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name,url,comment,category,last_update,star_count,fork_count,contributors_count,created_at,last_commit,repo_path,repo_status,rating,finml_added_date
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,,
Oxford Man,https://www.oxford-man.ox.ac.uk/,Oxford-Man Institute of Quantitative Finance,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,,,,,,,,,,
NYU Courant,https://cims.nyu.edu/,"Courant Institute of Mathematical Sciences, New York University",Colleges Centers and Departments,,,,,,,,,,
Cornell University,https://www.cornell.edu/,,Colleges Centers and Departments,,,,,,,,,,
NYU FRE,https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering,Finance and Risk Engineering (NYU Tandon),Colleges Centers and Departments,,,,,,,,,,
Stanford Advanced Financial Technologies,https://fintech.stanford.edu/,Stanford Advanced Financial Technologies Laboratory,Colleges Centers and Departments,,,,,,,,,,
Handson Python for Finance,https://github.com/PacktPublishing/Hands-on-Python-for-Finance,Hands-on Python for Finance published by Packt.,Courses,4/1/21 5:48,119,107,3,8/20/18 14:10,1/15/21 8:57,PacktPublishing/Hands-on-Python-for-Finance,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,,
ML Specialisation,https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,Machine Learning in Finance.,Courses,3/31/21 2:08,33,32,1,1/24/19 2:55,1/3/20 21:54,Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,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,,
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,,
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,,
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,,
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,4/4/21 1:48,3717,1165,7,5/9/18 12:33,3/19/21 14:10,stefan-jansen/machine-learning-for-trading,active,,
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,,
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,,
IRS,http://social-metrics.org/sox/,,Data,,,,,,,,,,
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,inactive,,
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,,
Open Edgar,https://github.com/LexPredict/openedgar,,Data,4/2/21 16:21,167,61,6,5/7/18 15:32,5/15/19 8:32,LexPredict/openedgar,active,,
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,inactive,,
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,active,,
Capital Markets Data,https://www.capitalmarketsdata.com/,,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,inactive,,
Non-financial Corporate,http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html,,Data,,,,,,,,,,
http://finance.yahoo.com/,http://finance.yahoo.com/,,Data,,,,,,,,,,
https://stooq.com,https://stooq.com,,Data,,,,,,,,,,
Financial Corporate,http://raw.rutgers.edu/Corporate%20Financial%20Data.html,,Data,,,,,,,,,,
https://fred.stlouisfed.org/,https://fred.stlouisfed.org/,,Data,,,,,,,,,,
Rating Industries,http://www.ratingshistory.info/,,Data,,,,,,,,,,
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,4/3/21 6:12,964,435,4,4/25/18 17:22,1/16/20 17:25,BlackArbsCEO/Adv_Fin_ML_Exercises,active,,
crypto-rl,https://github.com/sadighian/crypto-rl,Retrieve limit order book level data from coinbase pro and bitfinex -> record in [arctic](https://github.com/man-group/arctic) timeseries database then implemented trend following strategies (market orders) and market making (limit orders). Uses reinforcement learning (DQN) [keras-rl](https://github.com/keras-rl/keras-rl) to create agents and uses [openai gym](https://gym.openai.com/) to implement POMDP (partially observable markov decision process),Deep Learning And Reinforcement Learning,4/3/21 21:08,345,112,1,6/21/18 1:06,11/5/20 11:08,sadighian/crypto-rl,active,3,3/31/21 8:00
DeepLearningInFinance,https://github.com/sonaam1234/DeepLearningInFinance,Based on a [talk](https://towardsdatascience.com/deep-learning-in-finance-9e088cb17c03) Sonam Srivastava gave and there are two studies: 1. single timeseries return prediction using ARIMA/VAR/SVR/Deep Regression/CNN/LSTM 2. indexed portfolio construction using autoencoders i.e. replicate a index using handful of stocks. ,Deep Learning And Reinforcement Learning,3/8/21 13:09,266,145,1,8/21/17 16:00,8/21/17 17:23,sonaam1234/DeepLearningInFinance,inactive,3,3/31/21 8:00
LTSM GRU,https://github.com/RajatHanda/Finance-Forecasting,Stock Market Forecasting using LSTM\GRU.,Deep Learning And Reinforcement Learning,3/29/21 23:59,11,6,1,5/13/18 2:39,2/25/19 0:26,RajatHanda/Finance-Forecasting,inactive,3,
Deep Learning,https://github.com/keon/deepstock,Technical experimentations to beat the stock market using deep learning.,Deep Learning And Reinforcement 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 And Reinforcement Learning,3/21/21 6:53,174,67,1,7/12/16 12:56,2/16/18 2:43,LiamConnell/deep-algotrading,inactive,3,
Neural Network,https://github.com/VivekPa/IntroNeuralNetworks,Neural networks to predict stock prices.,Deep Learning And Reinforcement Learning,4/3/21 11:59,489,177,2,9/10/18 6:34,11/21/18 7:39,VivekPa/IntroNeuralNetworks,inactive,4,
Deep Learning IV,https://github.com/achillesrasquinha/bulbea,Bulbea: Deep Learning based Python Library.,Deep Learning And Reinforcement Learning,4/2/21 1:36,1451,416,1,3/9/17 6:11,3/19/17 7:42,achillesrasquinha/bulbea,inactive,5,
AI Trading,https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md,AI to predict stock market movements.,Deep Learning And Reinforcement Learning,4/3/21 21:14,2857,1378,1,1/9/19 8:02,2/11/19 16:32,borisbanushev/stockpredictionai,inactive,5,
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 And Reinforcement Learning,4/2/21 15:32,219,83,1,8/5/18 2:13,10/1/18 11:25,imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict,inactive,3,
LTSM Recurrent,https://github.com/VivekPa/AIAlpha,OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.,Deep Learning And Reinforcement Learning,4/3/21 10:48,1199,371,2,10/7/18 3:58,8/3/19 9:00,VivekPa/AIAlpha,active,4,
Deep-Reinforcement-Learning-in-Trading,https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading,Deep reinforcement learning for trading leveraging [openai gym](https://gym.openai.com/) framework. Keras implementation of DQN DDQN (double deep Q network) and DDDQN (dueling double dqn) trained/tested on s&p 500 daily data from 2013 to 2018. approach is described in an article [here](https://www.linkedin.com/pulse/deep-reinforcement-learning-trading-saeed-rahman),Deep Learning And Reinforcement 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,3,3/31/21 8:00
Deep Learning III,https://github.com/Rachnog/Deep-Trading,Algorithmic trading with deep learning experiments.,Deep Learning And Reinforcement Learning,4/3/21 5:26,1264,675,1,6/18/16 18:23,8/7/18 15:24,Rachnog/Deep-Trading,inactive,5,
Stock-Prediction-Models,https://github.com/huseinzol05/Stock-Prediction-Models,very good curated list of notebooks showing deep learning + reinforcement learning models. Also contain topics on outlier detections/overbought oversold study/monte carlo simulartions/sentiment analysis from text (text storage/parsing is not detailed but it mentioned using [BERT](https://github.com/google-research/bert)),Deep Learning And Reinforcement Learning,4/3/21 20:09,3599,1521,2,12/18/17 10:49,1/5/21 10:31,huseinzol05/Stock-Prediction-Models,active,5,3/31/21 8:00
RLTrader,https://github.com/notadamking/RLTrader,predecessor to [tensortrade](https://github.com/tensortrade-org/tensortrade) uses open api [gym](https://gym.openai.com/) and neat way to render matplotlib plots in real time. Also explains LSTM/data stationarity/Bayesian optimization using [Optuna](https://github.com/optuna/optuna) etc.,Deep Learning And Reinforcement Learning,4/3/21 20:09,1304,449,15,4/27/19 18:35,10/17/19 16:25,notadamking/RLTrader,active,5,3/31/21 8:00
trading-rl,https://github.com/Kostis-S-Z/trading-rl,Deep reinforcement learning for financial trading using [gym](https://gym.openai.com/) and [keras-rl](https://github.com/keras-rl/keras-rl) on FX dataset (EURUSD) not actively maintained,Deep Learning And Reinforcement Learning,3/31/21 16:01,179,38,2,4/22/19 10:03,9/28/20 9:07,Kostis-S-Z/trading-rl,inactive,3,3/31/21 8:00
awesome-deep-trading,https://github.com/cbailes/awesome-deep-trading,curated list of papers/repos on topics like CNN/LSTM/GAN/Reinforcement Learning etc. Categorized as deep learning for now but there are other topics here. Manually maintained by cbailes,Deep Learning And Reinforcement Learning,4/3/21 19:52,541,137,1,11/26/18 3:23,1/1/21 9:41,cbailes/awesome-deep-trading,active,4,3/31/21 8:00
trading-bot,https://github.com/pskrunner14/trading-bot,Implementation of deep reinforcement learning using Deep Q Network (DQN). Only supports single security at the moment. Idea is roughly based [here](https://keon.github.io/deep-q-learning/) and uses tensorflow/keras. Interesting helper python libraries used here are [tqdm](https://tqdm.github.io/) for console based progress bar and [altair](https://altair-viz.github.io/) for declarative visualization in python ,Deep Learning And Reinforcement Learning,4/2/21 18:45,286,139,1,8/13/18 10:44,1/23/20 4:41,pskrunner14/trading-bot,active,3,3/31/21 8:00
Advanced-Deep-Trading,https://github.com/Rachnog/Advanced-Deep-Trading,"notebooks containing experiments based on Lopez de Prado book ""Advances in financial machine learning"". Mostly not deep learning related but rather sklearn regression models. Interesting libraries include [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) for calculating return stats and [shap](https://github.com/slundberg/shap) for explaining models. Examlpe of shap can be which features are pushing the value up and and which features are pushing the value down. Also contain functions for calculating geometric brownian motion and jump diffusion functions. ",Deep Learning And Reinforcement Learning,3/30/21 7:29,319,158,2,2/16/19 21:18,11/29/20 20:12,Rachnog/Advanced-Deep-Trading,active,3,3/31/21 8:00
FinRL-Library,https://github.com/AI4Finance-LLC/FinRL-Library,started by Columbia university engineering students and designed as an end to end deep reinforcement learning library for automated trading platform. Implementation of DQN DDQN DDPG etc using PyTorch and [gym](https://gym.openai.com/) use [pyfolio](https://github.com/quantopian/pyfolio) for showing backtesting stats. Big contributions on Proximal Policy Optimization (PPO) advantage actor critic (A2C) and Deep Deterministic Policy Gradient (DDPG) agents for trading,Deep Learning And Reinforcement Learning,4/4/21 1:53,1807,433,22,7/26/20 13:18,4/3/21 23:21,AI4Finance-LLC/FinRL-Library,active,5,3/31/21 8:00
Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,Part of FinRL and provided code for paper [deep reinformacement learning for automated stock trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3690996) focuses on ensemble.,Deep Learning And Reinforcement Learning,4/3/21 10:08,547,240,6,7/26/20 13:12,1/21/21 18:11,AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,inactive,4,3/31/21 8:00
deep-RL-trading,https://github.com/golsun/deep-RL-trading,trading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916),Deep Learning And Reinforcement Learning,4/1/21 12:51,233,109,1,2/25/18 17:41,12/1/20 22:06,golsun/deep-RL-trading,active,3,3/31/21 8:00
AutomatedStockTrading-DeepQ-Learning,https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning,cornerstone project repo for Udacity nanodegree program [Become a machine learning engineer](https://www.udacity.com/course/machine-learning-engineer-nanodegree--nd009t) and focus on trading using deep q learning. Good explanation on design choices in the report,Deep Learning And Reinforcement Learning,3/24/21 1:11,134,51,2,2/23/19 12:01,2/25/20 18:16,sachink2010/AutomatedStockTrading-DeepQ-Learning,active,3,3/31/21 8:00
Personae,https://github.com/Ceruleanacg/Personae,implementation of deep reinforcement learning and supervised learnings covering areas: deep deterministic policy gradient (DDPG) and DDQN etc. Data are being pulled from [rqalpha](https://github.com/ricequant/rqalpha) which is a python backtest engine and have a nice docker image to run training/testing,Deep Learning And Reinforcement Learning,3/31/21 15:38,1142,332,2,3/10/18 11:22,9/2/18 17:21,Ceruleanacg/Personae,inactive,5,3/31/21 8:00
Deep-Reinforcement-Stock-Trading,https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,inspired by Q-trader a deep reinforcement learning repo for trading. Only 3 actions allowed (buy/hold/sell) and no transaction cost is implemented yet. Uses [empyrical](https://github.com/quantopian/empyrical) for portfolio stats,Deep Learning And Reinforcement Learning,4/3/21 22:50,141,42,2,5/19/19 22:20,9/27/20 19:22,Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,active,3,3/31/21 8:00
Deep-Learning-Machine-Learning-Stock,https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock,curated list of notebooks for machine learning models. Start with very simple linear models to more advanced reinforcement learning type of models. Problem with this repo is that the library version numbers may be changing over time and there's no specific way to track and upgrade,Deep Learning And Reinforcement Learning,4/4/21 1:27,264,94,1,9/29/18 23:38,3/18/21 3:16,LastAncientOne/Deep-Learning-Machine-Learning-Stock,active,3,3/31/21 8:00
BitcoinForecast,https://github.com/PiSimo/BitcoinForecast,RNN model to predict short term price movement (in this case BTC for the next 9 minutes) [deepchart](https://pisimo.github.io/DeepChart/) is used to visualize the model ,Deep Learning And Reinforcement Learning,4/3/21 8:03,288,127,3,3/10/17 10:52,6/11/18 8:07,PiSimo/BitcoinForecast,inactive,3,3/31/21 8:00
DQN-DDPG_Stock_Trading,https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading,merged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQN,Deep Learning And Reinforcement Learning,4/3/21 21:48,135,49,4,9/19/18 3:17,11/26/20 16:58,AI4Finance-LLC/DQN-DDPG_Stock_Trading,inactive,3,3/31/21 8:00
Derman,https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb,Binomial tree for American call.,Derivatives and Hedging,10/6/20 20:37,1,3,1,5/18/18 18:08,9/21/18 19:59,rstreppa/valuation-convertibles-Goldman1994,inactive,,
Hull White,https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb,"Callable Bond, Hull White.",Derivatives and Hedging,10/6/20 20:37,4,6,1,6/6/18 22:06,6/6/18 22:27,rstreppa/valuation-callables-HullWhite,inactive,,
Derivative Markets,https://github.com/broughtj/Fin6470/tree/master/Notebooks,"The economics of futures, futures, options, and swaps.",Derivatives and Hedging,3/18/21 3:47,8,8,1,2/9/16 5:30,3/18/21 3:47,broughtj/Fin6470,active,,
Options,https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D,Introduction to options.,Derivatives and Hedging,4/4/21 0:48,332,165,36,7/28/17 15:48,3/17/21 17:17,QuantConnect/Tutorials,active,,
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,active,,
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,inactive,,
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,inactive,,
Options,https://github.com/PHBS/2018.M1.ASP/tree/master/py,Black Scholes and Copula.,Derivatives and Hedging,,,,,,,PHBS/2018.M1.ASP,,,
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,active,,
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,inactive,,
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,inactive,,
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,chen-bowen/Computational_Finance,inactive,,
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,inactive,,
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,inactive,,
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,inactive,,
Bayesian Finance,https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb,Notebook PyMC3 implementation.,Extended Research,4/3/21 15:17,231,55,1,8/28/18 14:45,8/6/20 22:03,marketneutral/alphatools,active,,
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,inactive,,
Mathematical Finance,https://github.com/Auquan/Tutorials,Notebooks for math and financial tutorials.,Extended Research,3/31/21 18:05,662,426,9,1/21/17 11:24,8/1/20 17:03,Auquan/Tutorials,active,,
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,inactive,,
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,inactive,,
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,evijit/Finance_Graph_Theory,inactive,,
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,inactive,,
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,inactive,,
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,inactive,,
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,chen-bowen/Data_Science_in_Applied_Corporate_Finance,inactive,,
HFT,https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,High frequency trading.,Extended Research,4/1/21 15:27,743,331,1,7/21/16 5:14,2/14/17 16:47,rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,inactive,,
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,inactive,,
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,,,
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,inactive,,
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,chen-bowen/Research_Documents_Curation_with_NLP,inactive,,
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,chen-bowen/Computational_Finance,inactive,,
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,active,,
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,inactive,,
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,inactive,,
Backtests,https://github.com/AlgoTraders/stock-analysis-engine,Trading data and algorithms.,Extended Research,4/3/21 21:19,615,163,3,9/16/18 20:00,9/5/20 13:01,AlgoTraders/stock-analysis-engine,active,,
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,inactive,,
Commodity,https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb,Commodity influence over Brazilian stocks.,Extended Research,,,,,,,felipessalvatore/fin2vec,,,
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_tensorflow,active,,
Pyfolio,https://github.com/quantopian/pyfolio,Portfolio and risk analytics in Python.,Factor and Risk Analysis,4/3/21 15:55,3647,1147,42,6/1/15 15:31,2/28/20 17:30,quantopian/pyfolio,active,,
Performance Analysis,https://github.com/quantopian/alphalens,Performance analysis of predictive (alpha) stock factors.,Factor and Risk Analysis,4/2/21 19:02,1839,693,17,6/3/16 21:49,4/27/20 18:40,quantopian/alphalens,active,,
Python for Finance,https://github.com/yhilpisch/py4fi/tree/master/jupyter36,Various financial notebooks.,Factor and Risk Analysis,4/3/21 11:16,1297,792,1,12/15/14 11:23,7/10/18 6:38,yhilpisch/py4fi,inactive,,
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,active,,
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,active,,
VaR,https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb,Value-at-risk calculations.,Factor and Risk Analysis,3/31/21 2:06,10,9,1,11/15/16 19:24,1/14/17 21:19,willb/var-notebook,inactive,,
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,inactive,,
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,active,,
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,inactive,,
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,active,,
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,inactive,,
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,inactive,,
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,active,,
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,inactive,,
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-toolbox,active,,
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,inactive,,
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,inactive,,
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,active,,
