{chore: autopublish 2021-04-18T00:24:47Z}

raw_data/url_list.csv

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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,,,,,,,,,,
-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,,
-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,,
-Handson Python for Finance,https://github.com/PacktPublishing/Hands-on-Python-for-Finance,Hands-on Python for Finance published by Packt.,Courses,4/12/21 0:49,121,110,3,8/20/18 14:10,1/15/21 8:57,PacktPublishing/Hands-on-Python-for-Finance,active,,
-Risk Management,https://github.com/andrey-lukyanov/Risk-Management,Finance risk engagement course resources.,Courses,11/12/20 0:49,6,5,3,10/3/18 16:26,12/13/18 8:04,andrey-lukyanov/Risk-Management,inactive,,
-ML Specialisation,https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,Machine Learning in Finance.,Courses,4/5/21 13:37,34,32,1,1/24/19 2:55,1/3/20 21:54,Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,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,,
-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,4/12/21 16:18,3842,1225,8,5/9/18 12:33,4/10/21 22:21,stefan-jansen/machine-learning-for-trading,active,,
-EDGAR,https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb,,Data,1/23/21 19:22,11,10,1,6/11/18 22:51,7/10/18 18:03,TiesdeKok/UW_Python_Camp,inactive,,
-Web Scraping (FirmAI),https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data,,Data,4/10/21 17:19,577,184,2,2/19/19 19:02,7/22/20 16:48,firmai/business-machine-learning,active,,
-Open Edgar,https://github.com/LexPredict/openedgar,,Data,4/9/21 12:15,169,61,6,5/7/18 15:32,5/15/19 8:32,LexPredict/openedgar,active,,
-Capital Markets Data,https://www.capitalmarketsdata.com/,,Data,,,,,,,,,,
-IRS,http://social-metrics.org/sox/,,Data,,,,,,,,,,
-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,,
-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,,
-Non-financial Corporate,http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html,,Data,,,,,,,,,,
-Rating Industries,http://www.ratingshistory.info/,,Data,,,,,,,,,,
-http://finance.yahoo.com/,http://finance.yahoo.com/,,Data,,,,,,,,,,
-https://stooq.com,https://stooq.com,,Data,,,,,,,,,,
-https://github.com/timestocome/StockMarketData,https://github.com/timestocome/StockMarketData,,Data,3/26/21 22:35,7,5,1,5/10/17 21:49,8/6/17 19:23,timestocome/StockMarketData,inactive,,
-Financial Corporate,http://raw.rutgers.edu/Corporate%20Financial%20Data.html,,Data,,,,,,,,,,
-https://fred.stlouisfed.org/,https://fred.stlouisfed.org/,,Data,,,,,,,,,,
-finserv-application-blueprint,https://github.com/mapr-demos/finserv-application-blueprint,generate streamable data using mapr converged data platfrom built mostly in java. Uses apache [zepplin](https://zeppelin.apache.org/) for web visualization ,Data Processing Techniques and Transformations,1/21/21 0:29,72,53,5,9/26/16 19:42,1/20/21 23:07,mapr-demos/finserv-application-blueprint,inactive,2,12:49.2
-Advanced ML,https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises,Exercises to book [advances in financial machine learning](https://www.wiley.com/en-us/Advances+in+Financial+Machine+Learning-p-9781119482109). Relevant topics include data cleaning and outlier detection (using MAD),Data Processing Techniques and Transformations,4/12/21 2:20,973,435,4,4/25/18 17:22,1/16/20 17:25,BlackArbsCEO/Adv_Fin_ML_Exercises,active,4,
-Twitter-Trends,https://github.com/Medha11/Twitter-Trends,sentiment analysis baed on twitter data. Relevant topics include data cleaning/tokenization/data aggregation using mangodb etc.,Data Processing Techniques and Transformations,2/7/21 9:16,66,21,1,5/22/17 17:07,5/23/17 8:06,Medha11/Twitter-Trends,inactive,3,12:49.2
-CryptoNets,https://github.com/microsoft/CryptoNets,CryptoNets is a demonstration of the use of Neural-Networks over data encrypted with [Homomorphic Encryption](https://www.cs.cmu.edu/~odonnell/hits09/gentry-homomorphic-encryption.pdf). Homomorphic Encryptions allow performing operations such as addition and multiplication over data while it is encrypted.,Data Processing Techniques and Transformations,4/8/21 1:07,154,42,4,6/2/19 5:48,9/12/19 13:03,microsoft/CryptoNets,active,2,12:49.2
-cointrader,https://github.com/timolson/cointrader,java based platform for trading crypto. Relevant sections including using esper event queries to transform data and place orders,Data Processing Techniques and Transformations,4/10/21 17:16,339,140,9,6/1/14 1:14,10/22/20 0:24,timolson/cointrader,active,2,12:49.2
-Google-Finance-Stock-Data-Analysis,https://github.com/hpnhxxwn/Google-Finance-Stock-Data-Analysis,data processing platform which stream data from kafka. The example shows two incoming data stream stock vs tweets and two spark streams are created to consume the kafka data then end results are stored in cassandra. Older tech stacks were used and not actively maintained.,Data Processing Techniques and Transformations,12/20/20 8:39,70,10,1,7/23/17 2:59,7/23/17 3:10,hpnhxxwn/Google-Finance-Stock-Data-Analysis,inactive,3,12:49.2
-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,4/11/21 5:10,292,143,1,8/13/18 10:44,1/23/20 4:41,pskrunner14/trading-bot,active,3,3/31/21 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,4/10/21 13:17,138,66,1,5/11/18 0:52,10/26/19 14:22,saeed349/Deep-Reinforcement-Learning-in-Trading,active,3,3/31/21 8:00
-Deep Learning IV,https://github.com/achillesrasquinha/bulbea,Bulbea: Deep Learning based Python Library.,Deep Learning And Reinforcement Learning,4/9/21 20:38,1467,416,1,3/9/17 6:11,3/19/17 7:42,achillesrasquinha/bulbea,inactive,5,
-Deep Learning III,https://github.com/Rachnog/Deep-Trading,Algorithmic trading with deep learning experiments.,Deep Learning And Reinforcement Learning,4/9/21 10:39,1266,675,1,6/18/16 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,4/12/21 13:54,3655,1542,2,12/18/17 10:49,1/5/21 10:31,huseinzol05/Stock-Prediction-Models,active,5,3/31/21 8:00
-Deep Learning II,https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks,Tensorflow Regression.,Deep Learning And Reinforcement Learning,4/10/21 6:06,175,67,1,7/12/16 12:56,2/16/18 2:43,LiamConnell/deep-algotrading,inactive,3,
-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,4/11/21 4:12,222,86,1,8/5/18 2:13,10/1/18 11:25,imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict,inactive,3,
-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,4/12/21 2:50,1312,451,15,4/27/19 18:35,10/17/19 16:25,notadamking/RLTrader,active,5,3/31/21 8:00
-Neural Network,https://github.com/VivekPa/IntroNeuralNetworks,Neural networks to predict stock prices.,Deep Learning And Reinforcement Learning,4/3/21 11:59,489,176,2,9/10/18 6:34,11/21/18 7:39,VivekPa/IntroNeuralNetworks,inactive,4,
-LTSM Recurrent,https://github.com/VivekPa/AIAlpha,OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.,Deep Learning And Reinforcement Learning,4/12/21 2:39,1207,370,2,10/7/18 3:58,8/3/19 9:00,VivekPa/AIAlpha,active,4,
-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,4/10/21 4:59,180,38,2,4/22/19 10:03,9/28/20 9:07,Kostis-S-Z/trading-rl,active,3,3/31/21 8:00
-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-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
-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
-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,4/12/21 16:24,560,249,6,7/26/20 13:12,1/21/21 18:11,AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,active,4,3/31/21 8:00
-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
-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,4/10/21 7:09,235,108,1,2/25/18 17:41,12/1/20 22:06,golsun/deep-RL-trading,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,4/11/21 20:20,1144,330,2,3/10/18 11:22,9/2/18 17:21,Ceruleanacg/Personae,inactive,5,3/31/21 8:00
-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 2:19,241,113,1,5/18/17 16:47,5/18/17 16:56,shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading,inactive,3,
-AI Trading,https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md,AI to predict stock market movements.,Deep Learning And Reinforcement Learning,4/12/21 15:42,2876,1384,1,1/9/19 8:02,2/11/19 16:32,borisbanushev/stockpredictionai,inactive,5,
-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,4/12/21 12:45,1857,447,22,7/26/20 13:18,4/11/21 22:02,AI4Finance-LLC/FinRL-Library,active,5,3/31/21 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,4/12/21 10:24,347,111,1,6/21/18 1:06,11/5/20 11:08,sadighian/crypto-rl,active,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,
-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
-QLearning_Trading,https://github.com/ucaiado/QLearning_Trading,NEW,Deep Learning And Reinforcement Learning,4/6/21 22:09,433,168,1,8/10/16 6:02,10/15/16 2:36,ucaiado/QLearning_Trading,inactive,,39:11.1
-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,4/7/21 12:42,136,49,4,9/19/18 3:17,11/26/20 16:58,AI4Finance-LLC/DQN-DDPG_Stock_Trading,active,3,3/31/21 8:00
-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,
-a3c_trading,https://github.com/evgps/a3c_trading,NEW,Deep Learning And Reinforcement Learning,4/10/21 12:49,311,98,1,6/4/18 15:30,5/23/20 14:47,evgps/a3c_trading,active,,39:11.1
-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,4/6/21 2:06,289,128,3,3/10/17 10:52,6/11/18 8:07,PiSimo/BitcoinForecast,inactive,3,3/31/21 8:00
-pairstrade-fyp-2019,https://github.com/wywongbd/pairstrade-fyp-2019,NEW,Deep Learning And Reinforcement Learning,4/4/21 23:47,110,41,2,9/7/18 7:51,5/13/20 5:06,wywongbd/pairstrade-fyp-2019,active,,39:11.1
-rl_trading,https://github.com/ucaiado/rl_trading,NEW,Deep Learning And Reinforcement Learning,4/8/21 15:34,207,89,1,5/29/17 22:19,8/29/17 14:54,ucaiado/rl_trading,inactive,,39:11.1
-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,4/11/21 9:02,551,140,1,11/26/18 3:23,1/1/21 9:41,cbailes/awesome-deep-trading,active,4,3/31/21 8:00
-Machine-Learning-and-Reinforcement-Learning-in-Finance,https://github.com/joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance,NEW,Deep Learning And Reinforcement Learning,3/30/21 9:11,175,98,1,6/26/18 4:30,9/23/18 16:50,joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance,inactive,,39:11.1
-maro,https://github.com/microsoft/maro,NEW,Deep Learning And Reinforcement Learning,4/12/21 2:22,386,66,17,12/27/19 6:48,4/7/21 15:49,microsoft/maro,active,,39:11.1
-TradingGym,https://github.com/cove9988/TradingGym,NEW,Deep Learning And Reinforcement Learning,3/28/21 5:37,112,39,3,11/6/17 0:50,11/15/17 23:55,cove9988/TradingGym,inactive,,39:11.1
-RLQuant,https://github.com/yuriak/RLQuant,NEW,Deep Learning And Reinforcement Learning,4/9/21 5:01,277,92,1,4/5/18 5:42,8/13/18 4:18,yuriak/RLQuant,inactive,,39:11.1
-Trading-Gym,https://github.com/thedimlebowski/Trading-Gym,NEW,Deep Learning And Reinforcement Learning,4/10/21 8:00,507,147,3,6/13/17 13:14,7/10/17 8:09,thedimlebowski/Trading-Gym,inactive,,39:11.1
-FinRL,https://github.com/AI4Finance-LLC/FinRL,NEW,Deep Learning And Reinforcement Learning,4/13/21 14:37,1865,451,22,7/26/20 13:18,4/11/21 22:02,AI4Finance-LLC/FinRL,active,,13:03.7
-RL II,https://github.com/deependersingla/deep_trader,reinforcement learning on stock market and agent tries to learn trading.,Deep Learning And Reinforcement Learning,4/11/21 20:21,1340,489,3,6/11/16 7:27,1/22/18 14:35,deependersingla/deep_trader,inactive,3,
