gavindiaz/financial-machine-learning
1
0
Fork 0
mirror of https://github.com/firmai/financial-machine-learning.git synced 2026-08-20 06:18:07 +00:00
Code Issues Packages Projects Releases Wiki Activity

updated review for data and transformation section

Browse Source
This commit is contained in:
Bin Yang
2021-04-17 00:43:48 -04:00
parent ec9bbf87be
commit eae8928481
1 changed files with 256 additions and 257 deletions
Download Patch File Download Diff File Expand all files Collapse all files
raw_data/url_list.csv
+228 -229
View File
@@ -1,257 +1,256 @@
name,url,comment,category,last_update,star_count,fork_count,contributors_count,created_at,last_commit,repo_path,repo_status,rating,finml_added_date 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,,, 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 3:34,8.0,6.0,2.0,1/27/16 21:13,3/14/16 20:03,TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity,inactive,, 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 20:56,2.0,1.0,1.0,3/29/18 23:31,3/29/18 23:33,fionawhitefield/venture-capital-ols,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 22:41,4.0,2.0,1.0,2/8/17 18:39,4/27/17 22:55,alporter08/Luxury-Watch-Valuation,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 12:10,9.0,5.0,1.0,12/11/14 0:25,12/12/14 21:25,ahmedhosny/theGreenCanvas,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 7:38,12.0,7.0,2.0,9/5/16 19:12,4/24/17 10:48,nud3l/dInvest,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 20:56,3.0,2.0,1.0,12/4/17 8:59,12/13/17 5:35,julian-chan/etothex,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 13:40,5.0,1.0,1.0,2/27/18 16:46,2/13/19 0:15,CJL89/Kiva-Crowdfunding,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,,,,,,,,,, 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,,,,,,,,,, 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,,,,,,,,,, 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,,,,,,,,,, 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,,,,,,,,,, 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,,,,,,,,,, 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 2:09,10.0,8.0,1.0,5/6/17 2:39,6/21/17 4:04,SeanMcOwen/FinanceAndPython.com-BasicFinance,inactive,, 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 6:32,9.0,5.0,1.0,8/2/17 21:52,8/17/17 3:24,SeanMcOwen/FinanceAndPython.com-Investments,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 0:49,121.0,110.0,3.0,8/20/18 14:10,1/15/21 8:57,PacktPublishing/Hands-on-Python-for-Finance,active,, 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 0:49,6.0,5.0,3.0,10/3/18 16:26,12/13/18 8:04,andrey-lukyanov/Risk-Management,inactive,, Risk Management,https://github.com/andrey-lukyanov/Risk-Management,Finance risk engagement course resources.,Courses,11/12/20 0:49,6,5,3,10/3/18 16:26,12/13/18 8:04,andrey-lukyanov/Risk-Management,inactive,,
ML Specialisation,https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,Machine Learning in Finance.,Courses,4/5/21 13:37,34.0,32.0,1.0,1/24/19 2:55,1/3/20 21:54,Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,active,, 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 11:02,64.0,25.0,1.0,10/29/17 20:34,1/22/19 6:56,JCreeks/Machine-Learning-in-Finance,inactive,, 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 2:08,16.0,15.0,4.0,12/12/17 11:54,2/25/20 20:31,siaen/python_finance_course,active,, Python for Finance,https://github.com/siaen/python_finance_course,CEU python for finance course material.,Courses,3/31/21 2:08,16,15,4,12/12/17 11:54,2/25/20 20:31,siaen/python_finance_course,active,,
Basic Derivatives,https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives,Basic forward contracts and hedging.,Courses,3/31/21 2:08,4.0,4.0,1.0,8/24/17 0:11,10/13/17 1:32,SeanMcOwen/FinanceAndPython.com-Derivatives,inactive,, Basic Derivatives,https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives,Basic forward contracts and hedging.,Courses,3/31/21 2:08,4,4,1,8/24/17 0:11,10/13/17 1:32,SeanMcOwen/FinanceAndPython.com-Derivatives,inactive,,
Mathematical Finance,https://github.com/yadongli/nyumath2048,NYU Math-GA 2048: Scientific Computing in Finance.,Courses,1/14/21 18:01,69.0,63.0,6.0,1/25/15 21:10,3/25/20 4:24,yadongli/nyumath2048,active,, Mathematical Finance,https://github.com/yadongli/nyumath2048,NYU Math-GA 2048: Scientific Computing in Finance.,Courses,1/14/21 18:01,69,63,6,1/25/15 21:10,3/25/20 4:24,yadongli/nyumath2048,active,,
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 16:18,3842.0,1225.0,8.0,5/9/18 12:33,4/10/21 22:21,stefan-jansen/machine-learning-for-trading,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 19:22,11.0,10.0,1.0,6/11/18 22:51,7/10/18 18:03,TiesdeKok/UW_Python_Camp,inactive,, EDGAR,https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb,,Data,1/23/21 19:22,11,10,1,6/11/18 22:51,7/10/18 18:03,TiesdeKok/UW_Python_Camp,inactive,,
Web Scraping (FirmAI),https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data,,Data,4/10/21 17:19,577.0,184.0,2.0,2/19/19 19:02,7/22/20 16:48,firmai/business-machine-learning,active,, 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 12:15,169.0,61.0,6.0,5/7/18 15:32,5/15/19 8:32,LexPredict/openedgar,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,,,,,,,,,, Capital Markets Data,https://www.capitalmarketsdata.com/,,Data,,,,,,,,,,
IRS,http://social-metrics.org/sox/,,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 6:34,9.0,6.0,1.0,6/16/18 14:30,6/16/18 17:23,healthgradient/sec-doc-info-extraction,inactive,, 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 3:33,10.0,2.0,1.0,6/26/18 23:33,8/14/18 1:31,healthgradient/sec_employee_information_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,,,,,,,,,, Non-financial Corporate,http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html,,Data,,,,,,,,,,
Rating Industries,http://www.ratingshistory.info/,,Data,,,,,,,,,, Rating Industries,http://www.ratingshistory.info/,,Data,,,,,,,,,,
http://finance.yahoo.com/,http://finance.yahoo.com/,,Data,,,,,,,,,, http://finance.yahoo.com/,http://finance.yahoo.com/,,Data,,,,,,,,,,
https://stooq.com,https://stooq.com,,Data,,,,,,,,,, https://stooq.com,https://stooq.com,,Data,,,,,,,,,,
https://github.com/timestocome/StockMarketData,https://github.com/timestocome/StockMarketData,,Data,3/26/21 22:35,7.0,5.0,1.0,5/10/17 21:49,8/6/17 19:23,timestocome/StockMarketData,inactive,, 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,,,,,,,,,, Financial Corporate,http://raw.rutgers.edu/Corporate%20Financial%20Data.html,,Data,,,,,,,,,,
https://fred.stlouisfed.org/,https://fred.stlouisfed.org/,,Data,,,,,,,,,, https://fred.stlouisfed.org/,https://fred.stlouisfed.org/,,Data,,,,,,,,,,
finserv-application-blueprint,https://github.com/mapr-demos/finserv-application-blueprint,NEW,Data Processing Techniques and Transformations,1/21/21 0:29,72.0,53.0,5.0,9/26/16 19:42,1/20/21 23:07,mapr-demos/finserv-application-blueprint,active,,12:49.2 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 too Financial Machine Learning (De Prado).,Data Processing Techniques and Transformations,4/12/21 2:20,973.0,435.0,4.0,4/25/18 17:22,1/16/20 17:25,BlackArbsCEO/Adv_Fin_ML_Exercises,active,, 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,NEW,Data Processing Techniques and Transformations,2/7/21 9:16,66.0,21.0,1.0,5/22/17 17:07,5/23/17 8:06,Medha11/Twitter-Trends,inactive,,12:49.2 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,NEW,Data Processing Techniques and Transformations,4/8/21 1:07,154.0,42.0,4.0,6/2/19 5:48,9/12/19 13:03,microsoft/CryptoNets,active,,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,NEW,Data Processing Techniques and Transformations,4/10/21 17:16,339.0,140.0,9.0,6/1/14 1:14,10/22/20 0:24,timolson/cointrader,active,,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,NEW,Data Processing Techniques and Transformations,12/20/20 8:39,70.0,10.0,1.0,7/23/17 2:59,7/23/17 3:10,hpnhxxwn/Google-Finance-Stock-Data-Analysis,inactive,,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
Advanced ML II,https://github.com/hudson-and-thames/research,More implementations of Financial Machine Learning (De Prado).,Data Processing Techniques and Transformations,,,,,,,hudson-and-thames/research,,, 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
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 5:10,292.0,143.0,1.0,8/13/18 10:44,1/23/20 4:41,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,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-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 13:17,138.0,66.0,1.0,5/11/18 0:52,10/26/19 14:22,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,4/9/21 20:38,1467,416,1,3/9/17 6:11,3/19/17 7:42,achillesrasquinha/bulbea,inactive,5,
Deep Learning IV,https://github.com/achillesrasquinha/bulbea,Bulbea: Deep Learning based Python Library.,Deep Learning And Reinforcement Learning,4/9/21 20:38,1467.0,416.0,1.0,3/9/17 6:11,3/19/17 7:42,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,4/9/21 10:39,1266,675,1,6/18/16 18:23,8/7/18 15:24,Rachnog/Deep-Trading,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 10:39,1266.0,675.0,1.0,6/18/16 18:23,8/7/18 15:24,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,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
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 13:54,3655.0,1542.0,2.0,12/18/17 10:49,1/5/21 10:31,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,4/10/21 6:06,175,67,1,7/12/16 12:56,2/16/18 2:43,LiamConnell/deep-algotrading,inactive,3,
Deep Learning II,https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks,Tensorflow Regression.,Deep Learning And Reinforcement Learning,4/10/21 6:06,175.0,67.0,1.0,7/12/16 12:56,2/16/18 2:43,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,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,
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 4:12,222.0,86.0,1.0,8/5/18 2:13,10/1/18 11:25,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,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
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 2:50,1312.0,451.0,15.0,4/27/19 18:35,10/17/19 16:25,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,4/3/21 11:59,489,176,2,9/10/18 6:34,11/21/18 7:39,VivekPa/IntroNeuralNetworks,inactive,4,
Neural Network,https://github.com/VivekPa/IntroNeuralNetworks,Neural networks to predict stock prices.,Deep Learning And Reinforcement Learning,4/3/21 11:59,489.0,176.0,2.0,9/10/18 6:34,11/21/18 7:39,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,4/12/21 2:39,1207,370,2,10/7/18 3:58,8/3/19 9:00,VivekPa/AIAlpha,active,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 2:39,1207.0,370.0,2.0,10/7/18 3:58,8/3/19 9:00,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,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
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 4:59,180.0,38.0,2.0,4/22/19 10:03,9/28/20 9:07,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,3/24/21 14:45,427,154,2,12/12/16 2:15,3/4/17 8:37,keon/deepstock,inactive,4,
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 14:45,427.0,154.0,2.0,12/12/16 2:15,3/4/17 8:37,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,4/3/21 22:50,141,42,2,5/19/19 22:20,9/27/20 19:22,Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,active,3,3/31/21 8:00
Deep-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 22:50,141.0,42.0,2.0,5/19/19 22:20,9/27/20 19:22,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,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
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 7:29,319.0,158.0,2.0,2/16/19 21:18,11/29/20 20:12,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,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
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 16:24,560.0,249.0,6.0,7/26/20 13:12,1/21/21 18:11,AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,active,4.0,3/31/21 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,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
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 1:11,134.0,51.0,2.0,2/23/19 12:01,2/25/20 18:16,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,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
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 7:09,235.0,108.0,1.0,2/25/18 17:41,12/1/20 22:06,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,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
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 20:20,1144.0,330.0,2.0,3/10/18 11:22,9/2/18 17:21,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,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,
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 2:19,241.0,113.0,1.0,5/18/17 16:47,5/18/17 16:56,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,4/12/21 15:42,2876,1384,1,1/9/19 8:02,2/11/19 16:32,borisbanushev/stockpredictionai,inactive,5,
AI Trading,https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md,AI to predict stock market movements.,Deep Learning And Reinforcement Learning,4/12/21 15:42,2876.0,1384.0,1.0,1/9/19 8:02,2/11/19 16:32,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,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
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 12:45,1857.0,447.0,22.0,7/26/20 13:18,4/11/21 22:02,AI4Finance-LLC/FinRL-Library,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,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
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 10:24,347.0,111.0,1.0,6/21/18 1:06,11/5/20 11:08,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,3/29/21 23:59,11,6,1,5/13/18 2:39,2/25/19 0:26,RajatHanda/Finance-Forecasting,inactive,3,
LTSM GRU,https://github.com/RajatHanda/Finance-Forecasting,Stock Market Forecasting using LSTM\GRU.,Deep Learning And Reinforcement Learning,3/29/21 23:59,11.0,6.0,1.0,5/13/18 2:39,2/25/19 0:26,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,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