Fundamental LT Forecasts,https://github.com/Hvass-Labs/FinanceOps,Research in investment finance for long term forecasts.,Other Models,4/3/21 10:59,381,126,1,7/22/18 8:14,2/17/21 14:39,Hvass-Labs/FinanceOps,active,,
Scikit-learn Stock Prediction,https://github.com/robertmartin8/MachineLearningStocks,Using python and scikit-learn to make stock predictions.,Other Models,4/3/21 11:22,922,344,2,2/12/17 4:50,2/4/21 3:48,robertmartin8/MachineLearningStocks,active,,
Short-Term Movement Cues,https://github.com/anfederico/Clairvoyant,Identify social/historical cues for short term stock movement.,Other Models,3/31/21 20:19,2158,676,1,9/12/16 18:38,8/29/18 20:27,anfederico/clairvoyant,inactive,,
Financial Event Prediction using Machine Learning,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555,,Personal Papers,,,,,,,,,,
Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization,https://jfds.pm-research.com/content/2/2/17,,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,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952,,Personal Papers,,,,,,,,,,
PyPortfolioOpt,https://github.com/robertmartin8/PyPortfolioOpt,"Financial portfolio optimisation, including classical efficient frontier and advanced methods.",Portfolio Selection and Optimisation,4/3/21 15:57,1875,478,16,5/29/18 13:30,2/25/21 13:01,robertmartin8/PyPortfolioOpt,active,,
DeepDow,https://github.com/jankrepl/deepdow,Portfolio optimization with deep learning.,Portfolio Selection and Optimisation,4/1/21 16:06,306,57,2,2/2/20 8:46,2/16/21 18:50,jankrepl/deepdow,active,,
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,inactive,,
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,active,,
Policy Gradient Portfolio,https://github.com/ZhengyaoJiang/PGPortfolio,A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.,Portfolio Selection and Optimisation,3/31/21 9:42,1276,628,6,11/12/17 16:08,5/9/19 9:50,ZhengyaoJiang/PGPortfolio,active,,
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,inactive,,
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,inactive,,
Reinforcement Learning,https://github.com/filangel/qtrader,Reinforcement Learning for Portfolio Management.,Portfolio Selection and Optimisation,3/29/21 3:47,364,151,1,10/7/17 9:14,6/26/18 9:22,filangelos/qtrader,inactive,,
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,active,,
RL IV,https://github.com/jjakimoto/DQN,Reinforcement Learning for finance.,Deep Learning And Reinforcement Learning,3/25/21 19:14,140,55,1,10/21/16 2:47,4/7/17 8:11,jjakimoto/DQN,inactive,,
RL Trading,https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW,A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab.,Deep Learning And Reinforcement Learning,,,,,,,,,4,
RL V,https://github.com/gstenger98/rl-finance,Building an Agent to Trade with Reinforcement Learning.,Deep Learning And Reinforcement Learning,1/3/21 4:36,32,7,5,1/16/19 0:43,3/19/20 20:28,gstenger98/rl-finance,active,2,
RL,https://github.com/kh-kim/stock_market_reinforcement_learning,OpenGym with Deep Q-learning and Policy Gradient.,Deep Learning And Reinforcement Learning,4/1/21 14:04,713,299,1,10/4/16 14:42,12/23/16 7:34,kh-kim/stock_market_reinforcement_learning,inactive,2,
RL II,https://github.com/deependersingla/deep_trader,reinforcement learning on stock market and agent tries to learn trading.,Deep Learning And Reinforcement Learning,3/29/21 11:10,1340,490,3,6/11/16 7:27,1/22/18 14:35,deependersingla/deep_trader,inactive,3,
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.,Deep Learning And 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,inactive,3,
RL III,https://github.com/samre12/deep-trading-agent,Github -Deep Reinforcement Learning based Trading Agent for Bitcoin.,Deep Learning And Reinforcement Learning,4/3/21 20:48,576,204,1,9/21/17 17:05,4/13/18 16:33,samre12/deep-trading-agent,inactive,3,
Fund classification,https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb,Fund classification using text mining and NLP.,Textual,3/31/21 2:12,4,2,1,4/16/18 22:18,6/7/18 22:01,frechfrechfrech/Mutual-Fund-Market-Clusters,inactive,,
Financial Sentiment Analysis,https://github.com/EricHe98/Financial-Statements-Text-Analysis,"Sentiment, distance and proportion analysis for trading signals.",Textual,3/31/21 23:48,48,27,1,6/23/17 0:05,1/26/19 3:35,EricHe98/Financial-Statements-Text-Analysis,inactive,,
NLP Event,https://github.com/yuriak/DLQuant,Applying Deep Learning and NLP in Quantitative Trading.,Textual,4/1/21 2:16,70,31,1,7/2/18 23:50,1/31/19 14:08,yuriak/DLQuant,inactive,,
Financial Statement Sentiment,https://github.com/MAydogdu/TextualAnalysis,Extracting sentiment from financial statements using neural networks.,Textual,3/31/21 2:10,8,7,1,6/4/18 20:54,6/4/18 20:56,MAydogdu/TextualAnalysis,inactive,,
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,active,,
Accounting Anomalies,https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb,Using deep-learning frameworks to identify accounting anomalies.,Textual,3/31/21 2:11,107,51,2,5/24/17 12:36,8/7/19 21:47,GitiHubi/deepAI,active,,
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,inactive,,
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,inactive,,
NLP,https://github.com/toamitesh/NLPinFinance,This project assembles a lot of NLP operations needed for finance domain.,Textual,,,,,,,toamitesh/NLPinFinance,,,
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,inactive,,
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,inactive,,
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,inactive,,
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,inactive,,
Fund Clusters,https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb,Data exploration of fund clusters.,Unsupervised,3/31/21 2:12,4,2,1,4/16/18 22:18,6/7/18 22:01,frechfrechfrech/Mutual-Fund-Market-Clusters,inactive,,
name,url,comment,category,last_update,star_count,fork_count,contributors_count,created_at,last_commit,repo_path,repo_status,rating,finml_added_date
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,2020-11-26 03:34:45,8.0,6.0,2.0,2016-01-27 21:13:33,2016-03-14 20:03:52,TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity,inactive,,
VC OLS,https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb,VC regression.,Alternative Finance,2020-10-06 20:56:14,2.0,1.0,1.0,2018-03-29 23:31:13,2018-03-29 23:33:19,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,2021-01-14 22:41:08,4.0,2.0,1.0,2017-02-08 18:39:29,2017-04-27 22:55:55,alporter08/Luxury-Watch-Valuation,inactive,,
Art Valuation,https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynb,Art evaluation analytics.,Alternative Finance,2021-02-26 12:10:53,9.0,5.0,1.0,2014-12-11 00:25:39,2014-12-12 21:25:46,ahmedhosny/theGreenCanvas,inactive,,
Blockchain,https://github.com/nud3l/dInvest,Repository for distributed autonomous investment banking.,Alternative Finance,2021-02-06 07:38:28,12.0,7.0,2.0,2016-09-05 19:12:40,2017-04-24 10:48:56,nud3l/dInvest,inactive,,
Venture Capital,https://github.com/julian-chan/etothex,Insight into a new founder to make data-driven investment decisions.,Alternative Finance,2020-10-06 20:56:08,3.0,2.0,1.0,2017-12-04 08:59:44,2017-12-13 05:35:27,julian-chan/etothex,inactive,,
Kiva Crowdfunding,https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb,Exploratory data analysis.,Alternative Finance,2021-02-19 13:40:33,5.0,1.0,1.0,2018-02-27 16:46:02,2019-02-13 00:15:27,CJL89/Kiva-Crowdfunding,inactive,,
Stanford Advanced Financial Technologies,https://fintech.stanford.edu/,Stanford Advanced Financial Technologies Laboratory,Colleges Centers and Departments,,,,,,,,,,
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,,,,,,,,,,
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,,,,,,,,,,
NYU Courant,https://cims.nyu.edu/,"Courant Institute of Mathematical Sciences, New York University",Colleges Centers and Departments,,,,,,,,,,
Mathematical Finance,https://github.com/yadongli/nyumath2048,NYU Math-GA 2048: Scientific Computing in Finance.,Courses,2021-01-14 18:01:08,69.0,63.0,6.0,2015-01-25 21:10:37,2020-03-25 04:24:25,yadongli/nyumath2048,active,,
Python for Finance,https://github.com/siaen/python_finance_course,CEU python for finance course material.,Courses,2021-03-31 02:08:55,16.0,15.0,4.0,2017-12-12 11:54:46,2020-02-25 20:31:41,siaen/python_finance_course,active,,
Algo Trading,https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading,Intro to algo trading.,Courses,2021-03-12 11:02:04,64.0,25.0,1.0,2017-10-29 20:34:54,2019-01-22 06:56:08,JCreeks/Machine-Learning-in-Finance,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,2021-04-12 16:18:26,3842.0,1225.0,8.0,2018-05-09 12:33:08,2021-04-10 22:21:29,stefan-jansen/machine-learning-for-trading,active,,
Basic Derivatives,https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives,Basic forward contracts and hedging.,Courses,2021-03-31 02:08:39,4.0,4.0,1.0,2017-08-24 00:11:37,2017-10-13 01:32:23,SeanMcOwen/FinanceAndPython.com-Derivatives,inactive,,
Handson Python for Finance,https://github.com/PacktPublishing/Hands-on-Python-for-Finance,Hands-on Python for Finance published by Packt.,Courses,2021-04-12 00:49:10,121.0,110.0,3.0,2018-08-20 14:10:37,2021-01-15 08:57:06,PacktPublishing/Hands-on-Python-for-Finance,active,,
Basic Investments,https://github.com/SeanMcOwen/FinanceAndPython.com-Investments,Basic investment tools in python.,Courses,2021-03-23 06:32:10,9.0,5.0,1.0,2017-08-02 21:52:19,2017-08-17 03:24:53,SeanMcOwen/FinanceAndPython.com-Investments,inactive,,
ML Specialisation,https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,Machine Learning in Finance.,Courses,2021-04-05 13:37:33,34.0,32.0,1.0,2019-01-24 02:55:01,2020-01-03 21:54:16,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,2021-03-31 02:09:16,10.0,8.0,1.0,2017-05-06 02:39:05,2017-06-21 04:04:09,SeanMcOwen/FinanceAndPython.com-BasicFinance,inactive,,
Risk Management,https://github.com/andrey-lukyanov/Risk-Management,Finance risk engagement course resources.,Courses,2020-11-12 00:49:51,6.0,5.0,3.0,2018-10-03 16:26:14,2018-12-13 08:04:15,andrey-lukyanov/Risk-Management,inactive,,
http://finance.yahoo.com/,http://finance.yahoo.com/,,Data,,,,,,,,,,
Rating Industries,http://www.ratingshistory.info/,,Data,,,,,,,,,,
https://fred.stlouisfed.org/,https://fred.stlouisfed.org/,,Data,,,,,,,,,,
Financial Corporate,http://raw.rutgers.edu/Corporate%20Financial%20Data.html,,Data,,,,,,,,,,
https://stooq.com,https://stooq.com,,Data,,,,,,,,,,
Non-financial Corporate,http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html,,Data,,,,,,,,,,
https://github.com/timestocome/StockMarketData,https://github.com/timestocome/StockMarketData,,Data,2021-03-26 22:35:04,7.0,5.0,1.0,2017-05-10 21:49:45,2017-08-06 19:23:18,timestocome/StockMarketData,inactive,,
Web Scraping (FirmAI),https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data,,Data,2021-04-10 17:19:48,577.0,184.0,2.0,2019-02-19 19:02:59,2020-07-22 16:48:21,firmai/business-machine-learning,active,,
SEC Parsing,https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb,,Data,2021-02-27 06:34:55,9.0,6.0,1.0,2018-06-16 14:30:06,2018-06-16 17:23:46,healthgradient/sec-doc-info-extraction,inactive,,
Open Edgar,https://github.com/LexPredict/openedgar,,Data,2021-04-09 12:15:03,169.0,61.0,6.0,2018-05-07 15:32:31,2019-05-15 08:32:30,LexPredict/openedgar,active,,
EDGAR,https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb,,Data,2021-01-23 19:22:59,11.0,10.0,1.0,2018-06-11 22:51:57,2018-07-10 18:03:52,TiesdeKok/UW_Python_Camp,inactive,,
Employee Count SEC Filings,https://github.com/healthgradient/sec_employee_information_extraction,,Data,2021-02-27 03:33:31,10.0,2.0,1.0,2018-06-26 23:33:51,2018-08-14 01:31:13,healthgradient/sec_employee_information_extraction,inactive,,
IRS,http://social-metrics.org/sox/,,Data,,,,,,,,,,
Capital Markets Data,https://www.capitalmarketsdata.com/,,Data,,,,,,,,,,
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,2021-04-12 02:20:21,973.0,435.0,4.0,2018-04-25 17:22:40,2020-01-16 17:25:41,BlackArbsCEO/Adv_Fin_ML_Exercises,active,,
BitcoinForecast,https://github.com/PiSimo/BitcoinForecast,RNN model to predict short term price movement (in this case BTC for the next 9 minutes) [deepchart](https://pisimo.github.io/DeepChart/) is used to visualize the model ,Deep Learning And Reinforcement Learning,2021-04-06 02:06:05,289.0,128.0,3.0,2017-03-10 10:52:02,2018-06-11 08:07:02,PiSimo/BitcoinForecast,inactive,3.0,3/31/21 8:00
Pair-Trading-Reinforcement-Learning,https://github.com/wai-i/Pair-Trading-Reinforcement-Learning,NEW,Deep Learning And Reinforcement Learning,2021-04-10 04:53:28,136.0,56.0,1.0,2019-06-09 22:50:37,2020-01-03 15:36:22,wai-i/Pair-Trading-Reinforcement-Learning,active,,2021-04-12 16:39:11.055181
rl_trading,https://github.com/ucaiado/rl_trading,NEW,Deep Learning And Reinforcement Learning,2021-04-08 15:34:33,207.0,89.0,1.0,2017-05-29 22:19:00,2017-08-29 14:54:50,ucaiado/rl_trading,inactive,,2021-04-12 16:39:11.055181
Trading-Gym,https://github.com/thedimlebowski/Trading-Gym,NEW,Deep Learning And Reinforcement Learning,2021-04-10 08:00:08,507.0,147.0,3.0,2017-06-13 13:14:48,2017-07-10 08:09:30,thedimlebowski/Trading-Gym,inactive,,2021-04-12 16:39:11.055181
DQN-DDPG_Stock_Trading,https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading,merged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQN,Deep Learning And Reinforcement Learning,2021-04-07 12:42:22,136.0,49.0,4.0,2018-09-19 03:17:06,2020-11-26 16:58:00,AI4Finance-LLC/DQN-DDPG_Stock_Trading,active,3.0,3/31/21 8:00
pairstrade-fyp-2019,https://github.com/wywongbd/pairstrade-fyp-2019,NEW,Deep Learning And Reinforcement Learning,2021-04-04 23:47:56,110.0,41.0,2.0,2018-09-07 07:51:06,2020-05-13 05:06:51,wywongbd/pairstrade-fyp-2019,active,,2021-04-12 16:39:11.055181
Machine-Learning-and-Reinforcement-Learning-in-Finance,https://github.com/joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance,NEW,Deep Learning And Reinforcement Learning,2021-03-30 09:11:21,175.0,98.0,1.0,2018-06-26 04:30:08,2018-09-23 16:50:33,joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance,inactive,,2021-04-12 16:39:11.055181
maro,https://github.com/microsoft/maro,NEW,Deep Learning And Reinforcement Learning,2021-04-12 02:22:41,386.0,66.0,17.0,2019-12-27 06:48:27,2021-04-07 15:49:38,microsoft/maro,active,,2021-04-12 16:39:11.055181
RLQuant,https://github.com/yuriak/RLQuant,NEW,Deep Learning And Reinforcement Learning,2021-04-09 05:01:03,277.0,92.0,1.0,2018-04-05 05:42:44,2018-08-13 04:18:29,yuriak/RLQuant,inactive,,2021-04-12 16:39:11.055181
TradingGym,https://github.com/cove9988/TradingGym,NEW,Deep Learning And Reinforcement Learning,2021-03-28 05:37:33,112.0,39.0,3.0,2017-11-06 00:50:01,2017-11-15 23:55:32,cove9988/TradingGym,inactive,,2021-04-12 16:39:11.055181
a3c_trading,https://github.com/evgps/a3c_trading,NEW,Deep Learning And Reinforcement Learning,2021-04-10 12:49:10,311.0,98.0,1.0,2018-06-04 15:30:16,2020-05-23 14:47:54,evgps/a3c_trading,active,,2021-04-12 16:39:11.055181
RL III,https://github.com/samre12/deep-trading-agent,Github -Deep Reinforcement Learning based Trading Agent for Bitcoin.,Deep Learning And Reinforcement Learning,2021-04-03 20:48:36,576.0,203.0,1.0,2017-09-21 17:05:19,2018-04-13 16:33:21,samre12/deep-trading-agent,inactive,3.0,
TradingGym,https://github.com/Yvictor/TradingGym,NEW,Deep Learning And Reinforcement Learning,2021-04-11 20:20:33,841.0,237.0,2.0,2017-05-01 13:53:32,2018-02-14 13:58:18,Yvictor/TradingGym,inactive,,2021-04-12 16:39:11.055181
QLearning_Trading,https://github.com/ucaiado/QLearning_Trading,NEW,Deep Learning And Reinforcement Learning,2021-04-06 22:09:31,433.0,168.0,1.0,2016-08-10 06:02:23,2016-10-15 02:36:09,ucaiado/QLearning_Trading,inactive,,2021-04-12 16:39:11.055181
gym-trading,https://github.com/hackthemarket/gym-trading,NEW,Deep Learning And Reinforcement Learning,2021-04-12 09:06:22,581.0,195.0,2.0,2016-12-09 20:46:19,2017-12-24 15:34:37,hackthemarket/gym-trading,inactive,,2021-04-12 16:39:11.055181
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.,Deep Learning And Reinforcement Learning,2021-03-27 02:19:29,241.0,113.0,1.0,2017-05-18 16:47:11,2017-05-18 16:56:38,shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading,inactive,3.0,
RL II,https://github.com/deependersingla/deep_trader,reinforcement learning on stock market and agent tries to learn trading.,Deep Learning And Reinforcement Learning,2021-04-11 20:21:25,1340.0,489.0,3.0,2016-06-11 07:27:10,2018-01-22 14:35:50,deependersingla/deep_trader,inactive,3.0,
RL,https://github.com/kh-kim/stock_market_reinforcement_learning,OpenGym with Deep Q-learning and Policy Gradient.,Deep Learning And Reinforcement Learning,2021-04-11 12:27:18,715.0,298.0,1.0,2016-10-04 14:42:19,2016-12-23 07:34:08,kh-kim/stock_market_reinforcement_learning,inactive,2.0,
RL V,https://github.com/gstenger98/rl-finance,Building an Agent to Trade with Reinforcement Learning.,Deep Learning And Reinforcement Learning,2021-04-08 18:57:53,33.0,8.0,5.0,2019-01-16 00:43:36,2020-03-19 20:28:08,gstenger98/rl-finance,active,2.0,
RL Trading,https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW,A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab.,Deep Learning And Reinforcement Learning,,,,,,,,,4.0,
RL IV,https://github.com/jjakimoto/DQN,Reinforcement Learning for finance.,Deep Learning And Reinforcement Learning,2021-04-05 11:42:45,142.0,55.0,1.0,2016-10-21 02:47:17,2017-04-07 08:11:57,jjakimoto/DQN,inactive,,
tensortrade,https://github.com/tensortrade-org/tensortrade,NEW,Deep Learning And Reinforcement Learning,2021-04-12 16:05:19,3101.0,715.0,39.0,2019-07-30 21:28:32,2021-03-24 16:25:28,tensortrade-org/tensortrade,active,,2021-04-12 16:39:11.055181
Deep-Learning-Machine-Learning-Stock,https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock,curated list of notebooks for machine learning models. Start with very simple linear models to more advanced reinforcement learning type of models. Problem with this repo is that the library version numbers may be changing over time and there's no specific way to track and upgrade,Deep Learning And Reinforcement Learning,2021-04-12 02:58:32,275.0,99.0,1.0,2018-09-29 23:38:06,2021-03-18 03:16:36,LastAncientOne/Deep-Learning-Machine-Learning-Stock,active,3.0,3/31/21 8:00
Deep-Reinforcement-Learning-in-Trading,https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading,Deep reinforcement learning for trading leveraging [openai gym](https://gym.openai.com/) framework. Keras implementation of DQN DDQN (double deep Q network) and DDDQN (dueling double dqn) trained/tested on s&p 500 daily data from 2013 to 2018. approach is described in an article [here](https://www.linkedin.com/pulse/deep-reinforcement-learning-trading-saeed-rahman),Deep Learning And Reinforcement Learning,2021-04-10 13:17:25,138.0,66.0,1.0,2018-05-11 00:52:14,2019-10-26 14:22:44,saeed349/Deep-Reinforcement-Learning-in-Trading,active,3.0,3/31/21 8:00
Personae,https://github.com/Ceruleanacg/Personae,implementation of deep reinforcement learning and supervised learnings covering areas: deep deterministic policy gradient (DDPG) and DDQN etc. Data are being pulled from [rqalpha](https://github.com/ricequant/rqalpha) which is a python backtest engine and have a nice docker image to run training/testing,Deep Learning And Reinforcement Learning,2021-04-11 20:20:48,1144.0,330.0,2.0,2018-03-10 11:22:00,2018-09-02 17:21:38,Ceruleanacg/Personae,inactive,5.0,3/31/21 8:00
awesome-deep-trading,https://github.com/cbailes/awesome-deep-trading,curated list of papers/repos on topics like CNN/LSTM/GAN/Reinforcement Learning etc. Categorized as deep learning for now but there are other topics here. Manually maintained by cbailes,Deep Learning And Reinforcement Learning,2021-04-11 09:02:46,551.0,140.0,1.0,2018-11-26 03:23:04,2021-01-01 09:41:21,cbailes/awesome-deep-trading,active,4.0,3/31/21 8:00