-gym-trading,https://github.com/hackthemarket/gym-trading,NEW,Deep Learning And Reinforcement Learning,4/12/21 9:06,581,195,2,12/9/16 20:46,12/24/17 15:34,hackthemarket/gym-trading,inactive,,39:11.1
-Pair-Trading-Reinforcement-Learning,https://github.com/wai-i/Pair-Trading-Reinforcement-Learning,NEW,Deep Learning And Reinforcement Learning,4/10/21 4:53,136,56,1,6/9/19 22:50,1/3/20 15:36,wai-i/Pair-Trading-Reinforcement-Learning,active,,39:11.1
-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 20:48,576,203,1,9/21/17 17:05,4/13/18 16:33,samre12/deep-trading-agent,inactive,3,
-TradingGym,https://github.com/Yvictor/TradingGym,NEW,Deep Learning And Reinforcement Learning,4/11/21 20:20,841,237,2,5/1/17 13:53,2/14/18 13:58,Yvictor/TradingGym,inactive,,39:11.1
-RL V,https://github.com/gstenger98/rl-finance,Building an Agent to Trade with Reinforcement Learning.,Deep Learning And Reinforcement Learning,4/8/21 18:57,33,8,5,1/16/19 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,4/11/21 12:27,715,298,1,10/4/16 14:42,12/23/16 7:34,kh-kim/stock_market_reinforcement_learning,inactive,2,
-tensortrade,https://github.com/tensortrade-org/tensortrade,NEW,Deep Learning And Reinforcement Learning,4/12/21 16:05,3101,715,39,7/30/19 21:28,3/24/21 16:25,tensortrade-org/tensortrade,active,,39:11.1
-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,4/12/21 2:58,275,99,1,9/29/18 23:38,3/18/21 3:16,LastAncientOne/Deep-Learning-Machine-Learning-Stock,active,3,3/31/21 8:00
-RL IV,https://github.com/jjakimoto/DQN,Reinforcement Learning for finance.,Deep Learning And Reinforcement Learning,4/5/21 11:42,142,55,1,10/21/16 2:47,4/7/17 8:11,jjakimoto/DQN,inactive,,
-AlgorithmicTrading,https://github.com/JerBouma/AlgorithmicTrading,NEW,Derivatives and Hedging,4/9/21 18:12,168,54,1,3/14/19 9:33,2/3/21 22:29,JerBouma/AlgorithmicTrading,active,,23:51.4
-trade-frame,https://github.com/rburkholder/trade-frame,NEW,Derivatives and Hedging,4/6/21 9:38,188,79,1,7/24/16 15:25,11/9/20 1:16,rburkholder/trade-frame,active,,23:51.4
-huobi_futures_Python,https://github.com/hbdmapi/huobi_futures_Python,NEW,Derivatives and Hedging,4/13/21 13:28,137,73,2,1/14/20 7:21,3/2/21 7:30,hbdmapi/huobi_futures_Python,active,,23:51.4
-tda-api,https://github.com/alexgolec/tda-api,NEW,Derivatives and Hedging,4/13/21 20:12,649,161,13,4/3/20 21:19,4/12/21 3:12,alexgolec/tda-api,active,,23:51.4
-algotrader,https://github.com/torreyleonard/algotrader,NEW,Derivatives and Hedging,4/11/21 10:12,477,102,12,4/10/18 2:31,8/27/20 8:16,torreyleonard/algotrader,active,,23:51.4
-paperbroker,https://github.com/philipodonnell/paperbroker,NEW,Derivatives and Hedging,4/4/21 4:52,175,48,3,7/6/17 2:04,4/8/18 18:37,philipodonnell/paperbroker,inactive,,23:51.4
-optopsy,https://github.com/michaelchu/optopsy,NEW,Derivatives and Hedging,4/11/21 6:03,393,90,3,9/17/17 1:49,12/7/20 17:00,michaelchu/optopsy,active,,23:51.4
-quant-trading,https://github.com/je-suis-tm/quant-trading,NEW,Derivatives and Hedging,4/13/21 23:14,1771,474,2,4/3/18 14:08,4/13/21 18:37,je-suis-tm/quant-trading,active,,23:51.4
-trading-server,https://github.com/s-brez/trading-server,NEW,Derivatives and Hedging,4/13/21 9:46,209,50,2,3/5/19 3:06,3/8/21 2:37,s-brez/trading-server,active,,23:51.4
-Options-Trading-Strategies-in-Python,https://github.com/PyPatel/Options-Trading-Strategies-in-Python,NEW,Derivatives and Hedging,4/10/21 12:28,317,134,1,8/30/17 6:00,8/21/19 15:47,PyPatel/Options-Trading-Strategies-in-Python,active,,23:51.4
-StockSharp,https://github.com/StockSharp/StockSharp,NEW,Derivatives and Hedging,4/13/21 22:41,3924,1222,17,12/8/14 7:53,4/7/21 10:55,StockSharp/StockSharp,active,,23:51.4
-tf-quant-finance,https://github.com/google/tf-quant-finance,NEW,Derivatives and Hedging,4/13/21 22:49,2569,333,28,7/24/19 16:09,4/13/21 22:09,google/tf-quant-finance,active,,23:51.4
-tai,https://github.com/fremantle-industries/tai,NEW,Derivatives and Hedging,4/12/21 22:45,273,44,6,7/28/17 3:07,4/12/21 22:40,fremantle-industries/tai,active,,23:51.4
-openAlgo,https://github.com/mtompkins/openAlgo,NEW,Derivatives and Hedging,4/3/21 9:17,160,82,2,5/28/13 14:46,3/24/17 20:00,mtompkins/openAlgo,inactive,,23:51.4
-Options_Data_Science,https://github.com/yugedata/Options_Data_Science,NEW,Derivatives and Hedging,4/10/21 22:31,238,39,1,12/9/20 4:51,4/5/21 3:55,yugedata/Options_Data_Science,active,,23:51.4
-QLNet,https://github.com/amaggiulli/QLNet,NEW,Derivatives and Hedging,4/13/21 7:58,259,134,13,8/22/13 14:51,3/2/21 18:39,amaggiulli/QLNet,active,,23:51.4
-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,,
-fast_arrow,https://github.com/westonplatter/fast_arrow,NEW,Derivatives and Hedging,2/20/21 11:29,127,42,5,7/19/18 23:15,4/18/20 18:05,westonplatter/fast_arrow,active,,23:51.4
-Strata,https://github.com/OpenGamma/Strata,NEW,Derivatives and Hedging,4/12/21 6:32,607,217,39,6/16/14 11:45,4/12/21 6:32,OpenGamma/Strata,active,,23:51.4
-MarketAnalysis,https://github.com/Poseyy/MarketAnalysis,NEW,Derivatives and Hedging,4/12/21 21:59,170,77,1,3/28/19 19:46,8/6/20 5:15,Poseyy/MarketAnalysis,active,,23:51.4
-Volatility and Variance Derivatives,https://github.com/yhilpisch/lvvd/tree/master/lvvd,Volatility derivatives analytics.,Derivatives and Hedging,4/7/21 19:21,79,78,1,10/21/16 4:12,2/22/21 13:32,yhilpisch/lvvd,active,,
-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,,
-gs-quant,https://github.com/goldmansachs/gs-quant,NEW,Derivatives and Hedging,4/12/21 16:44,584,170,12,12/14/18 21:10,3/25/21 15:33,goldmansachs/gs-quant,active,,23:51.4
-Derivatives Python,https://github.com/yhilpisch/dawp/tree/master/python36,Derivative analytics with Python.,Derivatives and Hedging,4/12/21 14:39,388,299,1,7/9/15 12:27,2/22/21 13:29,yhilpisch/dawp,active,,
-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,,
-Options,https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D,Introduction to options.,Derivatives and Hedging,4/9/21 21:17,335,163,36,7/28/17 15:48,3/17/21 17:17,QuantConnect/Tutorials,active,,
-Derivative Markets,https://github.com/broughtj/Fin6470/tree/master/Notebooks,"The economics of futures, futures, options, and swaps.",Derivatives and Hedging,4/6/21 20:49,8,8,1,2/9/16 5:30,4/6/21 20:49,broughtj/Fin6470,active,,
-robin_stocks,https://github.com/jmfernandes/robin_stocks,NEW,Derivatives and Hedging,4/13/21 23:48,1012,261,34,2/23/18 0:49,2/27/21 17:48,jmfernandes/robin_stocks,active,,23:51.4
-Options,https://github.com/PHBS/2018.M1.ASP/tree/master/py,Black Scholes and Copula.,Derivatives and Hedging,,,,,,,PHBS/2018.M1.ASP,,,
-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,,
-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,,
-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,,
-akshare,https://github.com/jindaxiang/akshare,NEW,Derivatives and Hedging,4/13/21 16:44,3374,681,11,10/1/19 7:34,4/13/21 11:18,jindaxiang/akshare,active,,23:51.4
-FinanceDatabase,https://github.com/JerBouma/FinanceDatabase,NEW,Derivatives and Hedging,4/13/21 2:33,595,68,1,1/28/21 18:36,4/8/21 11:10,JerBouma/FinanceDatabase,active,,23:51.4
-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,,
-FinancePy,https://github.com/domokane/FinancePy,NEW,Derivatives and Hedging,4/10/21 22:50,441,73,6,10/27/19 15:04,3/11/21 21:40,domokane/FinancePy,active,,23:51.4
-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,,
-wallstreet,https://github.com/mcdallas/wallstreet,NEW,Derivatives and Hedging,4/13/21 22:00,570,125,2,1/20/16 22:03,8/9/19 23:14,mcdallas/wallstreet,active,,23:51.4
-Financial Economics,https://github.com/rsvp/fecon235/tree/master/nb,Financial Economics Models.,Extended Research,4/10/21 17:02,713,275,2,11/9/14 4:49,12/3/18 16:30,rsvp/fecon235,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,,
-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,,
-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,,
-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,,
-Commodity,https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb,Commodity influence over Brazilian stocks.,Extended Research,,,,,,,felipessalvatore/fin2vec,,,
-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,,
-Mathematical Finance,https://github.com/Auquan/Tutorials,Notebooks for math and financial tutorials.,Extended Research,4/8/21 19:37,664,425,9,1/21/17 11:24,8/1/20 17:03,Auquan/Tutorials,active,,
-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,,
-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,,
-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,,
-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,,
-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,,
-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,1/30/21 11:50,10,3,1,1/22/19 10:59,3/12/19 18:35,ryanholbrook/critical-transitions,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,,
-HFT,https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,High frequency trading.,Extended Research,4/11/21 23:36,748,333,1,7/21/16 5:14,2/14/17 16:47,rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,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,,
-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,,
-Bayesian Finance,https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb,Notebook PyMC3 implementation.,Extended Research,4/10/21 19:50,233,55,1,8/28/18 14:45,8/6/20 22:03,marketneutral/alphatools,active,,
-Deep Portfolio,https://github.com/DLColumbia/DL_forFinance,Deep learning for finance Predict volume of bonds.,Extended Research,1/12/21 11:48,27,19,2,5/8/18 19:34,5/9/18 15:39,DLColumbia/DL_forFinance,inactive,,
-Backtests,https://github.com/AlgoTraders/stock-analysis-engine,Trading data and algorithms.,Extended Research,4/12/21 2:28,620,165,3,9/16/18 20:00,9/5/20 13:01,AlgoTraders/stock-analysis-engine,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,,
-Risk and Return,https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials,Riskiness of portfolios and assets.,Factor and Risk Analysis,4/6/21 17:03,140,62,2,9/12/17 13:35,8/6/20 12:35,PyDataBlog/Python-for-Data-Science,active,,
-AlphaTrading,https://github.com/jerryxyx/AlphaTrading,NEW,Factor and Risk Analysis,4/10/21 6:34,149,74,1,5/18/18 22:09,8/7/18 18:05,jerryxyx/AlphaTrading,inactive,,37:06.3
-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,4/12/21 11:55,3673,1157,42,6/1/15 15:31,2/28/20 17:30,quantopian/pyfolio,active,,
-simulate,https://github.com/leolle/simulate,NEW,Factor and Risk Analysis,3/23/21 13:34,11,2,1,6/4/17 15:18,11/11/18 14:03,leolle/simulate,inactive,,23:57.7
-TradeFinexLive,https://github.com/XinFinOrg/TradeFinexLive,NEW,Factor and Risk Analysis,3/18/21 9:48,5,11,8,3/21/18 10:05,3/18/21 9:48,XinFinOrg/TradeFinexLive,active,,23:57.7
-Machine_learning_In_Finance,https://github.com/chaudharigauravi/Machine_learning_In_Finance,NEW,Factor and Risk Analysis,11/27/20 19:23,8,2,1,8/3/19 4:04,8/3/19 4:05,chaudharigauravi/Machine_learning_In_Finance,active,,23:57.7
--L-,https://github.com/jettbrains/-L-,NEW,Factor and Risk Analysis,3/15/21 3:05,6,16,1,10/28/19 21:50,10/28/19 21:51,jettbrains/-L-,active,,23:57.7
-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,,
