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name,url,comment,category,last_update,star_count,fork_count,contributors_count,created_at,last_commit,repo_path,repo_status,rating,finml_added_date 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 3:34,8,6,2,1/27/16 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 3:34,8.0,6.0,2.0,1/27/16 21:13,3/14/16 20:03,TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity,inactive,,
VC OLS,https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb,VC regression.,Alternative Finance,10/6/20 20:56,2,1,1,3/29/18 23:31,3/29/18 23:33,fionawhitefield/venture-capital-ols,inactive,, 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,,
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,, 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,,
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,, 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,,
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,, 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,,
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,, 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,,
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,, 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,,
NYU FRE,https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering,Finance and Risk Engineering (NYU Tandon),Colleges Centers and Departments,,,,,,,,,,
Cornell University,https://www.cornell.edu/,,Colleges Centers and Departments,,,,,,,,,,
Stanford Advanced Financial Technologies,https://fintech.stanford.edu/,Stanford Advanced Financial Technologies Laboratory,Colleges Centers and Departments,,,,,,,,,,
NYU Courant,https://cims.nyu.edu/,"Courant Institute of Mathematical Sciences, New York University",Colleges Centers and Departments,,,,,,,,,,
Berkeley Lab CIFT,https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/,,Colleges Centers and Departments,,,,,,,,,,
Oxford Man,https://www.oxford-man.ox.ac.uk/,Oxford-Man Institute of Quantitative Finance,Colleges Centers and Departments,,,,,,,,,, Oxford Man,https://www.oxford-man.ox.ac.uk/,Oxford-Man Institute of Quantitative Finance,Colleges Centers and Departments,,,,,,,,,,
Algo Trading,https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading,Intro to algo trading.,Courses,3/12/21 11:02,64,25,1,10/29/17 20:34,1/22/19 6:56,JCreeks/Machine-Learning-in-Finance,inactive,, 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,,,,,,,,,,
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,, NYU Courant,https://cims.nyu.edu/,"Courant Institute of Mathematical Sciences, New York University",Colleges Centers and Departments,,,,,,,,,,
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,, Cornell University,https://www.cornell.edu/,,Colleges Centers and Departments,,,,,,,,,,
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,, NYU FRE,https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering,Finance and Risk Engineering (NYU Tandon),Colleges Centers and Departments,,,,,,,,,,
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,, Stanford Advanced Financial Technologies,https://fintech.stanford.edu/,Stanford Advanced Financial Technologies Laboratory,Colleges Centers and Departments,,,,,,,,,,
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,, 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,,
Risk Management,https://github.com/andrey-lukyanov/Risk-Management,Finance risk engagement course resources.,Courses,11/12/20 0:49,6,5,3,10/3/18 16:26,12/13/18 8:04,andrey-lukyanov/Risk-Management,inactive,, Handson Python for Finance,https://github.com/PacktPublishing/Hands-on-Python-for-Finance,Hands-on Python for Finance published by Packt.,Courses,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,,
Basic Investments,https://github.com/SeanMcOwen/FinanceAndPython.com-Investments,Basic investment tools in python.,Courses,3/23/21 6:32,9,5,1,8/2/17 21:52,8/17/17 3:24,SeanMcOwen/FinanceAndPython.com-Investments,inactive,, ML Specialisation,https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,Machine Learning in Finance.,Courses,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,,
https://fred.stlouisfed.org/,https://fred.stlouisfed.org/,,Data,,,,,,,,,, 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,,
Financial Corporate,http://raw.rutgers.edu/Corporate%20Financial%20Data.html,,Data,,,,,,,,,, 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,,
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,, 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,,
http://finance.yahoo.com/,http://finance.yahoo.com/,,Data,,,,,,,,,, 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,,
Rating Industries,http://www.ratingshistory.info/,,Data,,,,,,,,,, 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,,
Non-financial Corporate,http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html,,Data,,,,,,,,,, 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,,
https://stooq.com,https://stooq.com,,Data,,,,,,,,,, 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,,
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,, 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,,
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,,
IRS,http://social-metrics.org/sox/,,Data,,,,,,,,,,
Employee Count SEC Filings,https://github.com/healthgradient/sec_employee_information_extraction,,Data,2/27/21 3:33,10,2,1,6/26/18 23:33,8/14/18 1:31,healthgradient/sec_employee_information_extraction,inactive,,
Capital Markets Data,https://www.capitalmarketsdata.com/,,Data,,,,,,,,,, Capital Markets Data,https://www.capitalmarketsdata.com/,,Data,,,,,,,,,,
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,, IRS,http://social-metrics.org/sox/,,Data,,,,,,,,,,
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,, 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,,
Google-Finance-Stock-Data-Analysis,https://github.com/hpnhxxwn/Google-Finance-Stock-Data-Analysis,NEW,Data Processing Techniques and Transformations,12/20/20 8:39,70,10,1,7/23/17 2:59,7/23/17 3:10,hpnhxxwn/Google-Finance-Stock-Data-Analysis,inactive,,12:49.2 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,,
cointrader,https://github.com/timolson/cointrader,NEW,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,,12:49.2 Non-financial Corporate,http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html,,Data,,,,,,,,,,
Rating Industries,http://www.ratingshistory.info/,,Data,,,,,,,,,,
http://finance.yahoo.com/,http://finance.yahoo.com/,,Data,,,,,,,,,,
https://stooq.com,https://stooq.com,,Data,,,,,,,,,,
https://github.com/timestocome/StockMarketData,https://github.com/timestocome/StockMarketData,,Data,3/26/21 22:35,7.0,5.0,1.0,5/10/17 21:49,8/6/17 19:23,timestocome/StockMarketData,inactive,,
Financial Corporate,http://raw.rutgers.edu/Corporate%20Financial%20Data.html,,Data,,,,,,,,,,
https://fred.stlouisfed.org/,https://fred.stlouisfed.org/,,Data,,,,,,,,,,
finserv-application-blueprint,https://github.com/mapr-demos/finserv-application-blueprint,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
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,,
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
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
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
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
Advanced ML II,https://github.com/hudson-and-thames/research,More implementations of Financial Machine Learning (De Prado).,Data Processing Techniques and Transformations,,,,,,,hudson-and-thames/research,,, Advanced ML 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,,,