trading-rl,https://github.com/Kostis-S-Z/trading-rl,Deep reinforcement learning for financial trading using [gym](https://gym.openai.com/) and [keras-rl](https://github.com/keras-rl/keras-rl) on FX dataset (EURUSD) not actively maintained,Deep Learning And Reinforcement Learning,2021-04-10 04:59:14,180.0,38.0,2.0,2019-04-22 10:03:21,2020-09-28 09:07:18,Kostis-S-Z/trading-rl,active,3.0,3/31/21 8:00
RLTrader,https://github.com/notadamking/RLTrader,predecessor to [tensortrade](https://github.com/tensortrade-org/tensortrade) uses open api [gym](https://gym.openai.com/) and neat way to render matplotlib plots in real time. Also explains LSTM/data stationarity/Bayesian optimization using [Optuna](https://github.com/optuna/optuna) etc.,Deep Learning And Reinforcement Learning,2021-04-12 02:50:22,1312.0,451.0,15.0,2019-04-27 18:35:15,2019-10-17 16:25:49,notadamking/RLTrader,active,5.0,3/31/21 8:00
Stock-Prediction-Models,https://github.com/huseinzol05/Stock-Prediction-Models,very good curated list of notebooks showing deep learning + reinforcement learning models. Also contain topics on outlier detections/overbought oversold study/monte carlo simulartions/sentiment analysis from text (text storage/parsing is not detailed but it mentioned using [BERT](https://github.com/google-research/bert)),Deep Learning And Reinforcement Learning,2021-04-12 13:54:15,3655.0,1542.0,2.0,2017-12-18 10:49:59,2021-01-05 10:31:50,huseinzol05/Stock-Prediction-Models,active,5.0,3/31/21 8:00
Deep Learning III,https://github.com/Rachnog/Deep-Trading,Algorithmic trading with deep learning experiments.,Deep Learning And Reinforcement Learning,2021-04-09 10:39:54,1266.0,675.0,1.0,2016-06-18 18:23:06,2018-08-07 15:24:45,Rachnog/Deep-Trading,inactive,5.0,
LTSM Recurrent,https://github.com/VivekPa/AIAlpha,OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.,Deep Learning And Reinforcement Learning,2021-04-12 02:39:50,1207.0,370.0,2.0,2018-10-07 03:58:26,2019-08-03 09:00:44,VivekPa/AIAlpha,active,4.0,
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 And Reinforcement Learning,2021-04-11 04:12:38,222.0,86.0,1.0,2018-08-05 02:13:21,2018-10-01 11:25:53,imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict,inactive,3.0,
AI Trading,https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md,AI to predict stock market movements.,Deep Learning And Reinforcement Learning,2021-04-12 15:42:20,2876.0,1384.0,1.0,2019-01-09 08:02:47,2019-02-11 16:32:47,borisbanushev/stockpredictionai,inactive,5.0,
Deep Learning IV,https://github.com/achillesrasquinha/bulbea,Bulbea: Deep Learning based Python Library.,Deep Learning And Reinforcement Learning,2021-04-09 20:38:16,1467.0,416.0,1.0,2017-03-09 06:11:06,2017-03-19 07:42:49,achillesrasquinha/bulbea,inactive,5.0,
Neural Network,https://github.com/VivekPa/IntroNeuralNetworks,Neural networks to predict stock prices.,Deep Learning And Reinforcement Learning,2021-04-03 11:59:40,489.0,176.0,2.0,2018-09-10 06:34:53,2018-11-21 07:39:31,VivekPa/IntroNeuralNetworks,inactive,4.0,
Deep Learning II,https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks,Tensorflow Regression.,Deep Learning And Reinforcement Learning,2021-04-10 06:06:01,175.0,67.0,1.0,2016-07-12 12:56:10,2018-02-16 02:43:36,LiamConnell/deep-algotrading,inactive,3.0,
Deep Learning,https://github.com/keon/deepstock,Technical experimentations to beat the stock market using deep learning.,Deep Learning And Reinforcement Learning,2021-03-24 14:45:00,427.0,154.0,2.0,2016-12-12 02:15:12,2017-03-04 08:37:29,keon/deepstock,inactive,4.0,
LTSM GRU,https://github.com/RajatHanda/Finance-Forecasting,Stock Market Forecasting using LSTM\GRU.,Deep Learning And Reinforcement Learning,2021-03-29 23:59:32,11.0,6.0,1.0,2018-05-13 02:39:32,2019-02-25 00:26:42,RajatHanda/Finance-Forecasting,inactive,3.0,
DeepLearningInFinance,https://github.com/sonaam1234/DeepLearningInFinance,Based on a [talk](https://towardsdatascience.com/deep-learning-in-finance-9e088cb17c03) Sonam Srivastava gave and there are two studies: 1. single timeseries return prediction using ARIMA/VAR/SVR/Deep Regression/CNN/LSTM 2. indexed portfolio construction using autoencoders i.e. replicate a index using handful of stocks. ,Deep Learning And Reinforcement Learning,2021-03-08 13:09:27,266.0,145.0,1.0,2017-08-21 16:00:42,2017-08-21 17:23:48,sonaam1234/DeepLearningInFinance,inactive,3.0,3/31/21 8:00
crypto-rl,https://github.com/sadighian/crypto-rl,Retrieve limit order book level data from coinbase pro and bitfinex -> record in [arctic](https://github.com/man-group/arctic) timeseries database then implemented trend following strategies (market orders) and market making (limit orders). Uses reinforcement learning (DQN) [keras-rl](https://github.com/keras-rl/keras-rl) to create agents and uses [openai gym](https://gym.openai.com/) to implement POMDP (partially observable markov decision process),Deep Learning And Reinforcement Learning,2021-04-12 10:24:43,347.0,111.0,1.0,2018-06-21 01:06:01,2020-11-05 11:08:19,sadighian/crypto-rl,active,3.0,3/31/21 8:00
trading-bot,https://github.com/pskrunner14/trading-bot,Implementation of deep reinforcement learning using Deep Q Network (DQN). Only supports single security at the moment. Idea is roughly based [here](https://keon.github.io/deep-q-learning/) and uses tensorflow/keras. Interesting helper python libraries used here are [tqdm](https://tqdm.github.io/) for console based progress bar and [altair](https://altair-viz.github.io/) for declarative visualization in python ,Deep Learning And Reinforcement Learning,2021-04-11 05:10:55,292.0,143.0,1.0,2018-08-13 10:44:08,2020-01-23 04:41:20,pskrunner14/trading-bot,active,3.0,3/31/21 8:00
Deep-Reinforcement-Stock-Trading,https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,inspired by Q-trader a deep reinforcement learning repo for trading. Only 3 actions allowed (buy/hold/sell) and no transaction cost is implemented yet. Uses [empyrical](https://github.com/quantopian/empyrical) for portfolio stats,Deep Learning And Reinforcement Learning,2021-04-03 22:50:43,141.0,42.0,2.0,2019-05-19 22:20:05,2020-09-27 19:22:28,Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,active,3.0,3/31/21 8:00
Advanced-Deep-Trading,https://github.com/Rachnog/Advanced-Deep-Trading,"notebooks containing experiments based on Lopez de Prado book ""Advances in financial machine learning"". Mostly not deep learning related but rather sklearn regression models. Interesting libraries include [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) for calculating return stats and [shap](https://github.com/slundberg/shap) for explaining models. Examlpe of shap can be which features are pushing the value up and and which features are pushing the value down. Also contain functions for calculating geometric brownian motion and jump diffusion functions. ",Deep Learning And Reinforcement Learning,2021-03-30 07:29:06,319.0,158.0,2.0,2019-02-16 21:18:00,2020-11-29 20:12:59,Rachnog/Advanced-Deep-Trading,active,3.0,3/31/21 8:00
Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,Part of FinRL and provided code for paper [deep reinformacement learning for automated stock trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3690996) focuses on ensemble.,Deep Learning And Reinforcement Learning,2021-04-12 16:24:32,560.0,249.0,6.0,2020-07-26 13:12:53,2021-01-21 18:11:59,AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,active,4.0,3/31/21 8:00
AutomatedStockTrading-DeepQ-Learning,https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning,cornerstone project repo for Udacity nanodegree program [Become a machine learning engineer](https://www.udacity.com/course/machine-learning-engineer-nanodegree--nd009t) and focus on trading using deep q learning. Good explanation on design choices in the report,Deep Learning And Reinforcement Learning,2021-03-24 01:11:36,134.0,51.0,2.0,2019-02-23 12:01:21,2020-02-25 18:16:34,sachink2010/AutomatedStockTrading-DeepQ-Learning,active,3.0,3/31/21 8:00
deep-RL-trading,https://github.com/golsun/deep-RL-trading,trading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916),Deep Learning And Reinforcement Learning,2021-04-10 07:09:48,235.0,108.0,1.0,2018-02-25 17:41:42,2020-12-01 22:06:39,golsun/deep-RL-trading,active,3.0,3/31/21 8:00
FinRL-Library,https://github.com/AI4Finance-LLC/FinRL-Library,started by Columbia university engineering students and designed as an end to end deep reinforcement learning library for automated trading platform. Implementation of DQN DDQN DDPG etc using PyTorch and [gym](https://gym.openai.com/) use [pyfolio](https://github.com/quantopian/pyfolio) for showing backtesting stats. Big contributions on Proximal Policy Optimization (PPO) advantage actor critic (A2C) and Deep Deterministic Policy Gradient (DDPG) agents for trading,Deep Learning And Reinforcement Learning,2021-04-12 12:45:15,1857.0,447.0,22.0,2020-07-26 13:18:16,2021-04-11 22:02:16,AI4Finance-LLC/FinRL-Library,active,5.0,3/31/21 8:00
Derman,https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb,Binomial tree for American call.,Derivatives and Hedging,2020-10-06 20:37:15,1.0,3.0,1.0,2018-05-18 18:08:16,2018-09-21 19:59:01,rstreppa/valuation-convertibles-Goldman1994,inactive,,
Hull White,https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb,"Callable Bond, Hull White.",Derivatives and Hedging,2020-10-06 20:37:16,4.0,6.0,1.0,2018-06-06 22:06:06,2018-06-06 22:27:02,rstreppa/valuation-callables-HullWhite,inactive,,
Derivative Markets,https://github.com/broughtj/Fin6470/tree/master/Notebooks,"The economics of futures, futures, options, and swaps.",Derivatives and Hedging,2021-04-06 20:49:50,8.0,8.0,1.0,2016-02-09 05:30:27,2021-04-06 20:49:41,broughtj/Fin6470,active,,
Options,https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D,Introduction to options.,Derivatives and Hedging,2021-04-09 21:17:26,335.0,163.0,36.0,2017-07-28 15:48:29,2021-03-17 17:17:08,QuantConnect/Tutorials,active,,
Volatility and Variance Derivatives,https://github.com/yhilpisch/lvvd/tree/master/lvvd,Volatility derivatives analytics.,Derivatives and Hedging,2021-04-07 19:21:15,79.0,78.0,1.0,2016-10-21 04:12:50,2021-02-22 13:32:00,yhilpisch/lvvd,active,,
Reinforcement Learning,https://github.com/FinTechies/HedgingRL,Hedging portfolios with reinforcement learning.,Derivatives and Hedging,2021-01-20 08:12:13,16.0,9.0,1.0,2017-04-21 10:58:56,2017-08-02 21:41:06,FinTechies/HedgingRL,inactive,,
Options,https://github.com/PHBS/2018.M1.ASP/tree/master/py,Black Scholes and Copula.,Derivatives and Hedging,,,,,,,PHBS/2018.M1.ASP,,,
Derivatives Python,https://github.com/yhilpisch/dawp/tree/master/python36,Derivative analytics with Python.,Derivatives and Hedging,2021-04-12 14:39:55,388.0,299.0,1.0,2015-07-09 12:27:29,2021-02-22 13:29:18,yhilpisch/dawp,active,,
Options Risk Measures,https://github.com/wanglouis49/risk_estimation,Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling).,Derivatives and Hedging,2020-10-06 20:37:02,1.0,2.0,1.0,2016-04-29 03:51:25,2018-01-16 01:24:07,wanglouis49/risk_estimation,inactive,,
Delta Hedging,https://github.com/RobinsonGarcia/delta-hedging,Advanced derivatives.,Derivatives and Hedging,2021-02-27 08:48:27,3.0,2.0,1.0,2018-03-02 23:53:53,2018-07-17 23:32:23,RobinsonGarcia/delta-hedging,inactive,,
Computational Derivatives,https://github.com/chenbowen184/Computational_Finance,Projects focusing on investigating simulations and computational techniques applied in finance.,Derivatives and Hedging,2021-01-12 12:22:31,17.0,12.0,1.0,2018-01-29 05:01:52,2018-08-02 05:56:49,chen-bowen/Computational_Finance,inactive,,
Black Scholes,https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb,Options pricing.,Derivatives and Hedging,2020-10-06 20:36:29,1.0,2.0,0.0,2017-12-09 18:50:20,2018-07-09 09:48:36,irajwani/numerical_methods_python,inactive,,
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,2021-02-27 08:50:16,2.0,3.0,1.0,2018-05-22 18:27:26,2018-05-22 18:30:24,rstreppa/valuation-OptionStrategies,inactive,,
Commodity,https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb,Commodity influence over Brazilian stocks.,Extended Research,,,,,,,felipessalvatore/fin2vec,,,
High Frequency,https://github.com/cswaney/prickle,A Python toolkit for high-frequency trade research.,Extended Research,2021-03-22 02:19:15,24.0,17.0,2.0,2016-07-06 20:32:21,2018-06-09 10:53:51,cswaney/prickle,inactive,,
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,2020-11-28 03:02:48,25.0,6.0,0.0,2019-01-04 12:30:41,2019-02-18 09:55:21,AlexIoannides/pymc-stochastic-process,inactive,,
Currency PCA,https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb,Forex spots PCA.,Extended Research,2020-10-26 00:55:20,3.0,1.0,1.0,2019-03-12 21:11:29,2019-03-12 22:09:10,shanemulqueen/python-finance-pca,inactive,,
Liquidity and Momentum,https://github.com/mrefermat/quant_finance,Various factors and portfolio constructions.,Extended Research,2021-03-30 00:09:34,31.0,15.0,1.0,2018-08-11 22:59:53,2019-11-12 04:49:01,mrefermat/quant_finance,active,,
Simulation,https://github.com/chenbowen184/Computational_Finance,Investigating simulations as part of computational finance.,Extended Research,2021-01-12 12:22:31,17.0,12.0,1.0,2018-01-29 05:01:52,2018-08-02 05:56:49,chen-bowen/Computational_Finance,inactive,,
NLP Finance Papers,https://github.com/chenbowen184/Research_Documents_Curation_with_NLP,Curating quantitative finance papers using machine learning.,Extended Research,2021-02-27 06:33:23,8.0,9.0,1.0,2018-10-11 20:32:37,2018-12-24 23:27:55,chen-bowen/Research_Documents_Curation_with_NLP,inactive,,
Deep Portfolio,https://github.com/DLColumbia/DL_forFinance,Deep learning for finance Predict volume of bonds.,Extended Research,2021-01-12 11:48:27,27.0,19.0,2.0,2018-05-08 19:34:17,2018-05-09 15:39:25,DLColumbia/DL_forFinance,inactive,,
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,,,
Critical Transitions,https://github.com/ryanholbrook/critical-transitions,Detecting critical transitions in financial networks with topological data analysis.,Extended Research,2021-01-30 11:50:22,10.0,3.0,1.0,2019-01-22 10:59:50,2019-03-12 18:35:02,ryanholbrook/critical-transitions,inactive,,
Computational Finance,https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance,Applied Computational Economics and Finance.,Extended Research,2021-03-07 17:47:01,12.0,13.0,1.0,2017-08-27 03:46:33,2017-08-26 04:26:04,lnsongxf/Applied_Computational_Economics_and_Finance,inactive,,
Bayesian Finance,https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb,Notebook PyMC3 implementation.,Extended Research,2021-04-10 19:50:47,233.0,55.0,1.0,2018-08-28 14:45:00,2020-08-06 22:03:47,marketneutral/alphatools,active,,
Backtests,https://github.com/AlgoTraders/stock-analysis-engine,Trading data and algorithms.,Extended Research,2021-04-12 02:28:59,620.0,165.0,3.0,2018-09-16 20:00:36,2020-09-05 13:01:05,AlgoTraders/stock-analysis-engine,active,,
Corporate Finance,https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance,Basic corporate finance.,Extended Research,2021-01-16 19:01:31,9.0,4.0,1.0,2017-09-09 03:35:24,2017-09-09 23:04:48,SeanMcOwen/FinanceAndPython.com-CorporateFinance,inactive,,
Mathematical Finance,https://github.com/Auquan/Tutorials,Notebooks for math and financial tutorials.,Extended Research,2021-04-08 19:37:16,664.0,425.0,9.0,2017-01-21 11:24:18,2020-08-01 17:03:32,Auquan/Tutorials,active,,
Economic Foundations,https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations,Basic economic models.,Extended Research,2020-10-06 21:01:59,2.0,3.0,1.0,2017-05-25 02:27:36,2017-06-30 03:53:59,SeanMcOwen/FinanceAndPython.com-EconomicFoundations,inactive,,
Financial Economics,https://github.com/rsvp/fecon235/tree/master/nb,Financial Economics Models.,Extended Research,2021-04-10 17:02:20,713.0,275.0,2.0,2014-11-09 04:49:01,2018-12-03 16:30:28,rsvp/fecon235,inactive,,
Finance Graph Theory,https://github.com/AvijitGhosh82/Finance_Graph_Theory,Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents.,Extended Research,2021-03-28 02:22:22,17.0,7.0,3.0,2018-08-02 02:48:24,2019-03-16 18:39:38,evijit/Finance_Graph_Theory,inactive,,
Market Crash Prediction,https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb,Predicting market crashes using an LPPL model.,Extended Research,2020-10-06 21:01:42,1.0,3.0,1.0,2019-01-24 13:37:45,2019-02-13 16:48:00,sarachmax/MarketCrashes_Prediction,inactive,,
M&A,https://github.com/atulram/Finance-and-Stocks,Mergers and Acquisitions.,Extended Research,2020-12-21 14:42:43,3.0,3.0,1.0,2019-01-19 18:16:47,2019-02-18 16:57:19,atulram/Finance-and-Stocks,inactive,,
Behavioural Economics,https://github.com/pcmichaud/notebooks,Behavioural Economics and Finance Python Notebooks.,Extended Research,2021-02-03 07:22:40,9.0,4.0,1.0,2018-12-20 00:21:38,2019-03-26 11:51:46,pcmichaud/notebooks,inactive,,
Life-cycle,https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb,Company life cycle.,Extended Research,2020-12-21 14:42:43,3.0,3.0,1.0,2019-01-19 18:16:47,2019-02-18 16:57:19,atulram/Finance-and-Stocks,inactive,,
Applied Corporate Finance,https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance,Studies the empirical behaviours in stock market.,Extended Research,2021-02-19 13:40:37,8.0,9.0,1.0,2018-01-29 05:14:52,2018-07-19 06:25:36,chen-bowen/Data_Science_in_Applied_Corporate_Finance,inactive,,
HFT,https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,High frequency trading.,Extended Research,2021-04-11 23:36:10,748.0,333.0,1.0,2016-07-21 05:14:14,2017-02-14 16:47:25,rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,inactive,,
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,2020-12-21 14:26:46,3.0,4.0,1.0,2018-03-13 07:39:20,2018-03-13 07:42:36,garvit-kudesia91/factor_analysis,inactive,,
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,2021-03-20 21:53:18,41.0,28.0,1.0,2018-08-06 16:09:44,2020-11-22 19:02:07,hamaadshah/market_risk_gan_tensorflow,active,,
Pyfolio,https://github.com/quantopian/pyfolio,Portfolio and risk analytics in Python.,Factor and Risk Analysis,2021-04-12 11:55:41,3673.0,1157.0,42.0,2015-06-01 15:31:39,2020-02-28 17:30:19,quantopian/pyfolio,active,,
Performance Analysis,https://github.com/quantopian/alphalens,Performance analysis of predictive (alpha) stock factors.,Factor and Risk Analysis,2021-04-10 12:58:45,1847.0,700.0,17.0,2016-06-03 21:49:15,2020-04-27 18:40:41,quantopian/alphalens,active,,
Python for Finance,https://github.com/yhilpisch/py4fi/tree/master/jupyter36,Various financial notebooks.,Factor and Risk Analysis,2021-04-09 08:12:10,1298.0,794.0,1.0,2014-12-15 11:23:34,2018-07-10 06:38:12,yhilpisch/py4fi,inactive,,
Convex Optimisation,https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb,Convex Optimization for Finance.,Factor and Risk Analysis,2021-04-08 19:02:22,18.0,10.0,1.0,2018-06-26 20:36:47,2019-10-22 21:56:46,ssanderson/convex-optimization-for-finance,active,,
Statistical Finance,https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments,Various financial experiments.,Factor and Risk Analysis,2021-03-30 00:09:28,21.0,16.0,1.0,2015-10-04 09:10:54,2020-03-28 18:33:58,mrefermat/FinancePhD,active,,
VaR,https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb,Value-at-risk calculations.,Factor and Risk Analysis,2021-03-31 02:06:48,10.0,9.0,1.0,2016-11-15 19:24:17,2017-01-14 21:19:30,willb/var-notebook,inactive,,
Risk and Return,https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials,Riskiness of portfolios and assets.,Factor and Risk Analysis,2021-04-06 17:03:06,140.0,62.0,2.0,2017-09-12 13:35:09,2020-08-06 12:35:44,PyDataBlog/Python-for-Data-Science,active,,