-stock-market-analysis-using-python-numpy-pandas,https://github.com/Ashishsinha10/stock-market-analysis-using-python-numpy-pandas,NEW,Factor and Risk Analysis,3/21/21 8:50,8,5,1,4/10/18 5:15,4/10/18 5:28,Ashishsinha10/stock-market-analysis-using-python-numpy-pandas,inactive,,23:57.7
-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,,
-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,,
-Performance Analysis,https://github.com/quantopian/alphalens,Performance analysis of predictive (alpha) stock factors.,Factor and Risk Analysis,4/10/21 12:58,1847,700,17,6/3/16 21:49,4/27/20 18:40,quantopian/alphalens,active,,
-Stock-Prediction,https://github.com/Ronak-59/Stock-Prediction,NEW,Factor and Risk Analysis,3/26/21 8:37,129,64,2,3/18/18 4:54,2/28/20 11:43,Ronak-59/Stock-Prediction,active,,37:06.3
-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,,
-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/alpha-miner/alpha-mind/tree/master/notebooks,Factor strategy notebooks.,Factor and Risk Analysis,4/8/21 19:02,172,60,3,5/1/17 7:36,4/7/21 15:25,alpha-miner/alpha-mind,active,,
-Convex Optimisation,https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb,Convex Optimization for Finance.,Factor and Risk Analysis,4/8/21 19:02,18,10,1,6/26/18 20:36,10/22/19 21:56,ssanderson/convex-optimization-for-finance,active,,
-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,,
-Python for Finance,https://github.com/yhilpisch/py4fi/tree/master/jupyter36,Various financial notebooks.,Factor and Risk Analysis,4/9/21 8:12,1298,794,1,12/15/14 11:23,7/10/18 6:38,yhilpisch/py4fi,inactive,,
-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,,
-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,,
-rating_history,https://github.com/govwiki/rating_history,NEW,Fixed Income,1/23/21 6:27,26,13,1,11/23/17 22:52,12/3/17 20:42,govwiki/rating_history,inactive,,24:33.4
-MagentoExtensions,https://github.com/5mehulhelp5/MagentoExtensions,NEW,Fixed Income,2/12/21 8:45,106,110,2,7/3/14 5:45,11/24/17 16:15,5mehulhelp5/MagentoExtensions,inactive,,24:33.4
-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,,
-woe,https://github.com/boredbird/woe,NEW,Fixed Income,4/12/21 10:43,224,96,1,9/11/17 7:15,3/1/18 10:45,boredbird/woe,inactive,,24:33.4
-market-data,https://github.com/kriasoft/market-data,NEW,Fixed Income,6/22/20 10:58,25,20,1,12/7/12 13:42,12/15/12 12:10,kriasoft/market-data,inactive,,24:33.4
-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,,
-CryptoBot,https://github.com/AdeelMufti/CryptoBot,Hard fork of [bitpredit](https://github.com/cbyn/bitpredict) and form the trading strategy as a classification problem with -1 (sell) 0 (hold) 1 (buy). Models used are XGBClassifier/RandomForest/GradientBoosting. Not mentained,Other Models,3/25/21 9:17,234,94,1,1/17/17 12:44,1/17/17 12:48,AdeelMufti/CryptoBot,inactive,2,39:24.6
-finance_ml,https://github.com/jjakimoto/finance_ml,unofficial repo based on [Advances in Financial Machine Learning](https://www.amazon.com/Advances-Financial-Machine-Learning-Marcos/dp/1119482089). It's incomplete and not updated,Other Models,4/8/21 15:28,282,117,1,6/29/18 21:21,2/18/19 12:34,jjakimoto/finance_ml,inactive,1,39:24.6
-Stock.Indicators,https://github.com/DaveSkender/Stock.Indicators,list of technical indicators implemented in c#. Full list and explanation available [here](https://daveskender.github.io/Stock.Indicators/docs/INDICATORS.html). This list contains several indicators that ta-lib does not cover,Other Models,4/12/21 10:47,175,64,9,12/29/19 5:18,4/11/21 19:17,DaveSkender/Stock.Indicators,active,3,39:24.6
-Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,code repo for [machine learning for algorithmic trading bots](https://www.packtpub.com/application-development/machine-learning-algorithmic-trading-bots-python-video) video series. Contains notebooks and deep dive using [zipline](https://github.com/quantopian/zipline),Other Models,4/11/21 6:02,172,94,5,12/6/18 11:35,1/18/21 6:40,PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,active,3,39:24.6
-Microservices-Based-Algorithmic-Trading-System,https://github.com/saeed349/Microservices-Based-Algorithmic-Trading-System,docker based platfrom for developing algo trading strategies. Very interesting combinations of open source components were used including [backtrader](https://www.backtrader.com/) for backtest strategies / [mlflow](https://mlflow.org/) for managing the machine learning model life cycle  (i.e. training and developing machine learning models) / [airflow](https://airflow.apache.org/) used as workflow management including schedule data download etc. / [superset](https://superset.apache.org/) web data visualization tool similar to tableau / [minio](https://min.io/) for fast object storage (i.e. storing saved models and model artifacts) / postgresql used to store security master and daily and minute data. Also contains some details on deployment on cloud,Other Models,4/10/21 12:59,104,56,0,1/6/20 0:21,3/31/20 13:02,saeed349/Microservices-Based-Algorithmic-Trading-System,active,5,39:24.6
-awesome-ai-in-finance,https://github.com/georgezouq/awesome-ai-in-finance,curated list of books/online courses/papers on AI and finance. Topics include crypto trading strategies/ta/backter etc.,Other Models,4/11/21 7:43,941,162,8,8/29/18 2:07,11/27/20 9:43,georgezouq/awesome-ai-in-finance,active,3,39:24.6
-Pattern-Recognition-for-Forex-Trading,https://github.com/PythonProgramming/Pattern-Recognition-for-Forex-Trading,repo for article [pattern recognization for forex trading](https://pythonprogramming.net/machine-learning-pattern-recognition-algorithmic-forex-stock-trading/) not very scalable and not maintained,Other Models,4/5/21 3:23,173,91,1,3/26/15 2:22,3/26/15 2:33,PythonProgramming/Pattern-Recognition-for-Forex-Trading,inactive,1,39:24.6
-Awesome-Quant-Machine-Learning-Trading,https://github.com/grananqvist/Awesome-Quant-Machine-Learning-Trading,curated list of books/online courses/youtube videos/blogs/interviews/papers/code etc. Updates are pretty infrequent,Other Models,4/10/21 13:38,1005,319,3,11/5/18 21:09,10/8/20 16:48,grananqvist/Awesome-Quant-Machine-Learning-Trading,active,5,39:24.6
-MathAndScienceNotes,https://github.com/melling/MathAndScienceNotes,Collections of news/articles on various topics including quant trading and machine learning. Some articles are from [ycombinator message board](https://news.ycombinator.com/news) and [rediit algotrading forum](https://www.reddit.com/r/algotrading/),Other Models,4/12/21 0:49,460,54,1,3/11/16 19:13,12/21/20 3:54,melling/MathAndScienceNotes,active,3,39:24.6
-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,3,
-botflow,https://github.com/kkyon/botflow,python dataflow programming framework. Similar and probably replaceable by sklearn.pipeline module. Uses [graphviz](https://graphviz.org/) for visiualization though not maintained with last commit over 3 years ago,Other Models,3/31/21 10:56,1165,102,8,8/20/18 3:13,5/23/19 14:40,kkyon/botflow,inactive,2,39:24.6
-Machine-Learning-for-Finance,https://github.com/PacktPublishing/Machine-Learning-for-Finance,repo for book [machine learning for finance](https://www.packtpub.com/product/machine-learning-for-finance/9781789136364) with heavier focus on machine learning and less on finance. Topics covered including computer vision/time series/nlp/generative models (i.e. autoencoder)/reinforcement learning/debugging ml systems,Other Models,4/8/21 16:54,180,122,4,3/15/18 6:28,1/14/21 15:58,PacktPublishing/Machine-Learning-for-Finance,active,3,39:24.6
-surpriver,https://github.com/tradytics/surpriver,Machine learning algo to detect anomaly in equities data. Uses sklearn [IsolationForest](https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.IsolationForest.html) model and price/volume based technical signals as features using [ta](https://github.com/bukosabino/ta) library. Opensourced by [tradytics](https://tradytics.com/). Code structures are less extensible,Other Models,4/12/21 12:27,1189,221,6,8/30/20 7:56,9/21/20 4:32,tradytics/surpriver,active,3,39:24.6
-Hands-On-Machine-Learning-for-Algorithmic-Trading,https://github.com/PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading,repo for book [hands-on-machine learning for algorithmic trading](https://www.packtpub.com/product/hands-on-machine-learning-for-algorithmic-trading/9781789346411) covering topic from data/unsupervised learning/NPL/RNN & CNN/reinforcement learning etc. Leverage zipline/alphalens/sklearn/openai-gym etc as well. Good references to have,Other Models,4/12/21 15:41,600,386,2,5/7/19 11:04,1/19/21 7:51,PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading,active,5,39:24.6
-mlfinlab,https://github.com/hudson-and-thames/mlfinlab,open source library maintained by hudson and thames though much of the content has moved to a subscription model. Idea is to implement academic research in python code and aggregate it as a package. Sources from [Journal of financial data science](https://jfds.pm-research.com/) / [journal of portfolio management](https://jpm.pm-research.com/) / [journal of algorithmic finance](http://www.algorithmicfinance.org/) / [cambridge university press](https://www.cambridge.org/),Other Models,4/12/21 10:51,2295,709,3,2/13/19 16:57,4/12/21 10:50,hudson-and-thames/mlfinlab,active,3,39:24.6
-Short-Term Movement Cues,https://github.com/anfederico/Clairvoyant,Identify  social/historical cues for short term stock movement. Sklearn SVM model is used and good visualization coded in matplotlib,Other Models,4/12/21 13:11,2166,678,1,9/12/16 18:38,8/29/18 20:27,anfederico/clairvoyant,inactive,3,
-Trend Following,http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html,A futures trend following portfolio investment strategy.,Other Models,,,,,,,,,,
-stock-trading-ml,https://github.com/yacoubb/stock-trading-ml,lstm model using keras to predict msft prices. Data is from [alphavantage](https://www.alphavantage.co/) which provides some free data through web services. Showing how to use concatenation layer to join timeseries data with TA data. Might be abit of overfitting on the model though,Other Models,4/11/21 14:46,340,186,1,10/10/19 9:44,10/12/19 11:38,yacoubb/stock-trading-ml,active,3,39:24.6
-Scikit-learn Stock Prediction,https://github.com/robertmartin8/MachineLearningStocks,using fundamental and pricing data to predict future stock returns. Sklearn's randomforest classifier is trainded and author claimed positive live trading results. Not actively mainained,Other Models,4/11/21 10:00,931,347,2,2/12/17 4:50,2/4/21 3:48,robertmartin8/MachineLearningStocks,inactive,3,
-mosquito,https://github.com/miro-ka/mosquito,base framework trading bot for crypto. Stores data in local mongodb instance and supports backtest and live trading on [poloniex](https://poloniex.com/) and [bittrex](https://bittrex.com/) which are 12-15th ranked crypto exchanges by volume. Leverage [talib](https://github.com/mrjbq7/ta-lib) for ta data and [plotly](https://github.com/plotly/plotly.py) for visualization,Other Models,4/12/21 9:44,220,44,2,6/18/17 19:57,3/14/21 22:22,miro-ka/mosquito,active,3,39:24.6
-Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,official repo for [machine learning for algorithmic trading](https://www.amazon.com/Machine-Learning-Algorithmic-Trading-alternative/dp/1839217715?pf_rd_r=GZH2XZ35GB3BET09PCCA&pf_rd_p=c5b6893a-24f2-4a59-9d4b-aff5065c90ec&pd_rd_r=91a679c7-f069-4a6e-bdbb-a2b3f548f0c8&pd_rd_w=2B0Q0&pd_rd_wg=GMY5S&ref_=pd_gw_ci_mcx_mr_hp_d) book. Covering topics including backtesting/boosting/nlp/deep&reinforcement learning. Leverage open source libraries including [backtrader](https://www.backtrader.com/) [zipline](https://github.com/quantopian/zipline) and [talib](https://github.com/mrjbq7/ta-lib),Other Models,4/8/21 20:01,279,126,4,11/15/19 8:51,1/21/21 7:56,PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,active,4,39:24.6
-Mixture  Models I,https://github.com/BlackArbsCEO/Mixture_Models,Mixture models to predict market bottoms and regime changes based on a seminar given to quantinsti in 2017 and summary and video is [here](https://blog.quantinsti.com/webinar-can-we-use-mixture-models-to-predict-market-bottoms/). Gaussian mixture models are build on markov models and expectation maximization thoery to detect regimes and seminar reported positive results using features asset returns/tedrate/10y2ysptread/10y3m spread from fred which can be access here [fredapi](https://github.com/mortada/fredapi). Though most of the returns came from being long equities after 2009 ,Other Models,3/2/21 19:44,31,31,1,3/20/17 18:54,4/25/17 23:35,BlackArbsCEO/Mixture_Models,inactive,2,
-ML_Finance_Codes,https://github.com/mfrdixon/ML_Finance_Codes,accompanying materials for book [Machine Learning in Finance](https://www.springer.com/gp/book/9783030410674) covering probabilistic modeling/sequence modeling/neural networks/reinforcement learning etc.,Other Models,4/11/21 8:30,250,104,3,9/27/19 16:13,6/13/20 21:20,mfrdixon/ML_Finance_Codes,active,3,39:24.6
-Machine-Learning-and-AI-in-Trading,https://github.com/PyPatel/Machine-Learning-and-AI-in-Trading,repo covering lstm and other sklearn model for trading. Code is not structured well and less extensible,Other Models,4/8/21 11:31,261,101,1,8/30/17 6:14,10/29/19 8:14,PyPatel/Machine-Learning-and-AI-in-Trading,inactive,2,39:24.6
-Speculator,https://github.com/amicks/Speculator,python code to predict crypto prices using machine learning models. Two models used here tensorflow DNNClassifier and sklearn randomforest. Exposes the functionality as web services api using flask. Some idea are based on this paper [predicting the direction of stock market prices](https://arxiv.org/pdf/1605.00003.pdf),Other Models,3/15/21 16:27,101,31,2,9/3/17 17:43,9/12/18 18:58,amicks/Speculator,inactive,3,39:24.6
-Fundamental LT Forecasts,https://github.com/Hvass-Labs/FinanceOps,Research in investment finance for long term forecasts and a curated list of notebooks. Each topic contains a youtube video explaining in details. Interesting topics including using price per book ratio and other multiples for future return prediction and portfolio optimization. data sourced form [simfin](https://github.com/SimFin/simfin) yahoo finance and [s&p 500 earnings and estimate report](https://www.spglobal.com/spdji/en/documents/additional-material/sp-500-eps-est.xlsx) etc.,Other Models,4/5/21 23:36,383,127,1,7/22/18 8:14,2/17/21 14:39,Hvass-Labs/FinanceOps,active,3,
-fin-ml,https://github.com/tatsath/fin-ml,accompanying materials for book [Machine Learning and Data Science Blueprints for Finance](https://www.amazon.com/Machine-Learning-Science-Blueprints-Finance/dp/1492073059) on top of basic machine learning models i.e. nlp/reinforcement learning/supervised & unsupervised learning it covers wider topics including robo-advisors/fraud detection/loan default/derivative pricing/yield curve construction.,Other Models,4/11/21 3:29,116,66,2,5/10/20 0:25,1/23/21 17:15,tatsath/fin-ml,active,4,39:24.6
-AlphaPy,https://github.com/ScottfreeLLC/AlphaPy,machine learning framework built on sklearn and pandas. Support pyfolio/xgboost/lightgmb/catboost(gradient boosting on decision tress) etc. Examples include financial market prediction/sports prediction/kaggle. Configurations are set though yaml file for all model process including feature selection/grid search on parameters and aggregate results for each model,Other Models,4/4/21 20:02,576,130,3,2/14/16 0:47,2/8/21 21:35,ScottfreeLLC/AlphaPy,active,4,39:24.6
-Machine-Learning-For-Finance,https://github.com/anthonyng2/Machine-Learning-For-Finance,accompanying materials for slide [here](https://github.com/anthonyng2/Machine-Learning-For-Finance/blob/master/Regression%20Based%20Machine%20Learning%20for%20Algorithmic%20Trading/Machine%20Learning%20-%20Linear%20Regression%20for%20Algo%20Trading%20v2017-07-13.pdf) covering more tradition quant trading topics like pair trading/kalman filter/trend following etc. Referecing interesting paper [characterization of financial time series](http://www.cs.ucl.ac.uk/fileadmin/UCL-CS/research/Research_Notes/RN_11_01.pdf),Other Models,4/1/21 20:11,205,119,1,7/11/17 9:09,2/21/18 5:36,anthonyng2/Machine-Learning-For-Finance,inactive,2,39:24.6
-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,,,,,,,,,,
-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,,,,,,,,,,
-Deep Portfolio Theory,https://github.com/tcloaa/Deep-Portfolio-Theory,Autoencoder framework for portfolio selection.,Portfolio Selection and Optimisation,4/6/21 11:47,105,57,1,2/10/17 9:03,3/8/18 16:47,tcloaa/Deep-Portfolio-Theory,inactive,,
-Reinforcement Learning,https://github.com/filangel/qtrader,Reinforcement Learning for Portfolio Management.,Portfolio Selection and Optimisation,3/29/21 3:47,364,150,1,10/7/17 9:14,6/26/18 9:22,filangelos/qtrader,inactive,,
-Riskfolio-Lib,https://github.com/dcajasn/Riskfolio-Lib,NEW,Portfolio Selection and Optimisation,4/12/21 12:25,371,62,1,3/2/20 19:49,4/1/21 3:50,dcajasn/Riskfolio-Lib,active,,37:19.5
-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,,,,,,,,,,
-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,,
-PyPortfolioOpt,https://github.com/robertmartin8/PyPortfolioOpt,"Financial portfolio optimisation, including classical efficient frontier and advanced methods.",Portfolio Selection and Optimisation,4/12/21 11:54,1895,479,16,5/29/18 13:30,2/25/21 13:01,robertmartin8/PyPortfolioOpt,active,,
-OLMAR Algorithm,https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb,Relative importance of each component of the OLMAR algorithm.,Portfolio Selection and Optimisation,4/8/21 19:07,7,4,1,7/26/16 16:20,12/30/16 11:40,charlessutton/OLMAR,inactive,,
-DeepDow,https://github.com/jankrepl/deepdow,Portfolio optimization with deep learning.,Portfolio Selection and Optimisation,4/7/21 6:57,311,58,2,2/2/20 8:46,2/16/21 18:50,jankrepl/deepdow,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,4/12/21 13:10,232,82,3,11/16/18 12:20,7/4/19 1:41,VivekPa/OptimalPortfolio,active,,
-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,,
-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,,,,,,,,,,
-Policy Gradient Portfolio,https://github.com/ZhengyaoJiang/PGPortfolio,A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.,Portfolio Selection and Optimisation,4/9/21 10:41,1281,629,6,11/12/17 16:08,5/9/19 9:50,ZhengyaoJiang/PGPortfolio,active,,
-riskparity.py,https://github.com/dppalomar/riskparity.py,NEW,Portfolio Selection and Optimisation,4/11/21 9:40,124,31,2,7/13/19 21:30,1/30/21 1:53,dppalomar/riskparity.py,active,,37:19.5
-node-finance,https://github.com/albertosantini/node-finance,NEW,Portfolio Selection and Optimisation,4/5/21 8:01,101,26,3,9/17/11 17:49,4/5/21 8:01,albertosantini/node-finance,active,,37:19.5
-awesome-financial-nlp,https://github.com/icoxfog417/awesome-financial-nlp,NEW,Textual,4/12/21 6:35,226,36,2,10/3/19 3:53,2/1/20 8:28,icoxfog417/awesome-financial-nlp,active,,24:28.5
-FinBERT,https://github.com/psnonis/FinBERT,NEW,Textual,4/14/21 20:54,140,46,3,7/9/19 16:34,5/19/20 2:02,psnonis/FinBERT,active,,24:28.5
-FinNLP-Progress,https://github.com/YangLinyi/FinNLP-Progress,NEW,Textual,4/13/21 0:10,164,17,5,5/21/20 9:59,3/23/21 8:14,YangLinyi/FinNLP-Progress,active,,24:28.5
-financial-news-dataset,https://github.com/philipperemy/financial-news-dataset,NEW,Textual,4/14/21 21:24,154,75,1,8/23/16 13:29,3/4/21 6:34,philipperemy/financial-news-dataset,active,,24:28.5
-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,,,
-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,,
-news-emotion,https://github.com/dongyuanxin/news-emotion,NEW,Textual,4/13/21 13:13,245,117,1,9/14/17 2:59,6/11/18 13:47,dongyuanxin/news-emotion,inactive,,24:28.5
-Accounting Anomalies,https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb,Using deep-learning frameworks to identify accounting anomalies.,Textual,4/12/21 7:47,110,51,2,5/24/17 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,,
-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,,
-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,,
-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,,
-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,,
-BDCI2019-Negative_Finance_Info_Judge,https://github.com/A-Rain/BDCI2019-Negative_Finance_Info_Judge,NEW,Textual,4/6/21 9:30,107,22,3,12/27/19 3:49,12/4/20 3:38,A-Rain/BDCI2019-Negative_Finance_Info_Judge,active,,24:28.5
-AnomalyDetectionOnRisk,https://github.com/SimonWesterlindVPD/AnomalyDetectionOnRisk,NEW,Unsupervised,8/25/20 0:02,11,5,1,5/31/18 15:53,5/31/18 16:18,SimonWesterlindVPD/AnomalyDetectionOnRisk,inactive,,24:29.9
-Eigen-Portfolio,https://github.com/Gustrigos/Eigen-Portfolio,NEW,Unsupervised,3/26/21 18:57,35,11,1,9/5/18 5:29,4/9/20 21:40,Gustrigos/Eigen-Portfolio,active,,24:29.9
-Credit-Card-Fraud-Detection,https://github.com/sharmaroshan/Credit-Card-Fraud-Detection,NEW,Unsupervised,12/28/20 10:41,10,5,1,3/31/19 5:33,3/31/19 5:38,sharmaroshan/Credit-Card-Fraud-Detection,inactive,,24:29.9
-Pairs Trading,https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb,Finding pairs with cluster analysis.,Unsupervised,4/4/21 17:55,79,36,0,9/5/17 19:19,9/27/17 20:42,marketneutral/pairs-trading-with-ML,inactive,,
-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,,
-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,,
-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,,
-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,,,
-hmm_market_behavior,https://github.com/lamres/hmm_market_behavior,NEW,Unsupervised,2/20/21 7:43,25,18,1,9/8/19 17:37,5/10/20 14:36,lamres/hmm_market_behavior,active,,24:29.9
-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,,
-all-classification-templetes-for-ML,https://github.com/sayantann11/all-classification-templetes-for-ML,NEW,Unsupervised,4/12/21 13:32,22,14,1,5/5/20 10:28,5/5/20 10:30,sayantann11/all-classification-templetes-for-ML,active,,24:29.9
+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,,
+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,,,,,,,,,,
+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,,
+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,,
+Handson Python for Finance,https://github.com/PacktPublishing/Hands-on-Python-for-Finance,Hands-on Python for Finance published by Packt.,Courses,2021-04-15 14:09:10,122.0,111.0,3.0,2018-08-20 14:10:37,2021-01-15 08:57:06,PacktPublishing/Hands-on-Python-for-Finance,active,,
+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,,
+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,,
+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,,
+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,,