Twitter-Trends,https://github.com/Medha11/Twitter-Trends,NEW,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,,12:49.2 trading-bot,https://github.com/pskrunner14/trading-bot,Implementation of deep reinforcement learning using Deep Q Network (DQN). Only supports single security at the moment. Idea is roughly based [here](https://keon.github.io/deep-q-learning/) and uses tensorflow/keras. Interesting helper python libraries used here are [tqdm](https://tqdm.github.io/) for console based progress bar and [altair](https://altair-viz.github.io/) for declarative visualization in python ,Deep Learning And Reinforcement Learning,4/11/21 5:10,292.0,143.0,1.0,8/13/18 10:44,1/23/20 4:41,pskrunner14/trading-bot,active,3.0,3/31/21 8:00
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 2:20,973,435,4,4/25/18 17:22,1/16/20 17:25,BlackArbsCEO/Adv_Fin_ML_Exercises,active,, 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
CryptoNets,https://github.com/microsoft/CryptoNets,NEW,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,,12:49.2 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,
finserv-application-blueprint,https://github.com/mapr-demos/finserv-application-blueprint,NEW,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,active,,12:49.2 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,
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, 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
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 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,
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 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,
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 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
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 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,
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 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,
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 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
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 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,
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 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
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 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
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 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
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,, 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
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, 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
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 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-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 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,
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, 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,
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 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
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, 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
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, 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,
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 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
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 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
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 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
DQN-DDPG_Stock_Trading,https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading,merged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQN,Deep Learning And Reinforcement Learning,4/7/21 12:42,136,49,4,9/19/18 3:17,11/26/20 16:58,AI4Finance-LLC/DQN-DDPG_Stock_Trading,active,3,3/31/21 8:00 RL Trading,https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW,A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab.,Deep Learning And Reinforcement Learning,,,,,,,,,4.0,
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 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
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 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
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 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
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, 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
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 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
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, 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
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, 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
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 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
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, 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
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 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
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, 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
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, 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,
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 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
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 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
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, 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,
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 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
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 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,
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 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,
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 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-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-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
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, 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,,
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 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
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, 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
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, 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
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 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
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,, 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
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,, 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