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 13:09,266.0,145.0,1.0,8/21/17 16:00,8/21/17 17:23,sonaam1234/DeepLearningInFinance,inactive,3.0,3/31/21 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
QLearning_Trading,https://github.com/ucaiado/QLearning_Trading,NEW,Deep Learning And Reinforcement Learning,4/6/21 22:09,433.0,168.0,1.0,8/10/16 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
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 12:42,136.0,49.0,4.0,9/19/18 3:17,11/26/20 16:58,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,
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,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
a3c_trading,https://github.com/evgps/a3c_trading,NEW,Deep Learning And Reinforcement Learning,4/10/21 12:49,311.0,98.0,1.0,6/4/18 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
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 2:06,289.0,128.0,3.0,3/10/17 10:52,6/11/18 8:07,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,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
pairstrade-fyp-2019,https://github.com/wywongbd/pairstrade-fyp-2019,NEW,Deep Learning And Reinforcement Learning,4/4/21 23:47,110.0,41.0,2.0,9/7/18 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
rl_trading,https://github.com/ucaiado/rl_trading,NEW,Deep Learning And Reinforcement Learning,4/8/21 15:34,207.0,89.0,1.0,5/29/17 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
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 9:02,551.0,140.0,1.0,11/26/18 3:23,1/1/21 9:41,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,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
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 9:11,175.0,98.0,1.0,6/26/18 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
maro,https://github.com/microsoft/maro,NEW,Deep Learning And Reinforcement Learning,4/12/21 2:22,386.0,66.0,17.0,12/27/19 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
TradingGym,https://github.com/cove9988/TradingGym,NEW,Deep Learning And Reinforcement Learning,3/28/21 5:37,112.0,39.0,3.0,11/6/17 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
RLQuant,https://github.com/yuriak/RLQuant,NEW,Deep Learning And Reinforcement Learning,4/9/21 5:01,277.0,92.0,1.0,4/5/18 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
Trading-Gym,https://github.com/thedimlebowski/Trading-Gym,NEW,Deep Learning And Reinforcement Learning,4/10/21 8:00,507.0,147.0,3.0,6/13/17 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
FinRL,https://github.com/AI4Finance-LLC/FinRL,NEW,Deep Learning And Reinforcement Learning,4/13/21 14:37,1865.0,451.0,22.0,7/26/20 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,
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 20:21,1340.0,489.0,3.0,6/11/16 7:27,1/22/18 14:35,deependersingla/deep_trader,inactive,3.0, 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
gym-trading,https://github.com/hackthemarket/gym-trading,NEW,Deep Learning And Reinforcement Learning,4/12/21 9:06,581.0,195.0,2.0,12/9/16 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
Pair-Trading-Reinforcement-Learning,https://github.com/wai-i/Pair-Trading-Reinforcement-Learning,NEW,Deep Learning And Reinforcement Learning,4/10/21 4:53,136.0,56.0,1.0,6/9/19 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,
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 20:48,576.0,203.0,1.0,9/21/17 17:05,4/13/18 16:33,samre12/deep-trading-agent,inactive,3.0, 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
TradingGym,https://github.com/Yvictor/TradingGym,NEW,Deep Learning And Reinforcement Learning,4/11/21 20:20,841.0,237.0,2.0,5/1/17 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 V,https://github.com/gstenger98/rl-finance,Building an Agent to Trade with Reinforcement Learning.,Deep Learning And Reinforcement Learning,4/8/21 18:57,33.0,8.0,5.0,1/16/19 0:43,3/19/20 20:28,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,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,
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 12:27,715.0,298.0,1.0,10/4/16 14:42,12/23/16 7:34,kh-kim/stock_market_reinforcement_learning,inactive,2.0, 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
tensortrade,https://github.com/tensortrade-org/tensortrade,NEW,Deep Learning And Reinforcement Learning,4/12/21 16:05,3101.0,715.0,39.0,7/30/19 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
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 2:58,275.0,99.0,1.0,9/29/18 23:38,3/18/21 3:16,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,4/5/21 11:42,142,55,1,10/21/16 2:47,4/7/17 8:11,jjakimoto/DQN,inactive,,
RL IV,https://github.com/jjakimoto/DQN,Reinforcement Learning for finance.,Deep Learning And Reinforcement Learning,4/5/21 11:42,142.0,55.0,1.0,10/21/16 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
AlgorithmicTrading,https://github.com/JerBouma/AlgorithmicTrading,NEW,Derivatives and Hedging,4/9/21 18:12,168.0,54.0,1.0,3/14/19 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
trade-frame,https://github.com/rburkholder/trade-frame,NEW,Derivatives and Hedging,4/6/21 9:38,188.0,79.0,1.0,7/24/16 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
huobi_futures_Python,https://github.com/hbdmapi/huobi_futures_Python,NEW,Derivatives and Hedging,4/13/21 13:28,137.0,73.0,2.0,1/14/20 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
tda-api,https://github.com/alexgolec/tda-api,NEW,Derivatives and Hedging,4/13/21 20:12,649.0,161.0,13.0,4/3/20 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
algotrader,https://github.com/torreyleonard/algotrader,NEW,Derivatives and Hedging,4/11/21 10:12,477.0,102.0,12.0,4/10/18 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
paperbroker,https://github.com/philipodonnell/paperbroker,NEW,Derivatives and Hedging,4/4/21 4:52,175.0,48.0,3.0,7/6/17 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
optopsy,https://github.com/michaelchu/optopsy,NEW,Derivatives and Hedging,4/11/21 6:03,393.0,90.0,3.0,9/17/17 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
quant-trading,https://github.com/je-suis-tm/quant-trading,NEW,Derivatives and Hedging,4/13/21 23:14,1771.0,474.0,2.0,4/3/18 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
trading-server,https://github.com/s-brez/trading-server,NEW,Derivatives and Hedging,4/13/21 9:46,209.0,50.0,2.0,3/5/19 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
Options-Trading-Strategies-in-Python,https://github.com/PyPatel/Options-Trading-Strategies-in-Python,NEW,Derivatives and Hedging,4/10/21 12:28,317.0,134.0,1.0,8/30/17 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
StockSharp,https://github.com/StockSharp/StockSharp,NEW,Derivatives and Hedging,4/13/21 22:41,3924.0,1222.0,17.0,12/8/14 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
tf-quant-finance,https://github.com/google/tf-quant-finance,NEW,Derivatives and Hedging,4/13/21 22:49,2569.0,333.0,28.0,7/24/19 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
tai,https://github.com/fremantle-industries/tai,NEW,Derivatives and Hedging,4/12/21 22:45,273.0,44.0,6.0,7/28/17 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
openAlgo,https://github.com/mtompkins/openAlgo,NEW,Derivatives and Hedging,4/3/21 9:17,160.0,82.0,2.0,5/28/13 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
Options_Data_Science,https://github.com/yugedata/Options_Data_Science,NEW,Derivatives and Hedging,4/10/21 22:31,238.0,39.0,1.0,12/9/20 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
QLNet,https://github.com/amaggiulli/QLNet,NEW,Derivatives and Hedging,4/13/21 7:58,259.0,134.0,13.0,8/22/13 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,,
Black Scholes,https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb,Options pricing.,Derivatives and Hedging,10/6/20 20:36,1.0,2.0,0.0,12/9/17 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
fast_arrow,https://github.com/westonplatter/fast_arrow,NEW,Derivatives and Hedging,2/20/21 11:29,127.0,42.0,5.0,7/19/18 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
Strata,https://github.com/OpenGamma/Strata,NEW,Derivatives and Hedging,4/12/21 6:32,607.0,217.0,39.0,6/16/14 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
MarketAnalysis,https://github.com/Poseyy/MarketAnalysis,NEW,Derivatives and Hedging,4/12/21 21:59,170.0,77.0,1.0,3/28/19 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,,
Volatility and Variance Derivatives,https://github.com/yhilpisch/lvvd/tree/master/lvvd,Volatility derivatives analytics.,Derivatives and Hedging,4/7/21 19:21,79.0,78.0,1.0,10/21/16 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,,
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 12:22,17.0,12.0,1.0,1/29/18 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
gs-quant,https://github.com/goldmansachs/gs-quant,NEW,Derivatives and Hedging,4/12/21 16:44,584.0,170.0,12.0,12/14/18 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,,
Derivatives Python,https://github.com/yhilpisch/dawp/tree/master/python36,Derivative analytics with Python.,Derivatives and Hedging,4/12/21 14:39,388.0,299.0,1.0,7/9/15 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,,
Hull White,https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb,"Callable Bond, Hull White.",Derivatives and Hedging,10/6/20 20:37,4.0,6.0,1.0,6/6/18 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,,
Options,https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D,Introduction to options.,Derivatives and Hedging,4/9/21 21:17,335.0,163.0,36.0,7/28/17 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,,
Derivative Markets,https://github.com/broughtj/Fin6470/tree/master/Notebooks,"The economics of futures, futures, options, and swaps.",Derivatives and Hedging,4/6/21 20:49,8.0,8.0,1.0,2/9/16 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
robin_stocks,https://github.com/jmfernandes/robin_stocks,NEW,Derivatives and Hedging,4/13/21 23:48,1012.0,261.0,34.0,2/23/18 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,,, 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 20:37,1.0,3.0,1.0,5/18/18 18:08,9/21/18 19:59,rstreppa/valuation-convertibles-Goldman1994,inactive,, 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 8:12,16.0,9.0,1.0,4/21/17 10:58,8/2/17 21:41,FinTechies/HedgingRL,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 8:48,3.0,2.0,1.0,3/2/18 23:53,7/17/18 23:32,RobinsonGarcia/delta-hedging,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 16:44,3374.0,681.0,11.0,10/1/19 7:34,4/13/21 11:18,jindaxiang/akshare,active,,23:51.4 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 2:33,595.0,68.0,1.0,1/28/21 18:36,4/8/21 11:10,JerBouma/FinanceDatabase,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 20:37,1.0,2.0,1.0,4/29/16 3:51,1/16/18 1:24,wanglouis49/risk_estimation,inactive,, 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 22:50,441.0,73.0,6.0,10/27/19 15:04,3/11/21 21:40,domokane/FinancePy,active,,23:51.4 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 8:50,2.0,3.0,1.0,5/22/18 18:27,5/22/18 18:30,rstreppa/valuation-OptionStrategies,inactive,, Option Strategies,https://github.com/rstreppa/valuation-OptionStrategies,"Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations.",Derivatives and Hedging,2/27/21 8:50,2,3,1,5/22/18 18:27,5/22/18 18:30,rstreppa/valuation-OptionStrategies,inactive,,
wallstreet,https://github.com/mcdallas/wallstreet,NEW,Derivatives and Hedging,4/13/21 22:00,570.0,125.0,2.0,1/20/16 22:03,8/9/19 23:14,mcdallas/wallstreet,active,,23:51.4 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 17:02,713.0,275.0,2.0,11/9/14 4:49,12/3/18 16:30,rsvp/fecon235,inactive,, 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 7:22,9.0,4.0,1.0,12/20/18 0:21,3/26/19 11:51,pcmichaud/notebooks,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 21:01,2.0,3.0,1.0,5/25/17 2:27,6/30/17 3:53,SeanMcOwen/FinanceAndPython.com-EconomicFoundations,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 19:01,9.0,4.0,1.0,9/9/17 3:35,9/9/17 23:04,SeanMcOwen/FinanceAndPython.com-CorporateFinance,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 14:42,3.0,3.0,1.0,1/19/19 18:16,2/18/19 16:57,atulram/Finance-and-Stocks,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,,, 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 21:01,1.0,3.0,1.0,1/24/19 13:37,2/13/19 16:48,sarachmax/MarketCrashes_Prediction,inactive,, Market Crash Prediction,https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb,Predicting market crashes using an LPPL model.,Extended Research,10/6/20 21:01,1,3,1,1/24/19 13:37,2/13/19 16:48,sarachmax/MarketCrashes_Prediction,inactive,,
M&A,https://github.com/atulram/Finance-and-Stocks,Mergers and Acquisitions.,Extended Research,12/21/20 14:42,3.0,3.0,1.0,1/19/19 18:16,2/18/19 16:57,atulram/Finance-and-Stocks,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 19:37,664.0,425.0,9.0,1/21/17 11:24,8/1/20 17:03,Auquan/Tutorials,active,, 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 17:47,12.0,13.0,1.0,8/27/17 3:46,8/26/17 4:26,lnsongxf/Applied_Computational_Economics_and_Finance,inactive,, Computational Finance,https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance,Applied Computational Economics and Finance.,Extended Research,3/7/21 17:47,12,13,1,8/27/17 3:46,8/26/17 4:26,lnsongxf/Applied_Computational_Economics_and_Finance,inactive,,