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,2021-03-01 13:53:42,31.0,18.0,1.0,2016-05-10 11:03:48,2016-05-17 03:44:56,RJT1990/Active-Portfolio-Management-Notes,inactive,,
Factor Analysis,https://github.com/alpha-miner/alpha-mind/tree/master/notebooks,Factor strategy notebooks.,Factor and Risk Analysis,2021-04-08 19:02:25,172.0,60.0,3.0,2017-05-01 07:36:54,2021-04-07 15:25:27,alpha-miner/alpha-mind,active,,
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,2020-11-04 07:04:38,4.0,5.0,1.0,2017-08-07 14:44:32,2017-08-08 22:52:11,Jorgencr/Alternative-and-Responsible-Investments,inactive,,
CAPM,https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb,Expected returns using CAPM.,Factor and Risk Analysis,2021-03-01 13:53:42,31.0,18.0,1.0,2016-05-10 11:03:48,2016-05-17 03:44:56,RJT1990/Active-Portfolio-Management-Notes,inactive,,
Quant Finance,https://github.com/mrefermat/quant_finance,General quant repository.,Factor and Risk Analysis,2021-03-30 00:09:34,31.0,15.0,1.0,2018-08-11 22:59:53,2019-11-12 04:49:01,mrefermat/quant_finance,active,,
Vasicek,https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb,Bootstrapping and interpolation.,Fixed Income,2020-12-10 21:20:03,3.0,3.0,1.0,2018-07-18 19:26:54,2018-07-18 19:34:48,RobinsonGarcia/fixed-income,inactive,,
Corporate Bonds,https://github.com/ishank011/gs-quantify-bond-prediction,Predicting the buying and selling volume of the corporate bonds.,Fixed Income,2021-01-03 21:46:55,7.0,5.0,1.0,2017-09-27 19:57:13,2017-09-27 20:00:29,ishank011/gs-quantify-bond-prediction,inactive,,
Binomial Tree,https://github.com/hy-lei/math-finance-exercise,Utility functions in fixed income securities.,Fixed Income,2020-10-06 20:55:18,1.0,2.0,1.0,2019-02-02 08:44:14,2019-05-03 17:16:52,hy-lei/math-finance-toolbox,active,,
Machine-Learning-for-Finance,https://github.com/PacktPublishing/Machine-Learning-for-Finance,NEW,Other Models,2021-04-08 16:54:52,180.0,122.0,4.0,2018-03-15 06:28:00,2021-01-14 15:58:03,PacktPublishing/Machine-Learning-for-Finance,active,,2021-04-12 16:39:24.593899
ML_Finance_Codes,https://github.com/mfrdixon/ML_Finance_Codes,NEW,Other Models,2021-04-11 08:30:21,250.0,104.0,3.0,2019-09-27 16:13:50,2020-06-13 21:20:26,mfrdixon/ML_Finance_Codes,active,,2021-04-12 16:39:24.593899
Awesome-Quant-Machine-Learning-Trading,https://github.com/grananqvist/Awesome-Quant-Machine-Learning-Trading,NEW,Other Models,2021-04-10 13:38:56,1005.0,319.0,3.0,2018-11-05 21:09:06,2020-10-08 16:48:18,grananqvist/Awesome-Quant-Machine-Learning-Trading,active,,2021-04-12 16:39:24.593899
Machine-Learning-For-Finance,https://github.com/anthonyng2/Machine-Learning-For-Finance,NEW,Other Models,2021-04-01 20:11:59,205.0,119.0,1.0,2017-07-11 09:09:15,2018-02-21 05:36:35,anthonyng2/Machine-Learning-For-Finance,inactive,,2021-04-12 16:39:24.593899
Stock.Indicators,https://github.com/DaveSkender/Stock.Indicators,NEW,Other Models,2021-04-12 10:47:32,175.0,64.0,9.0,2019-12-29 05:18:07,2021-04-11 19:17:17,DaveSkender/Stock.Indicators,active,,2021-04-12 16:39:24.593899
AlphaPy,https://github.com/ScottfreeLLC/AlphaPy,NEW,Other Models,2021-04-04 20:02:31,576.0,130.0,3.0,2016-02-14 00:47:32,2021-02-08 21:35:40,ScottfreeLLC/AlphaPy,active,,2021-04-12 16:39:24.593899
mlfinlab,https://github.com/hudson-and-thames/mlfinlab,NEW,Other Models,2021-04-12 10:51:12,2295.0,709.0,3.0,2019-02-13 16:57:25,2021-04-12 10:50:54,hudson-and-thames/mlfinlab,active,,2021-04-12 16:39:24.593899
Microservices-Based-Algorithmic-Trading-System,https://github.com/saeed349/Microservices-Based-Algorithmic-Trading-System,NEW,Other Models,2021-04-10 12:59:57,104.0,56.0,0.0,2020-01-06 00:21:58,2020-03-31 13:02:26,saeed349/Microservices-Based-Algorithmic-Trading-System,active,,2021-04-12 16:39:24.593899
botflow,https://github.com/kkyon/botflow,NEW,Other Models,2021-03-31 10:56:44,1165.0,102.0,8.0,2018-08-20 03:13:31,2019-05-23 14:40:50,kkyon/botflow,active,,2021-04-12 16:39:24.593899
surpriver,https://github.com/tradytics/surpriver,NEW,Other Models,2021-04-12 12:27:29,1189.0,221.0,6.0,2020-08-30 07:56:22,2020-09-21 04:32:05,tradytics/surpriver,active,,2021-04-12 16:39:24.593899
finance_ml,https://github.com/jjakimoto/finance_ml,NEW,Other Models,2021-04-08 15:28:17,282.0,117.0,1.0,2018-06-29 21:21:17,2019-02-18 12:34:54,jjakimoto/finance_ml,inactive,,2021-04-12 16:39:24.593899
awesome-ai-in-finance,https://github.com/georgezouq/awesome-ai-in-finance,NEW,Other Models,2021-04-11 07:43:25,941.0,162.0,8.0,2018-08-29 02:07:02,2020-11-27 09:43:40,georgezouq/awesome-ai-in-finance,active,,2021-04-12 16:39:24.593899
Pattern-Recognition-for-Forex-Trading,https://github.com/PythonProgramming/Pattern-Recognition-for-Forex-Trading,NEW,Other Models,2021-04-05 03:23:46,173.0,91.0,1.0,2015-03-26 02:22:03,2015-03-26 02:33:51,PythonProgramming/Pattern-Recognition-for-Forex-Trading,inactive,,2021-04-12 16:39:24.593899
mosquito,https://github.com/miro-ka/mosquito,NEW,Other Models,2021-04-12 09:44:40,220.0,44.0,2.0,2017-06-18 19:57:17,2021-03-14 22:22:00,miro-ka/mosquito,active,,2021-04-12 16:39:24.593899
Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,NEW,Other Models,2021-04-11 06:02:53,172.0,94.0,5.0,2018-12-06 11:35:08,2021-01-18 06:40:53,PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,active,,2021-04-12 16:39:24.593899
stock-trading-ml,https://github.com/yacoubb/stock-trading-ml,NEW,Other Models,2021-04-11 14:46:52,340.0,186.0,1.0,2019-10-10 09:44:02,2019-10-12 11:38:49,yacoubb/stock-trading-ml,active,,2021-04-12 16:39:24.593899
Machine-Learning-and-AI-in-Trading,https://github.com/PyPatel/Machine-Learning-and-AI-in-Trading,NEW,Other Models,2021-04-08 11:31:22,261.0,101.0,1.0,2017-08-30 06:14:59,2019-10-29 08:14:39,PyPatel/Machine-Learning-and-AI-in-Trading,active,,2021-04-12 16:39:24.593899
Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,NEW,Other Models,2021-04-08 20:01:06,279.0,126.0,4.0,2019-11-15 08:51:40,2021-01-21 07:56:08,PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,active,,2021-04-12 16:39:24.593899
Hands-On-Machine-Learning-for-Algorithmic-Trading,https://github.com/PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading,NEW,Other Models,2021-04-12 15:41:16,600.0,386.0,2.0,2019-05-07 11:04:25,2021-01-19 07:51:00,PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading,active,,2021-04-12 16:39:24.593899
CryptoBot,https://github.com/AdeelMufti/CryptoBot,NEW,Other Models,2021-03-25 09:17:42,234.0,94.0,1.0,2017-01-17 12:44:52,2017-01-17 12:48:17,AdeelMufti/CryptoBot,inactive,,2021-04-12 16:39:24.593899
MathAndScienceNotes,https://github.com/melling/MathAndScienceNotes,NEW,Other Models,2021-04-12 00:49:50,460.0,54.0,1.0,2016-03-11 19:13:00,2020-12-21 03:54:51,melling/MathAndScienceNotes,active,,2021-04-12 16:39:24.593899
fin-ml,https://github.com/tatsath/fin-ml,NEW,Other Models,2021-04-11 03:29:15,116.0,66.0,2.0,2020-05-10 00:25:56,2021-01-23 17:15:07,tatsath/fin-ml,active,,2021-04-12 16:39:24.593899
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,2021-03-02 19:44:01,31.0,31.0,1.0,2017-03-20 18:54:24,2017-04-25 23:35:20,BlackArbsCEO/Mixture_Models,inactive,,
Mixture Models II,https://github.com/BlackArbsCEO/mixture_model_trading_public,Mixture models and stock trading.,Other Models,2021-03-12 13:21:17,166.0,73.0,1.0,2017-12-11 17:05:38,2020-05-13 23:50:47,BlackArbsCEO/mixture_model_trading_public,active,,
Fundamental LT Forecasts,https://github.com/Hvass-Labs/FinanceOps,Research in investment finance for long term forecasts.,Other Models,2021-04-05 23:36:04,383.0,127.0,1.0,2018-07-22 08:14:46,2021-02-17 14:39:30,Hvass-Labs/FinanceOps,active,,
Scikit-learn Stock Prediction,https://github.com/robertmartin8/MachineLearningStocks,Using python and scikit-learn to make stock predictions.,Other Models,2021-04-11 10:00:39,931.0,347.0,2.0,2017-02-12 04:50:44,2021-02-04 03:48:33,robertmartin8/MachineLearningStocks,active,,
Short-Term Movement Cues,https://github.com/anfederico/Clairvoyant,Identify social/historical cues for short term stock movement.,Other Models,2021-04-12 13:11:07,2166.0,678.0,1.0,2016-09-12 18:38:17,2018-08-29 20:27:19,anfederico/clairvoyant,inactive,,
Speculator,https://github.com/amicks/Speculator,NEW,Other Models,2021-03-15 16:27:16,101.0,31.0,2.0,2017-09-03 17:43:03,2018-09-12 18:58:38,amicks/Speculator,inactive,,2021-04-12 16:39:24.593899
Machine Learning in Asset Management,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952,,Personal Papers,,,,,,,,,,
Financial Event Prediction using Machine Learning,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555,,Personal Papers,,,,,,,,,,
Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization,https://jfds.pm-research.com/content/2/2/17,,Personal Papers,,,,,,,,,,
Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies,https://jfds.pm-research.com/content/2/1/10,,Personal Papers,,,,,,,,,,
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,2020-12-25 09:39:33,14.0,5.0,1.0,2018-08-01 19:48:24,2019-09-05 11:18:56,otosman/Python-for-Finance,active,,
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,,,,,,,,,,
Deep Portfolio Theory,https://github.com/tcloaa/Deep-Portfolio-Theory,Autoencoder framework for portfolio selection.,Portfolio Selection and Optimisation,2021-04-06 11:47:13,105.0,57.0,1.0,2017-02-10 09:03:08,2018-03-08 16:47:00,tcloaa/Deep-Portfolio-Theory,inactive,,
Efficient Frontier,https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb,Modern Portfolio Theory.,Portfolio Selection and Optimisation,2021-03-30 00:01:39,104.0,57.0,1.0,2018-02-17 08:19:46,2018-02-27 13:16:57,tthustla/efficient_frontier,inactive,,
Policy Gradient Portfolio,https://github.com/ZhengyaoJiang/PGPortfolio,A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.,Portfolio Selection and Optimisation,2021-04-09 10:41:40,1281.0,629.0,6.0,2017-11-12 16:08:44,2019-05-09 09:50:18,ZhengyaoJiang/PGPortfolio,active,,
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,2021-04-12 13:10:31,232.0,82.0,3.0,2018-11-16 12:20:25,2019-07-04 01:41:46,VivekPa/OptimalPortfolio,active,,
DeepDow,https://github.com/jankrepl/deepdow,Portfolio optimization with deep learning.,Portfolio Selection and Optimisation,2021-04-07 06:57:39,311.0,58.0,2.0,2020-02-02 08:46:33,2021-02-16 18:50:53,jankrepl/deepdow,active,,
PyPortfolioOpt,https://github.com/robertmartin8/PyPortfolioOpt,"Financial portfolio optimisation, including classical efficient frontier and advanced methods.",Portfolio Selection and Optimisation,2021-04-12 11:54:54,1895.0,479.0,16.0,2018-05-29 13:30:30,2021-02-25 13:01:56,robertmartin8/PyPortfolioOpt,active,,
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,,,,,,,,,,
Reinforcement Learning,https://github.com/filangel/qtrader,Reinforcement Learning for Portfolio Management.,Portfolio Selection and Optimisation,2021-03-29 03:47:07,364.0,150.0,1.0,2017-10-07 09:14:33,2018-06-26 09:22:27,filangelos/qtrader,inactive,,
OLMAR Algorithm,https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb,Relative importance of each component of the OLMAR algorithm.,Portfolio Selection and Optimisation,2021-04-08 19:07:41,7.0,4.0,1.0,2016-07-26 16:20:10,2016-12-30 11:40:53,charlessutton/OLMAR,inactive,,
NLP Event,https://github.com/yuriak/DLQuant,Applying Deep Learning and NLP in Quantitative Trading.,Textual,2021-04-01 02:16:38,70.0,31.0,1.0,2018-07-02 23:50:52,2019-01-31 14:08:20,yuriak/DLQuant,inactive,,
Fund classification,https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb,Fund classification using text mining and NLP.,Textual,2021-03-31 02:12:50,4.0,2.0,1.0,2018-04-16 22:18:55,2018-06-07 22:01:32,frechfrechfrech/Mutual-Fund-Market-Clusters,inactive,,
Financial Sentiment Analysis,https://github.com/EricHe98/Financial-Statements-Text-Analysis,"Sentiment, distance and proportion analysis for trading signals.",Textual,2021-03-31 23:48:48,48.0,27.0,1.0,2017-06-23 00:05:49,2019-01-26 03:35:55,EricHe98/Financial-Statements-Text-Analysis,inactive,,
Financial Statement Sentiment,https://github.com/MAydogdu/TextualAnalysis,Extracting sentiment from financial statements using neural networks.,Textual,2021-03-31 02:10:58,8.0,7.0,1.0,2018-06-04 20:54:14,2018-06-04 20:56:02,MAydogdu/TextualAnalysis,inactive,,
Extensive NLP,https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb,Comprehensive NLP techniques for accounting research.,Textual,2021-03-21 07:39:02,73.0,42.0,1.0,2017-10-25 07:10:26,2020-06-05 03:28:46,TiesdeKok/Python_NLP_Tutorial,active,,
Accounting Anomalies,https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb,Using deep-learning frameworks to identify accounting anomalies.,Textual,2021-04-12 07:47:50,110.0,51.0,2.0,2017-05-24 12:36:38,2019-08-07 21:47:08,GitiHubi/deepAI,active,,
Buzzwords,https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds,Return performance and mutual fund selection.,Textual,2020-10-06 18:54:58,1.0,4.0,1.0,2018-02-04 21:51:16,2018-02-04 21:57:09,swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds,inactive,,
Earning call transcripts,https://github.com/lin882/WebAnalyticsProject,Correlation between mutual fund investment decision and earning call transcripts.,Textual,2020-12-17 08:24:20,3.0,3.0,1.0,2017-12-30 08:56:03,2018-01-11 02:11:11,lin882/WebAnalyticsProject,inactive,,
NLP,https://github.com/toamitesh/NLPinFinance,This project assembles a lot of NLP operations needed for finance domain.,Textual,,,,,,,toamitesh/NLPinFinance,,,
Industry Clustering,https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,Project to cluster industries according to financial attributes.,Unsupervised,2020-10-06 18:51:22,4.0,5.0,1.0,2017-07-21 02:12:51,2017-07-23 02:53:37,SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,inactive,,
Pairs Trading,https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb,Finding pairs with cluster analysis.,Unsupervised,2021-04-04 17:55:35,79.0,36.0,0.0,2017-09-05 19:19:19,2017-09-27 20:42:14,marketneutral/pairs-trading-with-ML,inactive,,
VRA Stock Embedding,https://github.com/ml-hongkong/stock2vec,Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history.,Unsupervised,2020-10-20 11:05:55,32.0,12.0,1.0,2017-06-21 04:47:14,2017-06-21 04:51:13,ml-hongkong/stock2vec,inactive,,
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,2020-10-06 18:51:22,4.0,5.0,1.0,2017-07-21 02:12:51,2017-07-23 02:53:37,SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,inactive,,
Fund Clusters,https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb,Data exploration of fund clusters.,Unsupervised,2021-03-31 02:12:50,4.0,2.0,1.0,2018-04-16 22:18:55,2018-06-07 22:01:32,frechfrechfrech/Mutual-Fund-Market-Clusters,inactive,,
1 name url comment category last_update star_count fork_count contributors_count created_at last_commit repo_path repo_status rating finml_added_date
2 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
3 Private Equity https://github.com/TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity/blob/master/RightNow%20Technologies/RightNow%20Technologies.ipynb Valuation models. Alternative Finance 11/26/20 3:34 2020-11-26 03:34:45 8 8.0 6 6.0 2 2.0 1/27/16 21:13 2016-01-27 21:13:33 3/14/16 20:03 2016-03-14 20:03:52 TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity inactive
4 VC OLS https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb VC regression. Alternative Finance 10/6/20 20:56 2020-10-06 20:56:14 2 2.0 1 1.0 1 1.0 3/29/18 23:31 2018-03-29 23:31:13 3/29/18 23:33 2018-03-29 23:33:19 fionawhitefield/venture-capital-ols inactive
5 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 2021-01-14 22:41:08 4 4.0 2 2.0 1 1.0 2/8/17 18:39 2017-02-08 18:39:29 4/27/17 22:55 2017-04-27 22:55:55 alporter08/Luxury-Watch-Valuation inactive
6 Art Valuation https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynb Art evaluation analytics. Alternative Finance 2/26/21 12:10 2021-02-26 12:10:53 9 9.0 5 5.0 1 1.0 12/11/14 0:25 2014-12-11 00:25:39 12/12/14 21:25 2014-12-12 21:25:46 ahmedhosny/theGreenCanvas inactive
7 Blockchain https://github.com/nud3l/dInvest Repository for distributed autonomous investment banking. Alternative Finance 2/6/21 7:38 2021-02-06 07:38:28 12 12.0 7 7.0 2 2.0 9/5/16 19:12 2016-09-05 19:12:40 4/24/17 10:48 2017-04-24 10:48:56 nud3l/dInvest inactive
8 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 2020-10-06 20:56:08 3 3.0 2 2.0 1 1.0 12/4/17 8:59 2017-12-04 08:59:44 12/13/17 5:35 2017-12-13 05:35:27 julian-chan/etothex inactive
9 Kiva Crowdfunding https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb Exploratory data analysis. Alternative Finance 2/19/21 13:40 2021-02-19 13:40:33 5 5.0 1 1.0 1 1.0 2/27/18 16:46 2018-02-27 16:46:02 2/13/19 0:15 2019-02-13 00:15:27 CJL89/Kiva-Crowdfunding inactive
10 Oxford Man Stanford Advanced Financial Technologies https://www.oxford-man.ox.ac.uk/ https://fintech.stanford.edu/ Oxford-Man Institute of Quantitative Finance Stanford Advanced Financial Technologies Laboratory Colleges Centers and Departments
11 Berkeley Lab CIFT NYU FRE https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/ https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering Finance and Risk Engineering (NYU Tandon) Colleges Centers and Departments
12 NYU Courant Cornell University https://cims.nyu.edu/ https://www.cornell.edu/ Courant Institute of Mathematical Sciences, New York University Colleges Centers and Departments
13 Cornell University Berkeley Lab CIFT https://www.cornell.edu/ https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/ Colleges Centers and Departments
14 NYU FRE Oxford Man https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering https://www.oxford-man.ox.ac.uk/ Finance and Risk Engineering (NYU Tandon) Oxford-Man Institute of Quantitative Finance Colleges Centers and Departments
15 Stanford Advanced Financial Technologies NYU Courant https://fintech.stanford.edu/ https://cims.nyu.edu/ Stanford Advanced Financial Technologies Laboratory Courant Institute of Mathematical Sciences, New York University Colleges Centers and Departments
16 Handson Python for Finance Mathematical Finance https://github.com/PacktPublishing/Hands-on-Python-for-Finance https://github.com/yadongli/nyumath2048 Hands-on Python for Finance published by Packt. NYU Math-GA 2048: Scientific Computing in Finance. Courses 4/1/21 5:48 2021-01-14 18:01:08 119 69.0 107 63.0 3 6.0 8/20/18 14:10 2015-01-25 21:10:37 1/15/21 8:57 2020-03-25 04:24:25 PacktPublishing/Hands-on-Python-for-Finance yadongli/nyumath2048 active
17 Basic Finance Python for Finance https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance https://github.com/siaen/python_finance_course Source code notebooks basic finance applications. CEU python for finance course material. Courses 3/31/21 2:09 2021-03-31 02:08:55 10 16.0 8 15.0 1 4.0 5/6/17 2:39 2017-12-12 11:54:46 6/21/17 4:04 2020-02-25 20:31:41 SeanMcOwen/FinanceAndPython.com-BasicFinance siaen/python_finance_course inactive active
18 ML Specialisation Algo Trading https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading Machine Learning in Finance. Intro to algo trading. Courses 3/31/21 2:08 2021-03-12 11:02:04 33 64.0 32 25.0 1 1.0 1/24/19 2:55 2017-10-29 20:34:54 1/3/20 21:54 2019-01-22 06:56:08 Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization JCreeks/Machine-Learning-in-Finance active inactive
19 Basic Investments Machine Learning for Trading https://github.com/SeanMcOwen/FinanceAndPython.com-Investments https://github.com/stefan-jansen/machine-learning-for-trading Basic investment tools in python. Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading. Courses 3/23/21 6:32 2021-04-12 16:18:26 9 3842.0 5 1225.0 1 8.0 8/2/17 21:52 2018-05-09 12:33:08 8/17/17 3:24 2021-04-10 22:21:29 SeanMcOwen/FinanceAndPython.com-Investments stefan-jansen/machine-learning-for-trading inactive active