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 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 23:14,1771.0,474.0,2.0,4/3/18 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 9:46,209.0,50.0,2.0,3/5/19 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 12:28,317.0,134.0,1.0,8/30/17 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 22:41,3924.0,1222.0,17.0,12/8/14 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 22:49,2569.0,333.0,28.0,7/24/19 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 22:45,273.0,44.0,6.0,7/28/17 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 9:17,160.0,82.0,2.0,5/28/13 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 22:31,238.0,39.0,1.0,12/9/20 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 7:58,259.0,134.0,13.0,8/22/13 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 20:36,1.0,2.0,0.0,12/9/17 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 11:29,127.0,42.0,5.0,7/19/18 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 6:32,607.0,217.0,39.0,6/16/14 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 21:59,170.0,77.0,1.0,3/28/19 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 19:21,79.0,78.0,1.0,10/21/16 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 12:22,17.0,12.0,1.0,1/29/18 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 16:44,584.0,170.0,12.0,12/14/18 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 14:39,388.0,299.0,1.0,7/9/15 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 20:37,4.0,6.0,1.0,6/6/18 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 21:17,335.0,163.0,36.0,7/28/17 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 20:49,8.0,8.0,1.0,2/9/16 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 23:48,1012.0,261.0,34.0,2/23/18 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,,,
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,, 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,,
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,, 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,,
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,, 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,,
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 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
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 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
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,, 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,,
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,, 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
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,, 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,,
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 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
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 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,,
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,, 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,,
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 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,,
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,, 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,,
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 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,,
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,,
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
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
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
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
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
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
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
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
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
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,,
Options-Trading-Strategies-in-Python,https://github.com/PyPatel/Options-Trading-Strategies-in-Python,NEW,Derivatives and Hedging,4/10/21 12:28,317,134,1,8/30/17 6:00,8/21/19 15:47,PyPatel/Options-Trading-Strategies-in-Python,active,,23:51.4
StockSharp,https://github.com/StockSharp/StockSharp,NEW,Derivatives and Hedging,4/13/21 22:41,3924,1222,17,12/8/14 7:53,4/7/21 10:55,StockSharp/StockSharp,active,,23:51.4
tf-quant-finance,https://github.com/google/tf-quant-finance,NEW,Derivatives and Hedging,4/13/21 22:49,2569,333,28,7/24/19 16:09,4/13/21 22:09,google/tf-quant-finance,active,,23:51.4
tai,https://github.com/fremantle-industries/tai,NEW,Derivatives and Hedging,4/12/21 22:45,273,44,6,7/28/17 3:07,4/12/21 22:40,fremantle-industries/tai,active,,23:51.4
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
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
openAlgo,https://github.com/mtompkins/openAlgo,NEW,Derivatives and Hedging,4/3/21 9:17,160,82,2,5/28/13 14:46,3/24/17 20:00,mtompkins/openAlgo,inactive,,23:51.4
Options_Data_Science,https://github.com/yugedata/Options_Data_Science,NEW,Derivatives and Hedging,4/10/21 22:31,238,39,1,12/9/20 4:51,4/5/21 3:55,yugedata/Options_Data_Science,active,,23:51.4
QLNet,https://github.com/amaggiulli/QLNet,NEW,Derivatives and Hedging,4/13/21 7:58,259,134,13,8/22/13 14:51,3/2/21 18:39,amaggiulli/QLNet,active,,23:51.4
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,,
Real Estate Property Fraud,https://github.com/aviroop1/Real_Estate_Property_Fraud,Unsupervised fraud detection model that can identify likely candidates of fraud.,Extended Research,,,,,,,aviroop1/Real_Estate_Property_Fraud,,,
Critical Transitions,https://github.com/ryanholbrook/critical-transitions,Detecting critical transitions in financial networks with topological data analysis.,Extended Research,1/30/21 11:50,10,3,1,1/22/19 10:59,3/12/19 18:35,ryanholbrook/critical-transitions,inactive,,
Simulation,https://github.com/chenbowen184/Computational_Finance,Investigating simulations as part of computational finance.,Extended Research,1/12/21 12:22,17,12,1,1/29/18 5:01,8/2/18 5:56,chen-bowen/Computational_Finance,inactive,,
HFT,https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,High frequency trading.,Extended Research,4/11/21 23:36,748,333,1,7/21/16 5:14,2/14/17 16:47,rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,inactive,,
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,,
Applied Corporate Finance,https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance,Studies the empirical behaviours in stock market.,Extended Research,2/19/21 13:40,8,9,1,1/29/18 5:14,7/19/18 6:25,chen-bowen/Data_Science_in_Applied_Corporate_Finance,inactive,,
Bayesian Finance,https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb,Notebook PyMC3 implementation.,Extended Research,4/10/21 19:50,233,55,1,8/28/18 14:45,8/6/20 22:03,marketneutral/alphatools,active,,
Deep Portfolio,https://github.com/DLColumbia/DL_forFinance,Deep learning for finance Predict volume of bonds.,Extended Research,1/12/21 11:48,27,19,2,5/8/18 19:34,5/9/18 15:39,DLColumbia/DL_forFinance,inactive,,
Backtests,https://github.com/AlgoTraders/stock-analysis-engine,Trading data and algorithms.,Extended Research,4/12/21 2:28,620,165,3,9/16/18 20:00,9/5/20 13:01,AlgoTraders/stock-analysis-engine,active,,
Liquidity and Momentum,https://github.com/mrefermat/quant_finance,Various factors and portfolio constructions.,Extended Research,3/30/21 0:09,31,15,1,8/11/18 22:59,11/12/19 4:49,mrefermat/quant_finance,active,,
NLP Finance Papers,https://github.com/chenbowen184/Research_Documents_Curation_with_NLP,Curating quantitative finance papers using machine learning.,Extended Research,2/27/21 6:33,8,9,1,10/11/18 20:32,12/24/18 23:27,chen-bowen/Research_Documents_Curation_with_NLP,inactive,,
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,,
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,,
Financial Economics,https://github.com/rsvp/fecon235/tree/master/nb,Financial Economics Models.,Extended Research,4/10/21 17:02,713,275,2,11/9/14 4:49,12/3/18 16:30,rsvp/fecon235,inactive,,
Behavioural Economics,https://github.com/pcmichaud/notebooks,Behavioural Economics and Finance Python Notebooks.,Extended Research,2/3/21 7:22,9,4,1,12/20/18 0:21,3/26/19 11:51,pcmichaud/notebooks,inactive,,