+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,,
+Mathematical Finance,https://github.com/yadongli/nyumath2048,NYU Math-GA 2048: Scientific Computing in Finance.,Courses,2021-04-16 01:56:01,70.0,63.0,6.0,2015-01-25 21:10:37,2020-03-25 04:24:25,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,2021-04-17 23:50:35,3908.0,1249.0,8.0,2018-05-09 12:33:08,2021-04-10 22:21:29,stefan-jansen/machine-learning-for-trading,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,,
+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,,
+Open Edgar,https://github.com/LexPredict/openedgar,,Data,2021-04-13 16:47:32,171.0,61.0,6.0,2018-05-07 15:32:31,2019-05-15 08:32:30,LexPredict/openedgar,active,,
+Capital Markets Data,https://www.capitalmarketsdata.com/,,Data,,,,,,,,,,
+IRS,http://social-metrics.org/sox/,,Data,,,,,,,,,,
+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,,
+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,,
+Non-financial Corporate,http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html,,Data,,,,,,,,,,
+Rating Industries,http://www.ratingshistory.info/,,Data,,,,,,,,,,
+http://finance.yahoo.com/,http://finance.yahoo.com/,,Data,,,,,,,,,,
+https://stooq.com,https://stooq.com,,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,,
+Financial Corporate,http://raw.rutgers.edu/Corporate%20Financial%20Data.html,,Data,,,,,,,,,,
+https://fred.stlouisfed.org/,https://fred.stlouisfed.org/,,Data,,,,,,,,,,
+finserv-application-blueprint,https://github.com/mapr-demos/finserv-application-blueprint,generate streamable data using mapr converged data platfrom built mostly in java. Uses apache [zepplin](https://zeppelin.apache.org/) for web visualization ,Data Processing Techniques and Transformations,2021-01-21 00:29:14,72.0,53.0,5.0,2016-09-26 19:42:54,2021-01-20 23:07:40,mapr-demos/finserv-application-blueprint,active,2.0,12:49.2
+Advanced ML,https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises,Exercises to book [advances in financial machine learning](https://www.wiley.com/en-us/Advances+in+Financial+Machine+Learning-p-9781119482109). Relevant topics include data cleaning and outlier detection (using MAD),Data Processing Techniques and Transformations,2021-04-14 09:15:00,976.0,437.0,4.0,2018-04-25 17:22:40,2020-01-16 17:25:41,BlackArbsCEO/Adv_Fin_ML_Exercises,active,4.0,
+Twitter-Trends,https://github.com/Medha11/Twitter-Trends,sentiment analysis baed on twitter data. Relevant topics include data cleaning/tokenization/data aggregation using mangodb etc.,Data Processing Techniques and Transformations,2021-02-07 09:16:53,66.0,21.0,1.0,2017-05-22 17:07:45,2017-05-23 08:06:27,Medha11/Twitter-Trends,inactive,3.0,12:49.2
+CryptoNets,https://github.com/microsoft/CryptoNets,CryptoNets is a demonstration of the use of Neural-Networks over data encrypted with [Homomorphic Encryption](https://www.cs.cmu.edu/~odonnell/hits09/gentry-homomorphic-encryption.pdf). Homomorphic Encryptions allow performing operations such as addition and multiplication over data while it is encrypted.,Data Processing Techniques and Transformations,2021-04-15 08:49:22,155.0,43.0,4.0,2019-06-02 05:48:39,2019-09-12 13:03:05,microsoft/CryptoNets,active,2.0,12:49.2
+cointrader,https://github.com/timolson/cointrader,java based platform for trading crypto. Relevant sections including using esper event queries to transform data and place orders,Data Processing Techniques and Transformations,2021-04-17 21:38:23,340.0,140.0,9.0,2014-06-01 01:14:12,2020-10-22 00:24:50,timolson/cointrader,active,2.0,12:49.2
+Google-Finance-Stock-Data-Analysis,https://github.com/hpnhxxwn/Google-Finance-Stock-Data-Analysis,data processing platform which stream data from kafka. The example shows two incoming data stream stock vs tweets and two spark streams are created to consume the kafka data then end results are stored in cassandra. Older tech stacks were used and not actively maintained.,Data Processing Techniques and Transformations,2020-12-20 08:39:26,70.0,10.0,1.0,2017-07-23 02:59:59,2017-07-23 03:10:35,hpnhxxwn/Google-Finance-Stock-Data-Analysis,inactive,3.0,12:49.2
+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,2021-04-17 20:46:45,295.0,146.0,1.0,2018-08-13 10:44:08,2020-01-23 04:41:20,pskrunner14/trading-bot,active,3.0,3/31/21 8:00
+Deep-Reinforcement-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,2021-04-16 11:31:44,139.0,68.0,1.0,2018-05-11 00:52:14,2019-10-26 14:22:44,saeed349/Deep-Reinforcement-Learning-in-Trading,active,3.0,3/31/21 8:00
+Deep Learning IV,https://github.com/achillesrasquinha/bulbea,Bulbea: Deep Learning based Python Library.,Deep Learning And Reinforcement Learning,2021-04-18 00:09:11,1469.0,416.0,1.0,2017-03-09 06:11:06,2017-03-19 07:42:49,achillesrasquinha/bulbea,inactive,5.0,
+Deep Learning III,https://github.com/Rachnog/Deep-Trading,Algorithmic trading with deep learning experiments.,Deep Learning And Reinforcement Learning,2021-04-17 15:48:51,1267.0,677.0,1.0,2016-06-18 18:23:06,2018-08-07 15:24:45,Rachnog/Deep-Trading,inactive,5.0,
+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,2021-04-17 22:10:31,3690.0,1554.0,2.0,2017-12-18 10:49:59,2021-01-05 10:31:50,huseinzol05/Stock-Prediction-Models,active,5.0,3/31/21 8:00
+Deep Learning II,https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks,Tensorflow Regression.,Deep Learning And Reinforcement Learning,2021-04-15 08:16:40,176.0,67.0,1.0,2016-07-12 12:56:10,2018-02-16 02:43:36,LiamConnell/deep-algotrading,inactive,3.0,
+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,
+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,2021-04-17 11:19:46,1315.0,454.0,15.0,2019-04-27 18:35:15,2019-10-17 16:25:49,notadamking/RLTrader,active,5.0,3/31/21 8:00
+Neural Network,https://github.com/VivekPa/IntroNeuralNetworks,Neural networks to predict stock prices.,Deep Learning And Reinforcement Learning,2021-04-18 00:09:39,491.0,176.0,2.0,2018-09-10 06:34:53,2018-11-21 07:39:31,VivekPa/IntroNeuralNetworks,inactive,4.0,
+LTSM Recurrent,https://github.com/VivekPa/AIAlpha,OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.,Deep Learning And Reinforcement Learning,2021-04-18 00:09:17,1212.0,371.0,2.0,2018-10-07 03:58:26,2019-08-03 09:00:44,VivekPa/AIAlpha,active,4.0,
+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,2021-04-13 09:54:54,181.0,38.0,2.0,2019-04-22 10:03:21,2020-09-28 09:07:18,Kostis-S-Z/trading-rl,active,3.0,3/31/21 8:00
+Deep Learning,https://github.com/keon/deepstock,Technical experimentations to beat the stock market using deep learning.,Deep Learning And Reinforcement Learning,2021-04-13 02:33:50,428.0,154.0,2.0,2016-12-12 02:15:12,2017-03-04 08:37:29,keon/deepstock,inactive,4.0,
+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 22:50:43,141.0,44.0,2.0,2019-05-19 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,2021-04-15 10:51:02,321.0,158.0,2.0,2019-02-16 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,2021-04-17 19:18:12,575.0,255.0,6.0,2020-07-26 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,2021-04-15 23:05:45,135.0,51.0,2.0,2019-02-23 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,2021-04-17 20:08:42,238.0,109.0,1.0,2018-02-25 17:41:42,2020-12-01 22:06:39,golsun/deep-RL-trading,active,3.0,3/31/21 8:00
+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,2021-04-17 22:27:05,1147.0,330.0,2.0,2018-03-10 11:22:00,2018-09-02 17:21:38,Ceruleanacg/Personae,inactive,5.0,3/31/21 8:00
+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,
+AI Trading,https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md,AI to predict stock market movements.,Deep Learning And Reinforcement Learning,2021-04-17 12:09:55,2888.0,1390.0,1.0,2019-01-09 08:02:47,2019-02-11 16:32:47,borisbanushev/stockpredictionai,inactive,5.0,
+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,2021-04-17 17:57:34,1888.0,458.0,22.0,2020-07-26 13:18:16,2021-04-11 22:02:16,AI4Finance-LLC/FinRL,active,5.0,3/31/21 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,2021-04-16 20:10:59,349.0,111.0,1.0,2018-06-21 01:06:01,2020-11-05 11:08:19,sadighian/crypto-rl,active,3.0,3/31/21 8:00
+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
+QLearning_Trading,https://github.com/ucaiado/QLearning_Trading,NEW,Deep Learning And Reinforcement Learning,2021-04-15 19:21:30,434.0,169.0,1.0,2016-08-10 06:02:23,2016-10-15 02:36:09,ucaiado/QLearning_Trading,inactive,,39:11.1
+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,2021-04-13 04:34:30,137.0,49.0,4.0,2018-09-19 03:17:06,2020-11-26 16:58:00,AI4Finance-LLC/DQN-DDPG_Stock_Trading,active,3.0,3/31/21 8:00
+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,
+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,,39:11.1
+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,2021-04-17 20:27:51,292.0,128.0,3.0,2017-03-10 10:52:02,2018-06-11 08:07:02,PiSimo/BitcoinForecast,inactive,3.0,3/31/21 8:00
+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,,39:11.1
+rl_trading,https://github.com/ucaiado/rl_trading,NEW,Deep Learning And Reinforcement Learning,2021-04-15 10:00:59,209.0,89.0,1.0,2017-05-29 22:19:00,2017-08-29 14:54:50,ucaiado/rl_trading,inactive,,39:11.1
+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,2021-04-17 10:01:03,557.0,141.0,1.0,2018-11-26 03:23:04,2021-01-01 09:41:21,cbailes/awesome-deep-trading,active,4.0,3/31/21 8:00
+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,,39:11.1
+maro,https://github.com/microsoft/maro,NEW,Deep Learning And Reinforcement Learning,2021-04-16 04:24:29,387.0,66.0,18.0,2019-12-27 06:48:27,2021-04-15 08:27:30,microsoft/maro,active,,39:11.1
+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,,39:11.1
+RLQuant,https://github.com/yuriak/RLQuant,NEW,Deep Learning And Reinforcement Learning,2021-04-13 09:52:22,278.0,93.0,1.0,2018-04-05 05:42:44,2018-08-13 04:18:29,yuriak/RLQuant,inactive,,39:11.1
+Trading-Gym,https://github.com/thedimlebowski/Trading-Gym,NEW,Deep Learning And Reinforcement Learning,2021-04-10 08:00:08,507.0,148.0,3.0,2017-06-13 13:14:48,2017-07-10 08:09:30,thedimlebowski/Trading-Gym,inactive,,39:11.1
+FinRL,https://github.com/AI4Finance-LLC/FinRL,NEW,Deep Learning And Reinforcement Learning,2021-04-17 17:57:34,1888.0,458.0,22.0,2020-07-26 13:18:16,2021-04-11 22:02:16,AI4Finance-LLC/FinRL,active,,13:03.7
+RL II,https://github.com/deependersingla/deep_trader,reinforcement learning on stock market and agent tries to learn trading.,Deep Learning And Reinforcement Learning,2021-04-16 02:09:34,1341.0,489.0,3.0,2016-06-11 07:27:10,2018-01-22 14:35:50,deependersingla/deep_trader,inactive,3.0,
+gym-trading,https://github.com/hackthemarket/gym-trading,NEW,Deep Learning And Reinforcement Learning,2021-04-16 13:12:08,583.0,195.0,2.0,2016-12-09 20:46:19,2017-12-24 15:34:37,hackthemarket/gym-trading,inactive,,39:11.1
+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,,39:11.1
+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 20:48:36,576.0,205.0,1.0,2017-09-21 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,2021-04-17 15:05:15,848.0,239.0,2.0,2017-05-01 13:53:32,2018-02-14 13:58:18,Yvictor/TradingGym,inactive,,39:11.1
+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,https://github.com/kh-kim/stock_market_reinforcement_learning,OpenGym with Deep Q-learning and Policy Gradient.,Deep Learning And Reinforcement Learning,2021-04-12 20:38:31,716.0,298.0,1.0,2016-10-04 14:42:19,2016-12-23 07:34:08,kh-kim/stock_market_reinforcement_learning,inactive,2.0,
