-Term Movement Cues](https://github.com/anfederico/Clairvoyant) | Identify social/historical cues for short term stock movement. | 9/12/16 18:38 | 8/29/18 20:27 | 2157.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | \ No newline at end of file diff --git a/generated_wiki/Personal Papers.md b/generated_wiki/Personal Papers.md new file mode 100644 index 0000000..c71154c --- /dev/null +++ b/generated_wiki/Personal Papers.md @@ -0,0 +1,6 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:--------------------------------------------------------------------------------------------------------------------------------------------------|:---------------|:---------------|:---------------|:---------------|:-------------------------------------------------------------------|:------------| +| [Machine Learning in Asset Management](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952) | nan | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies](https://jfds.pm-research.com/content/2/1/10) | nan | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization](https://jfds.pm-research.com/content/2/2/17) | nan | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Financial Event Prediction using Machine Learning](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555) | nan | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | \ No newline at end of file diff --git a/generated_wiki/Portfolio Selection and Optimisation.md b/generated_wiki/Portfolio Selection and Optimisation.md new file mode 100644 index 0000000..e781658 --- /dev/null +++ b/generated_wiki/Portfolio Selection and Optimisation.md @@ -0,0 +1,13 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:--------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------|:-------------------------------------------------------------------|:------------| +| [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) | Financial portfolio optimisation, including classical efficient frontier and advanced methods. | 5/29/18 13:30 | 2/25/21 13:01 | 1865.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [DeepDow](https://github.com/jankrepl/deepdow) | Portfolio optimization with deep learning. | 2/2/20 8:46 | 2/16/21 18:50 | 303.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Modern Portfolio Theory](https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb) | Universal portfolios; modern portfolio theory. | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [OLMAR Algorithm](https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb) | Relative importance of each component of the OLMAR algorithm. | 7/26/16 16:20 | 12/30/16 11:40 | 6.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Online Portfolio Selection](https://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb) | ****Comparing OLPS algorithms on a diversified set of ETFs. | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [401K Portfolio Optimisation](https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb) | Portfolio analyses and optimisation for 401K. | 8/1/18 19:48 | 9/5/19 11:18 | 14.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Policy Gradient Portfolio](https://github.com/ZhengyaoJiang/PGPortfolio) | A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. | 11/12/17 16:08 | 5/9/19 9:50 | 1274.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Deep Portfolio Theory](https://github.com/tcloaa/Deep-Portfolio-Theory) | Autoencoder framework for portfolio selection. | 2/10/17 9:03 | 3/8/18 16:47 | 104.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Efficient Frontier](https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb) | Modern Portfolio Theory. | 2/17/18 8:19 | 2/27/18 13:16 | 104.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Reinforcement Learning](https://github.com/filangel/qtrader) | Reinforcement Learning for Portfolio Management. | 10/7/17 9:14 | 6/26/18 9:22 | 364.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [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. | 11/16/18 12:20 | 7/4/19 1:41 | 229.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | \ No newline at end of file diff --git a/generated_wiki/Reinforcement Learning.md b/generated_wiki/Reinforcement Learning.md new file mode 100644 index 0000000..ce0c905 --- /dev/null +++ b/generated_wiki/Reinforcement Learning.md @@ -0,0 +1,9 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:------------------------------------------------------------------------------------------------------------|:----------------------------------------------------------------------------------------|:-------------------------|:-------------------------|:------------------|:-------------------------------------------------------------------|:------------| +| [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. | 5/18/17 16:47 | 5/18/17 16:56 | 241.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [RL II](https://github.com/deependersingla/deep_trader) | reinforcement learning on stock market and agent tries to learn trading. | 6/11/16 7:27 | 1/22/18 14:35 | 1340.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [RL](https://github.com/kh-kim/stock_market_reinforcement_learning) | OpenGym with Deep Q-learning and Policy Gradient. | 10/4/16 14:42 | 12/23/16 7:34 | 712.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [RL III](https://github.com/samre12/deep-trading-agent) | Github -Deep Reinforcement Learning based Trading Agent for Bitcoin. | 9/21/17 17:05 | 4/13/18 16:33 | 575.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [RL IV](https://github.com/jjakimoto/DQN) | Reinforcement Learning for finance. | 10/21/16 2:47 | 4/7/17 8:11 | 140.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [RL V](https://github.com/gstenger98/rl-finance) | Building an Agent to Trade with Reinforcement Learning. | 1/16/19 0:43 | 3/19/20 20:28 | 32.