Economic Foundations,https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations,Basic economic models.,Extended Research,10/6/20 21:01,2,3,1,5/25/17 2:27,6/30/17 3:53,SeanMcOwen/FinanceAndPython.com-EconomicFoundations,inactive,,
Corporate Finance,https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance,Basic corporate finance.,Extended Research,1/16/21 19:01,9,4,1,9/9/17 3:35,9/9/17 23:04,SeanMcOwen/FinanceAndPython.com-CorporateFinance,inactive,,
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,,
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 21:01,1,3,1,1/24/19 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 21:01,1.0,3.0,1.0,1/24/19 13:37,2/13/19 16:48,sarachmax/MarketCrashes_Prediction,inactive,,
M&A,https://github.com/atulram/Finance-and-Stocks,Mergers and Acquisitions.,Extended Research,12/21/20 14:42,3,3,1,1/19/19 18:16,2/18/19 16:57,atulram/Finance-and-Stocks,inactive,, 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,,
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,, 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,,
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,, 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,,
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,, 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,,
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,, 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,,
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,, 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,,
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,, 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,,
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,, 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,,,
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,, 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,,
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 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,,
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,, 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,,
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,, 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,,
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,, 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,,
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 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,,
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,, 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,,
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,, 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,,
-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 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,,
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,, 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,,
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 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
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 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,,
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 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
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,, 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
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 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
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 -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
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 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,,
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,, 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
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 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,,
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 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,,
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,, 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,,
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,, 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
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 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,,
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 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,,
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 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,,
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, 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,,
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 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,,
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 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,,
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, 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,,
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 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,,
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 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
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 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
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, 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,,
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 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
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 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
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, 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,,
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
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
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
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
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
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
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
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
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
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,
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
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
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
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
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
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,
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,,,,,,,,,,
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 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
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 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,
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 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
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 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
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 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,
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 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
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 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
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 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
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 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,
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 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
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 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