20 Risk Management Basic Derivatives https://github.com/andrey-lukyanov/Risk-Management https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives Finance risk engagement course resources. Basic forward contracts and hedging. Courses 11/12/20 0:49 2021-03-31 02:08:39 6 4.0 5 4.0 3 1.0 10/3/18 16:26 2017-08-24 00:11:37 12/13/18 8:04 2017-10-13 01:32:23 andrey-lukyanov/Risk-Management SeanMcOwen/FinanceAndPython.com-Derivatives inactive
21 Basic Derivatives Handson Python for Finance https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives https://github.com/PacktPublishing/Hands-on-Python-for-Finance Basic forward contracts and hedging. Hands-on Python for Finance published by Packt. Courses 3/31/21 2:08 2021-04-12 00:49:10 4 121.0 4 110.0 1 3.0 8/24/17 0:11 2018-08-20 14:10:37 10/13/17 1:32 2021-01-15 08:57:06 SeanMcOwen/FinanceAndPython.com-Derivatives PacktPublishing/Hands-on-Python-for-Finance inactive active
22 Mathematical Finance Basic Investments https://github.com/yadongli/nyumath2048 https://github.com/SeanMcOwen/FinanceAndPython.com-Investments NYU Math-GA 2048: Scientific Computing in Finance. Basic investment tools in python. Courses 1/14/21 18:01 2021-03-23 06:32:10 69 9.0 63 5.0 6 1.0 1/25/15 21:10 2017-08-02 21:52:19 3/25/20 4:24 2017-08-17 03:24:53 yadongli/nyumath2048 SeanMcOwen/FinanceAndPython.com-Investments active inactive
23 Machine Learning for Trading ML Specialisation https://github.com/stefan-jansen/machine-learning-for-trading https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading. Machine Learning in Finance. Courses 4/4/21 1:48 2021-04-05 13:37:33 3717 34.0 1165 32.0 7 1.0 5/9/18 12:33 2019-01-24 02:55:01 3/19/21 14:10 2020-01-03 21:54:16 stefan-jansen/machine-learning-for-trading Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization active
24 Algo Trading Basic Finance https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance Intro to algo trading. Source code notebooks basic finance applications. Courses 3/12/21 11:02 2021-03-31 02:09:16 64 10.0 25 8.0 1 1.0 10/29/17 20:34 2017-05-06 02:39:05 1/22/19 6:56 2017-06-21 04:04:09 JCreeks/Machine-Learning-in-Finance SeanMcOwen/FinanceAndPython.com-BasicFinance inactive
25 Python for Finance Risk Management https://github.com/siaen/python_finance_course https://github.com/andrey-lukyanov/Risk-Management CEU python for finance course material. Finance risk engagement course resources. Courses 3/31/21 2:08 2020-11-12 00:49:51 16 6.0 15 5.0 4 3.0 12/12/17 11:54 2018-10-03 16:26:14 2/25/20 20:31 2018-12-13 08:04:15 siaen/python_finance_course andrey-lukyanov/Risk-Management active inactive
26 IRS http://finance.yahoo.com/ http://social-metrics.org/sox/ http://finance.yahoo.com/ Data
27 Employee Count SEC Filings Rating Industries https://github.com/healthgradient/sec_employee_information_extraction http://www.ratingshistory.info/ Data 2/27/21 3:33 10 2 1 6/26/18 23:33 8/14/18 1:31 healthgradient/sec_employee_information_extraction inactive
28 EDGAR https://fred.stlouisfed.org/ https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb https://fred.stlouisfed.org/ Data 1/23/21 19:22 11 10 1 6/11/18 22:51 7/10/18 18:03 TiesdeKok/UW_Python_Camp inactive
29 Open Edgar Financial Corporate https://github.com/LexPredict/openedgar http://raw.rutgers.edu/Corporate%20Financial%20Data.html Data 4/2/21 16:21 167 61 6 5/7/18 15:32 5/15/19 8:32 LexPredict/openedgar active
30 SEC Parsing https://stooq.com https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb https://stooq.com Data 2/27/21 6:34 9 6 1 6/16/18 14:30 6/16/18 17:23 healthgradient/sec-doc-info-extraction inactive
31 Web Scraping (FirmAI) Non-financial Corporate https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html Data 3/28/21 12:43 576 183 2 2/19/19 19:02 7/22/20 16:48 firmai/business-machine-learning active
32 Capital Markets Data https://github.com/timestocome/StockMarketData https://www.capitalmarketsdata.com/ https://github.com/timestocome/StockMarketData Data 2021-03-26 22:35:04 7.0 5.0 1.0 2017-05-10 21:49:45 2017-08-06 19:23:18 timestocome/StockMarketData inactive
33 https://github.com/timestocome/StockMarketData Web Scraping (FirmAI) https://github.com/timestocome/StockMarketData https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data Data 3/26/21 22:35 2021-04-10 17:19:48 7 577.0 6 184.0 1 2.0 5/10/17 21:49 2019-02-19 19:02:59 8/6/17 19:23 2020-07-22 16:48:21 timestocome/StockMarketData firmai/business-machine-learning inactive active
34 Non-financial Corporate SEC Parsing http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb Data 2021-02-27 06:34:55 9.0 6.0 1.0 2018-06-16 14:30:06 2018-06-16 17:23:46 healthgradient/sec-doc-info-extraction inactive
35 http://finance.yahoo.com/ Open Edgar http://finance.yahoo.com/ https://github.com/LexPredict/openedgar Data 2021-04-09 12:15:03 169.0 61.0 6.0 2018-05-07 15:32:31 2019-05-15 08:32:30 LexPredict/openedgar active
36 https://stooq.com EDGAR https://stooq.com https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb Data 2021-01-23 19:22:59 11.0 10.0 1.0 2018-06-11 22:51:57 2018-07-10 18:03:52 TiesdeKok/UW_Python_Camp inactive
37 Financial Corporate Employee Count SEC Filings http://raw.rutgers.edu/Corporate%20Financial%20Data.html https://github.com/healthgradient/sec_employee_information_extraction Data 2021-02-27 03:33:31 10.0 2.0 1.0 2018-06-26 23:33:51 2018-08-14 01:31:13 healthgradient/sec_employee_information_extraction inactive
38 https://fred.stlouisfed.org/ IRS https://fred.stlouisfed.org/ http://social-metrics.org/sox/ Data
39 Rating Industries Capital Markets Data http://www.ratingshistory.info/ https://www.capitalmarketsdata.com/ Data
40 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
41 Advanced ML https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises Exercises too Financial Machine Learning (De Prado). Data Processing Techniques and Transformations 4/3/21 6:12 2021-04-12 02:20:21 964 973.0 435 435.0 4 4.0 4/25/18 17:22 2018-04-25 17:22:40 1/16/20 17:25 2020-01-16 17:25:41 BlackArbsCEO/Adv_Fin_ML_Exercises active
42 crypto-rl BitcoinForecast https://github.com/sadighian/crypto-rl https://github.com/PiSimo/BitcoinForecast Retrieve limit order book level data from coinbase pro and bitfinex -> record in [arctic](https://github.com/man-group/arctic) timeseries database then implemented trend following strategies (market orders) and market making (limit orders). Uses reinforcement learning (DQN) [keras-rl](https://github.com/keras-rl/keras-rl) to create agents and uses [openai gym](https://gym.openai.com/) to implement POMDP (partially observable markov decision process) RNN model to predict short term price movement (in this case BTC for the next 9 minutes) [deepchart](https://pisimo.github.io/DeepChart/) is used to visualize the model Deep Learning And Reinforcement Learning 4/3/21 21:08 2021-04-06 02:06:05 345 289.0 112 128.0 1 3.0 6/21/18 1:06 2017-03-10 10:52:02 11/5/20 11:08 2018-06-11 08:07:02 sadighian/crypto-rl PiSimo/BitcoinForecast active inactive 3 3.0 3/31/21 8:00
43 DeepLearningInFinance Pair-Trading-Reinforcement-Learning https://github.com/sonaam1234/DeepLearningInFinance https://github.com/wai-i/Pair-Trading-Reinforcement-Learning Based on a [talk](https://towardsdatascience.com/deep-learning-in-finance-9e088cb17c03) Sonam Srivastava gave and there are two studies: 1. single timeseries return prediction using ARIMA/VAR/SVR/Deep Regression/CNN/LSTM 2. indexed portfolio construction using autoencoders i.e. replicate a index using handful of stocks. NEW Deep Learning And Reinforcement Learning 3/8/21 13:09 2021-04-10 04:53:28 266 136.0 145 56.0 1 1.0 8/21/17 16:00 2019-06-09 22:50:37 8/21/17 17:23 2020-01-03 15:36:22 sonaam1234/DeepLearningInFinance wai-i/Pair-Trading-Reinforcement-Learning inactive active 3 3/31/21 8:00 2021-04-12 16:39:11.055181
44 LTSM GRU rl_trading https://github.com/RajatHanda/Finance-Forecasting https://github.com/ucaiado/rl_trading Stock Market Forecasting using LSTM\GRU. NEW Deep Learning And Reinforcement Learning 3/29/21 23:59 2021-04-08 15:34:33 11 207.0 6 89.0 1 1.0 5/13/18 2:39 2017-05-29 22:19:00 2/25/19 0:26 2017-08-29 14:54:50 RajatHanda/Finance-Forecasting ucaiado/rl_trading inactive 3 2021-04-12 16:39:11.055181
45 Deep Learning Trading-Gym https://github.com/keon/deepstock https://github.com/thedimlebowski/Trading-Gym Technical experimentations to beat the stock market using deep learning. NEW Deep Learning And Reinforcement Learning 3/24/21 14:45 2021-04-10 08:00:08 427 507.0 154 147.0 2 3.0 12/12/16 2:15 2017-06-13 13:14:48 3/4/17 8:37 2017-07-10 08:09:30 keon/deepstock thedimlebowski/Trading-Gym inactive 4 2021-04-12 16:39:11.055181
46 Deep Learning II DQN-DDPG_Stock_Trading https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading Tensorflow Regression. merged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQN Deep Learning And Reinforcement Learning 3/21/21 6:53 2021-04-07 12:42:22 174 136.0 67 49.0 1 4.0 7/12/16 12:56 2018-09-19 03:17:06 2/16/18 2:43 2020-11-26 16:58:00 LiamConnell/deep-algotrading AI4Finance-LLC/DQN-DDPG_Stock_Trading inactive active 3 3.0 3/31/21 8:00
47 Neural Network pairstrade-fyp-2019 https://github.com/VivekPa/IntroNeuralNetworks https://github.com/wywongbd/pairstrade-fyp-2019 Neural networks to predict stock prices. NEW Deep Learning And Reinforcement Learning 4/3/21 11:59 2021-04-04 23:47:56 489 110.0 177 41.0 2 2.0 9/10/18 6:34 2018-09-07 07:51:06 11/21/18 7:39 2020-05-13 05:06:51 VivekPa/IntroNeuralNetworks wywongbd/pairstrade-fyp-2019 inactive active 4 2021-04-12 16:39:11.055181
48 Deep Learning IV Machine-Learning-and-Reinforcement-Learning-in-Finance https://github.com/achillesrasquinha/bulbea https://github.com/joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance Bulbea: Deep Learning based Python Library. NEW Deep Learning And Reinforcement Learning 4/2/21 1:36 2021-03-30 09:11:21 1451 175.0 416 98.0 1 1.0 3/9/17 6:11 2018-06-26 04:30:08 3/19/17 7:42 2018-09-23 16:50:33 achillesrasquinha/bulbea joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance inactive 5 2021-04-12 16:39:11.055181
49 AI Trading maro https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md https://github.com/microsoft/maro AI to predict stock market movements. NEW Deep Learning And Reinforcement Learning 4/3/21 21:14 2021-04-12 02:22:41 2857 386.0 1378 66.0 1 17.0 1/9/19 8:02 2019-12-27 06:48:27 2/11/19 16:32 2021-04-07 15:49:38 borisbanushev/stockpredictionai microsoft/maro inactive active 5 2021-04-12 16:39:11.055181
50 ARIMA-LTSM Hybrid RLQuant https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid https://github.com/yuriak/RLQuant Hybrid model to predict future price correlation coefficients of two assets. NEW Deep Learning And Reinforcement Learning 4/2/21 15:32 2021-04-09 05:01:03 219 277.0 83 92.0 1 1.0 8/5/18 2:13 2018-04-05 05:42:44 10/1/18 11:25 2018-08-13 04:18:29 imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict yuriak/RLQuant inactive 3 2021-04-12 16:39:11.055181
51 LTSM Recurrent TradingGym https://github.com/VivekPa/AIAlpha https://github.com/cove9988/TradingGym OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network. NEW Deep Learning And Reinforcement Learning 4/3/21 10:48 2021-03-28 05:37:33 1199 112.0 371 39.0 2 3.0 10/7/18 3:58 2017-11-06 00:50:01 8/3/19 9:00 2017-11-15 23:55:32 VivekPa/AIAlpha cove9988/TradingGym active inactive 4 2021-04-12 16:39:11.055181
52 Deep-Reinforcement-Learning-in-Trading a3c_trading https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading https://github.com/evgps/a3c_trading Deep reinforcement learning for trading leveraging [openai gym](https://gym.openai.com/) framework. Keras implementation of DQN DDQN (double deep Q network) and DDDQN (dueling double dqn) trained/tested on s&p 500 daily data from 2013 to 2018. approach is described in an article [here](https://www.linkedin.com/pulse/deep-reinforcement-learning-trading-saeed-rahman) NEW Deep Learning And Reinforcement Learning 3/31/21 10:40 2021-04-10 12:49:10 137 311.0 66 98.0 1 1.0 5/11/18 0:52 2018-06-04 15:30:16 10/26/19 14:22 2020-05-23 14:47:54 saeed349/Deep-Reinforcement-Learning-in-Trading evgps/a3c_trading active 3 3/31/21 8:00 2021-04-12 16:39:11.055181
53 Deep Learning III RL III https://github.com/Rachnog/Deep-Trading https://github.com/samre12/deep-trading-agent Algorithmic trading with deep learning experiments. Github -Deep Reinforcement Learning based Trading Agent for Bitcoin. Deep Learning And Reinforcement Learning 4/3/21 5:26 2021-04-03 20:48:36 1264 576.0 675 203.0 1 1.0 6/18/16 18:23 2017-09-21 17:05:19 8/7/18 15:24 2018-04-13 16:33:21 Rachnog/Deep-Trading samre12/deep-trading-agent inactive 5 3.0
54 Stock-Prediction-Models TradingGym https://github.com/huseinzol05/Stock-Prediction-Models https://github.com/Yvictor/TradingGym very good curated list of notebooks showing deep learning + reinforcement learning models. Also contain topics on outlier detections/overbought oversold study/monte carlo simulartions/sentiment analysis from text (text storage/parsing is not detailed but it mentioned using [BERT](https://github.com/google-research/bert)) NEW Deep Learning And Reinforcement Learning 4/3/21 20:09 2021-04-11 20:20:33 3599 841.0 1521 237.0 2 2.0 12/18/17 10:49 2017-05-01 13:53:32 1/5/21 10:31 2018-02-14 13:58:18 huseinzol05/Stock-Prediction-Models Yvictor/TradingGym active inactive 5 3/31/21 8:00 2021-04-12 16:39:11.055181
55 RLTrader QLearning_Trading https://github.com/notadamking/RLTrader https://github.com/ucaiado/QLearning_Trading predecessor to [tensortrade](https://github.com/tensortrade-org/tensortrade) uses open api [gym](https://gym.openai.com/) and neat way to render matplotlib plots in real time. Also explains LSTM/data stationarity/Bayesian optimization using [Optuna](https://github.com/optuna/optuna) etc. NEW Deep Learning And Reinforcement Learning 4/3/21 20:09 2021-04-06 22:09:31 1304 433.0 449 168.0 15 1.0 4/27/19 18:35 2016-08-10 06:02:23 10/17/19 16:25 2016-10-15 02:36:09 notadamking/RLTrader ucaiado/QLearning_Trading active inactive 5 3/31/21 8:00 2021-04-12 16:39:11.055181
56 trading-rl gym-trading https://github.com/Kostis-S-Z/trading-rl https://github.com/hackthemarket/gym-trading Deep reinforcement learning for financial trading using [gym](https://gym.openai.com/) and [keras-rl](https://github.com/keras-rl/keras-rl) on FX dataset (EURUSD) not actively maintained NEW Deep Learning And Reinforcement Learning 3/31/21 16:01 2021-04-12 09:06:22 179 581.0 38 195.0 2 2.0 4/22/19 10:03 2016-12-09 20:46:19 9/28/20 9:07 2017-12-24 15:34:37 Kostis-S-Z/trading-rl hackthemarket/gym-trading inactive 3 3/31/21 8:00 2021-04-12 16:39:11.055181
57 awesome-deep-trading Pair Trading RL https://github.com/cbailes/awesome-deep-trading https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading curated list of papers/repos on topics like CNN/LSTM/GAN/Reinforcement Learning etc. Categorized as deep learning for now but there are other topics here. Manually maintained by cbailes Using deep actor-critic model to learn best strategies in pair trading. Deep Learning And Reinforcement Learning 4/3/21 19:52 2021-03-27 02:19:29 541 241.0 137 113.0 1 1.0 11/26/18 3:23 2017-05-18 16:47:11 1/1/21 9:41 2017-05-18 16:56:38 cbailes/awesome-deep-trading shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading active inactive 4 3.0 3/31/21 8:00
58 trading-bot RL II https://github.com/pskrunner14/trading-bot https://github.com/deependersingla/deep_trader Implementation of deep reinforcement learning using Deep Q Network (DQN). Only supports single security at the moment. Idea is roughly based [here](https://keon.github.io/deep-q-learning/) and uses tensorflow/keras. Interesting helper python libraries used here are [tqdm](https://tqdm.github.io/) for console based progress bar and [altair](https://altair-viz.github.io/) for declarative visualization in python reinforcement learning on stock market and agent tries to learn trading. Deep Learning And Reinforcement Learning 4/2/21 18:45 2021-04-11 20:21:25 286 1340.0 139 489.0 1 3.0 8/13/18 10:44 2016-06-11 07:27:10 1/23/20 4:41 2018-01-22 14:35:50 pskrunner14/trading-bot deependersingla/deep_trader active inactive 3 3.0 3/31/21 8:00
59 Advanced-Deep-Trading RL https://github.com/Rachnog/Advanced-Deep-Trading https://github.com/kh-kim/stock_market_reinforcement_learning notebooks containing experiments based on Lopez de Prado book "Advances in financial machine learning". Mostly not deep learning related but rather sklearn regression models. Interesting libraries include [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) for calculating return stats and [shap](https://github.com/slundberg/shap) for explaining models. Examlpe of shap can be which features are pushing the value up and and which features are pushing the value down. Also contain functions for calculating geometric brownian motion and jump diffusion functions. OpenGym with Deep Q-learning and Policy Gradient. Deep Learning And Reinforcement Learning 3/30/21 7:29 2021-04-11 12:27:18 319 715.0 158 298.0 2 1.0 2/16/19 21:18 2016-10-04 14:42:19 11/29/20 20:12 2016-12-23 07:34:08 Rachnog/Advanced-Deep-Trading kh-kim/stock_market_reinforcement_learning active inactive 3 2.0 3/31/21 8:00
60 FinRL-Library RL V https://github.com/AI4Finance-LLC/FinRL-Library https://github.com/gstenger98/rl-finance started by Columbia university engineering students and designed as an end to end deep reinforcement learning library for automated trading platform. Implementation of DQN DDQN DDPG etc using PyTorch and [gym](https://gym.openai.com/) use [pyfolio](https://github.com/quantopian/pyfolio) for showing backtesting stats. Big contributions on Proximal Policy Optimization (PPO) advantage actor critic (A2C) and Deep Deterministic Policy Gradient (DDPG) agents for trading Building an Agent to Trade with Reinforcement Learning. Deep Learning And Reinforcement Learning 4/4/21 1:53 2021-04-08 18:57:53 1807 33.0 433 8.0 22 5.0 7/26/20 13:18 2019-01-16 00:43:36 4/3/21 23:21 2020-03-19 20:28:08 AI4Finance-LLC/FinRL-Library gstenger98/rl-finance active 5 2.0 3/31/21 8:00
61 Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 RL Trading https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW Part of FinRL and provided code for paper [deep reinformacement learning for automated stock trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3690996) focuses on ensemble. A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab. Deep Learning And Reinforcement Learning 4/3/21 10:08 547 240 6 7/26/20 13:12 1/21/21 18:11 AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 inactive 4 4.0 3/31/21 8:00
62 deep-RL-trading RL IV https://github.com/golsun/deep-RL-trading https://github.com/jjakimoto/DQN trading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916) Reinforcement Learning for finance. Deep Learning And Reinforcement Learning 4/1/21 12:51 2021-04-05 11:42:45 233 142.0 109 55.0 1 1.0 2/25/18 17:41 2016-10-21 02:47:17 12/1/20 22:06 2017-04-07 08:11:57 golsun/deep-RL-trading jjakimoto/DQN active inactive 3 3/31/21 8:00
63 AutomatedStockTrading-DeepQ-Learning tensortrade https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning https://github.com/tensortrade-org/tensortrade cornerstone project repo for Udacity nanodegree program [Become a machine learning engineer](https://www.udacity.com/course/machine-learning-engineer-nanodegree--nd009t) and focus on trading using deep q learning. Good explanation on design choices in the report NEW Deep Learning And Reinforcement Learning 3/24/21 1:11 2021-04-12 16:05:19 134 3101.0 51 715.0 2 39.0 2/23/19 12:01 2019-07-30 21:28:32 2/25/20 18:16 2021-03-24 16:25:28 sachink2010/AutomatedStockTrading-DeepQ-Learning tensortrade-org/tensortrade active 3 3/31/21 8:00 2021-04-12 16:39:11.055181