High Frequency,https://github.com/cswaney/prickle,A Python toolkit for high-frequency trade research.,Extended Research,3/22/21 2:19,24.0,17.0,2.0,7/6/16 20:32,6/9/18 10:53,cswaney/prickle,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 2:22,17.0,7.0,3.0,8/2/18 2:48,3/16/19 18:39,evijit/Finance_Graph_Theory,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 0:09,31.0,15.0,1.0,8/11/18 22:59,11/12/19 4:49,mrefermat/quant_finance,active,, 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 6:33,8.0,9.0,1.0,10/11/18 20:32,12/24/18 23:27,chen-bowen/Research_Documents_Curation_with_NLP,inactive,, NLP Finance Papers,https://github.com/chenbowen184/Research_Documents_Curation_with_NLP,Curating quantitative finance papers using machine learning.,Extended Research,2/27/21 6:33,8,9,1,10/11/18 20:32,12/24/18 23:27,chen-bowen/Research_Documents_Curation_with_NLP,inactive,,
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,,, 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 11:50,10.0,3.0,1.0,1/22/19 10:59,3/12/19 18:35,ryanholbrook/critical-transitions,inactive,, Critical Transitions,https://github.com/ryanholbrook/critical-transitions,Detecting critical transitions in financial networks with topological data analysis.,Extended Research,1/30/21 11:50,10,3,1,1/22/19 10:59,3/12/19 18:35,ryanholbrook/critical-transitions,inactive,,
Simulation,https://github.com/chenbowen184/Computational_Finance,Investigating simulations as part of computational finance.,Extended Research,1/12/21 12:22,17.0,12.0,1.0,1/29/18 5:01,8/2/18 5:56,chen-bowen/Computational_Finance,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 23:36,748.0,333.0,1.0,7/21/16 5:14,2/14/17 16:47,rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,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 0:55,3.0,1.0,1.0,3/12/19 21:11,3/12/19 22:09,shanemulqueen/python-finance-pca,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 13:40,8.0,9.0,1.0,1/29/18 5:14,7/19/18 6:25,chen-bowen/Data_Science_in_Applied_Corporate_Finance,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 19:50,233.0,55.0,1.0,8/28/18 14:45,8/6/20 22:03,marketneutral/alphatools,active,, 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 11:48,27.0,19.0,2.0,5/8/18 19:34,5/9/18 15:39,DLColumbia/DL_forFinance,inactive,, 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 2:28,620.0,165.0,3.0,9/16/18 20:00,9/5/20 13:01,AlgoTraders/stock-analysis-engine,active,, 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 3:02,25.0,6.0,0.0,1/4/19 12:30,2/18/19 9:55,AlexIoannides/pymc-stochastic-process,inactive,, Bayesian Finance I,https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb,Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs.,Extended Research,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 17:03,140.0,62.0,2.0,9/12/17 13:35,8/6/20 12:35,PyDataBlog/Python-for-Data-Science,active,, 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 6:34,149.0,74.0,1.0,5/18/18 22:09,8/7/18 18:05,jerryxyx/AlphaTrading,inactive,,37:06.3 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 21:53,41.0,28.0,1.0,8/6/18 16:09,11/22/20 19:02,hamaadshah/market_risk_gan_tensorflow,active,, 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 11:55,3673.0,1157.0,42.0,6/1/15 15:31,2/28/20 17:30,quantopian/pyfolio,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 13:34,11.0,2.0,1.0,6/4/17 15:18,11/11/18 14:03,leolle/simulate,inactive,,23:57.7 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 9:48,5.0,11.0,8.0,3/21/18 10:05,3/18/21 9:48,XinFinOrg/TradeFinexLive,active,,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 19:23,8.0,2.0,1.0,8/3/19 4:04,8/3/19 4:05,chaudharigauravi/Machine_learning_In_Finance,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 3:05,6.0,16.0,1.0,10/28/19 21:50,10/28/19 21:51,jettbrains/-L-,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 13:53,31.0,18.0,1.0,5/10/16 11:03,5/17/16 3:44,RJT1990/Active-Portfolio-Management-Notes,inactive,, CAPM,https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb,Expected returns using CAPM.,Factor and Risk Analysis,3/1/21 13:53,31,18,1,5/10/16 11:03,5/17/16 3:44,RJT1990/Active-Portfolio-Management-Notes,inactive,,
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 8:50,8.0,5.0,1.0,4/10/18 5:15,4/10/18 5:28,Ashishsinha10/stock-market-analysis-using-python-numpy-pandas,inactive,,23:57.7 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 0:09,21.0,16.0,1.0,10/4/15 9:10,3/28/20 18:33,mrefermat/FinancePhD,active,, Statistical Finance,https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments,Various financial experiments.,Factor and Risk Analysis,3/30/21 0:09,21,16,1,10/4/15 9:10,3/28/20 18:33,mrefermat/FinancePhD,active,,
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 14:26,3.0,4.0,1.0,3/13/18 7:39,3/13/18 7:42,garvit-kudesia91/factor_analysis,inactive,, Factor Analysis,https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb,Factor analysis for mutual funds.,Factor and Risk Analysis,12/21/20 14:26,3,4,1,3/13/18 7:39,3/13/18 7:42,garvit-kudesia91/factor_analysis,inactive,,
Performance Analysis,https://github.com/quantopian/alphalens,Performance analysis of predictive (alpha) stock factors.,Factor and Risk Analysis,4/10/21 12:58,1847.0,700.0,17.0,6/3/16 21:49,4/27/20 18:40,quantopian/alphalens,active,, 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 8:37,129.0,64.0,2.0,3/18/18 4:54,2/28/20 11:43,Ronak-59/Stock-Prediction,active,,37:06.3 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 13:53,31.0,18.0,1.0,5/10/16 11:03,5/17/16 3:44,RJT1990/Active-Portfolio-Management-Notes,inactive,, 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 2:06,10.0,9.0,1.0,11/15/16 19:24,1/14/17 21:19,willb/var-notebook,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 19:02,172.0,60.0,3.0,5/1/17 7:36,4/7/21 15:25,alpha-miner/alpha-mind,active,, 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 19:02,18.0,10.0,1.0,6/26/18 20:36,10/22/19 21:56,ssanderson/convex-optimization-for-finance,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 0:09,31.0,15.0,1.0,8/11/18 22:59,11/12/19 4:49,mrefermat/quant_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 8:12,1298.0,794.0,1.0,12/15/14 11:23,7/10/18 6:38,yhilpisch/py4fi,inactive,, 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 7:04,4.0,5.0,1.0,8/7/17 14:44,8/8/17 22:52,Jorgencr/Alternative-and-Responsible-Investments,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 21:46,7.0,5.0,1.0,9/27/17 19:57,9/27/17 20:00,ishank011/gs-quantify-bond-prediction,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 6:27,26.0,13.0,1.0,11/23/17 22:52,12/3/17 20:42,govwiki/rating_history,inactive,,24:33.4 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 8:45,106.0,110.0,2.0,7/3/14 5:45,11/24/17 16:15,5mehulhelp5/MagentoExtensions,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 20:55,1.0,2.0,1.0,2/2/19 8:44,5/3/19 17:16,hy-lei/math-finance-toolbox,active,, 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 10:43,224.0,96.0,1.0,9/11/17 7:15,3/1/18 10:45,boredbird/woe,inactive,,24:33.4 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 10:58,25.0,20.0,1.0,12/7/12 13:42,12/15/12 12:10,kriasoft/market-data,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 21:20,3.0,3.0,1.0,7/18/18 19:26,7/18/18 19:34,RobinsonGarcia/fixed-income,inactive,, 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 9:17,234.0,94.0,1.0,1/17/17 12:44,1/17/17 12:48,AdeelMufti/CryptoBot,inactive,2.0,39:24.6 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 15:28,282.0,117.0,1.0,6/29/18 21:21,2/18/19 12:34,jjakimoto/finance_ml,inactive,1.0,39:24.6 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,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 10:47,175.0,64.0,9.0,12/29/19 5:18,4/11/21 19:17,DaveSkender/Stock.Indicators,active,3.0,39:24.6 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,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 6:02,172.0,94.0,5.0,12/6/18 11:35,1/18/21 6:40,PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,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,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 12:59,104.0,56.0,0.0,1/6/20 0:21,3/31/20 13:02,saeed349/Microservices-Based-Algorithmic-Trading-System,active,5.0,39:24.6 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,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 7:43,941.0,162.0,8.0,8/29/18 2:07,11/27/20 9:43,georgezouq/awesome-ai-in-finance,active,3.0,39:24.6 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,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 3:23,173.0,91.0,1.0,3/26/15 2:22,3/26/15 2:33,PythonProgramming/Pattern-Recognition-for-Forex-Trading,inactive,1.0,39:24.6 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,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 13:38,1005.0,319.0,3.0,11/5/18 21:09,10/8/20 16:48,grananqvist/Awesome-Quant-Machine-Learning-Trading,active,5.0,39:24.6 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,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 0:49,460.0,54.0,1.0,3/11/16 19:13,12/21/20 3:54,melling/MathAndScienceNotes,active,3.0,39:24.6 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,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 13:21,166.0,73.0,1.0,12/11/17 17:05,5/13/20 23:50,BlackArbsCEO/mixture_model_trading_public,active,3.0, 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 10:56,1165.0,102.0,8.0,8/20/18 3:13,5/23/19 14:40,kkyon/botflow,inactive,2.0,39:24.6 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 16:54,180.0,122.0,4.0,3/15/18 6:28,1/14/21 15:58,PacktPublishing/Machine-Learning-for-Finance,active,3.0,39:24.6 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,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 12:27,1189.0,221.0,6.0,8/30/20 7:56,9/21/20 4:32,tradytics/surpriver,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,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 15:41,600.0,386.0,2.0,5/7/19 11:04,1/19/21 7:51,PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading,active,5.0,39:24.6 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,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 10:51,2295.0,709.0,3.0,2/13/19 16:57,4/12/21 10:50,hudson-and-thames/mlfinlab,active,3.0,39:24.6 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,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 13:11,2166.0,678.0,1.0,9/12/16 18:38,8/29/18 20:27,anfederico/clairvoyant,inactive,3.0, 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,,,,,,,,,, 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 14:46,340.0,186.0,1.0,10/10/19 9:44,10/12/19 11:38,yacoubb/stock-trading-ml,active,3.0,39:24.6 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 10:00,931.0,347.0,2.0,2/12/17 4:50,2/4/21 3:48,robertmartin8/MachineLearningStocks,inactive,3.0, 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 9:44,220.0,44.0,2.0,6/18/17 19:57,3/14/21 22:22,miro-ka/mosquito,active,3.0,39:24.6 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 20:01,279.0,126.0,4.0,11/15/19 8:51,1/21/21 7:56,PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,active,4.0,39:24.6 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,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 19:44,31.0,31.0,1.0,3/20/17 18:54,4/25/17 23:35,BlackArbsCEO/Mixture_Models,inactive,2.0, 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 8:30,250.0,104.0,3.0,9/27/19 16:13,6/13/20 21:20,mfrdixon/ML_Finance_Codes,active,3.0,39:24.6 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 11:31,261.0,101.0,1.0,8/30/17 6:14,10/29/19 8:14,PyPatel/Machine-Learning-and-AI-in-Trading,inactive,2.0,39:24.6 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,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 16:27,101.0,31.0,2.0,9/3/17 17:43,9/12/18 18:58,amicks/Speculator,inactive,3.0,39:24.6 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,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 23:36,383.0,127.0,1.0,7/22/18 8:14,2/17/21 14:39,Hvass-Labs/FinanceOps,active,3.0, 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 3:29,116.0,66.0,2.0,5/10/20 0:25,1/23/21 17:15,tatsath/fin-ml,active,4.0,39:24.6 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 20:02,576.0,130.0,3.0,2/14/16 0:47,2/8/21 21:35,ScottfreeLLC/AlphaPy,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,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 20:11,205.0,119.0,1.0,7/11/17 9:09,2/21/18 5:36,anthonyng2/Machine-Learning-For-Finance,inactive,2.0,39:24.6 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,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—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,,,,,,,,,, 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,,,,,,,,,, Financial Event Prediction using Machine Learning,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555,,Personal Papers,,,,,,,,,,
Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization,https://jfds.pm-research.com/content/2/2/17,,Personal Papers,,,,,,,,,, Machine Learning in Asset Management—Part 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 11:47,105.0,57.0,1.0,2/10/17 9:03,3/8/18 16:47,tcloaa/Deep-Portfolio-Theory,inactive,, 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 3:47,364.0,150.0,1.0,10/7/17 9:14,6/26/18 9:22,filangelos/qtrader,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 12:25,371.0,62.0,1.0,3/2/20 19:49,4/1/21 3:50,dcajasn/Riskfolio-Lib,active,,37:19.5 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,,,,,,,,,, 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 0:01,104.0,57.0,1.0,2/17/18 8:19,2/27/18 13:16,tthustla/efficient_frontier,inactive,, Efficient Frontier,https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb,Modern Portfolio Theory.,Portfolio Selection and Optimisation,3/30/21 0:01,104,57,1,2/17/18 8:19,2/27/18 13:16,tthustla/efficient_frontier,inactive,,