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 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
Mixture Models II,https://github.com/BlackArbsCEO/mixture_model_trading_public,Mixture models and stock trading.,Other Models,3/12/21 13:21,166,73,1,12/11/17 17:05,5/13/20 23:50,BlackArbsCEO/mixture_model_trading_public,active,3,
botflow,https://github.com/kkyon/botflow,python dataflow programming framework. Similar and probably replaceable by sklearn.pipeline module. Uses [graphviz](https://graphviz.org/) for visiualization though not maintained with last commit over 3 years ago,Other Models,3/31/21 10:56,1165,102,8,8/20/18 3:13,5/23/19 14:40,kkyon/botflow,inactive,2,39:24.6
Machine Learning 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,,,,,,,,,,
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 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,,
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,, 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,,
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,,,,,,,,,, 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
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,,
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,,
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,,
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
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,,
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,,
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,,
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,,
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,,,,,,,,,,
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 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,,
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,, 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,,
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,, 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,,
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,, 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,,
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,, 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,,
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,, 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,,
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,, 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,,,,,,,,,,
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,, 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,,
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,, 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
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
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
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
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
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
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,,
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,,,
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,, 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,,
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,, 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
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,,
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,,
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,,
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,,
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,,
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,,
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
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
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
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
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,,
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,,
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,,
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,,
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,,,
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,, 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
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,, 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,,
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,, 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
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,,
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 8.0 6 6.0 2 2.0 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 2.0 1 1.0 1 1.0 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 4.0 2 2.0 1 1.0 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 9.0 5 5.0 1 1.0 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 12.0 7 7.0 2 2.0 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 3.0 2 2.0 1 1.0 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 5.0 1 1.0 1 1.0 2/27/18 16:46 2/13/19 0:15 CJL89/Kiva-Crowdfunding inactive
NYU FRE https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering Finance and Risk Engineering (NYU Tandon) Colleges Centers and Departments
Cornell University https://www.cornell.edu/ Colleges Centers and Departments
Stanford Advanced Financial Technologies https://fintech.stanford.edu/ Stanford Advanced Financial Technologies Laboratory Colleges Centers and Departments
NYU Courant https://cims.nyu.edu/ Courant Institute of Mathematical Sciences, New York University Colleges Centers and Departments
Berkeley Lab CIFT https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/ Colleges Centers and Departments
10 Oxford Man https://www.oxford-man.ox.ac.uk/ Oxford-Man Institute of Quantitative Finance Colleges Centers and Departments
11 Algo Trading Berkeley Lab CIFT https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/ Intro to algo trading. Courses Colleges Centers and Departments 3/12/21 11:02 64 25 1 10/29/17 20:34 1/22/19 6:56 JCreeks/Machine-Learning-in-Finance inactive
12 Mathematical Finance NYU Courant https://github.com/yadongli/nyumath2048 https://cims.nyu.edu/ NYU Math-GA 2048: Scientific Computing in Finance. Courant Institute of Mathematical Sciences, New York University Courses Colleges Centers and Departments 1/14/21 18:01 69 63 6 1/25/15 21:10 3/25/20 4:24 yadongli/nyumath2048 active
13 Basic Derivatives Cornell University https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives https://www.cornell.edu/ Basic forward contracts and hedging. Courses Colleges Centers and Departments 3/31/21 2:08 4 4 1 8/24/17 0:11 10/13/17 1:32 SeanMcOwen/FinanceAndPython.com-Derivatives inactive
14 Python for Finance NYU FRE https://github.com/siaen/python_finance_course https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering CEU python for finance course material. Finance and Risk Engineering (NYU Tandon) Courses Colleges Centers and Departments 3/31/21 2:08 16 15 4 12/12/17 11:54 2/25/20 20:31 siaen/python_finance_course active
15 Machine Learning for Trading Stanford Advanced Financial Technologies https://github.com/stefan-jansen/machine-learning-for-trading https://fintech.stanford.edu/ Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading. Stanford Advanced Financial Technologies Laboratory Courses Colleges Centers and Departments 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
16 ML Specialisation Basic Finance https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance Machine Learning in Finance. Source code notebooks basic finance applications. Courses 4/5/21 13:37 3/31/21 2:09 34 10.0 32 8.0 1 1.0 1/24/19 2:55 5/6/17 2:39 1/3/20 21:54 6/21/17 4:04 Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization SeanMcOwen/FinanceAndPython.com-BasicFinance active inactive