64 Personae Deep-Learning-Machine-Learning-Stock https://github.com/Ceruleanacg/Personae https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock implementation of deep reinforcement learning and supervised learnings covering areas: deep deterministic policy gradient (DDPG) and DDQN etc. Data are being pulled from [rqalpha](https://github.com/ricequant/rqalpha) which is a python backtest engine and have a nice docker image to run training/testing curated list of notebooks for machine learning models. Start with very simple linear models to more advanced reinforcement learning type of models. Problem with this repo is that the library version numbers may be changing over time and there's no specific way to track and upgrade Deep Learning And Reinforcement Learning 3/31/21 15:38 2021-04-12 02:58:32 1142 275.0 332 99.0 2 1.0 3/10/18 11:22 2018-09-29 23:38:06 9/2/18 17:21 2021-03-18 03:16:36 Ceruleanacg/Personae LastAncientOne/Deep-Learning-Machine-Learning-Stock inactive active 5 3.0 3/31/21 8:00
65 Deep-Reinforcement-Stock-Trading Deep-Reinforcement-Learning-in-Trading https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading inspired by Q-trader a deep reinforcement learning repo for trading. Only 3 actions allowed (buy/hold/sell) and no transaction cost is implemented yet. Uses [empyrical](https://github.com/quantopian/empyrical) for portfolio stats Deep reinforcement learning for trading leveraging [openai gym](https://gym.openai.com/) framework. Keras implementation of DQN DDQN (double deep Q network) and DDDQN (dueling double dqn) trained/tested on s&p 500 daily data from 2013 to 2018. approach is described in an article [here](https://www.linkedin.com/pulse/deep-reinforcement-learning-trading-saeed-rahman) Deep Learning And Reinforcement Learning 4/3/21 22:50 2021-04-10 13:17:25 141 138.0 42 66.0 2 1.0 5/19/19 22:20 2018-05-11 00:52:14 9/27/20 19:22 2019-10-26 14:22:44 Albert-Z-Guo/Deep-Reinforcement-Stock-Trading saeed349/Deep-Reinforcement-Learning-in-Trading active 3 3.0 3/31/21 8:00
66 Deep-Learning-Machine-Learning-Stock Personae https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock https://github.com/Ceruleanacg/Personae curated list of notebooks for machine learning models. Start with very simple linear models to more advanced reinforcement learning type of models. Problem with this repo is that the library version numbers may be changing over time and there's no specific way to track and upgrade implementation of deep reinforcement learning and supervised learnings covering areas: deep deterministic policy gradient (DDPG) and DDQN etc. Data are being pulled from [rqalpha](https://github.com/ricequant/rqalpha) which is a python backtest engine and have a nice docker image to run training/testing Deep Learning And Reinforcement Learning 4/4/21 1:27 2021-04-11 20:20:48 264 1144.0 94 330.0 1 2.0 9/29/18 23:38 2018-03-10 11:22:00 3/18/21 3:16 2018-09-02 17:21:38 LastAncientOne/Deep-Learning-Machine-Learning-Stock Ceruleanacg/Personae active inactive 3 5.0 3/31/21 8:00
67 BitcoinForecast awesome-deep-trading https://github.com/PiSimo/BitcoinForecast https://github.com/cbailes/awesome-deep-trading RNN model to predict short term price movement (in this case BTC for the next 9 minutes) [deepchart](https://pisimo.github.io/DeepChart/) is used to visualize the model curated list of papers/repos on topics like CNN/LSTM/GAN/Reinforcement Learning etc. Categorized as deep learning for now but there are other topics here. Manually maintained by cbailes Deep Learning And Reinforcement Learning 4/3/21 8:03 2021-04-11 09:02:46 288 551.0 127 140.0 3 1.0 3/10/17 10:52 2018-11-26 03:23:04 6/11/18 8:07 2021-01-01 09:41:21 PiSimo/BitcoinForecast cbailes/awesome-deep-trading inactive active 3 4.0 3/31/21 8:00
68 DQN-DDPG_Stock_Trading trading-rl https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading https://github.com/Kostis-S-Z/trading-rl merged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQN Deep reinforcement learning for financial trading using [gym](https://gym.openai.com/) and [keras-rl](https://github.com/keras-rl/keras-rl) on FX dataset (EURUSD) not actively maintained Deep Learning And Reinforcement Learning 4/3/21 21:48 2021-04-10 04:59:14 135 180.0 49 38.0 4 2.0 9/19/18 3:17 2019-04-22 10:03:21 11/26/20 16:58 2020-09-28 09:07:18 AI4Finance-LLC/DQN-DDPG_Stock_Trading Kostis-S-Z/trading-rl inactive active 3 3.0 3/31/21 8:00
69 Derman RLTrader https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb https://github.com/notadamking/RLTrader Binomial tree for American call. predecessor to [tensortrade](https://github.com/tensortrade-org/tensortrade) uses open api [gym](https://gym.openai.com/) and neat way to render matplotlib plots in real time. Also explains LSTM/data stationarity/Bayesian optimization using [Optuna](https://github.com/optuna/optuna) etc. Derivatives and Hedging Deep Learning And Reinforcement Learning 10/6/20 20:37 2021-04-12 02:50:22 1 1312.0 3 451.0 1 15.0 5/18/18 18:08 2019-04-27 18:35:15 9/21/18 19:59 2019-10-17 16:25:49 rstreppa/valuation-convertibles-Goldman1994 notadamking/RLTrader inactive active 5.0 3/31/21 8:00
70 Hull White Stock-Prediction-Models https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb https://github.com/huseinzol05/Stock-Prediction-Models Callable Bond, Hull White. very good curated list of notebooks showing deep learning + reinforcement learning models. Also contain topics on outlier detections/overbought oversold study/monte carlo simulartions/sentiment analysis from text (text storage/parsing is not detailed but it mentioned using [BERT](https://github.com/google-research/bert)) Derivatives and Hedging Deep Learning And Reinforcement Learning 10/6/20 20:37 2021-04-12 13:54:15 4 3655.0 6 1542.0 1 2.0 6/6/18 22:06 2017-12-18 10:49:59 6/6/18 22:27 2021-01-05 10:31:50 rstreppa/valuation-callables-HullWhite huseinzol05/Stock-Prediction-Models inactive active 5.0 3/31/21 8:00
71 Derivative Markets Deep Learning III https://github.com/broughtj/Fin6470/tree/master/Notebooks https://github.com/Rachnog/Deep-Trading The economics of futures, futures, options, and swaps. Algorithmic trading with deep learning experiments. Derivatives and Hedging Deep Learning And Reinforcement Learning 3/18/21 3:47 2021-04-09 10:39:54 8 1266.0 8 675.0 1 1.0 2/9/16 5:30 2016-06-18 18:23:06 3/18/21 3:47 2018-08-07 15:24:45 broughtj/Fin6470 Rachnog/Deep-Trading active inactive 5.0
72 Options LTSM Recurrent https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D https://github.com/VivekPa/AIAlpha Introduction to options. OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network. Derivatives and Hedging Deep Learning And Reinforcement Learning 4/4/21 0:48 2021-04-12 02:39:50 332 1207.0 165 370.0 36 2.0 7/28/17 15:48 2018-10-07 03:58:26 3/17/21 17:17 2019-08-03 09:00:44 QuantConnect/Tutorials VivekPa/AIAlpha active 4.0
73 Volatility and Variance Derivatives ARIMA-LTSM Hybrid https://github.com/yhilpisch/lvvd/tree/master/lvvd https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid Volatility derivatives analytics. Hybrid model to predict future price correlation coefficients of two assets. Derivatives and Hedging Deep Learning And Reinforcement Learning 3/23/21 12:10 2021-04-11 04:12:38 78 222.0 77 86.0 1 1.0 10/21/16 4:12 2018-08-05 02:13:21 2/22/21 13:32 2018-10-01 11:25:53 yhilpisch/lvvd imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict active inactive 3.0
74 Reinforcement Learning AI Trading https://github.com/FinTechies/HedgingRL https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md Hedging portfolios with reinforcement learning. AI to predict stock market movements. Derivatives and Hedging Deep Learning And Reinforcement Learning 1/20/21 8:12 2021-04-12 15:42:20 16 2876.0 9 1384.0 1 1.0 4/21/17 10:58 2019-01-09 08:02:47 8/2/17 21:41 2019-02-11 16:32:47 FinTechies/HedgingRL borisbanushev/stockpredictionai inactive 5.0
75 Option Strategies Deep Learning IV https://github.com/rstreppa/valuation-OptionStrategies https://github.com/achillesrasquinha/bulbea Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations. Bulbea: Deep Learning based Python Library. Derivatives and Hedging Deep Learning And Reinforcement Learning 2/27/21 8:50 2021-04-09 20:38:16 2 1467.0 3 416.0 1 1.0 5/22/18 18:27 2017-03-09 06:11:06 5/22/18 18:30 2017-03-19 07:42:49 rstreppa/valuation-OptionStrategies achillesrasquinha/bulbea inactive 5.0
76 Options Neural Network https://github.com/PHBS/2018.M1.ASP/tree/master/py https://github.com/VivekPa/IntroNeuralNetworks Black Scholes and Copula. Neural networks to predict stock prices. Derivatives and Hedging Deep Learning And Reinforcement Learning 2021-04-03 11:59:40 489.0 176.0 2.0 2018-09-10 06:34:53 2018-11-21 07:39:31 PHBS/2018.M1.ASP VivekPa/IntroNeuralNetworks inactive 4.0
77 Derivatives Python Deep Learning II https://github.com/yhilpisch/dawp/tree/master/python36 https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks Derivative analytics with Python. Tensorflow Regression. Derivatives and Hedging Deep Learning And Reinforcement Learning 3/23/21 15:35 2021-04-10 06:06:01 387 175.0 297 67.0 1 1.0 7/9/15 12:27 2016-07-12 12:56:10 2/22/21 13:29 2018-02-16 02:43:36 yhilpisch/dawp LiamConnell/deep-algotrading active inactive 3.0
78 Options Risk Measures Deep Learning https://github.com/wanglouis49/risk_estimation https://github.com/keon/deepstock Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). Technical experimentations to beat the stock market using deep learning. Derivatives and Hedging Deep Learning And Reinforcement Learning 10/6/20 20:37 2021-03-24 14:45:00 1 427.0 2 154.0 1 2.0 4/29/16 3:51 2016-12-12 02:15:12 1/16/18 1:24 2017-03-04 08:37:29 wanglouis49/risk_estimation keon/deepstock inactive 4.0
79 Delta Hedging LTSM GRU https://github.com/RobinsonGarcia/delta-hedging https://github.com/RajatHanda/Finance-Forecasting Advanced derivatives. Stock Market Forecasting using LSTM\GRU. Derivatives and Hedging Deep Learning And Reinforcement Learning 2/27/21 8:48 2021-03-29 23:59:32 3 11.0 2 6.0 1 1.0 3/2/18 23:53 2018-05-13 02:39:32 7/17/18 23:32 2019-02-25 00:26:42 RobinsonGarcia/delta-hedging RajatHanda/Finance-Forecasting inactive 3.0
80 Computational Derivatives DeepLearningInFinance https://github.com/chenbowen184/Computational_Finance https://github.com/sonaam1234/DeepLearningInFinance Projects focusing on investigating simulations and computational techniques applied in finance. Based on a [talk](https://towardsdatascience.com/deep-learning-in-finance-9e088cb17c03) Sonam Srivastava gave and there are two studies: 1. single timeseries return prediction using ARIMA/VAR/SVR/Deep Regression/CNN/LSTM 2. indexed portfolio construction using autoencoders i.e. replicate a index using handful of stocks. Derivatives and Hedging Deep Learning And Reinforcement Learning 1/12/21 12:22 2021-03-08 13:09:27 17 266.0 12 145.0 1 1.0 1/29/18 5:01 2017-08-21 16:00:42 8/2/18 5:56 2017-08-21 17:23:48 chen-bowen/Computational_Finance sonaam1234/DeepLearningInFinance inactive 3.0 3/31/21 8:00
81 Black Scholes crypto-rl https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb https://github.com/sadighian/crypto-rl Options pricing. Retrieve limit order book level data from coinbase pro and bitfinex -> record in [arctic](https://github.com/man-group/arctic) timeseries database then implemented trend following strategies (market orders) and market making (limit orders). Uses reinforcement learning (DQN) [keras-rl](https://github.com/keras-rl/keras-rl) to create agents and uses [openai gym](https://gym.openai.com/) to implement POMDP (partially observable markov decision process) Derivatives and Hedging Deep Learning And Reinforcement Learning 10/6/20 20:36 2021-04-12 10:24:43 1 347.0 2 111.0 0 1.0 12/9/17 18:50 2018-06-21 01:06:01 7/9/18 9:48 2020-11-05 11:08:19 irajwani/numerical_methods_python sadighian/crypto-rl inactive active 3.0 3/31/21 8:00
82 Life-cycle trading-bot https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb https://github.com/pskrunner14/trading-bot Company life cycle. Implementation of deep reinforcement learning using Deep Q Network (DQN). Only supports single security at the moment. Idea is roughly based [here](https://keon.github.io/deep-q-learning/) and uses tensorflow/keras. Interesting helper python libraries used here are [tqdm](https://tqdm.github.io/) for console based progress bar and [altair](https://altair-viz.github.io/) for declarative visualization in python Extended Research Deep Learning And Reinforcement Learning 12/21/20 14:42 2021-04-11 05:10:55 3 292.0 3 143.0 1 1.0 1/19/19 18:16 2018-08-13 10:44:08 2/18/19 16:57 2020-01-23 04:41:20 atulram/Finance-and-Stocks pskrunner14/trading-bot inactive active 3.0 3/31/21 8:00
83 Computational Finance Deep-Reinforcement-Stock-Trading https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading Applied Computational Economics and Finance. inspired by Q-trader a deep reinforcement learning repo for trading. Only 3 actions allowed (buy/hold/sell) and no transaction cost is implemented yet. Uses [empyrical](https://github.com/quantopian/empyrical) for portfolio stats Extended Research Deep Learning And Reinforcement Learning 3/7/21 17:47 2021-04-03 22:50:43 12 141.0 13 42.0 1 2.0 8/27/17 3:46 2019-05-19 22:20:05 8/26/17 4:26 2020-09-27 19:22:28 lnsongxf/Applied_Computational_Economics_and_Finance Albert-Z-Guo/Deep-Reinforcement-Stock-Trading inactive active 3.0 3/31/21 8:00
84 Bayesian Finance Advanced-Deep-Trading https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb https://github.com/Rachnog/Advanced-Deep-Trading Notebook PyMC3 implementation. notebooks containing experiments based on Lopez de Prado book "Advances in financial machine learning". Mostly not deep learning related but rather sklearn regression models. Interesting libraries include [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) for calculating return stats and [shap](https://github.com/slundberg/shap) for explaining models. Examlpe of shap can be which features are pushing the value up and and which features are pushing the value down. Also contain functions for calculating geometric brownian motion and jump diffusion functions. Extended Research Deep Learning And Reinforcement Learning 4/3/21 15:17 2021-03-30 07:29:06 231 319.0 55 158.0 1 2.0 8/28/18 14:45 2019-02-16 21:18:00 8/6/20 22:03 2020-11-29 20:12:59 marketneutral/alphatools Rachnog/Advanced-Deep-Trading active 3.0 3/31/21 8:00
85 Corporate Finance Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 Basic corporate finance. Part of FinRL and provided code for paper [deep reinformacement learning for automated stock trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3690996) focuses on ensemble. Extended Research Deep Learning And Reinforcement Learning 1/16/21 19:01 2021-04-12 16:24:32 9 560.0 4 249.0 1 6.0 9/9/17 3:35 2020-07-26 13:12:53 9/9/17 23:04 2021-01-21 18:11:59 SeanMcOwen/FinanceAndPython.com-CorporateFinance AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 inactive active 4.0 3/31/21 8:00
86 Mathematical Finance AutomatedStockTrading-DeepQ-Learning https://github.com/Auquan/Tutorials https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning Notebooks for math and financial tutorials. cornerstone project repo for Udacity nanodegree program [Become a machine learning engineer](https://www.udacity.com/course/machine-learning-engineer-nanodegree--nd009t) and focus on trading using deep q learning. Good explanation on design choices in the report Extended Research Deep Learning And Reinforcement Learning 3/31/21 18:05 2021-03-24 01:11:36 662 134.0 426 51.0 9 2.0 1/21/17 11:24 2019-02-23 12:01:21 8/1/20 17:03 2020-02-25 18:16:34 Auquan/Tutorials sachink2010/AutomatedStockTrading-DeepQ-Learning active 3.0 3/31/21 8:00
87 Economic Foundations deep-RL-trading https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations https://github.com/golsun/deep-RL-trading Basic economic models. trading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916) Extended Research Deep Learning And Reinforcement Learning 10/6/20 21:01 2021-04-10 07:09:48 2 235.0 3 108.0 1 1.0 5/25/17 2:27 2018-02-25 17:41:42 6/30/17 3:53 2020-12-01 22:06:39 SeanMcOwen/FinanceAndPython.com-EconomicFoundations golsun/deep-RL-trading inactive active 3.0 3/31/21 8:00
88 Financial Economics FinRL-Library https://github.com/rsvp/fecon235/tree/master/nb https://github.com/AI4Finance-LLC/FinRL-Library Financial Economics Models. started by Columbia university engineering students and designed as an end to end deep reinforcement learning library for automated trading platform. Implementation of DQN DDQN DDPG etc using PyTorch and [gym](https://gym.openai.com/) use [pyfolio](https://github.com/quantopian/pyfolio) for showing backtesting stats. Big contributions on Proximal Policy Optimization (PPO) advantage actor critic (A2C) and Deep Deterministic Policy Gradient (DDPG) agents for trading Extended Research Deep Learning And Reinforcement Learning 3/29/21 8:31 2021-04-12 12:45:15 709 1857.0 273 447.0 2 22.0 11/9/14 4:49 2020-07-26 13:18:16 12/3/18 16:30 2021-04-11 22:02:16 rsvp/fecon235 AI4Finance-LLC/FinRL-Library inactive active 5.0 3/31/21 8:00
89 Finance Graph Theory Derman https://github.com/AvijitGhosh82/Finance_Graph_Theory https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents. Binomial tree for American call. Extended Research Derivatives and Hedging 3/28/21 2:22 2020-10-06 20:37:15 17 1.0 7 3.0 3 1.0 8/2/18 2:48 2018-05-18 18:08:16 3/16/19 18:39 2018-09-21 19:59:01 evijit/Finance_Graph_Theory rstreppa/valuation-convertibles-Goldman1994 inactive
90 Market Crash Prediction Hull White https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb Predicting market crashes using an LPPL model. Callable Bond, Hull White. Extended Research Derivatives and Hedging 10/6/20 21:01 2020-10-06 20:37:16 1 4.0 3 6.0 1 1.0 1/24/19 13:37 2018-06-06 22:06:06 2/13/19 16:48 2018-06-06 22:27:02 sarachmax/MarketCrashes_Prediction rstreppa/valuation-callables-HullWhite inactive
91 M&A Derivative Markets https://github.com/atulram/Finance-and-Stocks https://github.com/broughtj/Fin6470/tree/master/Notebooks Mergers and Acquisitions. The economics of futures, futures, options, and swaps. Extended Research Derivatives and Hedging 12/21/20 14:42 2021-04-06 20:49:50 3 8.0 3 8.0 1 1.0 1/19/19 18:16 2016-02-09 05:30:27 2/18/19 16:57 2021-04-06 20:49:41 atulram/Finance-and-Stocks broughtj/Fin6470 inactive active
92 Behavioural Economics Options https://github.com/pcmichaud/notebooks https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D Behavioural Economics and Finance Python Notebooks. Introduction to options. Extended Research Derivatives and Hedging 2/3/21 7:22 2021-04-09 21:17:26 9 335.0 4 163.0 1 36.0 12/20/18 0:21 2017-07-28 15:48:29 3/26/19 11:51 2021-03-17 17:17:08 pcmichaud/notebooks QuantConnect/Tutorials inactive active
93 Applied Corporate Finance Volatility and Variance Derivatives https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance https://github.com/yhilpisch/lvvd/tree/master/lvvd Studies the empirical behaviours in stock market. Volatility derivatives analytics. Extended Research Derivatives and Hedging 2/19/21 13:40 2021-04-07 19:21:15 8 79.0 9 78.0 1 1.0 1/29/18 5:14 2016-10-21 04:12:50 7/19/18 6:25 2021-02-22 13:32:00 chen-bowen/Data_Science_in_Applied_Corporate_Finance yhilpisch/lvvd inactive active