PyPortfolioOpt,https://github.com/robertmartin8/PyPortfolioOpt,"Financial portfolio optimisation, including classical efficient frontier and advanced methods.",Portfolio Selection and Optimisation,4/12/21 11:54,1895.0,479.0,16.0,5/29/18 13:30,2/25/21 13:01,robertmartin8/PyPortfolioOpt,active,, 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 19:07,7.0,4.0,1.0,7/26/16 16:20,12/30/16 11:40,charlessutton/OLMAR,inactive,, OLMAR Algorithm,https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb,Relative importance of each component of the OLMAR algorithm.,Portfolio Selection and Optimisation,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 6:57,311.0,58.0,2.0,2/2/20 8:46,2/16/21 18:50,jankrepl/deepdow,active,, 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 13:10,232.0,82.0,3.0,11/16/18 12:20,7/4/19 1:41,VivekPa/OptimalPortfolio,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 9:39,14.0,5.0,1.0,8/1/18 19:48,9/5/19 11:18,otosman/Python-for-Finance,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,,,,,,,,,, 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 10:41,1281.0,629.0,6.0,11/12/17 16:08,5/9/19 9:50,ZhengyaoJiang/PGPortfolio,active,, 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 9:40,124.0,31.0,2.0,7/13/19 21:30,1/30/21 1:53,dppalomar/riskparity.py,active,,37:19.5 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 8:01,101.0,26.0,3.0,9/17/11 17:49,4/5/21 8:01,albertosantini/node-finance,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,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,,2021-04-16 01:24:28.485064 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,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,,2021-04-16 01:24:28.485064 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,2021-04-13 00:10:49,164.0,17.0,5.0,2020-05-21 09:59:56,2021-03-23 08:14:07,YangLinyi/FinNLP-Progress,active,,2021-04-16 01:24:28.485064 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,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,,2021-04-16 01:24:28.485064 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 8:24,3.0,3.0,1.0,12/30/17 8:56,1/11/18 2:11,lin882/WebAnalyticsProject,inactive,, Earning call transcripts,https://github.com/lin882/WebAnalyticsProject,Correlation between mutual fund investment decision and earning call transcripts.,Textual,12/17/20 8:24,3,3,1,12/30/17 8:56,1/11/18 2:11,lin882/WebAnalyticsProject,inactive,,
NLP,https://github.com/toamitesh/NLPinFinance,This project assembles a lot of NLP operations needed for finance domain.,Textual,,,,,,,toamitesh/NLPinFinance,,, 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 2:12,4.0,2.0,1.0,4/16/18 22:18,6/7/18 22:01,frechfrechfrech/Mutual-Fund-Market-Clusters,inactive,, Fund classification,https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb,Fund classification using text mining and NLP.,Textual,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,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,,2021-04-16 01:24:28.485064 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 7:47,110.0,51.0,2.0,5/24/17 12:36,8/7/19 21:47,GitiHubi/deepAI,active,, 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 18:54,1.0,4.0,1.0,2/4/18 21:51,2/4/18 21:57,swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds,inactive,, 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 2:10,8.0,7.0,1.0,6/4/18 20:54,6/4/18 20:56,MAydogdu/TextualAnalysis,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 2:16,70.0,31.0,1.0,7/2/18 23:50,1/31/19 14:08,yuriak/DLQuant,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 7:39,73.0,42.0,1.0,10/25/17 7:10,6/5/20 3:28,TiesdeKok/Python_NLP_Tutorial,active,, 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 23:48,48.0,27.0,1.0,6/23/17 0:05,1/26/19 3:35,EricHe98/Financial-Statements-Text-Analysis,inactive,, Financial Sentiment Analysis,https://github.com/EricHe98/Financial-Statements-Text-Analysis,"Sentiment, distance and proportion analysis for trading signals.",Textual,3/31/21 23:48,48,27,1,6/23/17 0:05,1/26/19 3:35,EricHe98/Financial-Statements-Text-Analysis,inactive,,
BDCI2019-Negative_Finance_Info_Judge,https://github.com/A-Rain/BDCI2019-Negative_Finance_Info_Judge,NEW,Textual,2021-04-06 09:30:38,107.0,22.0,3.0,2019-12-27 03:49:31,2020-12-04 03:38:57,A-Rain/BDCI2019-Negative_Finance_Info_Judge,active,,2021-04-16 01:24:28.485064 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,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,,2021-04-16 01:24:29.853518 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,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,,2021-04-16 01:24:29.853518 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,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,,2021-04-16 01:24:29.853518 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 17:55,79.0,36.0,0.0,9/5/17 19:19,9/27/17 20:42,marketneutral/pairs-trading-with-ML,inactive,, Pairs Trading,https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb,Finding pairs with cluster analysis.,Unsupervised,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 18:51,4.0,5.0,1.0,7/21/17 2:12,7/23/17 2:53,SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,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 2:12,4.0,2.0,1.0,4/16/18 22:18,6/7/18 22:01,frechfrechfrech/Mutual-Fund-Market-Clusters,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 18:51,4.0,5.0,1.0,7/21/17 2:12,7/23/17 2:53,SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,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,,, 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,,2021-04-16 01:24:29.853518 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 11:05,32.0,12.0,1.0,6/21/17 4:47,6/21/17 4:51,ml-hongkong/stock2vec,inactive,, VRA Stock Embedding,https://github.com/ml-hongkong/stock2vec,Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history.,Unsupervised,10/20/20 11:05,32,12,1,6/21/17 4:47,6/21/17 4:51,ml-hongkong/stock2vec,inactive,,
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,,2021-04-16 01:24:29.853518 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
1 name url comment category last_update star_count fork_count contributors_count created_at last_commit repo_path repo_status rating finml_added_date
2 Venture Capital NN https://github.com/tr7200/National-Culture-and-Venture-Capital-Monitoring Cox-PH neural network predictions for VC/innovations finance research. Alternative Finance tr7200/National-Culture-and-Venture-Capital-Monitoring
3 Private Equity https://github.com/TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity/blob/master/RightNow%20Technologies/RightNow%20Technologies.ipynb Valuation models. Alternative Finance 11/26/20 3:34 8.0 8 6.0 6 2.0 2 1/27/16 21:13 3/14/16 20:03 TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity inactive
4 VC OLS https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb VC regression. Alternative Finance 10/6/20 20:56 2.0 2 1.0 1 1.0 1 3/29/18 23:31 3/29/18 23:33 fionawhitefield/venture-capital-ols inactive
5 Watch Valuation https://github.com/alporter08/Luxury-Watch-Valuation/blob/master/Luxury-Watch-Valuation.ipynb Analysis of luxury watch data to classify whether a certain model is likely to be over-or undervalued. Alternative Finance 1/14/21 22:41 4.0 4 2.0 2 1.0 1 2/8/17 18:39 4/27/17 22:55 alporter08/Luxury-Watch-Valuation inactive
6 Art Valuation https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynb Art evaluation analytics. Alternative Finance 2/26/21 12:10 9.0 9 5.0 5 1.0 1 12/11/14 0:25 12/12/14 21:25 ahmedhosny/theGreenCanvas inactive
7 Blockchain https://github.com/nud3l/dInvest Repository for distributed autonomous investment banking. Alternative Finance 2/6/21 7:38 12.0 12 7.0 7 2.0 2 9/5/16 19:12 4/24/17 10:48 nud3l/dInvest inactive
8 Venture Capital https://github.com/julian-chan/etothex Insight into a new founder to make data-driven investment decisions. Alternative Finance 10/6/20 20:56 3.0 3 2.0 2 1.0 1 12/4/17 8:59 12/13/17 5:35 julian-chan/etothex inactive
9 Kiva Crowdfunding https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb Exploratory data analysis. Alternative Finance 2/19/21 13:40 5.0 5 1.0 1 1.0 1 2/27/18 16:46 2/13/19 0:15 CJL89/Kiva-Crowdfunding inactive
10 Oxford Man https://www.oxford-man.ox.ac.uk/ Oxford-Man Institute of Quantitative Finance Colleges Centers and Departments
11 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
12 NYU Courant https://cims.nyu.edu/ Courant Institute of Mathematical Sciences, New York University Colleges Centers and Departments
13 Cornell University https://www.cornell.edu/ Colleges Centers and Departments
14 NYU FRE https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering Finance and Risk Engineering (NYU Tandon) Colleges Centers and Departments
15 Stanford Advanced Financial Technologies https://fintech.stanford.edu/ Stanford Advanced Financial Technologies Laboratory Colleges Centers and Departments
16 Basic Finance https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance Source code notebooks basic finance applications. Courses 3/31/21 2:09 10.0 10 8.0 8 1.0 1 5/6/17 2:39 6/21/17 4:04 SeanMcOwen/FinanceAndPython.com-BasicFinance inactive
17 Basic Investments https://github.com/SeanMcOwen/FinanceAndPython.com-Investments Basic investment tools in python. Courses 3/23/21 6:32 9.0 9 5.0 5 1.0 1 8/2/17 21:52 8/17/17 3:24 SeanMcOwen/FinanceAndPython.com-Investments inactive
18 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 0:49 121.0 121 110.0 110 3.0 3 8/20/18 14:10 1/15/21 8:57 PacktPublishing/Hands-on-Python-for-Finance active
19 Risk Management https://github.com/andrey-lukyanov/Risk-Management Finance risk engagement course resources. Courses 11/12/20 0:49 6.0 6 5.0 5 3.0 3 10/3/18 16:26 12/13/18 8:04 andrey-lukyanov/Risk-Management inactive
20 ML Specialisation https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization Machine Learning in Finance. Courses 4/5/21 13:37 34.0 34 32.0 32 1.0 1 1/24/19 2:55 1/3/20 21:54 Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization active
21 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 64.0 64 25.0 25 1.0 1 10/29/17 20:34 1/22/19 6:56 JCreeks/Machine-Learning-in-Finance inactive
22 Python for Finance https://github.com/siaen/python_finance_course CEU python for finance course material. Courses 3/31/21 2:08 16.0 16 15.0 15 4.0 4 12/12/17 11:54 2/25/20 20:31 siaen/python_finance_course active
23 Basic Derivatives https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives Basic forward contracts and hedging. Courses 3/31/21 2:08 4.0 4 4.0 4 1.0 1 8/24/17 0:11 10/13/17 1:32 SeanMcOwen/FinanceAndPython.com-Derivatives inactive
24 Mathematical Finance https://github.com/yadongli/nyumath2048 NYU Math-GA 2048: Scientific Computing in Finance. Courses 1/14/21 18:01 69.0 69 63.0 63 6.0 6 1/25/15 21:10 3/25/20 4:24 yadongli/nyumath2048 active
25 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 3842.0 3842 1225.0 1225 8.0 8 5/9/18 12:33 4/10/21 22:21 stefan-jansen/machine-learning-for-trading active
26 EDGAR https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb Data 1/23/21 19:22 11.0 11 10.0 10 1.0 1 6/11/18 22:51 7/10/18 18:03 TiesdeKok/UW_Python_Camp inactive
27 Web Scraping (FirmAI) https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data Data 4/10/21 17:19 577.0 577 184.0 184 2.0 2 2/19/19 19:02 7/22/20 16:48 firmai/business-machine-learning active
28 Open Edgar https://github.com/LexPredict/openedgar Data 4/9/21 12:15 169.0 169 61.0 61 6.0 6 5/7/18 15:32 5/15/19 8:32 LexPredict/openedgar active
29 Capital Markets Data https://www.capitalmarketsdata.com/ Data
30 IRS http://social-metrics.org/sox/ Data
31 SEC Parsing https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb Data 2/27/21 6:34 9.0 9 6.0 6 1.0 1 6/16/18 14:30 6/16/18 17:23 healthgradient/sec-doc-info-extraction inactive
32 Employee Count SEC Filings https://github.com/healthgradient/sec_employee_information_extraction Data 2/27/21 3:33 10.0 10 2.0 2 1.0 1 6/26/18 23:33 8/14/18 1:31 healthgradient/sec_employee_information_extraction inactive
33 Non-financial Corporate http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html Data
34 Rating Industries http://www.ratingshistory.info/ Data
35 http://finance.yahoo.com/ http://finance.yahoo.com/ Data
36 https://stooq.com https://stooq.com Data
37 https://github.com/timestocome/StockMarketData https://github.com/timestocome/StockMarketData Data 3/26/21 22:35 7.0 7 5.0 5 1.0 1 5/10/17 21:49 8/6/17 19:23 timestocome/StockMarketData inactive
38 Financial Corporate http://raw.rutgers.edu/Corporate%20Financial%20Data.html Data
39 https://fred.stlouisfed.org/ https://fred.stlouisfed.org/ Data
40 finserv-application-blueprint https://github.com/mapr-demos/finserv-application-blueprint NEW 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 72.0 72 53.0 53 5.0 5 9/26/16 19:42 1/20/21 23:07 mapr-demos/finserv-application-blueprint active inactive 2 12:49.2
41 Advanced ML https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises Exercises too Financial Machine Learning (De Prado). 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 2:20 973.0 973 435.0 435 4.0 4 4/25/18 17:22 1/16/20 17:25 BlackArbsCEO/Adv_Fin_ML_Exercises active 4
42 Twitter-Trends https://github.com/Medha11/Twitter-Trends NEW 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 66.0 66 21.0 21 1.0 1 5/22/17 17:07 5/23/17 8:06 Medha11/Twitter-Trends inactive 3 12:49.2
43 CryptoNets https://github.com/microsoft/CryptoNets NEW 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 1:07 154.0 154 42.0 42 4.0 4 6/2/19 5:48 9/12/19 13:03 microsoft/CryptoNets active 2 12:49.2
44 cointrader https://github.com/timolson/cointrader NEW 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 17:16 339.0 339 140.0 140 9.0 9 6/1/14 1:14 10/22/20 0:24 timolson/cointrader active 2 12:49.2
45 Google-Finance-Stock-Data-Analysis https://github.com/hpnhxxwn/Google-Finance-Stock-Data-Analysis NEW 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 70.0 70 10.0 10 1.0 1 7/23/17 2:59 7/23/17 3:10 hpnhxxwn/Google-Finance-Stock-Data-Analysis inactive 3 12:49.2