17 Basic Finance Basic Investments https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance https://github.com/SeanMcOwen/FinanceAndPython.com-Investments Source code notebooks basic finance applications. Basic investment tools in python. Courses 3/31/21 2:09 3/23/21 6:32 10 9.0 8 5.0 1 1.0 5/6/17 2:39 8/2/17 21:52 6/21/17 4:04 8/17/17 3:24 SeanMcOwen/FinanceAndPython.com-BasicFinance SeanMcOwen/FinanceAndPython.com-Investments inactive
18 Risk Management Handson Python for Finance https://github.com/andrey-lukyanov/Risk-Management https://github.com/PacktPublishing/Hands-on-Python-for-Finance Finance risk engagement course resources. Hands-on Python for Finance published by Packt. Courses 11/12/20 0:49 4/12/21 0:49 6 121.0 5 110.0 3 3.0 10/3/18 16:26 8/20/18 14:10 12/13/18 8:04 1/15/21 8:57 andrey-lukyanov/Risk-Management PacktPublishing/Hands-on-Python-for-Finance inactive active
19 Handson Python for Finance Risk Management https://github.com/PacktPublishing/Hands-on-Python-for-Finance https://github.com/andrey-lukyanov/Risk-Management Hands-on Python for Finance published by Packt. Finance risk engagement course resources. Courses 4/12/21 0:49 11/12/20 0:49 121 6.0 110 5.0 3 3.0 8/20/18 14:10 10/3/18 16:26 1/15/21 8:57 12/13/18 8:04 PacktPublishing/Hands-on-Python-for-Finance andrey-lukyanov/Risk-Management active inactive
20 Basic Investments ML Specialisation https://github.com/SeanMcOwen/FinanceAndPython.com-Investments https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization Basic investment tools in python. Machine Learning in Finance. Courses 3/23/21 6:32 4/5/21 13:37 9 34.0 5 32.0 1 1.0 8/2/17 21:52 1/24/19 2:55 8/17/17 3:24 1/3/20 21:54 SeanMcOwen/FinanceAndPython.com-Investments Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization inactive active
21 https://fred.stlouisfed.org/ Algo Trading https://fred.stlouisfed.org/ https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading Intro to algo trading. Data 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
22 Financial Corporate Python for Finance http://raw.rutgers.edu/Corporate%20Financial%20Data.html https://github.com/siaen/python_finance_course CEU python for finance course material. Data 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
23 https://github.com/timestocome/StockMarketData Basic Derivatives https://github.com/timestocome/StockMarketData https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives Basic forward contracts and hedging. Data Courses 3/26/21 22:35 3/31/21 2:08 7 4.0 5 4.0 1 1.0 5/10/17 21:49 8/24/17 0:11 8/6/17 19:23 10/13/17 1:32 timestocome/StockMarketData SeanMcOwen/FinanceAndPython.com-Derivatives inactive
24 http://finance.yahoo.com/ Mathematical Finance http://finance.yahoo.com/ https://github.com/yadongli/nyumath2048 NYU Math-GA 2048: Scientific Computing in Finance. Data 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
25 Rating Industries Machine Learning for Trading http://www.ratingshistory.info/ https://github.com/stefan-jansen/machine-learning-for-trading Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading. Data 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
26 Non-financial Corporate EDGAR http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html 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
27 https://stooq.com Web Scraping (FirmAI) https://stooq.com 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
28 SEC Parsing Open Edgar https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb https://github.com/LexPredict/openedgar Data 2/27/21 6:34 4/9/21 12:15 9 169.0 6 61.0 1 6.0 6/16/18 14:30 5/7/18 15:32 6/16/18 17:23 5/15/19 8:32 healthgradient/sec-doc-info-extraction LexPredict/openedgar inactive active
EDGAR https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb Data 1/23/21 19:22 11 10 1 6/11/18 22:51 7/10/18 18:03 TiesdeKok/UW_Python_Camp inactive
IRS http://social-metrics.org/sox/ Data
Employee Count SEC Filings https://github.com/healthgradient/sec_employee_information_extraction Data 2/27/21 3:33 10 2 1 6/26/18 23:33 8/14/18 1:31 healthgradient/sec_employee_information_extraction inactive
29 Capital Markets Data https://www.capitalmarketsdata.com/ Data
30 Open Edgar IRS https://github.com/LexPredict/openedgar http://social-metrics.org/sox/ Data 4/9/21 12:15 169 61 6 5/7/18 15:32 5/15/19 8:32 LexPredict/openedgar active
31 Web Scraping (FirmAI) SEC Parsing https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb Data 4/10/21 17:19 2/27/21 6:34 577 9.0 184 6.0 2 1.0 2/19/19 19:02 6/16/18 14:30 7/22/20 16:48 6/16/18 17:23 firmai/business-machine-learning healthgradient/sec-doc-info-extraction active inactive
32 Google-Finance-Stock-Data-Analysis Employee Count SEC Filings https://github.com/hpnhxxwn/Google-Finance-Stock-Data-Analysis https://github.com/healthgradient/sec_employee_information_extraction NEW Data Processing Techniques and Transformations Data 12/20/20 8:39 2/27/21 3:33 70 10.0 10 2.0 1 1.0 7/23/17 2:59 6/26/18 23:33 7/23/17 3:10 8/14/18 1:31 hpnhxxwn/Google-Finance-Stock-Data-Analysis healthgradient/sec_employee_information_extraction inactive 12:49.2
33 cointrader Non-financial Corporate https://github.com/timolson/cointrader http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html NEW Data Processing Techniques and Transformations Data 4/10/21 17:16 339 140 9 6/1/14 1:14 10/22/20 0:24 timolson/cointrader active 12:49.2
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 5.0 1.0 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 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
41 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
42 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
43 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
44 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
45 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
46 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
47 Twitter-Trends trading-bot https://github.com/Medha11/Twitter-Trends https://github.com/pskrunner14/trading-bot NEW 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 2/7/21 9:16 4/11/21 5:10 66 292.0 21 143.0 1 1.0 5/22/17 17:07 8/13/18 10:44 5/23/17 8:06 1/23/20 4:41 Medha11/Twitter-Trends pskrunner14/trading-bot inactive active 3.0 12:49.2 3/31/21 8:00
48 Advanced ML Deep-Reinforcement-Learning-in-Trading https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading Exercises too Financial Machine Learning (De Prado). 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) Data Processing Techniques and Transformations Deep Learning And Reinforcement Learning 4/12/21 2:20 4/10/21 13:17 973 138.0 435 66.0 4 1.0 4/25/18 17:22 5/11/18 0:52 1/16/20 17:25 10/26/19 14:22 BlackArbsCEO/Adv_Fin_ML_Exercises saeed349/Deep-Reinforcement-Learning-in-Trading active 3.0 3/31/21 8:00
49 CryptoNets Deep Learning IV https://github.com/microsoft/CryptoNets https://github.com/achillesrasquinha/bulbea NEW Bulbea: Deep Learning based Python Library. Data Processing Techniques and Transformations Deep Learning And Reinforcement Learning 4/8/21 1:07 4/9/21 20:38 154 1467.0 42 416.0 4 1.0 6/2/19 5:48 3/9/17 6:11 9/12/19 13:03 3/19/17 7:42 microsoft/CryptoNets achillesrasquinha/bulbea active inactive 5.0 12:49.2
50 finserv-application-blueprint Deep Learning III https://github.com/mapr-demos/finserv-application-blueprint https://github.com/Rachnog/Deep-Trading NEW Algorithmic trading with deep learning experiments. Data Processing Techniques and Transformations Deep Learning And Reinforcement Learning 1/21/21 0:29 4/9/21 10:39 72 1266.0 53 675.0 5 1.0 9/26/16 19:42 6/18/16 18:23 1/20/21 23:07 8/7/18 15:24 mapr-demos/finserv-application-blueprint Rachnog/Deep-Trading active inactive 5.0 12:49.2