94 HFT Reinforcement Learning https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy https://github.com/FinTechies/HedgingRL High frequency trading. Hedging portfolios with reinforcement learning. Extended Research Derivatives and Hedging 4/1/21 15:27 2021-01-20 08:12:13 743 16.0 331 9.0 1 1.0 7/21/16 5:14 2017-04-21 10:58:56 2/14/17 16:47 2017-08-02 21:41:06 rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy FinTechies/HedgingRL inactive
95 Critical Transitions Options https://github.com/ryanholbrook/critical-transitions https://github.com/PHBS/2018.M1.ASP/tree/master/py Detecting critical transitions in financial networks with topological data analysis. Black Scholes and Copula. Extended Research Derivatives and Hedging 1/30/21 11:50 10 3 1 1/22/19 10:59 3/12/19 18:35 ryanholbrook/critical-transitions PHBS/2018.M1.ASP inactive
96 Real Estate Property Fraud Derivatives Python https://github.com/aviroop1/Real_Estate_Property_Fraud https://github.com/yhilpisch/dawp/tree/master/python36 Unsupervised fraud detection model that can identify likely candidates of fraud. Derivative analytics with Python. Extended Research Derivatives and Hedging 2021-04-12 14:39:55 388.0 299.0 1.0 2015-07-09 12:27:29 2021-02-22 13:29:18 aviroop1/Real_Estate_Property_Fraud yhilpisch/dawp active
97 Deep Portfolio Options Risk Measures https://github.com/DLColumbia/DL_forFinance https://github.com/wanglouis49/risk_estimation Deep learning for finance Predict volume of bonds. Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). Extended Research Derivatives and Hedging 1/12/21 11:48 2020-10-06 20:37:02 27 1.0 20 2.0 2 1.0 5/8/18 19:34 2016-04-29 03:51:25 5/9/18 15:39 2018-01-16 01:24:07 DLColumbia/DL_forFinance wanglouis49/risk_estimation inactive
98 NLP Finance Papers Delta Hedging https://github.com/chenbowen184/Research_Documents_Curation_with_NLP https://github.com/RobinsonGarcia/delta-hedging Curating quantitative finance papers using machine learning. Advanced derivatives. Extended Research Derivatives and Hedging 2/27/21 6:33 2021-02-27 08:48:27 8 3.0 9 2.0 1 1.0 10/11/18 20:32 2018-03-02 23:53:53 12/24/18 23:27 2018-07-17 23:32:23 chen-bowen/Research_Documents_Curation_with_NLP RobinsonGarcia/delta-hedging inactive
99 Simulation Computational Derivatives https://github.com/chenbowen184/Computational_Finance Investigating simulations as part of computational finance. Projects focusing on investigating simulations and computational techniques applied in finance. Extended Research Derivatives and Hedging 1/12/21 12:22 2021-01-12 12:22:31 17 17.0 12 12.0 1 1.0 1/29/18 5:01 2018-01-29 05:01:52 8/2/18 5:56 2018-08-02 05:56:49 chen-bowen/Computational_Finance inactive
100 Liquidity and Momentum Black Scholes https://github.com/mrefermat/quant_finance https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb Various factors and portfolio constructions. Options pricing. Extended Research Derivatives and Hedging 3/30/21 0:09 2020-10-06 20:36:29 31 1.0 15 2.0 1 0.0 8/11/18 22:59 2017-12-09 18:50:20 11/12/19 4:49 2018-07-09 09:48:36 mrefermat/quant_finance irajwani/numerical_methods_python active inactive
101 Bayesian Finance I Option Strategies https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb https://github.com/rstreppa/valuation-OptionStrategies Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs. Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations. Extended Research Derivatives and Hedging 11/28/20 3:02 2021-02-27 08:50:16 25 2.0 6 3.0 0 1.0 1/4/19 12:30 2018-05-22 18:27:26 2/18/19 9:55 2018-05-22 18:30:24 AlexIoannides/pymc-stochastic-process rstreppa/valuation-OptionStrategies inactive
102 Currency PCA Commodity https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb Forex spots PCA. Commodity influence over Brazilian stocks. Extended Research 10/26/20 0:55 3 1 1 3/12/19 21:11 3/12/19 22:09 shanemulqueen/python-finance-pca felipessalvatore/fin2vec inactive
103 Backtests High Frequency https://github.com/AlgoTraders/stock-analysis-engine https://github.com/cswaney/prickle Trading data and algorithms. A Python toolkit for high-frequency trade research. Extended Research 4/3/21 21:19 2021-03-22 02:19:15 615 24.0 163 17.0 3 2.0 9/16/18 20:00 2016-07-06 20:32:21 9/5/20 13:01 2018-06-09 10:53:51 AlgoTraders/stock-analysis-engine cswaney/prickle active inactive
104 High Frequency Bayesian Finance I https://github.com/cswaney/prickle https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb A Python toolkit for high-frequency trade research. Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs. Extended Research 3/22/21 2:19 2020-11-28 03:02:48 24 25.0 17 6.0 2 0.0 7/6/16 20:32 2019-01-04 12:30:41 6/9/18 10:53 2019-02-18 09:55:21 cswaney/prickle AlexIoannides/pymc-stochastic-process inactive
105 Commodity Currency PCA https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb Commodity influence over Brazilian stocks. Forex spots PCA. Extended Research 2020-10-26 00:55:20 3.0 1.0 1.0 2019-03-12 21:11:29 2019-03-12 22:09:10 felipessalvatore/fin2vec shanemulqueen/python-finance-pca inactive
106 VaR GaN Liquidity and Momentum https://github.com/hamaadshah/market_risk_gan_keras https://github.com/mrefermat/quant_finance Estimate Value-at-Risk for market risk management using Keras and TensorFlow. Various factors and portfolio constructions. Factor and Risk Analysis Extended Research 3/20/21 21:53 2021-03-30 00:09:34 41 31.0 28 15.0 1 1.0 8/6/18 16:09 2018-08-11 22:59:53 11/22/20 19:02 2019-11-12 04:49:01 hamaadshah/market_risk_gan_tensorflow mrefermat/quant_finance active
107 Pyfolio Simulation https://github.com/quantopian/pyfolio https://github.com/chenbowen184/Computational_Finance Portfolio and risk analytics in Python. Investigating simulations as part of computational finance. Factor and Risk Analysis Extended Research 4/3/21 15:55 2021-01-12 12:22:31 3647 17.0 1147 12.0 42 1.0 6/1/15 15:31 2018-01-29 05:01:52 2/28/20 17:30 2018-08-02 05:56:49 quantopian/pyfolio chen-bowen/Computational_Finance active inactive
108 Performance Analysis NLP Finance Papers https://github.com/quantopian/alphalens https://github.com/chenbowen184/Research_Documents_Curation_with_NLP Performance analysis of predictive (alpha) stock factors. Curating quantitative finance papers using machine learning. Factor and Risk Analysis Extended Research 4/2/21 19:02 2021-02-27 06:33:23 1839 8.0 693 9.0 17 1.0 6/3/16 21:49 2018-10-11 20:32:37 4/27/20 18:40 2018-12-24 23:27:55 quantopian/alphalens chen-bowen/Research_Documents_Curation_with_NLP active inactive
109 Python for Finance Deep Portfolio https://github.com/yhilpisch/py4fi/tree/master/jupyter36 https://github.com/DLColumbia/DL_forFinance Various financial notebooks. Deep learning for finance Predict volume of bonds. Factor and Risk Analysis Extended Research 4/3/21 11:16 2021-01-12 11:48:27 1297 27.0 792 19.0 1 2.0 12/15/14 11:23 2018-05-08 19:34:17 7/10/18 6:38 2018-05-09 15:39:25 yhilpisch/py4fi DLColumbia/DL_forFinance inactive
110 Convex Optimisation Real Estate Property Fraud https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb https://github.com/aviroop1/Real_Estate_Property_Fraud Convex Optimization for Finance. Unsupervised fraud detection model that can identify likely candidates of fraud. Factor and Risk Analysis Extended Research 11/4/20 7:19 17 9 1 6/26/18 20:36 10/22/19 21:56 ssanderson/convex-optimization-for-finance aviroop1/Real_Estate_Property_Fraud active
111 Statistical Finance Critical Transitions https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments https://github.com/ryanholbrook/critical-transitions Various financial experiments. Detecting critical transitions in financial networks with topological data analysis. Factor and Risk Analysis Extended Research 3/30/21 0:09 2021-01-30 11:50:22 21 10.0 16 3.0 1 1.0 10/4/15 9:10 2019-01-22 10:59:50 3/28/20 18:33 2019-03-12 18:35:02 mrefermat/FinancePhD ryanholbrook/critical-transitions active inactive
112 VaR Computational Finance https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance Value-at-risk calculations. Applied Computational Economics and Finance. Factor and Risk Analysis Extended Research 3/31/21 2:06 2021-03-07 17:47:01 10 12.0 9 13.0 1 1.0 11/15/16 19:24 2017-08-27 03:46:33 1/14/17 21:19 2017-08-26 04:26:04 willb/var-notebook lnsongxf/Applied_Computational_Economics_and_Finance inactive
113 Factor Analysis Bayesian Finance https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb Factor analysis for mutual funds. Notebook PyMC3 implementation. Factor and Risk Analysis Extended Research 12/21/20 14:26 2021-04-10 19:50:47 3 233.0 4 55.0 1 1.0 3/13/18 7:39 2018-08-28 14:45:00 3/13/18 7:42 2020-08-06 22:03:47 garvit-kudesia91/factor_analysis marketneutral/alphatools inactive active
114 Risk and Return Backtests https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials https://github.com/AlgoTraders/stock-analysis-engine Riskiness of portfolios and assets. Trading data and algorithms. Factor and Risk Analysis Extended Research 3/19/21 22:01 2021-04-12 02:28:59 139 620.0 61 165.0 2 3.0 9/12/17 13:35 2018-09-16 20:00:36 8/6/20 12:35 2020-09-05 13:01:05 PyDataBlog/Python-for-Data-Science AlgoTraders/stock-analysis-engine active
115 Risk Basic Corporate Finance https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance Active portfolio risk management . Basic corporate finance. Factor and Risk Analysis Extended Research 3/1/21 13:53 2021-01-16 19:01:31 31 9.0 18 4.0 1 1.0 5/10/16 11:03 2017-09-09 03:35:24 5/17/16 3:44 2017-09-09 23:04:48 RJT1990/Active-Portfolio-Management-Notes SeanMcOwen/FinanceAndPython.com-CorporateFinance inactive
116 Factor Analysis Mathematical Finance https://github.com/alpha-miner/alpha-mind/tree/master/notebooks https://github.com/Auquan/Tutorials Factor strategy notebooks. Notebooks for math and financial tutorials. Factor and Risk Analysis Extended Research 3/12/21 22:42 2021-04-08 19:37:16 171 664.0 59 425.0 3 9.0 5/1/17 7:36 2017-01-21 11:24:18 2/9/21 9:36 2020-08-01 17:03:32 alpha-miner/alpha-mind Auquan/Tutorials active
117 Various Risk Measures Economic Foundations https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations Risk measures and factors for alternative and responsible investments. Basic economic models. Factor and Risk Analysis Extended Research 11/4/20 7:04 2020-10-06 21:01:59 4 2.0 5 3.0 1 1.0 8/7/17 14:44 2017-05-25 02:27:36 8/8/17 22:52 2017-06-30 03:53:59 Jorgencr/Alternative-and-Responsible-Investments SeanMcOwen/FinanceAndPython.com-EconomicFoundations inactive
118 CAPM Financial Economics https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb https://github.com/rsvp/fecon235/tree/master/nb Expected returns using CAPM. Financial Economics Models. Factor and Risk Analysis Extended Research 3/1/21 13:53 2021-04-10 17:02:20 31 713.0 18 275.0 1 2.0 5/10/16 11:03 2014-11-09 04:49:01 5/17/16 3:44 2018-12-03 16:30:28 RJT1990/Active-Portfolio-Management-Notes rsvp/fecon235 inactive
119 Quant Finance Finance Graph Theory https://github.com/mrefermat/quant_finance https://github.com/AvijitGhosh82/Finance_Graph_Theory General quant repository. Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents. Factor and Risk Analysis Extended Research 3/30/21 0:09 2021-03-28 02:22:22 31 17.0 15 7.0 1 3.0 8/11/18 22:59 2018-08-02 02:48:24 11/12/19 4:49 2019-03-16 18:39:38 mrefermat/quant_finance evijit/Finance_Graph_Theory active inactive
120 Vasicek Market Crash Prediction https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb Bootstrapping and interpolation. Predicting market crashes using an LPPL model. Fixed Income Extended Research 12/10/20 21:20 2020-10-06 21:01:42 3 1.0 3 3.0 1 1.0 7/18/18 19:26 2019-01-24 13:37:45 7/18/18 19:34 2019-02-13 16:48:00 RobinsonGarcia/fixed-income sarachmax/MarketCrashes_Prediction inactive
121 Binomial Tree M&A https://github.com/hy-lei/math-finance-exercise https://github.com/atulram/Finance-and-Stocks Utility functions in fixed income securities. Mergers and Acquisitions. Fixed Income Extended Research 10/6/20 20:55 2020-12-21 14:42:43 1 3.0 2 3.0 1 1.0 2/2/19 8:44 2019-01-19 18:16:47 5/3/19 17:16 2019-02-18 16:57:19 hy-lei/math-finance-toolbox atulram/Finance-and-Stocks active inactive
122 Corporate Bonds Behavioural Economics https://github.com/ishank011/gs-quantify-bond-prediction https://github.com/pcmichaud/notebooks Predicting the buying and selling volume of the corporate bonds. Behavioural Economics and Finance Python Notebooks. Fixed Income Extended Research 1/3/21 21:46 2021-02-03 07:22:40 7 9.0 5 4.0 1 1.0 9/27/17 19:57 2018-12-20 00:21:38 9/27/17 20:00 2019-03-26 11:51:46 ishank011/gs-quantify-bond-prediction pcmichaud/notebooks inactive
123 Trend Following Life-cycle http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb A futures trend following portfolio investment strategy. Company life cycle. Other Models Extended Research 2020-12-21 14:42:43 3.0 3.0 1.0 2019-01-19 18:16:47 2019-02-18 16:57:19 atulram/Finance-and-Stocks inactive
124 Mixture Models I Applied Corporate Finance https://github.com/BlackArbsCEO/Mixture_Models https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance Mixture models to predict market bottoms. Studies the empirical behaviours in stock market. Other Models Extended Research 3/2/21 19:44 2021-02-19 13:40:37 31 8.0 31 9.0 1 1.0 3/20/17 18:54 2018-01-29 05:14:52 4/25/17 23:35 2018-07-19 06:25:36 BlackArbsCEO/Mixture_Models chen-bowen/Data_Science_in_Applied_Corporate_Finance inactive
125 Mixture Models II HFT https://github.com/BlackArbsCEO/mixture_model_trading_public https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy Mixture models and stock trading. High frequency trading. Other Models Extended Research 3/12/21 13:21 2021-04-11 23:36:10 166 748.0 73 333.0 1 1.0 12/11/17 17:05 2016-07-21 05:14:14 5/13/20 23:50 2017-02-14 16:47:25 BlackArbsCEO/mixture_model_trading_public rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy active inactive
126 Fundamental LT Forecasts Factor Analysis https://github.com/Hvass-Labs/FinanceOps https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb Research in investment finance for long term forecasts. Factor analysis for mutual funds. Other Models Factor and Risk Analysis 4/3/21 10:59 2020-12-21 14:26:46 381 3.0 126 4.0 1 1.0 7/22/18 8:14 2018-03-13 07:39:20 2/17/21 14:39 2018-03-13 07:42:36 Hvass-Labs/FinanceOps garvit-kudesia91/factor_analysis active inactive
127 Scikit-learn Stock Prediction VaR GaN https://github.com/robertmartin8/MachineLearningStocks https://github.com/hamaadshah/market_risk_gan_keras Using python and scikit-learn to make stock predictions. Estimate Value-at-Risk for market risk management using Keras and TensorFlow. Other Models Factor and Risk Analysis 4/3/21 11:22 2021-03-20 21:53:18 922 41.0 344 28.0 2 1.0 2/12/17 4:50 2018-08-06 16:09:44 2/4/21 3:48 2020-11-22 19:02:07 robertmartin8/MachineLearningStocks hamaadshah/market_risk_gan_tensorflow active
128 Short-Term Movement Cues Pyfolio https://github.com/anfederico/Clairvoyant https://github.com/quantopian/pyfolio Identify social/historical cues for short term stock movement. Portfolio and risk analytics in Python. Other Models Factor and Risk Analysis 3/31/21 20:19 2021-04-12 11:55:41 2158 3673.0 676 1157.0 1 42.0 9/12/16 18:38 2015-06-01 15:31:39 8/29/18 20:27 2020-02-28 17:30:19 anfederico/clairvoyant quantopian/pyfolio inactive active
129 Financial Event Prediction using Machine Learning Performance Analysis https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555 https://github.com/quantopian/alphalens Performance analysis of predictive (alpha) stock factors. Personal Papers Factor and Risk Analysis 2021-04-10 12:58:45 1847.0 700.0 17.0 2016-06-03 21:49:15 2020-04-27 18:40:41 quantopian/alphalens active
130 Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization Python for Finance https://jfds.pm-research.com/content/2/2/17 https://github.com/yhilpisch/py4fi/tree/master/jupyter36 Various financial notebooks. Personal Papers Factor and Risk Analysis 2021-04-09 08:12:10 1298.0 794.0 1.0 2014-12-15 11:23:34 2018-07-10 06:38:12 yhilpisch/py4fi inactive
131 Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies Convex Optimisation https://jfds.pm-research.com/content/2/1/10 https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb Convex Optimization for Finance. Personal Papers Factor and Risk Analysis 2021-04-08 19:02:22 18.0 10.0 1.0 2018-06-26 20:36:47 2019-10-22 21:56:46 ssanderson/convex-optimization-for-finance active
132 Machine Learning in Asset Management Statistical Finance https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952 https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments Various financial experiments. Personal Papers Factor and Risk Analysis 2021-03-30 00:09:28 21.0 16.0 1.0 2015-10-04 09:10:54 2020-03-28 18:33:58 mrefermat/FinancePhD active
133 PyPortfolioOpt VaR https://github.com/robertmartin8/PyPortfolioOpt https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb Financial portfolio optimisation, including classical efficient frontier and advanced methods. Value-at-risk calculations. Portfolio Selection and Optimisation Factor and Risk Analysis 4/3/21 15:57 2021-03-31 02:06:48 1875 10.0 478 9.0 16 1.0 5/29/18 13:30 2016-11-15 19:24:17 2/25/21 13:01 2017-01-14 21:19:30 robertmartin8/PyPortfolioOpt willb/var-notebook active inactive
134 DeepDow Risk and Return https://github.com/jankrepl/deepdow https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials Portfolio optimization with deep learning. Riskiness of portfolios and assets. Portfolio Selection and Optimisation Factor and Risk Analysis 4/1/21 16:06 2021-04-06 17:03:06 306 140.0 57 62.0 2 2.0 2/2/20 8:46 2017-09-12 13:35:09 2/16/21 18:50 2020-08-06 12:35:44 jankrepl/deepdow PyDataBlog/Python-for-Data-Science active
135 Modern Portfolio Theory Risk Basic https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb Universal portfolios; modern portfolio theory. Active portfolio risk management . Portfolio Selection and Optimisation Factor and Risk Analysis 2021-03-01 13:53:42 31.0 18.0 1.0 2016-05-10 11:03:48 2016-05-17 03:44:56 RJT1990/Active-Portfolio-Management-Notes inactive
136 OLMAR Algorithm Factor Analysis https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb https://github.com/alpha-miner/alpha-mind/tree/master/notebooks Relative importance of each component of the OLMAR algorithm. Factor strategy notebooks. Portfolio Selection and Optimisation Factor and Risk Analysis 12/16/20 17:28 2021-04-08 19:02:25 6 172.0 3 60.0 1 3.0 7/26/16 16:20 2017-05-01 07:36:54 12/30/16 11:40 2021-04-07 15:25:27 charlessutton/OLMAR alpha-miner/alpha-mind inactive active
137 Online Portfolio Selection Various Risk Measures https://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb ****Comparing OLPS algorithms on a diversified set of ETFs. Risk measures and factors for alternative and responsible investments. Portfolio Selection and Optimisation Factor and Risk Analysis 2020-11-04 07:04:38 4.0 5.0 1.0 2017-08-07 14:44:32 2017-08-08 22:52:11 Jorgencr/Alternative-and-Responsible-Investments inactive
138 401K Portfolio Optimisation CAPM https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb Portfolio analyses and optimisation for 401K. Expected returns using CAPM. Portfolio Selection and Optimisation Factor and Risk Analysis 12/25/20 9:39 2021-03-01 13:53:42 14 31.0 5 18.0 1 1.0 8/1/18 19:48 2016-05-10 11:03:48 9/5/19 11:18 2016-05-17 03:44:56 otosman/Python-for-Finance RJT1990/Active-Portfolio-Management-Notes active inactive
139 Policy Gradient Portfolio Quant Finance https://github.com/ZhengyaoJiang/PGPortfolio https://github.com/mrefermat/quant_finance A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. General quant repository. Portfolio Selection and Optimisation Factor and Risk Analysis 3/31/21 9:42 2021-03-30 00:09:34 1276 31.0 628 15.0 6 1.0 11/12/17 16:08 2018-08-11 22:59:53 5/9/19 9:50 2019-11-12 04:49:01 ZhengyaoJiang/PGPortfolio mrefermat/quant_finance active