46 Advanced ML II trading-bot https://github.com/hudson-and-thames/research https://github.com/pskrunner14/trading-bot More implementations of Financial Machine Learning (De Prado). 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 Data Processing Techniques and Transformations Deep Learning And Reinforcement Learning 4/11/21 5:10 292 143 1 8/13/18 10:44 1/23/20 4:41 hudson-and-thames/research pskrunner14/trading-bot active 3 3/31/21 8:00
47 trading-bot Deep-Reinforcement-Learning-in-Trading https://github.com/pskrunner14/trading-bot https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading 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 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 4/11/21 5:10 4/10/21 13:17 292.0 138 143.0 66 1.0 1 8/13/18 10:44 5/11/18 0:52 1/23/20 4:41 10/26/19 14:22 pskrunner14/trading-bot saeed349/Deep-Reinforcement-Learning-in-Trading active 3.0 3 3/31/21 8:00
48 Deep-Reinforcement-Learning-in-Trading Deep Learning IV https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading https://github.com/achillesrasquinha/bulbea 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) Bulbea: Deep Learning based Python Library. Deep Learning And Reinforcement Learning 4/10/21 13:17 4/9/21 20:38 138.0 1467 66.0 416 1.0 1 5/11/18 0:52 3/9/17 6:11 10/26/19 14:22 3/19/17 7:42 saeed349/Deep-Reinforcement-Learning-in-Trading achillesrasquinha/bulbea active inactive 3.0 5 3/31/21 8:00
49 Deep Learning IV Deep Learning III https://github.com/achillesrasquinha/bulbea https://github.com/Rachnog/Deep-Trading Bulbea: Deep Learning based Python Library. Algorithmic trading with deep learning experiments. Deep Learning And Reinforcement Learning 4/9/21 20:38 4/9/21 10:39 1467.0 1266 416.0 675 1.0 1 3/9/17 6:11 6/18/16 18:23 3/19/17 7:42 8/7/18 15:24 achillesrasquinha/bulbea Rachnog/Deep-Trading inactive 5.0 5
50 Deep Learning III Stock-Prediction-Models https://github.com/Rachnog/Deep-Trading https://github.com/huseinzol05/Stock-Prediction-Models Algorithmic trading with deep learning experiments. 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 4/9/21 10:39 4/12/21 13:54 1266.0 3655 675.0 1542 1.0 2 6/18/16 18:23 12/18/17 10:49 8/7/18 15:24 1/5/21 10:31 Rachnog/Deep-Trading huseinzol05/Stock-Prediction-Models inactive active 5.0 5 3/31/21 8:00
51 Stock-Prediction-Models Deep Learning II https://github.com/huseinzol05/Stock-Prediction-Models https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks 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)) Tensorflow Regression. Deep Learning And Reinforcement Learning 4/12/21 13:54 4/10/21 6:06 3655.0 175 1542.0 67 2.0 1 12/18/17 10:49 7/12/16 12:56 1/5/21 10:31 2/16/18 2:43 huseinzol05/Stock-Prediction-Models LiamConnell/deep-algotrading active inactive 5.0 3 3/31/21 8:00
52 Deep Learning II ARIMA-LTSM Hybrid https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid Tensorflow Regression. Hybrid model to predict future price correlation coefficients of two assets. Deep Learning And Reinforcement Learning 4/10/21 6:06 4/11/21 4:12 175.0 222 67.0 86 1.0 1 7/12/16 12:56 8/5/18 2:13 2/16/18 2:43 10/1/18 11:25 LiamConnell/deep-algotrading imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict inactive 3.0 3
53 ARIMA-LTSM Hybrid RLTrader https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid https://github.com/notadamking/RLTrader Hybrid model to predict future price correlation coefficients of two assets. 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 4/11/21 4:12 4/12/21 2:50 222.0 1312 86.0 451 1.0 15 8/5/18 2:13 4/27/19 18:35 10/1/18 11:25 10/17/19 16:25 imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict notadamking/RLTrader inactive active 3.0 5 3/31/21 8:00
54 RLTrader Neural Network https://github.com/notadamking/RLTrader https://github.com/VivekPa/IntroNeuralNetworks 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. Neural networks to predict stock prices. Deep Learning And Reinforcement Learning 4/12/21 2:50 4/3/21 11:59 1312.0 489 451.0 176 15.0 2 4/27/19 18:35 9/10/18 6:34 10/17/19 16:25 11/21/18 7:39 notadamking/RLTrader VivekPa/IntroNeuralNetworks active inactive 5.0 4 3/31/21 8:00
55 Neural Network LTSM Recurrent https://github.com/VivekPa/IntroNeuralNetworks https://github.com/VivekPa/AIAlpha Neural networks to predict stock prices. OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network. Deep Learning And Reinforcement Learning 4/3/21 11:59 4/12/21 2:39 489.0 1207 176.0 370 2.0 2 9/10/18 6:34 10/7/18 3:58 11/21/18 7:39 8/3/19 9:00 VivekPa/IntroNeuralNetworks VivekPa/AIAlpha inactive active 4.0 4
56 LTSM Recurrent trading-rl https://github.com/VivekPa/AIAlpha https://github.com/Kostis-S-Z/trading-rl OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network. 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 4/12/21 2:39 4/10/21 4:59 1207.0 180 370.0 38 2.0 2 10/7/18 3:58 4/22/19 10:03 8/3/19 9:00 9/28/20 9:07 VivekPa/AIAlpha Kostis-S-Z/trading-rl active 4.0 3 3/31/21 8:00
57 trading-rl Deep Learning https://github.com/Kostis-S-Z/trading-rl https://github.com/keon/deepstock 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 Technical experimentations to beat the stock market using deep learning. Deep Learning And Reinforcement Learning 4/10/21 4:59 3/24/21 14:45 180.0 427 38.0 154 2.0 2 4/22/19 10:03 12/12/16 2:15 9/28/20 9:07 3/4/17 8:37 Kostis-S-Z/trading-rl keon/deepstock active inactive 3.0 4 3/31/21 8:00
58 Deep Learning Deep-Reinforcement-Stock-Trading https://github.com/keon/deepstock https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading Technical experimentations to beat the stock market using deep learning. 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 3/24/21 14:45 4/3/21 22:50 427.0 141 154.0 42 2.0 2 12/12/16 2:15 5/19/19 22:20 3/4/17 8:37 9/27/20 19:22 keon/deepstock Albert-Z-Guo/Deep-Reinforcement-Stock-Trading inactive active 4.0 3 3/31/21 8:00
59 Deep-Reinforcement-Stock-Trading Advanced-Deep-Trading https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading https://github.com/Rachnog/Advanced-Deep-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 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 4/3/21 22:50 3/30/21 7:29 141.0 319 42.0 158 2.0 2 5/19/19 22:20 2/16/19 21:18 9/27/20 19:22 11/29/20 20:12 Albert-Z-Guo/Deep-Reinforcement-Stock-Trading Rachnog/Advanced-Deep-Trading active 3.0 3 3/31/21 8:00
60 Advanced-Deep-Trading Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 https://github.com/Rachnog/Advanced-Deep-Trading https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 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. 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 3/30/21 7:29 4/12/21 16:24 319.0 560 158.0 249 2.0 6 2/16/19 21:18 7/26/20 13:12 11/29/20 20:12 1/21/21 18:11 Rachnog/Advanced-Deep-Trading AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 active 3.0 4 3/31/21 8:00
61 Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 AutomatedStockTrading-DeepQ-Learning https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning 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. 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 4/12/21 16:24 3/24/21 1:11 560.0 134 249.0 51 6.0 2 7/26/20 13:12 2/23/19 12:01 1/21/21 18:11 2/25/20 18:16 AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 sachink2010/AutomatedStockTrading-DeepQ-Learning active 4.0 3 3/31/21 8:00
62 AutomatedStockTrading-DeepQ-Learning deep-RL-trading https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning https://github.com/golsun/deep-RL-trading 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 trading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916) Deep Learning And Reinforcement Learning 3/24/21 1:11 4/10/21 7:09 134.0 235 51.0 108 2.0 1 2/23/19 12:01 2/25/18 17:41 2/25/20 18:16 12/1/20 22:06 sachink2010/AutomatedStockTrading-DeepQ-Learning golsun/deep-RL-trading active 3.0 3 3/31/21 8:00
63 deep-RL-trading Personae https://github.com/golsun/deep-RL-trading https://github.com/Ceruleanacg/Personae trading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916) 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 4/10/21 7:09 4/11/21 20:20 235.0 1144 108.0 330 1.0 2 2/25/18 17:41 3/10/18 11:22 12/1/20 22:06 9/2/18 17:21 golsun/deep-RL-trading Ceruleanacg/Personae active inactive 3.0 5 3/31/21 8:00
64 Personae Pair Trading RL https://github.com/Ceruleanacg/Personae https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading 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 Using deep actor-critic model to learn best strategies in pair trading. Deep Learning And Reinforcement Learning 4/11/21 20:20 3/27/21 2:19 1144.0 241 330.0 113 2.0 1 3/10/18 11:22 5/18/17 16:47 9/2/18 17:21 5/18/17 16:56 Ceruleanacg/Personae shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading inactive 5.0 3 3/31/21 8:00
65 Pair Trading RL AI Trading https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md Using deep actor-critic model to learn best strategies in pair trading. AI to predict stock market movements. Deep Learning And Reinforcement Learning 3/27/21 2:19 4/12/21 15:42 241.0 2876 113.0 1384 1.0 1 5/18/17 16:47 1/9/19 8:02 5/18/17 16:56 2/11/19 16:32 shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading borisbanushev/stockpredictionai inactive 3.0 5
66 AI Trading FinRL-Library https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md https://github.com/AI4Finance-LLC/FinRL-Library AI to predict stock market movements. 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 15:42 4/12/21 12:45 2876.0 1857 1384.0 447 1.0 22 1/9/19 8:02 7/26/20 13:18 2/11/19 16:32 4/11/21 22:02 borisbanushev/stockpredictionai AI4Finance-LLC/FinRL-Library inactive active 5.0 5 3/31/21 8:00
67 FinRL-Library crypto-rl https://github.com/AI4Finance-LLC/FinRL-Library https://github.com/sadighian/crypto-rl 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 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 12:45 4/12/21 10:24 1857.0 347 447.0 111 22.0 1 7/26/20 13:18 6/21/18 1:06 4/11/21 22:02 11/5/20 11:08 AI4Finance-LLC/FinRL-Library sadighian/crypto-rl active 5.0 3 3/31/21 8:00
68 crypto-rl LTSM GRU https://github.com/sadighian/crypto-rl https://github.com/RajatHanda/Finance-Forecasting 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) Stock Market Forecasting using LSTM\GRU. Deep Learning And Reinforcement Learning 4/12/21 10:24 3/29/21 23:59 347.0 11 111.0 6 1.0 1 6/21/18 1:06 5/13/18 2:39 11/5/20 11:08 2/25/19 0:26 sadighian/crypto-rl RajatHanda/Finance-Forecasting active inactive 3.0 3 3/31/21 8:00
69 LTSM GRU DeepLearningInFinance https://github.com/RajatHanda/Finance-Forecasting https://github.com/sonaam1234/DeepLearningInFinance Stock Market Forecasting using LSTM\GRU. 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 3/29/21 23:59 3/8/21 13:09 11.0 266 6.0 145 1.0 1 5/13/18 2:39 8/21/17 16:00 2/25/19 0:26 8/21/17 17:23 RajatHanda/Finance-Forecasting sonaam1234/DeepLearningInFinance inactive 3.0 3 3/31/21 8:00
70 DeepLearningInFinance QLearning_Trading https://github.com/sonaam1234/DeepLearningInFinance https://github.com/ucaiado/QLearning_Trading Based on a [talk](https://towardsdatascience.com/deep-learning-in-finance-9e088cb17c03) Sonam Srivastava gave and there are two studies: 1. single timeseries return prediction using ARIMA/VAR/SVR/Deep Regression/CNN/LSTM 2. indexed portfolio construction using autoencoders i.e. replicate a index using handful of stocks. NEW Deep Learning And Reinforcement Learning 3/8/21 13:09 4/6/21 22:09 266.0 433 145.0 168 1.0 1 8/21/17 16:00 8/10/16 6:02 8/21/17 17:23 10/15/16 2:36 sonaam1234/DeepLearningInFinance ucaiado/QLearning_Trading inactive 3.0 3/31/21 8:00 39:11.1
71 QLearning_Trading DQN-DDPG_Stock_Trading https://github.com/ucaiado/QLearning_Trading https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading NEW merged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQN Deep Learning And Reinforcement Learning 4/6/21 22:09 4/7/21 12:42 433.0 136 168.0 49 1.0 4 8/10/16 6:02 9/19/18 3:17 10/15/16 2:36 11/26/20 16:58 ucaiado/QLearning_Trading AI4Finance-LLC/DQN-DDPG_Stock_Trading inactive active 3 39:11.1 3/31/21 8:00
72 DQN-DDPG_Stock_Trading RL Trading https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW merged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQN A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab. Deep Learning And Reinforcement Learning 4/7/21 12:42 136.0 49.0 4.0 9/19/18 3:17 11/26/20 16:58 AI4Finance-LLC/DQN-DDPG_Stock_Trading active 3.0 4 3/31/21 8:00
73 RL Trading a3c_trading https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW https://github.com/evgps/a3c_trading A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab. 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 4.0 39:11.1
74 a3c_trading BitcoinForecast https://github.com/evgps/a3c_trading https://github.com/PiSimo/BitcoinForecast NEW 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 4/10/21 12:49 4/6/21 2:06 311.0 289 98.0 128 1.0 3 6/4/18 15:30 3/10/17 10:52 5/23/20 14:47 6/11/18 8:07 evgps/a3c_trading PiSimo/BitcoinForecast active inactive 3 39:11.1 3/31/21 8:00
75 BitcoinForecast pairstrade-fyp-2019 https://github.com/PiSimo/BitcoinForecast https://github.com/wywongbd/pairstrade-fyp-2019 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 NEW Deep Learning And Reinforcement Learning 4/6/21 2:06 4/4/21 23:47 289.0 110 128.0 41 3.0 2 3/10/17 10:52 9/7/18 7:51 6/11/18 8:07 5/13/20 5:06 PiSimo/BitcoinForecast wywongbd/pairstrade-fyp-2019 inactive active 3.0 3/31/21 8:00 39:11.1
76 pairstrade-fyp-2019 rl_trading https://github.com/wywongbd/pairstrade-fyp-2019 https://github.com/ucaiado/rl_trading NEW Deep Learning And Reinforcement Learning 4/4/21 23:47 4/8/21 15:34 110.0 207 41.0 89 2.0 1 9/7/18 7:51 5/29/17 22:19 5/13/20 5:06 8/29/17 14:54 wywongbd/pairstrade-fyp-2019 ucaiado/rl_trading active inactive 39:11.1