51 RL Trading Stock-Prediction-Models https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW https://github.com/huseinzol05/Stock-Prediction-Models A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab. 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 4 5.0 3/31/21 8:00
52 a3c_trading Deep Learning II https://github.com/evgps/a3c_trading https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks NEW Tensorflow Regression. Deep Learning And Reinforcement Learning 4/10/21 12:49 4/10/21 6:06 311 175.0 98 67.0 1 1.0 6/4/18 15:30 7/12/16 12:56 5/23/20 14:47 2/16/18 2:43 evgps/a3c_trading LiamConnell/deep-algotrading active inactive 3.0 39:11.1
53 Trading-Gym ARIMA-LTSM Hybrid https://github.com/thedimlebowski/Trading-Gym https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid NEW Hybrid model to predict future price correlation coefficients of two assets. Deep Learning And Reinforcement Learning 4/10/21 8:00 4/11/21 4:12 507 222.0 147 86.0 3 1.0 6/13/17 13:14 8/5/18 2:13 7/10/17 8:09 10/1/18 11:25 thedimlebowski/Trading-Gym imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict inactive 3.0 39:11.1
54 pairstrade-fyp-2019 RLTrader https://github.com/wywongbd/pairstrade-fyp-2019 https://github.com/notadamking/RLTrader NEW 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 4/4/21 23:47 4/12/21 2:50 110 1312.0 41 451.0 2 15.0 9/7/18 7:51 4/27/19 18:35 5/13/20 5:06 10/17/19 16:25 wywongbd/pairstrade-fyp-2019 notadamking/RLTrader active 5.0 39:11.1 3/31/21 8:00
55 rl_trading Neural Network https://github.com/ucaiado/rl_trading https://github.com/VivekPa/IntroNeuralNetworks NEW Neural networks to predict stock prices. Deep Learning And Reinforcement Learning 4/8/21 15:34 4/3/21 11:59 207 489.0 89 176.0 1 2.0 5/29/17 22:19 9/10/18 6:34 8/29/17 14:54 11/21/18 7:39 ucaiado/rl_trading VivekPa/IntroNeuralNetworks inactive 4.0 39:11.1
56 awesome-deep-trading LTSM Recurrent https://github.com/cbailes/awesome-deep-trading https://github.com/VivekPa/AIAlpha 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 OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network. Deep Learning And Reinforcement Learning 4/11/21 9:02 4/12/21 2:39 551 1207.0 140 370.0 1 2.0 11/26/18 3:23 10/7/18 3:58 1/1/21 9:41 8/3/19 9:00 cbailes/awesome-deep-trading VivekPa/AIAlpha active 4 4.0 3/31/21 8:00
57 Machine-Learning-and-Reinforcement-Learning-in-Finance trading-rl https://github.com/joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance https://github.com/Kostis-S-Z/trading-rl NEW Deep reinforcement learning for financial trading using [gym](https://gym.openai.com/) and [keras-rl](https://github.com/keras-rl/keras-rl) on FX dataset (EURUSD) not actively maintained Deep Learning And Reinforcement Learning 3/30/21 9:11 4/10/21 4:59 175 180.0 98 38.0 1 2.0 6/26/18 4:30 4/22/19 10:03 9/23/18 16:50 9/28/20 9:07 joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance Kostis-S-Z/trading-rl inactive active 3.0 39:11.1 3/31/21 8:00
58 maro Deep Learning https://github.com/microsoft/maro https://github.com/keon/deepstock NEW Technical experimentations to beat the stock market using deep learning. Deep Learning And Reinforcement Learning 4/12/21 2:22 3/24/21 14:45 386 427.0 66 154.0 17 2.0 12/27/19 6:48 12/12/16 2:15 4/7/21 15:49 3/4/17 8:37 microsoft/maro keon/deepstock active inactive 4.0 39:11.1
59 TradingGym Deep-Reinforcement-Stock-Trading https://github.com/cove9988/TradingGym https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading NEW 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 3/28/21 5:37 4/3/21 22:50 112 141.0 39 42.0 3 2.0 11/6/17 0:50 5/19/19 22:20 11/15/17 23:55 9/27/20 19:22 cove9988/TradingGym Albert-Z-Guo/Deep-Reinforcement-Stock-Trading inactive active 3.0 39:11.1 3/31/21 8:00
60 RLQuant Advanced-Deep-Trading https://github.com/yuriak/RLQuant https://github.com/Rachnog/Advanced-Deep-Trading NEW 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 4/9/21 5:01 3/30/21 7:29 277 319.0 92 158.0 1 2.0 4/5/18 5:42 2/16/19 21:18 8/13/18 4:18 11/29/20 20:12 yuriak/RLQuant Rachnog/Advanced-Deep-Trading inactive active 3.0 39:11.1 3/31/21 8:00
61 QLearning_Trading Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 https://github.com/ucaiado/QLearning_Trading https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 NEW 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 4/6/21 22:09 4/12/21 16:24 433 560.0 168 249.0 1 6.0 8/10/16 6:02 7/26/20 13:12 10/15/16 2:36 1/21/21 18:11 ucaiado/QLearning_Trading AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 inactive active 4.0 39:11.1 3/31/21 8:00
62 RL IV AutomatedStockTrading-DeepQ-Learning https://github.com/jjakimoto/DQN https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning Reinforcement Learning for finance. 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 4/5/21 11:42 3/24/21 1:11 142 134.0 55 51.0 1 2.0 10/21/16 2:47 2/23/19 12:01 4/7/17 8:11 2/25/20 18:16 jjakimoto/DQN sachink2010/AutomatedStockTrading-DeepQ-Learning inactive active 3.0 3/31/21 8:00
63 RL II deep-RL-trading https://github.com/deependersingla/deep_trader https://github.com/golsun/deep-RL-trading reinforcement learning on stock market and agent tries to learn trading. trading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916) Deep Learning And Reinforcement Learning 4/11/21 20:21 4/10/21 7:09 1340 235.0 489 108.0 3 1.0 6/11/16 7:27 2/25/18 17:41 1/22/18 14:35 12/1/20 22:06 deependersingla/deep_trader golsun/deep-RL-trading inactive active 3 3.0 3/31/21 8:00
64 gym-trading Personae https://github.com/hackthemarket/gym-trading https://github.com/Ceruleanacg/Personae NEW 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 4/12/21 9:06 4/11/21 20:20 581 1144.0 195 330.0 2 2.0 12/9/16 20:46 3/10/18 11:22 12/24/17 15:34 9/2/18 17:21 hackthemarket/gym-trading Ceruleanacg/Personae inactive 5.0 39:11.1 3/31/21 8:00
65 Pair-Trading-Reinforcement-Learning Pair Trading RL https://github.com/wai-i/Pair-Trading-Reinforcement-Learning https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading NEW Using deep actor-critic model to learn best strategies in pair trading. Deep Learning And Reinforcement Learning 4/10/21 4:53 3/27/21 2:19 136 241.0 56 113.0 1 1.0 6/9/19 22:50 5/18/17 16:47 1/3/20 15:36 5/18/17 16:56 wai-i/Pair-Trading-Reinforcement-Learning shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading active inactive 3.0 39:11.1
66 RL III AI Trading https://github.com/samre12/deep-trading-agent https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md Github -Deep Reinforcement Learning based Trading Agent for Bitcoin. AI to predict stock market movements. Deep Learning And Reinforcement Learning 4/3/21 20:48 4/12/21 15:42 576 2876.0 203 1384.0 1 1.0 9/21/17 17:05 1/9/19 8:02 4/13/18 16:33 2/11/19 16:32 samre12/deep-trading-agent borisbanushev/stockpredictionai inactive 3 5.0
67 TradingGym FinRL-Library https://github.com/Yvictor/TradingGym https://github.com/AI4Finance-LLC/FinRL-Library NEW 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 4/11/21 20:20 4/12/21 12:45 841 1857.0 237 447.0 2 22.0 5/1/17 13:53 7/26/20 13:18 2/14/18 13:58 4/11/21 22:02 Yvictor/TradingGym AI4Finance-LLC/FinRL-Library inactive active 5.0 39:11.1 3/31/21 8:00
68 RL V crypto-rl https://github.com/gstenger98/rl-finance https://github.com/sadighian/crypto-rl Building an Agent to Trade with Reinforcement Learning. 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 4/8/21 18:57 4/12/21 10:24 33 347.0 8 111.0 5 1.0 1/16/19 0:43 6/21/18 1:06 3/19/20 20:28 11/5/20 11:08 gstenger98/rl-finance sadighian/crypto-rl active 2 3.0 3/31/21 8:00