140 Deep Portfolio Theory Vasicek https://github.com/tcloaa/Deep-Portfolio-Theory https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb Autoencoder framework for portfolio selection. Bootstrapping and interpolation. Portfolio Selection and Optimisation Fixed Income 1/30/21 13:50 2020-12-10 21:20:03 104 3.0 58 3.0 1 1.0 2/10/17 9:03 2018-07-18 19:26:54 3/8/18 16:47 2018-07-18 19:34:48 tcloaa/Deep-Portfolio-Theory RobinsonGarcia/fixed-income inactive
141 Efficient Frontier Corporate Bonds https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb https://github.com/ishank011/gs-quantify-bond-prediction Modern Portfolio Theory. Predicting the buying and selling volume of the corporate bonds. Portfolio Selection and Optimisation Fixed Income 3/30/21 0:01 2021-01-03 21:46:55 104 7.0 57 5.0 1 1.0 2/17/18 8:19 2017-09-27 19:57:13 2/27/18 13:16 2017-09-27 20:00:29 tthustla/efficient_frontier ishank011/gs-quantify-bond-prediction inactive
142 Reinforcement Learning Binomial Tree https://github.com/filangel/qtrader https://github.com/hy-lei/math-finance-exercise Reinforcement Learning for Portfolio Management. Utility functions in fixed income securities. Portfolio Selection and Optimisation Fixed Income 3/29/21 3:47 2020-10-06 20:55:18 364 1.0 151 2.0 1 1.0 10/7/17 9:14 2019-02-02 08:44:14 6/26/18 9:22 2019-05-03 17:16:52 filangelos/qtrader hy-lei/math-finance-toolbox inactive active
143 Distribution Characteristic Optimisation Machine-Learning-for-Finance https://github.com/VivekPa/OptimalPortfolio https://github.com/PacktPublishing/Machine-Learning-for-Finance Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account. NEW Portfolio Selection and Optimisation Other Models 3/18/21 22:35 2021-04-08 16:54:52 229 180.0 82 122.0 3 4.0 11/16/18 12:20 2018-03-15 06:28:00 7/4/19 1:41 2021-01-14 15:58:03 VivekPa/OptimalPortfolio PacktPublishing/Machine-Learning-for-Finance active 2021-04-12 16:39:24.593899
144 RL IV ML_Finance_Codes https://github.com/jjakimoto/DQN https://github.com/mfrdixon/ML_Finance_Codes Reinforcement Learning for finance. NEW Deep Learning And Reinforcement Learning Other Models 3/25/21 19:14 2021-04-11 08:30:21 140 250.0 55 104.0 1 3.0 10/21/16 2:47 2019-09-27 16:13:50 4/7/17 8:11 2020-06-13 21:20:26 jjakimoto/DQN mfrdixon/ML_Finance_Codes inactive active 2021-04-12 16:39:24.593899
145 RL Trading Awesome-Quant-Machine-Learning-Trading https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW https://github.com/grananqvist/Awesome-Quant-Machine-Learning-Trading A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab. NEW Deep Learning And Reinforcement Learning Other Models 2021-04-10 13:38:56 1005.0 319.0 3.0 2018-11-05 21:09:06 2020-10-08 16:48:18 grananqvist/Awesome-Quant-Machine-Learning-Trading active 4 2021-04-12 16:39:24.593899
146 RL V Machine-Learning-For-Finance https://github.com/gstenger98/rl-finance https://github.com/anthonyng2/Machine-Learning-For-Finance Building an Agent to Trade with Reinforcement Learning. NEW Deep Learning And Reinforcement Learning Other Models 1/3/21 4:36 2021-04-01 20:11:59 32 205.0 7 119.0 5 1.0 1/16/19 0:43 2017-07-11 09:09:15 3/19/20 20:28 2018-02-21 05:36:35 gstenger98/rl-finance anthonyng2/Machine-Learning-For-Finance active inactive 2 2021-04-12 16:39:24.593899
147 RL Stock.Indicators https://github.com/kh-kim/stock_market_reinforcement_learning https://github.com/DaveSkender/Stock.Indicators OpenGym with Deep Q-learning and Policy Gradient. NEW Deep Learning And Reinforcement Learning Other Models 4/1/21 14:04 2021-04-12 10:47:32 713 175.0 299 64.0 1 9.0 10/4/16 14:42 2019-12-29 05:18:07 12/23/16 7:34 2021-04-11 19:17:17 kh-kim/stock_market_reinforcement_learning DaveSkender/Stock.Indicators inactive active 2 2021-04-12 16:39:24.593899
148 RL II AlphaPy https://github.com/deependersingla/deep_trader https://github.com/ScottfreeLLC/AlphaPy reinforcement learning on stock market and agent tries to learn trading. NEW Deep Learning And Reinforcement Learning Other Models 3/29/21 11:10 2021-04-04 20:02:31 1340 576.0 490 130.0 3 3.0 6/11/16 7:27 2016-02-14 00:47:32 1/22/18 14:35 2021-02-08 21:35:40 deependersingla/deep_trader ScottfreeLLC/AlphaPy inactive active 3 2021-04-12 16:39:24.593899
149 Pair Trading RL mlfinlab https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading https://github.com/hudson-and-thames/mlfinlab Using deep actor-critic model to learn best strategies in pair trading. NEW Deep Learning And Reinforcement Learning Other Models 3/27/21 2:19 2021-04-12 10:51:12 241 2295.0 114 709.0 1 3.0 5/18/17 16:47 2019-02-13 16:57:25 5/18/17 16:56 2021-04-12 10:50:54 shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading hudson-and-thames/mlfinlab inactive active 3 2021-04-12 16:39:24.593899
150 RL III Microservices-Based-Algorithmic-Trading-System https://github.com/samre12/deep-trading-agent https://github.com/saeed349/Microservices-Based-Algorithmic-Trading-System Github -Deep Reinforcement Learning based Trading Agent for Bitcoin. NEW Deep Learning And Reinforcement Learning Other Models 4/3/21 20:48 2021-04-10 12:59:57 576 104.0 204 56.0 1 0.0 9/21/17 17:05 2020-01-06 00:21:58 4/13/18 16:33 2020-03-31 13:02:26 samre12/deep-trading-agent saeed349/Microservices-Based-Algorithmic-Trading-System inactive active 3 2021-04-12 16:39:24.593899
151 Fund classification botflow https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb https://github.com/kkyon/botflow Fund classification using text mining and NLP. NEW Textual Other Models 3/31/21 2:12 2021-03-31 10:56:44 4 1165.0 2 102.0 1 8.0 4/16/18 22:18 2018-08-20 03:13:31 6/7/18 22:01 2019-05-23 14:40:50 frechfrechfrech/Mutual-Fund-Market-Clusters kkyon/botflow inactive active 2021-04-12 16:39:24.593899
152 Financial Sentiment Analysis surpriver https://github.com/EricHe98/Financial-Statements-Text-Analysis https://github.com/tradytics/surpriver Sentiment, distance and proportion analysis for trading signals. NEW Textual Other Models 3/31/21 23:48 2021-04-12 12:27:29 48 1189.0 27 221.0 1 6.0 6/23/17 0:05 2020-08-30 07:56:22 1/26/19 3:35 2020-09-21 04:32:05 EricHe98/Financial-Statements-Text-Analysis tradytics/surpriver inactive active 2021-04-12 16:39:24.593899
153 NLP Event finance_ml https://github.com/yuriak/DLQuant https://github.com/jjakimoto/finance_ml Applying Deep Learning and NLP in Quantitative Trading. NEW Textual Other Models 4/1/21 2:16 2021-04-08 15:28:17 70 282.0 31 117.0 1 1.0 7/2/18 23:50 2018-06-29 21:21:17 1/31/19 14:08 2019-02-18 12:34:54 yuriak/DLQuant jjakimoto/finance_ml inactive 2021-04-12 16:39:24.593899
154 Financial Statement Sentiment awesome-ai-in-finance https://github.com/MAydogdu/TextualAnalysis https://github.com/georgezouq/awesome-ai-in-finance Extracting sentiment from financial statements using neural networks. NEW Textual Other Models 3/31/21 2:10 2021-04-11 07:43:25 8 941.0 7 162.0 1 8.0 6/4/18 20:54 2018-08-29 02:07:02 6/4/18 20:56 2020-11-27 09:43:40 MAydogdu/TextualAnalysis georgezouq/awesome-ai-in-finance inactive active 2021-04-12 16:39:24.593899
155 Extensive NLP Pattern-Recognition-for-Forex-Trading https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb https://github.com/PythonProgramming/Pattern-Recognition-for-Forex-Trading Comprehensive NLP techniques for accounting research. NEW Textual Other Models 3/21/21 7:39 2021-04-05 03:23:46 73 173.0 42 91.0 1 1.0 10/25/17 7:10 2015-03-26 02:22:03 6/5/20 3:28 2015-03-26 02:33:51 TiesdeKok/Python_NLP_Tutorial PythonProgramming/Pattern-Recognition-for-Forex-Trading active inactive 2021-04-12 16:39:24.593899
156 Accounting Anomalies mosquito https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb https://github.com/miro-ka/mosquito Using deep-learning frameworks to identify accounting anomalies. NEW Textual Other Models 3/31/21 2:11 2021-04-12 09:44:40 107 220.0 51 44.0 2 2.0 5/24/17 12:36 2017-06-18 19:57:17 8/7/19 21:47 2021-03-14 22:22:00 GitiHubi/deepAI miro-ka/mosquito active 2021-04-12 16:39:24.593899
157 Buzzwords Machine-Learning-for-Algorithmic-Trading-Bots-with-Python https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python Return performance and mutual fund selection. NEW Textual Other Models 10/6/20 18:54 2021-04-11 06:02:53 1 172.0 4 94.0 1 5.0 2/4/18 21:51 2018-12-06 11:35:08 2/4/18 21:57 2021-01-18 06:40:53 swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python inactive active 2021-04-12 16:39:24.593899
158 Earning call transcripts stock-trading-ml https://github.com/lin882/WebAnalyticsProject https://github.com/yacoubb/stock-trading-ml Correlation between mutual fund investment decision and earning call transcripts. NEW Textual Other Models 12/17/20 8:24 2021-04-11 14:46:52 3 340.0 3 186.0 1 1.0 12/30/17 8:56 2019-10-10 09:44:02 1/11/18 2:11 2019-10-12 11:38:49 lin882/WebAnalyticsProject yacoubb/stock-trading-ml inactive active 2021-04-12 16:39:24.593899
159 NLP Machine-Learning-and-AI-in-Trading https://github.com/toamitesh/NLPinFinance https://github.com/PyPatel/Machine-Learning-and-AI-in-Trading This project assembles a lot of NLP operations needed for finance domain. NEW Textual Other Models 2021-04-08 11:31:22 261.0 101.0 1.0 2017-08-30 06:14:59 2019-10-29 08:14:39 toamitesh/NLPinFinance PyPatel/Machine-Learning-and-AI-in-Trading active 2021-04-12 16:39:24.593899
160 Industry Clustering Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original Project to cluster industries according to financial attributes. NEW Unsupervised Other Models 10/6/20 18:51 2021-04-08 20:01:06 4 279.0 5 126.0 1 4.0 7/21/17 2:12 2019-11-15 08:51:40 7/23/17 2:53 2021-01-21 07:56:08 SeanMcOwen/FinanceAndPython.com-ClusteringIndustries PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original inactive active 2021-04-12 16:39:24.593899
161 Pairs Trading Hands-On-Machine-Learning-for-Algorithmic-Trading https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb https://github.com/PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading Finding pairs with cluster analysis. NEW Unsupervised Other Models 3/8/21 11:01 2021-04-12 15:41:16 78 600.0 36 386.0 0 2.0 9/5/17 19:19 2019-05-07 11:04:25 9/27/17 20:42 2021-01-19 07:51:00 marketneutral/pairs-trading-with-ML PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading inactive active 2021-04-12 16:39:24.593899
162 VRA Stock Embedding CryptoBot https://github.com/ml-hongkong/stock2vec https://github.com/AdeelMufti/CryptoBot Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history. NEW Unsupervised Other Models 10/20/20 11:05 2021-03-25 09:17:42 32 234.0 12 94.0 1 1.0 6/21/17 4:47 2017-01-17 12:44:52 6/21/17 4:51 2017-01-17 12:48:17 ml-hongkong/stock2vec AdeelMufti/CryptoBot inactive 2021-04-12 16:39:24.593899
163 PCA Pairs Trading MathAndScienceNotes https://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_Trading https://github.com/melling/MathAndScienceNotes PCA, Factor Returns, and trading strategies. NEW Unsupervised Other Models 2021-04-12 00:49:50 460.0 54.0 1.0 2016-03-11 19:13:00 2020-12-21 03:54:51 joelQF/quant-finance melling/MathAndScienceNotes active 2021-04-12 16:39:24.593899
164 Industry Clustering fin-ml https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries https://github.com/tatsath/fin-ml Clustering of industries. NEW Unsupervised Other Models 10/6/20 18:51 2021-04-11 03:29:15 4 116.0 5 66.0 1 2.0 7/21/17 2:12 2020-05-10 00:25:56 7/23/17 2:53 2021-01-23 17:15:07 SeanMcOwen/FinanceAndPython.com-ClusteringIndustries tatsath/fin-ml inactive active 2021-04-12 16:39:24.593899
165 Fund Clusters Trend Following https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html Data exploration of fund clusters. A futures trend following portfolio investment strategy. Unsupervised Other Models 3/31/21 2:12 4 2 1 4/16/18 22:18 6/7/18 22:01 frechfrechfrech/Mutual-Fund-Market-Clusters inactive
166 Mixture Models I https://github.com/BlackArbsCEO/Mixture_Models Mixture models to predict market bottoms. Other Models 2021-03-02 19:44:01 31.0 31.0 1.0 2017-03-20 18:54:24 2017-04-25 23:35:20 BlackArbsCEO/Mixture_Models inactive
167 Mixture Models II https://github.com/BlackArbsCEO/mixture_model_trading_public Mixture models and stock trading. Other Models 2021-03-12 13:21:17 166.0 73.0 1.0 2017-12-11 17:05:38 2020-05-13 23:50:47 BlackArbsCEO/mixture_model_trading_public active
168 Fundamental LT Forecasts https://github.com/Hvass-Labs/FinanceOps Research in investment finance for long term forecasts. Other Models 2021-04-05 23:36:04 383.0 127.0 1.0 2018-07-22 08:14:46 2021-02-17 14:39:30 Hvass-Labs/FinanceOps active
169 Scikit-learn Stock Prediction https://github.com/robertmartin8/MachineLearningStocks Using python and scikit-learn to make stock predictions. Other Models 2021-04-11 10:00:39 931.0 347.0 2.0 2017-02-12 04:50:44 2021-02-04 03:48:33 robertmartin8/MachineLearningStocks active
170 Short-Term Movement Cues https://github.com/anfederico/Clairvoyant Identify social/historical cues for short term stock movement. Other Models 2021-04-12 13:11:07 2166.0 678.0 1.0 2016-09-12 18:38:17 2018-08-29 20:27:19 anfederico/clairvoyant inactive
171 Speculator https://github.com/amicks/Speculator NEW Other Models 2021-03-15 16:27:16 101.0 31.0 2.0 2017-09-03 17:43:03 2018-09-12 18:58:38 amicks/Speculator inactive 2021-04-12 16:39:24.593899
172 Machine Learning in Asset Management https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952 Personal Papers
173 Financial Event Prediction using Machine Learning https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555 Personal Papers
174 Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization https://jfds.pm-research.com/content/2/2/17 Personal Papers
175 Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies https://jfds.pm-research.com/content/2/1/10 Personal Papers
176 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 2020-12-25 09:39:33 14.0 5.0 1.0 2018-08-01 19:48:24 2019-09-05 11:18:56 otosman/Python-for-Finance active
177 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
178 Deep Portfolio Theory https://github.com/tcloaa/Deep-Portfolio-Theory Autoencoder framework for portfolio selection. Portfolio Selection and Optimisation 2021-04-06 11:47:13 105.0 57.0 1.0 2017-02-10 09:03:08 2018-03-08 16:47:00 tcloaa/Deep-Portfolio-Theory inactive
179 Efficient Frontier https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb Modern Portfolio Theory. Portfolio Selection and Optimisation 2021-03-30 00:01:39 104.0 57.0 1.0 2018-02-17 08:19:46 2018-02-27 13:16:57 tthustla/efficient_frontier inactive
180 Policy Gradient Portfolio https://github.com/ZhengyaoJiang/PGPortfolio A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. Portfolio Selection and Optimisation 2021-04-09 10:41:40 1281.0 629.0 6.0 2017-11-12 16:08:44 2019-05-09 09:50:18 ZhengyaoJiang/PGPortfolio active
181 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 2021-04-12 13:10:31 232.0 82.0 3.0 2018-11-16 12:20:25 2019-07-04 01:41:46 VivekPa/OptimalPortfolio active
182 DeepDow https://github.com/jankrepl/deepdow Portfolio optimization with deep learning. Portfolio Selection and Optimisation 2021-04-07 06:57:39 311.0 58.0 2.0 2020-02-02 08:46:33 2021-02-16 18:50:53 jankrepl/deepdow active
183 PyPortfolioOpt https://github.com/robertmartin8/PyPortfolioOpt Financial portfolio optimisation, including classical efficient frontier and advanced methods. Portfolio Selection and Optimisation 2021-04-12 11:54:54 1895.0 479.0 16.0 2018-05-29 13:30:30 2021-02-25 13:01:56 robertmartin8/PyPortfolioOpt active
184 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
185 Reinforcement Learning https://github.com/filangel/qtrader Reinforcement Learning for Portfolio Management. Portfolio Selection and Optimisation 2021-03-29 03:47:07 364.0 150.0 1.0 2017-10-07 09:14:33 2018-06-26 09:22:27 filangelos/qtrader inactive
186 OLMAR Algorithm https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb Relative importance of each component of the OLMAR algorithm. Portfolio Selection and Optimisation 2021-04-08 19:07:41 7.0 4.0 1.0 2016-07-26 16:20:10 2016-12-30 11:40:53 charlessutton/OLMAR inactive
187 NLP Event https://github.com/yuriak/DLQuant Applying Deep Learning and NLP in Quantitative Trading. Textual 2021-04-01 02:16:38 70.0 31.0 1.0 2018-07-02 23:50:52 2019-01-31 14:08:20 yuriak/DLQuant inactive
188 Fund classification https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb Fund classification using text mining and NLP. Textual 2021-03-31 02:12:50 4.0 2.0 1.0 2018-04-16 22:18:55 2018-06-07 22:01:32 frechfrechfrech/Mutual-Fund-Market-Clusters inactive
189 Financial Sentiment Analysis https://github.com/EricHe98/Financial-Statements-Text-Analysis Sentiment, distance and proportion analysis for trading signals. Textual 2021-03-31 23:48:48 48.0 27.0 1.0 2017-06-23 00:05:49 2019-01-26 03:35:55 EricHe98/Financial-Statements-Text-Analysis inactive
190 Financial Statement Sentiment https://github.com/MAydogdu/TextualAnalysis Extracting sentiment from financial statements using neural networks. Textual 2021-03-31 02:10:58 8.0 7.0 1.0 2018-06-04 20:54:14 2018-06-04 20:56:02 MAydogdu/TextualAnalysis inactive
191 Extensive NLP https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb Comprehensive NLP techniques for accounting research. Textual 2021-03-21 07:39:02 73.0 42.0 1.0 2017-10-25 07:10:26 2020-06-05 03:28:46 TiesdeKok/Python_NLP_Tutorial active
192 Accounting Anomalies https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb Using deep-learning frameworks to identify accounting anomalies. Textual 2021-04-12 07:47:50 110.0 51.0 2.0 2017-05-24 12:36:38 2019-08-07 21:47:08 GitiHubi/deepAI active
193 Buzzwords https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds Return performance and mutual fund selection. Textual 2020-10-06 18:54:58 1.0 4.0 1.0 2018-02-04 21:51:16 2018-02-04 21:57:09 swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds inactive
194 Earning call transcripts https://github.com/lin882/WebAnalyticsProject Correlation between mutual fund investment decision and earning call transcripts. Textual 2020-12-17 08:24:20 3.0 3.0 1.0 2017-12-30 08:56:03 2018-01-11 02:11:11 lin882/WebAnalyticsProject inactive
195 NLP https://github.com/toamitesh/NLPinFinance This project assembles a lot of NLP operations needed for finance domain. Textual toamitesh/NLPinFinance
196 Industry Clustering https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries Project to cluster industries according to financial attributes. Unsupervised 2020-10-06 18:51:22 4.0 5.0 1.0 2017-07-21 02:12:51 2017-07-23 02:53:37 SeanMcOwen/FinanceAndPython.com-ClusteringIndustries inactive
197 Pairs Trading https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb Finding pairs with cluster analysis. Unsupervised 2021-04-04 17:55:35 79.0 36.0 0.0 2017-09-05 19:19:19 2017-09-27 20:42:14 marketneutral/pairs-trading-with-ML inactive
198 VRA Stock Embedding https://github.com/ml-hongkong/stock2vec Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history. Unsupervised 2020-10-20 11:05:55 32.0 12.0 1.0 2017-06-21 04:47:14 2017-06-21 04:51:13 ml-hongkong/stock2vec inactive
199 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
200 Industry Clustering https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries Clustering of industries. Unsupervised 2020-10-06 18:51:22 4.0 5.0 1.0 2017-07-21 02:12:51 2017-07-23 02:53:37 SeanMcOwen/FinanceAndPython.com-ClusteringIndustries inactive
201 Fund Clusters https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb Data exploration of fund clusters. Unsupervised 2021-03-31 02:12:50 4.0 2.0 1.0 2018-04-16 22:18:55 2018-06-07 22:01:32 frechfrechfrech/Mutual-Fund-Market-Clusters inactive