77 rl_trading awesome-deep-trading https://github.com/ucaiado/rl_trading https://github.com/cbailes/awesome-deep-trading NEW 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 4/8/21 15:34 4/11/21 9:02 207.0 551 89.0 140 1.0 1 5/29/17 22:19 11/26/18 3:23 8/29/17 14:54 1/1/21 9:41 ucaiado/rl_trading cbailes/awesome-deep-trading inactive active 4 39:11.1 3/31/21 8:00
78 awesome-deep-trading Machine-Learning-and-Reinforcement-Learning-in-Finance https://github.com/cbailes/awesome-deep-trading https://github.com/joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance 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 NEW Deep Learning And Reinforcement Learning 4/11/21 9:02 3/30/21 9:11 551.0 175 140.0 98 1.0 1 11/26/18 3:23 6/26/18 4:30 1/1/21 9:41 9/23/18 16:50 cbailes/awesome-deep-trading joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance active inactive 4.0 3/31/21 8:00 39:11.1
79 Machine-Learning-and-Reinforcement-Learning-in-Finance maro https://github.com/joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance https://github.com/microsoft/maro NEW Deep Learning And Reinforcement Learning 3/30/21 9:11 4/12/21 2:22 175.0 386 98.0 66 1.0 17 6/26/18 4:30 12/27/19 6:48 9/23/18 16:50 4/7/21 15:49 joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance microsoft/maro inactive active 39:11.1
80 maro TradingGym https://github.com/microsoft/maro https://github.com/cove9988/TradingGym NEW Deep Learning And Reinforcement Learning 4/12/21 2:22 3/28/21 5:37 386.0 112 66.0 39 17.0 3 12/27/19 6:48 11/6/17 0:50 4/7/21 15:49 11/15/17 23:55 microsoft/maro cove9988/TradingGym active inactive 39:11.1
81 TradingGym RLQuant https://github.com/cove9988/TradingGym https://github.com/yuriak/RLQuant NEW Deep Learning And Reinforcement Learning 3/28/21 5:37 4/9/21 5:01 112.0 277 39.0 92 3.0 1 11/6/17 0:50 4/5/18 5:42 11/15/17 23:55 8/13/18 4:18 cove9988/TradingGym yuriak/RLQuant inactive 39:11.1
82 RLQuant Trading-Gym https://github.com/yuriak/RLQuant https://github.com/thedimlebowski/Trading-Gym NEW Deep Learning And Reinforcement Learning 4/9/21 5:01 4/10/21 8:00 277.0 507 92.0 147 1.0 3 4/5/18 5:42 6/13/17 13:14 8/13/18 4:18 7/10/17 8:09 yuriak/RLQuant thedimlebowski/Trading-Gym inactive 39:11.1
83 Trading-Gym FinRL https://github.com/thedimlebowski/Trading-Gym https://github.com/AI4Finance-LLC/FinRL NEW Deep Learning And Reinforcement Learning 4/10/21 8:00 4/13/21 14:37 507.0 1865 147.0 451 3.0 22 6/13/17 13:14 7/26/20 13:18 7/10/17 8:09 4/11/21 22:02 thedimlebowski/Trading-Gym AI4Finance-LLC/FinRL inactive active 39:11.1 13:03.7
84 FinRL RL II https://github.com/AI4Finance-LLC/FinRL https://github.com/deependersingla/deep_trader NEW reinforcement learning on stock market and agent tries to learn trading. Deep Learning And Reinforcement Learning 4/13/21 14:37 4/11/21 20:21 1865.0 1340 451.0 489 22.0 3 7/26/20 13:18 6/11/16 7:27 4/11/21 22:02 1/22/18 14:35 AI4Finance-LLC/FinRL deependersingla/deep_trader active inactive 3 13:03.7
85 RL II gym-trading https://github.com/deependersingla/deep_trader https://github.com/hackthemarket/gym-trading reinforcement learning on stock market and agent tries to learn trading. NEW Deep Learning And Reinforcement Learning 4/11/21 20:21 4/12/21 9:06 1340.0 581 489.0 195 3.0 2 6/11/16 7:27 12/9/16 20:46 1/22/18 14:35 12/24/17 15:34 deependersingla/deep_trader hackthemarket/gym-trading inactive 3.0 39:11.1
86 gym-trading Pair-Trading-Reinforcement-Learning https://github.com/hackthemarket/gym-trading https://github.com/wai-i/Pair-Trading-Reinforcement-Learning NEW Deep Learning And Reinforcement Learning 4/12/21 9:06 4/10/21 4:53 581.0 136 195.0 56 2.0 1 12/9/16 20:46 6/9/19 22:50 12/24/17 15:34 1/3/20 15:36 hackthemarket/gym-trading wai-i/Pair-Trading-Reinforcement-Learning inactive active 39:11.1
87 Pair-Trading-Reinforcement-Learning RL III https://github.com/wai-i/Pair-Trading-Reinforcement-Learning https://github.com/samre12/deep-trading-agent NEW Github -Deep Reinforcement Learning based Trading Agent for Bitcoin. Deep Learning And Reinforcement Learning 4/10/21 4:53 4/3/21 20:48 136.0 576 56.0 203 1.0 1 6/9/19 22:50 9/21/17 17:05 1/3/20 15:36 4/13/18 16:33 wai-i/Pair-Trading-Reinforcement-Learning samre12/deep-trading-agent active inactive 3 39:11.1
88 RL III TradingGym https://github.com/samre12/deep-trading-agent https://github.com/Yvictor/TradingGym Github -Deep Reinforcement Learning based Trading Agent for Bitcoin. NEW Deep Learning And Reinforcement Learning 4/3/21 20:48 4/11/21 20:20 576.0 841 203.0 237 1.0 2 9/21/17 17:05 5/1/17 13:53 4/13/18 16:33 2/14/18 13:58 samre12/deep-trading-agent Yvictor/TradingGym inactive 3.0 39:11.1
89 TradingGym RL V https://github.com/Yvictor/TradingGym https://github.com/gstenger98/rl-finance NEW Building an Agent to Trade with Reinforcement Learning. Deep Learning And Reinforcement Learning 4/11/21 20:20 4/8/21 18:57 841.0 33 237.0 8 2.0 5 5/1/17 13:53 1/16/19 0:43 2/14/18 13:58 3/19/20 20:28 Yvictor/TradingGym gstenger98/rl-finance inactive active 2 39:11.1
90 RL V RL https://github.com/gstenger98/rl-finance https://github.com/kh-kim/stock_market_reinforcement_learning Building an Agent to Trade with Reinforcement Learning. OpenGym with Deep Q-learning and Policy Gradient. Deep Learning And Reinforcement Learning 4/8/21 18:57 4/11/21 12:27 33.0 715 8.0 298 5.0 1 1/16/19 0:43 10/4/16 14:42 3/19/20 20:28 12/23/16 7:34 gstenger98/rl-finance kh-kim/stock_market_reinforcement_learning active inactive 2.0 2
91 RL tensortrade https://github.com/kh-kim/stock_market_reinforcement_learning https://github.com/tensortrade-org/tensortrade OpenGym with Deep Q-learning and Policy Gradient. NEW Deep Learning And Reinforcement Learning 4/11/21 12:27 4/12/21 16:05 715.0 3101 298.0 715 1.0 39 10/4/16 14:42 7/30/19 21:28 12/23/16 7:34 3/24/21 16:25 kh-kim/stock_market_reinforcement_learning tensortrade-org/tensortrade inactive active 2.0 39:11.1
92 tensortrade Deep-Learning-Machine-Learning-Stock https://github.com/tensortrade-org/tensortrade https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock NEW 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 16:05 4/12/21 2:58 3101.0 275 715.0 99 39.0 1 7/30/19 21:28 9/29/18 23:38 3/24/21 16:25 3/18/21 3:16 tensortrade-org/tensortrade LastAncientOne/Deep-Learning-Machine-Learning-Stock active 3 39:11.1 3/31/21 8:00
93 Deep-Learning-Machine-Learning-Stock RL IV https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock https://github.com/jjakimoto/DQN 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 Reinforcement Learning for finance. Deep Learning And Reinforcement Learning 4/12/21 2:58 4/5/21 11:42 275.0 142 99.0 55 1.0 1 9/29/18 23:38 10/21/16 2:47 3/18/21 3:16 4/7/17 8:11 LastAncientOne/Deep-Learning-Machine-Learning-Stock jjakimoto/DQN active inactive 3.0 3/31/21 8:00
94 RL IV AlgorithmicTrading https://github.com/jjakimoto/DQN https://github.com/JerBouma/AlgorithmicTrading Reinforcement Learning for finance. NEW Deep Learning And Reinforcement Learning Derivatives and Hedging 4/5/21 11:42 4/9/21 18:12 142.0 168 55.0 54 1.0 1 10/21/16 2:47 3/14/19 9:33 4/7/17 8:11 2/3/21 22:29 jjakimoto/DQN JerBouma/AlgorithmicTrading inactive active 23:51.4
95 AlgorithmicTrading trade-frame https://github.com/JerBouma/AlgorithmicTrading https://github.com/rburkholder/trade-frame NEW Derivatives and Hedging 4/9/21 18:12 4/6/21 9:38 168.0 188 54.0 79 1.0 1 3/14/19 9:33 7/24/16 15:25 2/3/21 22:29 11/9/20 1:16 JerBouma/AlgorithmicTrading rburkholder/trade-frame active 23:51.4
96 trade-frame huobi_futures_Python https://github.com/rburkholder/trade-frame https://github.com/hbdmapi/huobi_futures_Python NEW Derivatives and Hedging 4/6/21 9:38 4/13/21 13:28 188.0 137 79.0 73 1.0 2 7/24/16 15:25 1/14/20 7:21 11/9/20 1:16 3/2/21 7:30 rburkholder/trade-frame hbdmapi/huobi_futures_Python active 23:51.4
97 huobi_futures_Python tda-api https://github.com/hbdmapi/huobi_futures_Python https://github.com/alexgolec/tda-api NEW Derivatives and Hedging 4/13/21 13:28 4/13/21 20:12 137.0 649 73.0 161 2.0 13 1/14/20 7:21 4/3/20 21:19 3/2/21 7:30 4/12/21 3:12 hbdmapi/huobi_futures_Python alexgolec/tda-api active 23:51.4
98 tda-api algotrader https://github.com/alexgolec/tda-api https://github.com/torreyleonard/algotrader NEW Derivatives and Hedging 4/13/21 20:12 4/11/21 10:12 649.0 477 161.0 102 13.0 12 4/3/20 21:19 4/10/18 2:31 4/12/21 3:12 8/27/20 8:16 alexgolec/tda-api torreyleonard/algotrader active 23:51.4
99 algotrader paperbroker https://github.com/torreyleonard/algotrader https://github.com/philipodonnell/paperbroker NEW Derivatives and Hedging 4/11/21 10:12 4/4/21 4:52 477.0 175 102.0 48 12.0 3 4/10/18 2:31 7/6/17 2:04 8/27/20 8:16 4/8/18 18:37 torreyleonard/algotrader philipodonnell/paperbroker active inactive 23:51.4
100 paperbroker optopsy https://github.com/philipodonnell/paperbroker https://github.com/michaelchu/optopsy NEW Derivatives and Hedging 4/4/21 4:52 4/11/21 6:03 175.0 393 48.0 90 3.0 3 7/6/17 2:04 9/17/17 1:49 4/8/18 18:37 12/7/20 17:00 philipodonnell/paperbroker michaelchu/optopsy inactive active 23:51.4
101 optopsy quant-trading https://github.com/michaelchu/optopsy https://github.com/je-suis-tm/quant-trading NEW Derivatives and Hedging 4/11/21 6:03 4/13/21 23:14 393.0 1771 90.0 474 3.0 2 9/17/17 1:49 4/3/18 14:08 12/7/20 17:00 4/13/21 18:37 michaelchu/optopsy je-suis-tm/quant-trading active 23:51.4
102 quant-trading trading-server https://github.com/je-suis-tm/quant-trading https://github.com/s-brez/trading-server NEW Derivatives and Hedging 4/13/21 23:14 4/13/21 9:46 1771.0 209 474.0 50 2.0 2 4/3/18 14:08 3/5/19 3:06 4/13/21 18:37 3/8/21 2:37 je-suis-tm/quant-trading s-brez/trading-server active 23:51.4
103 trading-server Options-Trading-Strategies-in-Python https://github.com/s-brez/trading-server https://github.com/PyPatel/Options-Trading-Strategies-in-Python NEW Derivatives and Hedging 4/13/21 9:46 4/10/21 12:28 209.0 317 50.0 134 2.0 1 3/5/19 3:06 8/30/17 6:00 3/8/21 2:37 8/21/19 15:47 s-brez/trading-server PyPatel/Options-Trading-Strategies-in-Python active 23:51.4
104 Options-Trading-Strategies-in-Python StockSharp https://github.com/PyPatel/Options-Trading-Strategies-in-Python https://github.com/StockSharp/StockSharp NEW Derivatives and Hedging 4/10/21 12:28 4/13/21 22:41 317.0 3924 134.0 1222 1.0 17 8/30/17 6:00 12/8/14 7:53 8/21/19 15:47 4/7/21 10:55 PyPatel/Options-Trading-Strategies-in-Python StockSharp/StockSharp active 23:51.4
105 StockSharp tf-quant-finance https://github.com/StockSharp/StockSharp https://github.com/google/tf-quant-finance NEW Derivatives and Hedging 4/13/21 22:41 4/13/21 22:49 3924.0 2569 1222.0 333 17.0 28 12/8/14 7:53 7/24/19 16:09 4/7/21 10:55 4/13/21 22:09 StockSharp/StockSharp google/tf-quant-finance active 23:51.4
106 tf-quant-finance tai https://github.com/google/tf-quant-finance https://github.com/fremantle-industries/tai NEW Derivatives and Hedging 4/13/21 22:49 4/12/21 22:45 2569.0 273 333.0 44 28.0 6 7/24/19 16:09 7/28/17 3:07 4/13/21 22:09 4/12/21 22:40 google/tf-quant-finance fremantle-industries/tai active 23:51.4
107 tai openAlgo https://github.com/fremantle-industries/tai https://github.com/mtompkins/openAlgo NEW Derivatives and Hedging 4/12/21 22:45 4/3/21 9:17 273.0 160 44.0 82 6.0 2 7/28/17 3:07 5/28/13 14:46 4/12/21 22:40 3/24/17 20:00 fremantle-industries/tai mtompkins/openAlgo active inactive 23:51.4
108 openAlgo Options_Data_Science https://github.com/mtompkins/openAlgo https://github.com/yugedata/Options_Data_Science NEW Derivatives and Hedging 4/3/21 9:17 4/10/21 22:31 160.0 238 82.0 39 2.0 1 5/28/13 14:46 12/9/20 4:51 3/24/17 20:00 4/5/21 3:55 mtompkins/openAlgo yugedata/Options_Data_Science inactive active 23:51.4
109 Options_Data_Science QLNet https://github.com/yugedata/Options_Data_Science https://github.com/amaggiulli/QLNet NEW Derivatives and Hedging 4/10/21 22:31 4/13/21 7:58 238.0 259 39.0 134 1.0 13 12/9/20 4:51 8/22/13 14:51 4/5/21 3:55 3/2/21 18:39 yugedata/Options_Data_Science amaggiulli/QLNet active 23:51.4
110 QLNet Black Scholes https://github.com/amaggiulli/QLNet https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb NEW Options pricing. Derivatives and Hedging 4/13/21 7:58 10/6/20 20:36 259.0 1 134.0 2 13.0 0 8/22/13 14:51 12/9/17 18:50 3/2/21 18:39 7/9/18 9:48 amaggiulli/QLNet irajwani/numerical_methods_python active inactive 23:51.4
111 Black Scholes fast_arrow https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb https://github.com/westonplatter/fast_arrow Options pricing. NEW Derivatives and Hedging 10/6/20 20:36 2/20/21 11:29 1.0 127 2.0 42 0.0 5 12/9/17 18:50 7/19/18 23:15 7/9/18 9:48 4/18/20 18:05 irajwani/numerical_methods_python westonplatter/fast_arrow inactive active 23:51.4
112 fast_arrow Strata https://github.com/westonplatter/fast_arrow https://github.com/OpenGamma/Strata NEW Derivatives and Hedging 2/20/21 11:29 4/12/21 6:32 127.0 607 42.0 217 5.0 39 7/19/18 23:15 6/16/14 11:45 4/18/20 18:05 4/12/21 6:32 westonplatter/fast_arrow OpenGamma/Strata active 23:51.4
113 Strata MarketAnalysis https://github.com/OpenGamma/Strata https://github.com/Poseyy/MarketAnalysis NEW Derivatives and Hedging 4/12/21 6:32 4/12/21 21:59 607.0 170 217.0 77 39.0 1 6/16/14 11:45 3/28/19 19:46 4/12/21 6:32 8/6/20 5:15 OpenGamma/Strata Poseyy/MarketAnalysis active 23:51.4
114 MarketAnalysis Volatility and Variance Derivatives https://github.com/Poseyy/MarketAnalysis https://github.com/yhilpisch/lvvd/tree/master/lvvd NEW Volatility derivatives analytics. Derivatives and Hedging 4/12/21 21:59 4/7/21 19:21 170.0 79 77.0 78 1.0 1 3/28/19 19:46 10/21/16 4:12 8/6/20 5:15 2/22/21 13:32 Poseyy/MarketAnalysis yhilpisch/lvvd active 23:51.4
115 Volatility and Variance Derivatives Computational Derivatives https://github.com/yhilpisch/lvvd/tree/master/lvvd https://github.com/chenbowen184/Computational_Finance Volatility derivatives analytics. Projects focusing on investigating simulations and computational techniques applied in finance. Derivatives and Hedging 4/7/21 19:21 1/12/21 12:22 79.0 17 78.0 12 1.0 1 10/21/16 4:12 1/29/18 5:01 2/22/21 13:32 8/2/18 5:56 yhilpisch/lvvd chen-bowen/Computational_Finance active inactive