+tensortrade,https://github.com/tensortrade-org/tensortrade,NEW,Deep Learning And Reinforcement Learning,2021-04-17 20:13:15,3113.0,718.0,39.0,2019-07-30 21:28:32,2021-03-24 16:25:28,tensortrade-org/tensortrade,active,,39:11.1
+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,2021-04-16 04:08:23,280.0,102.0,1.0,2018-09-29 23:38:06,2021-03-18 03:16:36,LastAncientOne/Deep-Learning-Machine-Learning-Stock,active,3.0,3/31/21 8:00
+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,,
+AlgorithmicTrading,https://github.com/JerBouma/AlgorithmicTrading,NEW,Derivatives and Hedging,2021-04-18 00:10:04,173.0,54.0,1.0,2019-03-14 09:33:37,2021-02-03 22:29:07,JerBouma/AlgorithmicTrading,active,,23:51.4
+trade-frame,https://github.com/rburkholder/trade-frame,NEW,Derivatives and Hedging,2021-04-17 20:53:12,190.0,79.0,1.0,2016-07-24 15:25:30,2020-11-09 01:16:46,rburkholder/trade-frame,active,,23:51.4
+huobi_futures_Python,https://github.com/hbdmapi/huobi_futures_Python,NEW,Derivatives and Hedging,2021-04-17 22:08:56,141.0,73.0,2.0,2020-01-14 07:21:39,2021-04-15 07:10:04,hbdmapi/huobi_futures_Python,active,,23:51.4
+tda-api,https://github.com/alexgolec/tda-api,NEW,Derivatives and Hedging,2021-04-17 21:23:28,653.0,164.0,13.0,2020-04-03 21:19:12,2021-04-15 03:16:56,alexgolec/tda-api,active,,23:51.4
+algotrader,https://github.com/torreyleonard/algotrader,NEW,Derivatives and Hedging,2021-04-17 22:11:10,478.0,102.0,12.0,2018-04-10 02:31:26,2020-08-27 08:16:44,torreyleonard/algotrader,active,,23:51.4
+paperbroker,https://github.com/philipodonnell/paperbroker,NEW,Derivatives and Hedging,2021-04-17 02:37:05,176.0,48.0,3.0,2017-07-06 02:04:51,2018-04-08 18:37:57,philipodonnell/paperbroker,inactive,,23:51.4
+optopsy,https://github.com/michaelchu/optopsy,NEW,Derivatives and Hedging,2021-04-17 02:35:52,395.0,90.0,3.0,2017-09-17 01:49:54,2020-12-07 17:00:58,michaelchu/optopsy,active,,23:51.4
+quant-trading,https://github.com/je-suis-tm/quant-trading,NEW,Derivatives and Hedging,2021-04-18 00:09:02,1789.0,478.0,2.0,2018-04-03 14:08:14,2021-04-13 18:37:15,je-suis-tm/quant-trading,active,,23:51.4
+trading-server,https://github.com/s-brez/trading-server,NEW,Derivatives and Hedging,2021-04-17 02:36:55,211.0,51.0,2.0,2019-03-05 03:06:19,2021-03-08 02:37:08,s-brez/trading-server,active,,23:51.4
+Options-Trading-Strategies-in-Python,https://github.com/PyPatel/Options-Trading-Strategies-in-Python,NEW,Derivatives and Hedging,2021-04-18 00:09:56,319.0,135.0,1.0,2017-08-30 06:00:15,2019-08-21 15:47:57,PyPatel/Options-Trading-Strategies-in-Python,active,,23:51.4
+StockSharp,https://github.com/StockSharp/StockSharp,NEW,Derivatives and Hedging,2021-04-17 15:11:02,3938.0,1223.0,17.0,2014-12-08 07:53:44,2021-04-07 10:55:36,StockSharp/StockSharp,active,,23:51.4
+tf-quant-finance,https://github.com/google/tf-quant-finance,NEW,Derivatives and Hedging,2021-04-18 00:08:51,2573.0,333.0,28.0,2019-07-24 16:09:50,2021-04-14 22:53:23,google/tf-quant-finance,active,,23:51.4
+tai,https://github.com/fremantle-industries/tai,NEW,Derivatives and Hedging,2021-04-17 22:21:33,273.0,44.0,6.0,2017-07-28 03:07:18,2021-04-17 22:21:08,fremantle-industries/tai,active,,23:51.4
+openAlgo,https://github.com/mtompkins/openAlgo,NEW,Derivatives and Hedging,2021-04-03 09:17:16,160.0,82.0,2.0,2013-05-28 14:46:53,2017-03-24 20:00:24,mtompkins/openAlgo,inactive,,23:51.4
+Options_Data_Science,https://github.com/yugedata/Options_Data_Science,NEW,Derivatives and Hedging,2021-04-16 17:35:45,237.0,39.0,1.0,2020-12-09 04:51:20,2021-04-05 03:55:22,yugedata/Options_Data_Science,active,,23:51.4
+QLNet,https://github.com/amaggiulli/QLNet,NEW,Derivatives and Hedging,2021-04-13 07:58:56,259.0,134.0,13.0,2013-08-22 14:51:43,2021-03-02 18:39:41,amaggiulli/QLNet,active,,23:51.4
+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,,
+fast_arrow,https://github.com/westonplatter/fast_arrow,NEW,Derivatives and Hedging,2021-04-15 21:23:41,128.0,42.0,5.0,2018-07-19 23:15:25,2020-04-18 18:05:37,westonplatter/fast_arrow,active,,23:51.4
+Strata,https://github.com/OpenGamma/Strata,NEW,Derivatives and Hedging,2021-04-17 09:39:09,610.0,218.0,41.0,2014-06-16 11:45:55,2021-04-16 13:48:36,OpenGamma/Strata,active,,23:51.4
+MarketAnalysis,https://github.com/Poseyy/MarketAnalysis,NEW,Derivatives and Hedging,2021-04-17 17:32:33,171.0,77.0,1.0,2019-03-28 19:46:34,2020-08-06 05:15:46,Poseyy/MarketAnalysis,active,,23:51.4
+Volatility and Variance Derivatives,https://github.com/yhilpisch/lvvd/tree/master/lvvd,Volatility derivatives analytics.,Derivatives and Hedging,2021-04-15 06:00:21,80.0,78.0,1.0,2016-10-21 04:12:50,2021-02-22 13:32:00,yhilpisch/lvvd,active,,
+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,,
+gs-quant,https://github.com/goldmansachs/gs-quant,NEW,Derivatives and Hedging,2021-04-17 08:46:05,590.0,170.0,12.0,2018-12-14 21:10:40,2021-03-25 15:33:58,goldmansachs/gs-quant,active,,23:51.4
+Derivatives Python,https://github.com/yhilpisch/dawp/tree/master/python36,Derivative analytics with Python.,Derivatives and Hedging,2021-04-13 06:09:33,389.0,299.0,1.0,2015-07-09 12:27:29,2021-02-22 13:29:18,yhilpisch/dawp,active,,
+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,,
+Options,https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D,Introduction to options.,Derivatives and Hedging,2021-04-16 12:14:41,336.0,165.0,36.0,2017-07-28 15:48:29,2021-03-17 17:17:08,QuantConnect/Tutorials,active,,
+Derivative Markets,https://github.com/broughtj/Fin6470/tree/master/Notebooks,"The economics of futures, futures, options, and swaps.",Derivatives and Hedging,2021-04-15 16:03:10,8.0,8.0,1.0,2016-02-09 05:30:27,2021-04-15 16:02:59,broughtj/Fin6470,active,,
+robin_stocks,https://github.com/jmfernandes/robin_stocks,NEW,Derivatives and Hedging,2021-04-18 00:09:22,1019.0,261.0,34.0,2018-02-23 00:49:37,2021-02-27 17:48:43,jmfernandes/robin_stocks,active,,23:51.4
+Options,https://github.com/PHBS/2018.M1.ASP/tree/master/py,Black Scholes and Copula.,Derivatives and Hedging,,,,,,,PHBS/2018.M1.ASP,,,
+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,,
+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,,
+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,,
+akshare,https://github.com/jindaxiang/akshare,NEW,Derivatives and Hedging,2021-04-17 13:34:08,3397.0,687.0,11.0,2019-10-01 07:34:12,2021-04-17 13:34:05,jindaxiang/akshare,active,,23:51.4
+FinanceDatabase,https://github.com/JerBouma/FinanceDatabase,NEW,Derivatives and Hedging,2021-04-17 13:32:20,602.0,69.0,1.0,2021-01-28 18:36:09,2021-04-08 11:10:46,JerBouma/FinanceDatabase,active,,23:51.4
+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,,
+FinancePy,https://github.com/domokane/FinancePy,NEW,Derivatives and Hedging,2021-04-15 13:03:10,446.0,73.0,6.0,2019-10-27 15:04:56,2021-03-11 21:40:14,domokane/FinancePy,active,,23:51.4
+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,,
+wallstreet,https://github.com/mcdallas/wallstreet,NEW,Derivatives and Hedging,2021-04-17 17:04:35,575.0,126.0,2.0,2016-01-20 22:03:39,2019-08-09 23:14:52,mcdallas/wallstreet,active,,23:51.4
+Financial Economics,https://github.com/rsvp/fecon235/tree/master/nb,Financial Economics Models.,Extended Research,2021-04-10 17:02:20,713.0,277.0,2.0,2014-11-09 04:49:01,2018-12-03 16:30:28,rsvp/fecon235,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,,
+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,,
+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,,
+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,,
+Commodity,https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb,Commodity influence over Brazilian stocks.,Extended Research,,,,,,,felipessalvatore/fin2vec,,,
+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,,
+Mathematical Finance,https://github.com/Auquan/Tutorials,Notebooks for math and financial tutorials.,Extended Research,2021-04-14 13:33:03,665.0,427.0,9.0,2017-01-21 11:24:18,2020-08-01 17:03:32,Auquan/Tutorials,active,,
+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,,
+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,,
+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,,
+Liquidity and Momentum,https://github.com/mrefermat/quant_finance,Various factors and portfolio constructions.,Extended Research,2021-03-30 00:09:34,31.0,17.0,1.0,2018-08-11 22:59:53,2019-11-12 04:49:01,mrefermat/quant_finance,active,,
+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,,
+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,,
+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,,
+HFT,https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,High frequency trading.,Extended Research,2021-04-17 07:52:44,751.0,333.0,1.0,2016-07-21 05:14:14,2017-02-14 16:47:25,rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,inactive,,
+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,,
+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,,
+Bayesian Finance,https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb,Notebook PyMC3 implementation.,Extended Research,2021-04-15 13:34:53,234.0,56.0,1.0,2018-08-28 14:45:00,2020-08-06 22:03:47,marketneutral/alphatools,active,,
+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,,
+Backtests,https://github.com/AlgoTraders/stock-analysis-engine,Trading data and algorithms.,Extended Research,2021-04-17 21:38:09,625.0,166.0,3.0,2018-09-16 20:00:36,2020-09-05 13:01:05,AlgoTraders/stock-analysis-engine,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,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,,
+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,,
+AlphaTrading,https://github.com/jerryxyx/AlphaTrading,NEW,Factor and Risk Analysis,2021-04-14 15:16:22,150.0,75.0,1.0,2018-05-18 22:09:52,2018-08-07 18:05:37,jerryxyx/AlphaTrading,inactive,,37:06.3
+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,2021-04-17 23:14:39,3693.0,1159.0,42.0,2015-06-01 15:31:39,2020-02-28 17:30:19,quantopian/pyfolio,active,,
+simulate,https://github.com/leolle/simulate,NEW,Factor and Risk Analysis,2021-03-23 13:34:53,11.0,2.0,1.0,2017-06-04 15:18:21,2018-11-11 14:03:40,leolle/simulate,inactive,,23:57.7
+TradeFinexLive,https://github.com/XinFinOrg/TradeFinexLive,NEW,Factor and Risk Analysis,2021-03-18 09:48:52,5.0,11.0,8.0,2018-03-21 10:05:22,2021-03-18 09:48:32,XinFinOrg/TradeFinexLive,active,,23:57.7
+Machine_learning_In_Finance,https://github.com/chaudharigauravi/Machine_learning_In_Finance,NEW,Factor and Risk Analysis,2020-11-27 19:23:33,8.0,2.0,1.0,2019-08-03 04:04:51,2019-08-03 04:05:32,chaudharigauravi/Machine_learning_In_Finance,active,,23:57.7
+-L-,https://github.com/jettbrains/-L-,NEW,Factor and Risk Analysis,2021-03-15 03:05:00,6.0,16.0,1.0,2019-10-28 21:50:26,2019-10-28 21:51:19,jettbrains/-L-,active,,23:57.7
+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 13:53:42,31.0,19.0,1.0,2016-05-10 11:03:48,2016-05-17 03:44:56,RJT1990/Active-Portfolio-Management-Notes,inactive,,
+stock-market-analysis-using-python-numpy-pandas,https://github.com/Ashishsinha10/stock-market-analysis-using-python-numpy-pandas,NEW,Factor and Risk Analysis,2021-03-21 08:50:27,8.0,5.0,1.0,2018-04-10 05:15:49,2018-04-10 05:28:54,Ashishsinha10/stock-market-analysis-using-python-numpy-pandas,inactive,,23:57.7