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [RL Trading](https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW) | A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab. | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | \ No newline at end of file diff --git a/generated_wiki/Textual.md b/generated_wiki/Textual.md new file mode 100644 index 0000000..8bcbf81 --- /dev/null +++ b/generated_wiki/Textual.md @@ -0,0 +1,11 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------------------------|:-------------------------|:-------------------------|:-----------------|:-------------------------------------------------------------------|:------------| +| [Fund classification](https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb) | Fund classification using text mining and NLP. | 4/16/18 22:18 | 6/7/18 22:01 | 3.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Financial Sentiment Analysis](https://github.com/EricHe98/Financial-Statements-Text-Analysis) | Sentiment, distance and proportion analysis for trading signals. | 6/23/17 0:05 | 1/26/19 3:35 | 47.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [NLP Event](https://github.com/yuriak/DLQuant) | Applying Deep Learning and NLP in Quantitative Trading. | 7/2/18 23:50 | 1/31/19 14:08 | 68.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Financial Statement Sentiment](https://github.com/MAydogdu/TextualAnalysis) | Extracting sentiment from financial statements using neural networks. | 6/4/18 20:54 | 6/4/18 20:56 | 7.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Extensive NLP](https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb) | Comprehensive NLP techniques for accounting research. | 10/25/17 7:10 | 6/5/20 3:28 | 73.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Accounting Anomalies](https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb) | Using deep-learning frameworks to identify accounting anomalies. | 5/24/17 12:36 | 8/7/19 21:47 | 106.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Buzzwords](https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds) | Return performance and mutual fund selection. | 2/4/18 21:51 | 2/4/18 21:57 | 1.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Earning call transcripts](https://github.com/lin882/WebAnalyticsProject) | Correlation between mutual fund investment decision and earning call transcripts. | 12/30/17 8:56 | 1/11/18 2:11 | 3.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [NLP](https://github.com/toamitesh/NLPinFinance) | This project assembles a lot of NLP operations needed for finance domain. | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | \ No newline at end of file diff --git a/generated_wiki/Unsupervised.md b/generated_wiki/Unsupervised.md new file mode 100644 index 0000000..e067b79 --- /dev/null +++ b/generated_wiki/Unsupervised.md @@ -0,0 +1,8 @@ +| repo | comment | created_at | last_commit | star_count | repo_status | rating | +|:-------------------------------------------------------------------------------------------------------------------------------------------------|:----------------------------------------------------------------------------------------------------------|:-------------------------|:-------------------------|:----------------|:-------------------------------------------------------------------|:------------| +| [PCA Pairs Trading](https://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_Trading) | PCA, Factor Returns, and trading strategies. | nan | nan | nan | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Industry Clustering](https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries) | Clustering of industries. | 7/21/17 2:12 | 7/23/17 2:53 | 4.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Pairs Trading](https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb) | Finding pairs with cluster analysis. | 9/5/17 19:19 | 9/27/17 20:42 | 78.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Industry Clustering](https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries) | Project to cluster industries according to financial attributes. | 7/21/17 2:12 | 7/23/17 2:53 | 4.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [VRA Stock Embedding](https://github.com/ml-hongkong/stock2vec) | Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history. | 6/21/17 4:47 | 6/21/17 4:51 | 32.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | +| [Fund Clusters](https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb) | Data exploration of fund clusters. | 4/16/18 22:18 | 6/7/18 22:01 | 3.0 | ![active](https://placehold.it/15/00FF00/000000?text=+) | | \ No newline at end of file diff --git a/generated_wiki/__init__.py b/generated_wiki/__init__.py new file mode 100644 index 0000000..e69de29 diff --git a/raw_data/url_list.csv b/raw_data/url_list.csv index dfa141d..a1fcf4d 100644 --- a/raw_data/url_list.csv +++ b/raw_data/url_list.csv @@ -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, \ No newline at end of file +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,, \ No newline at end of file diff --git a/wiki_gen.py b/wiki_gen.py index e79fa54..d9027d9 100644 --- a/wiki_gen.py +++ b/wiki_gen.py @@ -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 = "![inactive](https://placehold.it/15/FF0000/000000?text=+)" + else: + result_text = "![active](https://placehold.it/15/00FF00/000000?text=+)" + return '{}'.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 '{}'.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('[{}]({})'.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: '{}'.format(x)), + 'created_at': category_df['created_at'].apply(lambda x: '{}'.format(x)), + 'last_commit': category_df['last_commit'].apply(lambda x: '{}'.format(x)), + 'star_count': category_df['star_count'].apply(lambda x: '{}'.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)