116 Computational Derivatives gs-quant https://github.com/chenbowen184/Computational_Finance https://github.com/goldmansachs/gs-quant Projects focusing on investigating simulations and computational techniques applied in finance. NEW Derivatives and Hedging 1/12/21 12:22 4/12/21 16:44 17.0 584 12.0 170 1.0 12 1/29/18 5:01 12/14/18 21:10 8/2/18 5:56 3/25/21 15:33 chen-bowen/Computational_Finance goldmansachs/gs-quant inactive active 23:51.4
117 gs-quant Derivatives Python https://github.com/goldmansachs/gs-quant https://github.com/yhilpisch/dawp/tree/master/python36 NEW Derivative analytics with Python. Derivatives and Hedging 4/12/21 16:44 4/12/21 14:39 584.0 388 170.0 299 12.0 1 12/14/18 21:10 7/9/15 12:27 3/25/21 15:33 2/22/21 13:29 goldmansachs/gs-quant yhilpisch/dawp active 23:51.4
118 Derivatives Python Hull White https://github.com/yhilpisch/dawp/tree/master/python36 https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb Derivative analytics with Python. Callable Bond, Hull White. Derivatives and Hedging 4/12/21 14:39 10/6/20 20:37 388.0 4 299.0 6 1.0 1 7/9/15 12:27 6/6/18 22:06 2/22/21 13:29 6/6/18 22:27 yhilpisch/dawp rstreppa/valuation-callables-HullWhite active inactive
119 Hull White Options https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D Callable Bond, Hull White. Introduction to options. Derivatives and Hedging 10/6/20 20:37 4/9/21 21:17 4.0 335 6.0 163 1.0 36 6/6/18 22:06 7/28/17 15:48 6/6/18 22:27 3/17/21 17:17 rstreppa/valuation-callables-HullWhite QuantConnect/Tutorials inactive active
120 Options Derivative Markets https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D https://github.com/broughtj/Fin6470/tree/master/Notebooks Introduction to options. The economics of futures, futures, options, and swaps. Derivatives and Hedging 4/9/21 21:17 4/6/21 20:49 335.0 8 163.0 8 36.0 1 7/28/17 15:48 2/9/16 5:30 3/17/21 17:17 4/6/21 20:49 QuantConnect/Tutorials broughtj/Fin6470 active
121 Derivative Markets robin_stocks https://github.com/broughtj/Fin6470/tree/master/Notebooks https://github.com/jmfernandes/robin_stocks The economics of futures, futures, options, and swaps. NEW Derivatives and Hedging 4/6/21 20:49 4/13/21 23:48 8.0 1012 8.0 261 1.0 34 2/9/16 5:30 2/23/18 0:49 4/6/21 20:49 2/27/21 17:48 broughtj/Fin6470 jmfernandes/robin_stocks active 23:51.4
robin_stocks https://github.com/jmfernandes/robin_stocks NEW Derivatives and Hedging 4/13/21 23:48 1012.0 261.0 34.0 2/23/18 0:49 2/27/21 17:48 jmfernandes/robin_stocks active 23:51.4
122 Options https://github.com/PHBS/2018.M1.ASP/tree/master/py Black Scholes and Copula. Derivatives and Hedging PHBS/2018.M1.ASP
123 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 1.0 1 3.0 3 1.0 1 5/18/18 18:08 9/21/18 19:59 rstreppa/valuation-convertibles-Goldman1994 inactive
124 Reinforcement Learning https://github.com/FinTechies/HedgingRL Hedging portfolios with reinforcement learning. Derivatives and Hedging 1/20/21 8:12 16.0 16 9.0 9 1.0 1 4/21/17 10:58 8/2/17 21:41 FinTechies/HedgingRL inactive
125 Delta Hedging https://github.com/RobinsonGarcia/delta-hedging Advanced derivatives. Derivatives and Hedging 2/27/21 8:48 3.0 3 2.0 2 1.0 1 3/2/18 23:53 7/17/18 23:32 RobinsonGarcia/delta-hedging inactive
126 akshare https://github.com/jindaxiang/akshare NEW Derivatives and Hedging 4/13/21 16:44 3374.0 3374 681.0 681 11.0 11 10/1/19 7:34 4/13/21 11:18 jindaxiang/akshare active 23:51.4
127 FinanceDatabase https://github.com/JerBouma/FinanceDatabase NEW Derivatives and Hedging 4/13/21 2:33 595.0 595 68.0 68 1.0 1 1/28/21 18:36 4/8/21 11:10 JerBouma/FinanceDatabase active 23:51.4
128 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 1.0 1 2.0 2 1.0 1 4/29/16 3:51 1/16/18 1:24 wanglouis49/risk_estimation inactive
129 FinancePy https://github.com/domokane/FinancePy NEW Derivatives and Hedging 4/10/21 22:50 441.0 441 73.0 73 6.0 6 10/27/19 15:04 3/11/21 21:40 domokane/FinancePy active 23:51.4
130 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 2.0 2 3.0 3 1.0 1 5/22/18 18:27 5/22/18 18:30 rstreppa/valuation-OptionStrategies inactive
131 wallstreet https://github.com/mcdallas/wallstreet NEW Derivatives and Hedging 4/13/21 22:00 570.0 570 125.0 125 2.0 2 1/20/16 22:03 8/9/19 23:14 mcdallas/wallstreet active 23:51.4
132 Financial Economics https://github.com/rsvp/fecon235/tree/master/nb Financial Economics Models. Extended Research 4/10/21 17:02 713.0 713 275.0 275 2.0 2 11/9/14 4:49 12/3/18 16:30 rsvp/fecon235 inactive
133 Behavioural Economics https://github.com/pcmichaud/notebooks Behavioural Economics and Finance Python Notebooks. Extended Research 2/3/21 7:22 9.0 9 4.0 4 1.0 1 12/20/18 0:21 3/26/19 11:51 pcmichaud/notebooks inactive
134 Economic Foundations https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations Basic economic models. Extended Research 10/6/20 21:01 2.0 2 3.0 3 1.0 1 5/25/17 2:27 6/30/17 3:53 SeanMcOwen/FinanceAndPython.com-EconomicFoundations inactive
135 Corporate Finance https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance Basic corporate finance. Extended Research 1/16/21 19:01 9.0 9 4.0 4 1.0 1 9/9/17 3:35 9/9/17 23:04 SeanMcOwen/FinanceAndPython.com-CorporateFinance inactive
136 Life-cycle https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb Company life cycle. Extended Research 12/21/20 14:42 3.0 3 3.0 3 1.0 1 1/19/19 18:16 2/18/19 16:57 atulram/Finance-and-Stocks inactive
137 Commodity https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb Commodity influence over Brazilian stocks. Extended Research felipessalvatore/fin2vec
138 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 1.0 1 3.0 3 1.0 1 1/24/19 13:37 2/13/19 16:48 sarachmax/MarketCrashes_Prediction inactive
139 M&A https://github.com/atulram/Finance-and-Stocks Mergers and Acquisitions. Extended Research 12/21/20 14:42 3.0 3 3.0 3 1.0 1 1/19/19 18:16 2/18/19 16:57 atulram/Finance-and-Stocks inactive
140 Mathematical Finance https://github.com/Auquan/Tutorials Notebooks for math and financial tutorials. Extended Research 4/8/21 19:37 664.0 664 425.0 425 9.0 9 1/21/17 11:24 8/1/20 17:03 Auquan/Tutorials active
141 Computational Finance https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance Applied Computational Economics and Finance. Extended Research 3/7/21 17:47 12.0 12 13.0 13 1.0 1 8/27/17 3:46 8/26/17 4:26 lnsongxf/Applied_Computational_Economics_and_Finance inactive
142 High Frequency https://github.com/cswaney/prickle A Python toolkit for high-frequency trade research. Extended Research 3/22/21 2:19 24.0 24 17.0 17 2.0 2 7/6/16 20:32 6/9/18 10:53 cswaney/prickle inactive
143 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 17.0 17 7.0 7 3.0 3 8/2/18 2:48 3/16/19 18:39 evijit/Finance_Graph_Theory inactive
144 Liquidity and Momentum https://github.com/mrefermat/quant_finance Various factors and portfolio constructions. Extended Research 3/30/21 0:09 31.0 31 15.0 15 1.0 1 8/11/18 22:59 11/12/19 4:49 mrefermat/quant_finance active
145 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 8.0 8 9.0 9 1.0 1 10/11/18 20:32 12/24/18 23:27 chen-bowen/Research_Documents_Curation_with_NLP inactive
146 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
147 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 10.0 10 3.0 3 1.0 1 1/22/19 10:59 3/12/19 18:35 ryanholbrook/critical-transitions inactive
148 Simulation https://github.com/chenbowen184/Computational_Finance Investigating simulations as part of computational finance. Extended Research 1/12/21 12:22 17.0 17 12.0 12 1.0 1 1/29/18 5:01 8/2/18 5:56 chen-bowen/Computational_Finance inactive
149 HFT https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy High frequency trading. Extended Research 4/11/21 23:36 748.0 748 333.0 333 1.0 1 7/21/16 5:14 2/14/17 16:47 rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy inactive
150 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 3.0 3 1.0 1 1.0 1 3/12/19 21:11 3/12/19 22:09 shanemulqueen/python-finance-pca inactive
151 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 8.0 8 9.0 9 1.0 1 1/29/18 5:14 7/19/18 6:25 chen-bowen/Data_Science_in_Applied_Corporate_Finance inactive
152 Bayesian Finance https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb Notebook PyMC3 implementation. Extended Research 4/10/21 19:50 233.0 233 55.0 55 1.0 1 8/28/18 14:45 8/6/20 22:03 marketneutral/alphatools active
153 Deep Portfolio https://github.com/DLColumbia/DL_forFinance Deep learning for finance Predict volume of bonds. Extended Research 1/12/21 11:48 27.0 27 19.0 19 2.0 2 5/8/18 19:34 5/9/18 15:39 DLColumbia/DL_forFinance inactive
154 Backtests https://github.com/AlgoTraders/stock-analysis-engine Trading data and algorithms. Extended Research 4/12/21 2:28 620.0 620 165.0 165 3.0 3 9/16/18 20:00 9/5/20 13:01 AlgoTraders/stock-analysis-engine active
155 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 25.0 25 6.0 6 0.0 0 1/4/19 12:30 2/18/19 9:55 AlexIoannides/pymc-stochastic-process inactive
156 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 17:03 140.0 140 62.0 62 2.0 2 9/12/17 13:35 8/6/20 12:35 PyDataBlog/Python-for-Data-Science active
157 AlphaTrading https://github.com/jerryxyx/AlphaTrading NEW Factor and Risk Analysis 4/10/21 6:34 149.0 149 74.0 74 1.0 1 5/18/18 22:09 8/7/18 18:05 jerryxyx/AlphaTrading inactive 37:06.3
158 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 41.0 41 28.0 28 1.0 1 8/6/18 16:09 11/22/20 19:02 hamaadshah/market_risk_gan_tensorflow active
159 Pyfolio https://github.com/quantopian/pyfolio Portfolio and risk analytics in Python. Factor and Risk Analysis 4/12/21 11:55 3673.0 3673 1157.0 1157 42.0 42 6/1/15 15:31 2/28/20 17:30 quantopian/pyfolio active
160 simulate https://github.com/leolle/simulate NEW Factor and Risk Analysis 3/23/21 13:34 11.0 11 2.0 2 1.0 1 6/4/17 15:18 11/11/18 14:03 leolle/simulate inactive 23:57.7
161 TradeFinexLive https://github.com/XinFinOrg/TradeFinexLive NEW Factor and Risk Analysis 3/18/21 9:48 5.0 5 11.0 11 8.0 8 3/21/18 10:05 3/18/21 9:48 XinFinOrg/TradeFinexLive active 23:57.7
162 Machine_learning_In_Finance https://github.com/chaudharigauravi/Machine_learning_In_Finance NEW Factor and Risk Analysis 11/27/20 19:23 8.0 8 2.0 2 1.0 1 8/3/19 4:04 8/3/19 4:05 chaudharigauravi/Machine_learning_In_Finance active 23:57.7
163 -L- https://github.com/jettbrains/-L- NEW Factor and Risk Analysis 3/15/21 3:05 6.0 6 16.0 16 1.0 1 10/28/19 21:50 10/28/19 21:51 jettbrains/-L- active 23:57.7
164 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 31.0 31 18.0 18 1.0 1 5/10/16 11:03 5/17/16 3:44 RJT1990/Active-Portfolio-Management-Notes inactive
165 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 8.0 8 5.0 5 1.0 1 4/10/18 5:15 4/10/18 5:28 Ashishsinha10/stock-market-analysis-using-python-numpy-pandas inactive 23:57.7
166 Statistical Finance https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments Various financial experiments. Factor and Risk Analysis 3/30/21 0:09 21.0 21 16.0 16 1.0 1 10/4/15 9:10 3/28/20 18:33 mrefermat/FinancePhD active
167 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 3.0 3 4.0 4 1.0 1 3/13/18 7:39 3/13/18 7:42 garvit-kudesia91/factor_analysis inactive
168 Performance Analysis https://github.com/quantopian/alphalens Performance analysis of predictive (alpha) stock factors. Factor and Risk Analysis 4/10/21 12:58 1847.0 1847 700.0 700 17.0 17 6/3/16 21:49 4/27/20 18:40 quantopian/alphalens active
169 Stock-Prediction https://github.com/Ronak-59/Stock-Prediction NEW Factor and Risk Analysis 3/26/21 8:37 129.0 129 64.0 64 2.0 2 3/18/18 4:54 2/28/20 11:43 Ronak-59/Stock-Prediction active 37:06.3
170 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 31.0 31 18.0 18 1.0 1 5/10/16 11:03 5/17/16 3:44 RJT1990/Active-Portfolio-Management-Notes inactive
171 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 10.0 10 9.0 9 1.0 1 11/15/16 19:24 1/14/17 21:19 willb/var-notebook inactive
172 Factor Analysis https://github.com/alpha-miner/alpha-mind/tree/master/notebooks Factor strategy notebooks. Factor and Risk Analysis 4/8/21 19:02 172.0 172 60.0 60 3.0 3 5/1/17 7:36 4/7/21 15:25 alpha-miner/alpha-mind active
173 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 18.0 18 10.0 10 1.0 1 6/26/18 20:36 10/22/19 21:56 ssanderson/convex-optimization-for-finance active
174 Quant Finance https://github.com/mrefermat/quant_finance General quant repository. Factor and Risk Analysis 3/30/21 0:09 31.0 31 15.0 15 1.0 1 8/11/18 22:59 11/12/19 4:49 mrefermat/quant_finance active
175 Python for Finance https://github.com/yhilpisch/py4fi/tree/master/jupyter36 Various financial notebooks. Factor and Risk Analysis 4/9/21 8:12 1298.0 1298 794.0 794 1.0 1 12/15/14 11:23 7/10/18 6:38 yhilpisch/py4fi inactive
176 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 4.0 4 5.0 5 1.0 1 8/7/17 14:44 8/8/17 22:52 Jorgencr/Alternative-and-Responsible-Investments inactive
177 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 7.0 7 5.0 5 1.0 1 9/27/17 19:57 9/27/17 20:00 ishank011/gs-quantify-bond-prediction inactive
178 rating_history https://github.com/govwiki/rating_history NEW Fixed Income 1/23/21 6:27 26.0 26 13.0 13 1.0 1 11/23/17 22:52 12/3/17 20:42 govwiki/rating_history inactive 24:33.4
179 MagentoExtensions https://github.com/5mehulhelp5/MagentoExtensions NEW Fixed Income 2/12/21 8:45 106.0 106 110.0 110 2.0 2 7/3/14 5:45 11/24/17 16:15 5mehulhelp5/MagentoExtensions inactive 24:33.4
180 Binomial Tree https://github.com/hy-lei/math-finance-exercise Utility functions in fixed income securities. Fixed Income 10/6/20 20:55 1.0 1 2.0 2 1.0 1 2/2/19 8:44 5/3/19 17:16 hy-lei/math-finance-toolbox active
181 woe https://github.com/boredbird/woe NEW Fixed Income 4/12/21 10:43 224.0 224 96.0 96 1.0 1 9/11/17 7:15 3/1/18 10:45 boredbird/woe inactive 24:33.4