+Statistical Finance,https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments,Various financial experiments.,Factor and Risk Analysis,2021-03-30 00:09:28,21.0,17.0,1.0,2015-10-04 09:10:54,2020-03-28 18:33:58,mrefermat/FinancePhD,active,,
+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,,
+Performance Analysis,https://github.com/quantopian/alphalens,Performance analysis of predictive (alpha) stock factors.,Factor and Risk Analysis,2021-04-17 23:37:04,1859.0,702.0,17.0,2016-06-03 21:49:15,2020-04-27 18:40:41,quantopian/alphalens,active,,
+Stock-Prediction,https://github.com/Ronak-59/Stock-Prediction,NEW,Factor and Risk Analysis,2021-03-26 08:37:47,129.0,65.0,2.0,2018-03-18 04:54:45,2020-02-28 11:43:07,Ronak-59/Stock-Prediction,active,,37:06.3
+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 13:53:42,31.0,19.0,1.0,2016-05-10 11:03:48,2016-05-17 03:44:56,RJT1990/Active-Portfolio-Management-Notes,inactive,,
+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,,
+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,,
+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,,
+Quant Finance,https://github.com/mrefermat/quant_finance,General quant repository.,Factor and Risk Analysis,2021-03-30 00:09:34,31.0,17.0,1.0,2018-08-11 22:59:53,2019-11-12 04:49:01,mrefermat/quant_finance,active,,
+Python for Finance,https://github.com/yhilpisch/py4fi/tree/master/jupyter36,Various financial notebooks.,Factor and Risk Analysis,2021-04-15 02:39:15,1297.0,794.0,1.0,2014-12-15 11:23:34,2018-07-10 06:38:12,yhilpisch/py4fi,inactive,,
+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,,
+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,,
+rating_history,https://github.com/govwiki/rating_history,NEW,Fixed Income,2021-01-23 06:27:24,26.0,13.0,1.0,2017-11-23 22:52:14,2017-12-03 20:42:49,govwiki/rating_history,inactive,,24:33.4
+MagentoExtensions,https://github.com/5mehulhelp5/MagentoExtensions,NEW,Fixed Income,2021-02-12 08:45:08,106.0,110.0,2.0,2014-07-03 05:45:54,2017-11-24 16:15:49,5mehulhelp5/MagentoExtensions,inactive,,24:33.4
+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,,
+woe,https://github.com/boredbird/woe,NEW,Fixed Income,2021-04-17 07:45:48,225.0,96.0,1.0,2017-09-11 07:15:04,2018-03-01 10:45:40,boredbird/woe,inactive,,24:33.4
+market-data,https://github.com/kriasoft/market-data,NEW,Fixed Income,2020-06-22 10:58:20,25.0,20.0,1.0,2012-12-07 13:42:48,2012-12-15 12:10:06,kriasoft/market-data,inactive,,24:33.4
+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,,
+CryptoBot,https://github.com/AdeelMufti/CryptoBot,Hard fork of [bitpredit](https://github.com/cbyn/bitpredict) and form the trading strategy as a classification problem with -1 (sell) 0 (hold) 1 (buy). Models used are XGBClassifier/RandomForest/GradientBoosting. Not mentained,Other Models,2021-04-17 12:01:58,236.0,94.0,1.0,2017-01-17 12:44:52,2017-01-17 12:48:17,AdeelMufti/CryptoBot,inactive,2.0,39:24.6
+finance_ml,https://github.com/jjakimoto/finance_ml,unofficial repo based on [Advances in Financial Machine Learning](https://www.amazon.com/Advances-Financial-Machine-Learning-Marcos/dp/1119482089). It's incomplete and not updated,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,1.0,39:24.6
+Stock.Indicators,https://github.com/DaveSkender/Stock.Indicators,list of technical indicators implemented in c#. Full list and explanation available [here](https://daveskender.github.io/Stock.Indicators/docs/INDICATORS.html). This list contains several indicators that ta-lib does not cover,Other Models,2021-04-17 15:09:02,178.0,65.0,9.0,2019-12-29 05:18:07,2021-04-12 19:37:21,DaveSkender/Stock.Indicators,active,3.0,39:24.6
+Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,code repo for [machine learning for algorithmic trading bots](https://www.packtpub.com/application-development/machine-learning-algorithmic-trading-bots-python-video) video series. Contains notebooks and deep dive using [zipline](https://github.com/quantopian/zipline),Other Models,2021-04-15 13:27:22,176.0,95.0,5.0,2018-12-06 11:35:08,2021-01-18 06:40:53,PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,active,3.0,39:24.6
+Microservices-Based-Algorithmic-Trading-System,https://github.com/saeed349/Microservices-Based-Algorithmic-Trading-System,docker based platfrom for developing algo trading strategies. Very interesting combinations of open source components were used including [backtrader](https://www.backtrader.com/) for backtest strategies / [mlflow](https://mlflow.org/) for managing the machine learning model life cycle  (i.e. training and developing machine learning models) / [airflow](https://airflow.apache.org/) used as workflow management including schedule data download etc. / [superset](https://superset.apache.org/) web data visualization tool similar to tableau / [minio](https://min.io/) for fast object storage (i.e. storing saved models and model artifacts) / postgresql used to store security master and daily and minute data. Also contains some details on deployment on cloud,Other Models,2021-04-17 01:15:29,108.0,58.0,0.0,2020-01-06 00:21:58,2020-03-31 13:02:26,saeed349/Microservices-Based-Algorithmic-Trading-System,active,5.0,39:24.6
+awesome-ai-in-finance,https://github.com/georgezouq/awesome-ai-in-finance,curated list of books/online courses/papers on AI and finance. Topics include crypto trading strategies/ta/backter etc.,Other Models,2021-04-18 00:09:26,948.0,162.0,8.0,2018-08-29 02:07:02,2020-11-27 09:43:40,georgezouq/awesome-ai-in-finance,active,3.0,39:24.6
+Pattern-Recognition-for-Forex-Trading,https://github.com/PythonProgramming/Pattern-Recognition-for-Forex-Trading,repo for article [pattern recognization for forex trading](https://pythonprogramming.net/machine-learning-pattern-recognition-algorithmic-forex-stock-trading/) not very scalable and not maintained,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,1.0,39:24.6
+Awesome-Quant-Machine-Learning-Trading,https://github.com/grananqvist/Awesome-Quant-Machine-Learning-Trading,curated list of books/online courses/youtube videos/blogs/interviews/papers/code etc. Updates are pretty infrequent,Other Models,2021-04-17 10:38:19,1009.0,322.0,3.0,2018-11-05 21:09:06,2020-10-08 16:48:18,grananqvist/Awesome-Quant-Machine-Learning-Trading,active,5.0,39:24.6
+MathAndScienceNotes,https://github.com/melling/MathAndScienceNotes,Collections of news/articles on various topics including quant trading and machine learning. Some articles are from [ycombinator message board](https://news.ycombinator.com/news) and [rediit algotrading forum](https://www.reddit.com/r/algotrading/),Other Models,2021-04-12 20:51:51,461.0,54.0,1.0,2016-03-11 19:13:00,2020-12-21 03:54:51,melling/MathAndScienceNotes,active,3.0,39:24.6
+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,3.0,
+botflow,https://github.com/kkyon/botflow,python dataflow programming framework. Similar and probably replaceable by sklearn.pipeline module. Uses [graphviz](https://graphviz.org/) for visiualization though not maintained with last commit over 3 years ago,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,2.0,39:24.6
+Machine-Learning-for-Finance,https://github.com/PacktPublishing/Machine-Learning-for-Finance,repo for book [machine learning for finance](https://www.packtpub.com/product/machine-learning-for-finance/9781789136364) with heavier focus on machine learning and less on finance. Topics covered including computer vision/time series/nlp/generative models (i.e. autoencoder)/reinforcement learning/debugging ml systems,Other Models,2021-04-17 15:11:39,182.0,122.0,4.0,2018-03-15 06:28:00,2021-01-14 15:58:03,PacktPublishing/Machine-Learning-for-Finance,active,3.0,39:24.6
+surpriver,https://github.com/tradytics/surpriver,Machine learning algo to detect anomaly in equities data. Uses sklearn [IsolationForest](https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.IsolationForest.html) model and price/volume based technical signals as features using [ta](https://github.com/bukosabino/ta) library. Opensourced by [tradytics](https://tradytics.com/). Code structures are less extensible,Other Models,2021-04-17 22:30:38,1191.0,221.0,6.0,2020-08-30 07:56:22,2020-09-21 04:32:05,tradytics/surpriver,active,3.0,39:24.6
+Hands-On-Machine-Learning-for-Algorithmic-Trading,https://github.com/PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading,repo for book [hands-on-machine learning for algorithmic trading](https://www.packtpub.com/product/hands-on-machine-learning-for-algorithmic-trading/9781789346411) covering topic from data/unsupervised learning/NPL/RNN & CNN/reinforcement learning etc. Leverage zipline/alphalens/sklearn/openai-gym etc as well. Good references to have,Other Models,2021-04-12 20:30:26,601.0,388.0,2.0,2019-05-07 11:04:25,2021-01-19 07:51:00,PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading,active,5.0,39:24.6
+mlfinlab,https://github.com/hudson-and-thames/mlfinlab,open source library maintained by hudson and thames though much of the content has moved to a subscription model. Idea is to implement academic research in python code and aggregate it as a package. Sources from [Journal of financial data science](https://jfds.pm-research.com/) / [journal of portfolio management](https://jpm.pm-research.com/) / [journal of algorithmic finance](http://www.algorithmicfinance.org/) / [cambridge university press](https://www.cambridge.org/),Other Models,2021-04-18 00:08:47,2308.0,712.0,3.0,2019-02-13 16:57:25,2021-04-16 09:41:56,hudson-and-thames/mlfinlab,active,3.0,39:24.6
+Short-Term Movement Cues,https://github.com/anfederico/Clairvoyant,Identify  social/historical cues for short term stock movement. Sklearn SVM model is used and good visualization coded in matplotlib,Other Models,2021-04-14 20:27:20,2168.0,681.0,1.0,2016-09-12 18:38:17,2018-08-29 20:27:19,anfederico/clairvoyant,inactive,3.0,
+Trend Following,http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html,A futures trend following portfolio investment strategy.,Other Models,,,,,,,,,,
+stock-trading-ml,https://github.com/yacoubb/stock-trading-ml,lstm model using keras to predict msft prices. Data is from [alphavantage](https://www.alphavantage.co/) which provides some free data through web services. Showing how to use concatenation layer to join timeseries data with TA data. Might be abit of overfitting on the model though,Other Models,2021-04-17 20:08:36,343.0,186.0,1.0,2019-10-10 09:44:02,2019-10-12 11:38:49,yacoubb/stock-trading-ml,active,3.0,39:24.6
+Scikit-learn Stock Prediction,https://github.com/robertmartin8/MachineLearningStocks,using fundamental and pricing data to predict future stock returns. Sklearn's randomforest classifier is trainded and author claimed positive live trading results. Not actively mainained,Other Models,2021-04-18 00:09:27,936.0,347.0,2.0,2017-02-12 04:50:44,2021-02-04 03:48:33,robertmartin8/MachineLearningStocks,active,3.0,
+mosquito,https://github.com/miro-ka/mosquito,base framework trading bot for crypto. Stores data in local mongodb instance and supports backtest and live trading on [poloniex](https://poloniex.com/) and [bittrex](https://bittrex.com/) which are 12-15th ranked crypto exchanges by volume. Leverage [talib](https://github.com/mrjbq7/ta-lib) for ta data and [plotly](https://github.com/plotly/plotly.py) for visualization,Other Models,2021-04-17 08:06:53,225.0,44.0,2.0,2017-06-18 19:57:17,2021-03-14 22:22:00,miro-ka/mosquito,active,3.0,39:24.6
+Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,official repo for [machine learning for algorithmic trading](https://www.amazon.com/Machine-Learning-Algorithmic-Trading-alternative/dp/1839217715?pf_rd_r=GZH2XZ35GB3BET09PCCA&pf_rd_p=c5b6893a-24f2-4a59-9d4b-aff5065c90ec&pd_rd_r=91a679c7-f069-4a6e-bdbb-a2b3f548f0c8&pd_rd_w=2B0Q0&pd_rd_wg=GMY5S&ref_=pd_gw_ci_mcx_mr_hp_d) book. Covering topics including backtesting/boosting/nlp/deep&reinforcement learning. Leverage open source libraries including [backtrader](https://www.backtrader.com/) [zipline](https://github.com/quantopian/zipline) and [talib](https://github.com/mrjbq7/ta-lib),Other Models,2021-04-17 15:33:28,281.0,127.0,4.0,2019-11-15 08:51:40,2021-01-21 07:56:08,PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,active,4.0,39:24.6
+Mixture  Models I,https://github.com/BlackArbsCEO/Mixture_Models,Mixture models to predict market bottoms and regime changes based on a seminar given to quantinsti in 2017 and summary and video is [here](https://blog.quantinsti.com/webinar-can-we-use-mixture-models-to-predict-market-bottoms/). Gaussian mixture models are build on markov models and expectation maximization thoery to detect regimes and seminar reported positive results using features asset returns/tedrate/10y2ysptread/10y3m spread from fred which can be access here [fredapi](https://github.com/mortada/fredapi). Though most of the returns came from being long equities after 2009 ,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,2.0,
+ML_Finance_Codes,https://github.com/mfrdixon/ML_Finance_Codes,accompanying materials for book [Machine Learning in Finance](https://www.springer.com/gp/book/9783030410674) covering probabilistic modeling/sequence modeling/neural networks/reinforcement learning etc.,Other Models,2021-04-14 05:03:31,251.0,106.0,3.0,2019-09-27 16:13:50,2020-06-13 21:20:26,mfrdixon/ML_Finance_Codes,active,3.0,39:24.6
+Machine-Learning-and-AI-in-Trading,https://github.com/PyPatel/Machine-Learning-and-AI-in-Trading,repo covering lstm and other sklearn model for trading. Code is not structured well and less extensible,Other Models,2021-04-15 08:59:43,261.0,101.0,1.0,2017-08-30 06:14:59,2019-10-29 08:14:39,PyPatel/Machine-Learning-and-AI-in-Trading,active,2.0,39:24.6
+Speculator,https://github.com/amicks/Speculator,python code to predict crypto prices using machine learning models. Two models used here tensorflow DNNClassifier and sklearn randomforest. Exposes the functionality as web services api using flask. Some idea are based on this paper [predicting the direction of stock market prices](https://arxiv.org/pdf/1605.00003.pdf),Other Models,2021-04-15 12:34:27,103.0,31.0,2.0,2017-09-03 17:43:03,2018-09-12 18:58:38,amicks/Speculator,inactive,3.0,39:24.6
+Fundamental LT Forecasts,https://github.com/Hvass-Labs/FinanceOps,Research in investment finance for long term forecasts and a curated list of notebooks. Each topic contains a youtube video explaining in details. Interesting topics including using price per book ratio and other multiples for future return prediction and portfolio optimization. data sourced form [simfin](https://github.com/SimFin/simfin) yahoo finance and [s&p 500 earnings and estimate report](https://www.spglobal.com/spdji/en/documents/additional-material/sp-500-eps-est.xlsx) etc.,Other Models,2021-04-16 10:17:52,385.0,128.0,1.0,2018-07-22 08:14:46,2021-02-17 14:39:30,Hvass-Labs/FinanceOps,active,3.0,
+fin-ml,https://github.com/tatsath/fin-ml,accompanying materials for book [Machine Learning and Data Science Blueprints for Finance](https://www.amazon.com/Machine-Learning-Science-Blueprints-Finance/dp/1492073059) on top of basic machine learning models i.e. nlp/reinforcement learning/supervised & unsupervised learning it covers wider topics including robo-advisors/fraud detection/loan default/derivative pricing/yield curve construction.,Other Models,2021-04-17 14:08:56,118.0,70.0,2.0,2020-05-10 00:25:56,2021-01-23 17:15:07,tatsath/fin-ml,active,4.0,39:24.6
+AlphaPy,https://github.com/ScottfreeLLC/AlphaPy,machine learning framework built on sklearn and pandas. Support pyfolio/xgboost/lightgmb/catboost(gradient boosting on decision tress) etc. Examples include financial market prediction/sports prediction/kaggle. Configurations are set though yaml file for all model process including feature selection/grid search on parameters and aggregate results for each model,Other Models,2021-04-15 13:47:20,579.0,130.0,3.0,2016-02-14 00:47:32,2021-02-08 21:35:40,ScottfreeLLC/AlphaPy,active,4.0,39:24.6
+Machine-Learning-For-Finance,https://github.com/anthonyng2/Machine-Learning-For-Finance,accompanying materials for slide [here](https://github.com/anthonyng2/Machine-Learning-For-Finance/blob/master/Regression%20Based%20Machine%20Learning%20for%20Algorithmic%20Trading/Machine%20Learning%20-%20Linear%20Regression%20for%20Algo%20Trading%20v2017-07-13.pdf) covering more tradition quant trading topics like pair trading/kalman filter/trend following etc. Referecing interesting paper [characterization of financial time series](http://www.cs.ucl.ac.uk/fileadmin/UCL-CS/research/Research_Notes/RN_11_01.pdf),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,2.0,39:24.6
+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,,,,,,,,,,
+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,,,,,,,,,,
+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,,
+Reinforcement Learning,https://github.com/filangel/qtrader,Reinforcement Learning for Portfolio Management.,Portfolio Selection and Optimisation,2021-04-17 02:36:03,366.0,150.0,1.0,2017-10-07 09:14:33,2018-06-26 09:22:27,filangelos/qtrader,inactive,,
+Riskfolio-Lib,https://github.com/dcajasn/Riskfolio-Lib,NEW,Portfolio Selection and Optimisation,2021-04-18 00:09:49,380.0,62.0,1.0,2020-03-02 19:49:06,2021-04-01 03:50:59,dcajasn/Riskfolio-Lib,active,,37:19.5
+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,,,,,,,,,,
+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,,
+PyPortfolioOpt,https://github.com/robertmartin8/PyPortfolioOpt,"Financial portfolio optimisation, including classical efficient frontier and advanced methods.",Portfolio Selection and Optimisation,2021-04-18 00:08:59,1915.0,482.0,17.0,2018-05-29 13:30:30,2021-04-13 13:26:27,robertmartin8/PyPortfolioOpt,active,,
+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,,
+DeepDow,https://github.com/jankrepl/deepdow,Portfolio optimization with deep learning.,Portfolio Selection and Optimisation,2021-04-16 20:23:44,315.0,58.0,2.0,2020-02-02 08:46:33,2021-02-16 18:50:53,jankrepl/deepdow,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,2021-04-17 02:36:39,235.0,82.0,3.0,2018-11-16 12:20:25,2019-07-04 01:41:46,VivekPa/OptimalPortfolio,active,,
+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,,,,,,,,,,
+Policy Gradient Portfolio,https://github.com/ZhengyaoJiang/PGPortfolio,A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.,Portfolio Selection and Optimisation,2021-04-16 16:49:39,1288.0,628.0,6.0,2017-11-12 16:08:44,2019-05-09 09:50:18,ZhengyaoJiang/PGPortfolio,active,,
+riskparity.py,https://github.com/dppalomar/riskparity.py,NEW,Portfolio Selection and Optimisation,2021-04-16 02:34:07,126.0,31.0,2.0,2019-07-13 21:30:55,2021-04-16 02:33:54,dppalomar/riskparity.py,active,,37:19.5
+node-finance,https://github.com/albertosantini/node-finance,NEW,Portfolio Selection and Optimisation,2021-04-05 08:01:36,101.0,26.0,3.0,2011-09-17 17:49:56,2021-04-05 08:01:12,albertosantini/node-finance,active,,37:19.5
+awesome-financial-nlp,https://github.com/icoxfog417/awesome-financial-nlp,NEW,Textual,2021-04-12 06:35:02,226.0,36.0,2.0,2019-10-03 03:53:20,2020-02-01 08:28:16,icoxfog417/awesome-financial-nlp,active,,24:28.5
+FinBERT,https://github.com/psnonis/FinBERT,NEW,Textual,2021-04-14 20:54:56,140.0,46.0,3.0,2019-07-09 16:34:27,2020-05-19 02:02:20,psnonis/FinBERT,active,,24:28.5
+FinNLP-Progress,https://github.com/YangLinyi/FinNLP-Progress,NEW,Textual,2021-04-13 00:10:49,164.0,19.0,5.0,2020-05-21 09:59:56,2021-03-23 08:14:07,YangLinyi/FinNLP-Progress,active,,24:28.5
+financial-news-dataset,https://github.com/philipperemy/financial-news-dataset,NEW,Textual,2021-04-14 21:24:02,154.0,75.0,1.0,2016-08-23 13:29:07,2021-03-04 06:34:24,philipperemy/financial-news-dataset,active,,24:28.5
+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,,,
+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,,
+news-emotion,https://github.com/dongyuanxin/news-emotion,NEW,Textual,2021-04-13 13:13:18,245.0,117.0,1.0,2017-09-14 02:59:03,2018-06-11 13:47:51,dongyuanxin/news-emotion,inactive,,24:28.5
+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,,
+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,,
+NLP Event,https://github.com/yuriak/DLQuant,Applying Deep Learning and NLP in Quantitative Trading.,Textual,2021-04-01 02:16:38,70.0,32.0,1.0,2018-07-02 23:50:52,2019-01-31 14:08:20,yuriak/DLQuant,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,,
+Financial Sentiment Analysis,https://github.com/EricHe98/Financial-Statements-Text-Analysis,"Sentiment, distance and proportion analysis for trading signals.",Textual,2021-04-15 13:32:11,49.0,27.0,1.0,2017-06-23 00:05:49,2019-01-26 03:35:55,EricHe98/Financial-Statements-Text-Analysis,inactive,,
+BDCI2019-Negative_Finance_Info_Judge,https://github.com/A-Rain/BDCI2019-Negative_Finance_Info_Judge,NEW,Textual,2021-04-06 09:30:38,107.0,23.0,3.0,2019-12-27 03:49:31,2020-12-04 03:38:57,A-Rain/BDCI2019-Negative_Finance_Info_Judge,active,,24:28.5
+AnomalyDetectionOnRisk,https://github.com/SimonWesterlindVPD/AnomalyDetectionOnRisk,NEW,Unsupervised,2020-08-25 00:02:49,11.0,5.0,1.0,2018-05-31 15:53:02,2018-05-31 16:18:28,SimonWesterlindVPD/AnomalyDetectionOnRisk,inactive,,24:29.9
+Eigen-Portfolio,https://github.com/Gustrigos/Eigen-Portfolio,NEW,Unsupervised,2021-03-26 18:57:30,35.0,11.0,1.0,2018-09-05 05:29:18,2020-04-09 21:40:04,Gustrigos/Eigen-Portfolio,active,,24:29.9
+Credit-Card-Fraud-Detection,https://github.com/sharmaroshan/Credit-Card-Fraud-Detection,NEW,Unsupervised,2020-12-28 10:41:20,10.0,5.0,1.0,2019-03-31 05:33:17,2019-03-31 05:38:43,sharmaroshan/Credit-Card-Fraud-Detection,inactive,,24:29.9
+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 17:55:35,79.0,37.0,0.0,2017-09-05 19:19:19,2017-09-27 20:42:14,marketneutral/pairs-trading-with-ML,inactive,,
+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,,
+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,,
+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,,
+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,,,
+hmm_market_behavior,https://github.com/lamres/hmm_market_behavior,NEW,Unsupervised,2021-02-20 07:43:59,25.0,18.0,1.0,2019-09-08 17:37:39,2020-05-10 14:36:03,lamres/hmm_market_behavior,active,,24:29.9
+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,,
+all-classification-templetes-for-ML,https://github.com/sayantann11/all-classification-templetes-for-ML,NEW,Unsupervised,2021-04-12 13:32:32,22.0,14.0,1.0,2020-05-05 10:28:52,2020-05-05 10:30:32,sayantann11/all-classification-templetes-for-ML,active,,24:29.9