182 market-data https://github.com/kriasoft/market-data NEW Fixed Income 6/22/20 10:58 25.0 25 20.0 20 1.0 1 12/7/12 13:42 12/15/12 12:10 kriasoft/market-data inactive 24:33.4
183 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 3.0 3 3.0 3 1.0 1 7/18/18 19:26 7/18/18 19:34 RobinsonGarcia/fixed-income inactive
184 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 9:17 234.0 234 94.0 94 1.0 1 1/17/17 12:44 1/17/17 12:48 AdeelMufti/CryptoBot inactive 2.0 2 39:24.6
185 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 15:28 282.0 282 117.0 117 1.0 1 6/29/18 21:21 2/18/19 12:34 jjakimoto/finance_ml inactive 1.0 1 39:24.6
186 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 10:47 175.0 175 64.0 64 9.0 9 12/29/19 5:18 4/11/21 19:17 DaveSkender/Stock.Indicators active 3.0 3 39:24.6
187 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 6:02 172.0 172 94.0 94 5.0 5 12/6/18 11:35 1/18/21 6:40 PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python active 3.0 3 39:24.6
188 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 12:59 104.0 104 56.0 56 0.0 0 1/6/20 0:21 3/31/20 13:02 saeed349/Microservices-Based-Algorithmic-Trading-System active 5.0 5 39:24.6
189 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 7:43 941.0 941 162.0 162 8.0 8 8/29/18 2:07 11/27/20 9:43 georgezouq/awesome-ai-in-finance active 3.0 3 39:24.6
190 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 3:23 173.0 173 91.0 91 1.0 1 3/26/15 2:22 3/26/15 2:33 PythonProgramming/Pattern-Recognition-for-Forex-Trading inactive 1.0 1 39:24.6
191 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 1005.0 1005 319.0 319 3.0 3 11/5/18 21:09 10/8/20 16:48 grananqvist/Awesome-Quant-Machine-Learning-Trading active 5.0 5 39:24.6
192 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 0:49 460.0 460 54.0 54 1.0 1 3/11/16 19:13 12/21/20 3:54 melling/MathAndScienceNotes active 3.0 3 39:24.6
193 Mixture Models II https://github.com/BlackArbsCEO/mixture_model_trading_public Mixture models and stock trading. Other Models 3/12/21 13:21 166.0 166 73.0 73 1.0 1 12/11/17 17:05 5/13/20 23:50 BlackArbsCEO/mixture_model_trading_public active 3.0 3
194 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 1165.0 1165 102.0 102 8.0 8 8/20/18 3:13 5/23/19 14:40 kkyon/botflow inactive 2.0 2 39:24.6
195 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 16:54 180.0 180 122.0 122 4.0 4 3/15/18 6:28 1/14/21 15:58 PacktPublishing/Machine-Learning-for-Finance active 3.0 3 39:24.6
196 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 1189.0 1189 221.0 221 6.0 6 8/30/20 7:56 9/21/20 4:32 tradytics/surpriver active 3.0 3 39:24.6
197 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 15:41 600.0 600 386.0 386 2.0 2 5/7/19 11:04 1/19/21 7:51 PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading active 5.0 5 39:24.6
198 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 2295.0 2295 709.0 709 3.0 3 2/13/19 16:57 4/12/21 10:50 hudson-and-thames/mlfinlab active 3.0 3 39:24.6
199 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 2166.0 2166 678.0 678 1.0 1 9/12/16 18:38 8/29/18 20:27 anfederico/clairvoyant inactive 3.0 3
200 Trend Following http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html A futures trend following portfolio investment strategy. Other Models
201 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 14:46 340.0 340 186.0 186 1.0 1 10/10/19 9:44 10/12/19 11:38 yacoubb/stock-trading-ml active 3.0 3 39:24.6
202 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 10:00 931.0 931 347.0 347 2.0 2 2/12/17 4:50 2/4/21 3:48 robertmartin8/MachineLearningStocks inactive 3.0 3
203 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 9:44 220.0 220 44.0 44 2.0 2 6/18/17 19:57 3/14/21 22:22 miro-ka/mosquito active 3.0 3 39:24.6
204 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 20:01 279.0 279 126.0 126 4.0 4 11/15/19 8:51 1/21/21 7:56 PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original active 4.0 4 39:24.6
205 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 31.0 31 31.0 31 1.0 1 3/20/17 18:54 4/25/17 23:35 BlackArbsCEO/Mixture_Models inactive 2.0 2
206 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 8:30 250.0 250 104.0 104 3.0 3 9/27/19 16:13 6/13/20 21:20 mfrdixon/ML_Finance_Codes active 3.0 3 39:24.6
207 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 11:31 261.0 261 101.0 101 1.0 1 8/30/17 6:14 10/29/19 8:14 PyPatel/Machine-Learning-and-AI-in-Trading inactive 2.0 2 39:24.6
208 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 16:27 101.0 101 31.0 31 2.0 2 9/3/17 17:43 9/12/18 18:58 amicks/Speculator inactive 3.0 3 39:24.6
209 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 23:36 383.0 383 127.0 127 1.0 1 7/22/18 8:14 2/17/21 14:39 Hvass-Labs/FinanceOps active 3.0 3
210 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 3:29 116.0 116 66.0 66 2.0 2 5/10/20 0:25 1/23/21 17:15 tatsath/fin-ml active 4.0 4 39:24.6
211 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 20:02 576.0 576 130.0 130 3.0 3 2/14/16 0:47 2/8/21 21:35 ScottfreeLLC/AlphaPy active 4.0 4 39:24.6
212 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 20:11 205.0 205 119.0 119 1.0 1 7/11/17 9:09 2/21/18 5:36 anthonyng2/Machine-Learning-For-Finance inactive 2.0 2 39:24.6
213 Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies https://jfds.pm-research.com/content/2/1/10 Personal Papers
214 Machine Learning in Asset Management https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952 Personal Papers
215 Financial Event Prediction using Machine Learning https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555 Personal Papers
216 Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization https://jfds.pm-research.com/content/2/2/17 Personal Papers
217 Deep Portfolio Theory https://github.com/tcloaa/Deep-Portfolio-Theory Autoencoder framework for portfolio selection. Portfolio Selection and Optimisation 4/6/21 11:47 105.0 105 57.0 57 1.0 1 2/10/17 9:03 3/8/18 16:47 tcloaa/Deep-Portfolio-Theory inactive
218 Reinforcement Learning https://github.com/filangel/qtrader Reinforcement Learning for Portfolio Management. Portfolio Selection and Optimisation 3/29/21 3:47 364.0 364 150.0 150 1.0 1 10/7/17 9:14 6/26/18 9:22 filangelos/qtrader inactive
219 Riskfolio-Lib https://github.com/dcajasn/Riskfolio-Lib NEW Portfolio Selection and Optimisation 4/12/21 12:25 371.0 371 62.0 62 1.0 1 3/2/20 19:49 4/1/21 3:50 dcajasn/Riskfolio-Lib active 37:19.5
220 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
221 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 0:01 104.0 104 57.0 57 1.0 1 2/17/18 8:19 2/27/18 13:16 tthustla/efficient_frontier inactive
222 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 1895.0 1895 479.0 479 16.0 16 5/29/18 13:30 2/25/21 13:01 robertmartin8/PyPortfolioOpt active
223 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 7.0 7 4.0 4 1.0 1 7/26/16 16:20 12/30/16 11:40 charlessutton/OLMAR inactive
224 DeepDow https://github.com/jankrepl/deepdow Portfolio optimization with deep learning. Portfolio Selection and Optimisation 4/7/21 6:57 311.0 311 58.0 58 2.0 2 2/2/20 8:46 2/16/21 18:50 jankrepl/deepdow active
225 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 13:10 232.0 232 82.0 82 3.0 3 11/16/18 12:20 7/4/19 1:41 VivekPa/OptimalPortfolio active
226 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 14.0 14 5.0 5 1.0 1 8/1/18 19:48 9/5/19 11:18 otosman/Python-for-Finance active
227 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
228 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 1281.0 1281 629.0 629 6.0 6 11/12/17 16:08 5/9/19 9:50 ZhengyaoJiang/PGPortfolio active
229 riskparity.py https://github.com/dppalomar/riskparity.py NEW Portfolio Selection and Optimisation 4/11/21 9:40 124.0 124 31.0 31 2.0 2 7/13/19 21:30 1/30/21 1:53 dppalomar/riskparity.py active 37:19.5
230 node-finance https://github.com/albertosantini/node-finance NEW Portfolio Selection and Optimisation 4/5/21 8:01 101.0 101 26.0 26 3.0 3 9/17/11 17:49 4/5/21 8:01 albertosantini/node-finance active 37:19.5
231 awesome-financial-nlp https://github.com/icoxfog417/awesome-financial-nlp NEW Textual 2021-04-12 06:35:02 4/12/21 6:35 226.0 226 36.0 36 2.0 2 2019-10-03 03:53:20 10/3/19 3:53 2020-02-01 08:28:16 2/1/20 8:28 icoxfog417/awesome-financial-nlp active 2021-04-16 01:24:28.485064 24:28.5
232 FinBERT https://github.com/psnonis/FinBERT NEW Textual 2021-04-14 20:54:56 4/14/21 20:54 140.0 140 46.0 46 3.0 3 2019-07-09 16:34:27 7/9/19 16:34 2020-05-19 02:02:20 5/19/20 2:02 psnonis/FinBERT active 2021-04-16 01:24:28.485064 24:28.5
233 FinNLP-Progress https://github.com/YangLinyi/FinNLP-Progress NEW Textual 2021-04-13 00:10:49 4/13/21 0:10 164.0 164 17.0 17 5.0 5 2020-05-21 09:59:56 5/21/20 9:59 2021-03-23 08:14:07 3/23/21 8:14 YangLinyi/FinNLP-Progress active 2021-04-16 01:24:28.485064 24:28.5
234 financial-news-dataset https://github.com/philipperemy/financial-news-dataset NEW Textual 2021-04-14 21:24:02 4/14/21 21:24 154.0 154 75.0 75 1.0 1 2016-08-23 13:29:07 8/23/16 13:29 2021-03-04 06:34:24 3/4/21 6:34 philipperemy/financial-news-dataset active 2021-04-16 01:24:28.485064 24:28.5
235 Earning call transcripts https://github.com/lin882/WebAnalyticsProject Correlation between mutual fund investment decision and earning call transcripts. Textual 12/17/20 8:24 3.0 3 3.0 3 1.0 1 12/30/17 8:56 1/11/18 2:11 lin882/WebAnalyticsProject inactive
236 NLP https://github.com/toamitesh/NLPinFinance This project assembles a lot of NLP operations needed for finance domain. Textual toamitesh/NLPinFinance
237 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 4.0 4 2.0 2 1.0 1 4/16/18 22:18 6/7/18 22:01 frechfrechfrech/Mutual-Fund-Market-Clusters inactive
238 news-emotion https://github.com/dongyuanxin/news-emotion NEW Textual 2021-04-13 13:13:18 4/13/21 13:13 245.0 245 117.0 117 1.0 1 2017-09-14 02:59:03 9/14/17 2:59 2018-06-11 13:47:51 6/11/18 13:47 dongyuanxin/news-emotion inactive 2021-04-16 01:24:28.485064 24:28.5
239 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 7:47 110.0 110 51.0 51 2.0 2 5/24/17 12:36 8/7/19 21:47 GitiHubi/deepAI active
240 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 1.0 1 4.0 4 1.0 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
241 Financial Statement Sentiment https://github.com/MAydogdu/TextualAnalysis Extracting sentiment from financial statements using neural networks. Textual 3/31/21 2:10 8.0 8 7.0 7 1.0 1 6/4/18 20:54 6/4/18 20:56 MAydogdu/TextualAnalysis inactive
242 NLP Event https://github.com/yuriak/DLQuant Applying Deep Learning and NLP in Quantitative Trading. Textual 4/1/21 2:16 70.0 70 31.0 31 1.0 1 7/2/18 23:50 1/31/19 14:08 yuriak/DLQuant inactive
243 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 73.0 73 42.0 42 1.0 1 10/25/17 7:10 6/5/20 3:28 TiesdeKok/Python_NLP_Tutorial active
244 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 48.0 48 27.0 27 1.0 1 6/23/17 0:05 1/26/19 3:35 EricHe98/Financial-Statements-Text-Analysis inactive
245 BDCI2019-Negative_Finance_Info_Judge https://github.com/A-Rain/BDCI2019-Negative_Finance_Info_Judge NEW Textual 2021-04-06 09:30:38 4/6/21 9:30 107.0 107 22.0 22 3.0 3 2019-12-27 03:49:31 12/27/19 3:49 2020-12-04 03:38:57 12/4/20 3:38 A-Rain/BDCI2019-Negative_Finance_Info_Judge active 2021-04-16 01:24:28.485064 24:28.5
246 AnomalyDetectionOnRisk https://github.com/SimonWesterlindVPD/AnomalyDetectionOnRisk NEW Unsupervised 2020-08-25 00:02:49 8/25/20 0:02 11.0 11 5.0 5 1.0 1 2018-05-31 15:53:02 5/31/18 15:53 2018-05-31 16:18:28 5/31/18 16:18 SimonWesterlindVPD/AnomalyDetectionOnRisk inactive 2021-04-16 01:24:29.853518 24:29.9
247 Eigen-Portfolio https://github.com/Gustrigos/Eigen-Portfolio NEW Unsupervised 2021-03-26 18:57:30 3/26/21 18:57 35.0 35 11.0 11 1.0 1 2018-09-05 05:29:18 9/5/18 5:29 2020-04-09 21:40:04 4/9/20 21:40 Gustrigos/Eigen-Portfolio active 2021-04-16 01:24:29.853518 24:29.9
248 Credit-Card-Fraud-Detection https://github.com/sharmaroshan/Credit-Card-Fraud-Detection NEW Unsupervised 2020-12-28 10:41:20 12/28/20 10:41 10.0 10 5.0 5 1.0 1 2019-03-31 05:33:17 3/31/19 5:33 2019-03-31 05:38:43 3/31/19 5:38 sharmaroshan/Credit-Card-Fraud-Detection inactive 2021-04-16 01:24:29.853518 24:29.9
249 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 79.0 79 36.0 36 0.0 0 9/5/17 19:19 9/27/17 20:42 marketneutral/pairs-trading-with-ML inactive
250 Industry Clustering https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries Project to cluster industries according to financial attributes. Unsupervised 10/6/20 18:51 4.0 4 5.0 5 1.0 1 7/21/17 2:12 7/23/17 2:53 SeanMcOwen/FinanceAndPython.com-ClusteringIndustries inactive
251 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 4.0 4 2.0 2 1.0 1 4/16/18 22:18 6/7/18 22:01 frechfrechfrech/Mutual-Fund-Market-Clusters inactive
252 Industry Clustering https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries Clustering of industries. Unsupervised 10/6/20 18:51 4.0 4 5.0 5 1.0 1 7/21/17 2:12 7/23/17 2:53 SeanMcOwen/FinanceAndPython.com-ClusteringIndustries inactive
253 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
254 hmm_market_behavior https://github.com/lamres/hmm_market_behavior NEW Unsupervised 2021-02-20 07:43:59 2/20/21 7:43 25.0 25 18.0 18 1.0 1 2019-09-08 17:37:39 9/8/19 17:37 2020-05-10 14:36:03 5/10/20 14:36 lamres/hmm_market_behavior active 2021-04-16 01:24:29.853518 24:29.9
255 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 32.0 32 12.0 12 1.0 1 6/21/17 4:47 6/21/17 4:51 ml-hongkong/stock2vec inactive
256 all-classification-templetes-for-ML https://github.com/sayantann11/all-classification-templetes-for-ML NEW Unsupervised 2021-04-12 13:32:32 4/12/21 13:32 22.0 22 14.0 14 1.0 1 2020-05-05 10:28:52 5/5/20 10:28 2020-05-05 10:30:32 5/5/20 10:30 sayantann11/all-classification-templetes-for-ML active 2021-04-16 01:24:29.853518 24:29.9