69 RL LTSM GRU https://github.com/kh-kim/stock_market_reinforcement_learning https://github.com/RajatHanda/Finance-Forecasting OpenGym with Deep Q-learning and Policy Gradient. Stock Market Forecasting using LSTM\GRU. Deep Learning And Reinforcement Learning 4/11/21 12:27 3/29/21 23:59 715 11.0 298 6.0 1 1.0 10/4/16 14:42 5/13/18 2:39 12/23/16 7:34 2/25/19 0:26 kh-kim/stock_market_reinforcement_learning RajatHanda/Finance-Forecasting inactive 2 3.0
70 tensortrade DeepLearningInFinance https://github.com/tensortrade-org/tensortrade https://github.com/sonaam1234/DeepLearningInFinance NEW 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 4/12/21 16:05 3/8/21 13:09 3101 266.0 715 145.0 39 1.0 7/30/19 21:28 8/21/17 16:00 3/24/21 16:25 8/21/17 17:23 tensortrade-org/tensortrade sonaam1234/DeepLearningInFinance active inactive 3.0 39:11.1 3/31/21 8:00
71 FinRL QLearning_Trading https://github.com/AI4Finance-LLC/FinRL https://github.com/ucaiado/QLearning_Trading NEW Deep Learning And Reinforcement Learning 4/13/21 14:37 4/6/21 22:09 1865 433.0 451 168.0 22 1.0 7/26/20 13:18 8/10/16 6:02 4/11/21 22:02 10/15/16 2:36 AI4Finance-LLC/FinRL ucaiado/QLearning_Trading active inactive 13:03.7 39:11.1
72 Deep-Learning-Machine-Learning-Stock DQN-DDPG_Stock_Trading https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading 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 merged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQN Deep Learning And Reinforcement Learning 4/12/21 2:58 4/7/21 12:42 275 136.0 99 49.0 1 4.0 9/29/18 23:38 9/19/18 3:17 3/18/21 3:16 11/26/20 16:58 LastAncientOne/Deep-Learning-Machine-Learning-Stock AI4Finance-LLC/DQN-DDPG_Stock_Trading active 3 3.0 3/31/21 8:00
73 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 49 4 9/19/18 3:17 11/26/20 16:58 AI4Finance-LLC/DQN-DDPG_Stock_Trading active 3 4.0 3/31/21 8:00
74 BitcoinForecast a3c_trading https://github.com/PiSimo/BitcoinForecast https://github.com/evgps/a3c_trading RNN model to predict short term price movement (in this case BTC for the next 9 minutes) [deepchart](https://pisimo.github.io/DeepChart/) is used to visualize the model NEW Deep Learning And Reinforcement Learning 4/6/21 2:06 4/10/21 12:49 289 311.0 128 98.0 3 1.0 3/10/17 10:52 6/4/18 15:30 6/11/18 8:07 5/23/20 14:47 PiSimo/BitcoinForecast evgps/a3c_trading inactive active 3 3/31/21 8:00 39:11.1
75 DeepLearningInFinance BitcoinForecast https://github.com/sonaam1234/DeepLearningInFinance https://github.com/PiSimo/BitcoinForecast 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. 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 3/8/21 13:09 4/6/21 2:06 266 289.0 145 128.0 1 3.0 8/21/17 16:00 3/10/17 10:52 8/21/17 17:23 6/11/18 8:07 sonaam1234/DeepLearningInFinance PiSimo/BitcoinForecast inactive 3 3.0 3/31/21 8:00
76 crypto-rl pairstrade-fyp-2019 https://github.com/sadighian/crypto-rl https://github.com/wywongbd/pairstrade-fyp-2019 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) NEW Deep Learning And Reinforcement Learning 4/12/21 10:24 4/4/21 23:47 347 110.0 111 41.0 1 2.0 6/21/18 1:06 9/7/18 7:51 11/5/20 11:08 5/13/20 5:06 sadighian/crypto-rl wywongbd/pairstrade-fyp-2019 active 3 3/31/21 8:00 39:11.1
77 Deep Learning II rl_trading https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks https://github.com/ucaiado/rl_trading Tensorflow Regression. NEW Deep Learning And Reinforcement Learning 4/10/21 6:06 4/8/21 15:34 175 207.0 67 89.0 1 1.0 7/12/16 12:56 5/29/17 22:19 2/16/18 2:43 8/29/17 14:54 LiamConnell/deep-algotrading ucaiado/rl_trading inactive 3 39:11.1
78 Deep-Reinforcement-Learning-in-Trading awesome-deep-trading https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading https://github.com/cbailes/awesome-deep-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) 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 4/10/21 13:17 4/11/21 9:02 138 551.0 66 140.0 1 1.0 5/11/18 0:52 11/26/18 3:23 10/26/19 14:22 1/1/21 9:41 saeed349/Deep-Reinforcement-Learning-in-Trading cbailes/awesome-deep-trading active 3 4.0 3/31/21 8:00
79 Deep Learning IV Machine-Learning-and-Reinforcement-Learning-in-Finance https://github.com/achillesrasquinha/bulbea https://github.com/joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance Bulbea: Deep Learning based Python Library. NEW Deep Learning And Reinforcement Learning 4/9/21 20:38 3/30/21 9:11 1467 175.0 416 98.0 1 1.0 3/9/17 6:11 6/26/18 4:30 3/19/17 7:42 9/23/18 16:50 achillesrasquinha/bulbea joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance inactive 5 39:11.1
80 Deep Learning III maro https://github.com/Rachnog/Deep-Trading https://github.com/microsoft/maro Algorithmic trading with deep learning experiments. NEW Deep Learning And Reinforcement Learning 4/9/21 10:39 4/12/21 2:22 1266 386.0 675 66.0 1 17.0 6/18/16 18:23 12/27/19 6:48 8/7/18 15:24 4/7/21 15:49 Rachnog/Deep-Trading microsoft/maro inactive active 5 39:11.1
81 Stock-Prediction-Models TradingGym https://github.com/huseinzol05/Stock-Prediction-Models https://github.com/cove9988/TradingGym very good curated list of notebooks showing deep learning + reinforcement learning models. Also contain topics on outlier detections/overbought oversold study/monte carlo simulartions/sentiment analysis from text (text storage/parsing is not detailed but it mentioned using [BERT](https://github.com/google-research/bert)) NEW Deep Learning And Reinforcement Learning 4/12/21 13:54 3/28/21 5:37 3655 112.0 1542 39.0 2 3.0 12/18/17 10:49 11/6/17 0:50 1/5/21 10:31 11/15/17 23:55 huseinzol05/Stock-Prediction-Models cove9988/TradingGym active inactive 5 3/31/21 8:00 39:11.1
82 ARIMA-LTSM Hybrid RLQuant https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid https://github.com/yuriak/RLQuant Hybrid model to predict future price correlation coefficients of two assets. NEW Deep Learning And Reinforcement Learning 4/11/21 4:12 4/9/21 5:01 222 277.0 86 92.0 1 1.0 8/5/18 2:13 4/5/18 5:42 10/1/18 11:25 8/13/18 4:18 imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict yuriak/RLQuant inactive 3 39:11.1
83 RLTrader Trading-Gym https://github.com/notadamking/RLTrader https://github.com/thedimlebowski/Trading-Gym predecessor to [tensortrade](https://github.com/tensortrade-org/tensortrade) uses open api [gym](https://gym.openai.com/) and neat way to render matplotlib plots in real time. Also explains LSTM/data stationarity/Bayesian optimization using [Optuna](https://github.com/optuna/optuna) etc. NEW Deep Learning And Reinforcement Learning 4/12/21 2:50 4/10/21 8:00 1312 507.0 451 147.0 15 3.0 4/27/19 18:35 6/13/17 13:14 10/17/19 16:25 7/10/17 8:09 notadamking/RLTrader thedimlebowski/Trading-Gym active inactive 5 3/31/21 8:00 39:11.1
84 Neural Network FinRL https://github.com/VivekPa/IntroNeuralNetworks https://github.com/AI4Finance-LLC/FinRL Neural networks to predict stock prices. NEW Deep Learning And Reinforcement Learning 4/3/21 11:59 4/13/21 14:37 489 1865.0 176 451.0 2 22.0 9/10/18 6:34 7/26/20 13:18 11/21/18 7:39 4/11/21 22:02 VivekPa/IntroNeuralNetworks AI4Finance-LLC/FinRL inactive active 4 13:03.7
85 LTSM Recurrent RL II https://github.com/VivekPa/AIAlpha https://github.com/deependersingla/deep_trader OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network. reinforcement learning on stock market and agent tries to learn trading. Deep Learning And Reinforcement Learning 4/12/21 2:39 4/11/21 20:21 1207 1340.0 370 489.0 2 3.0 10/7/18 3:58 6/11/16 7:27 8/3/19 9:00 1/22/18 14:35 VivekPa/AIAlpha deependersingla/deep_trader active inactive 4 3.0
86 trading-bot gym-trading https://github.com/pskrunner14/trading-bot https://github.com/hackthemarket/gym-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 NEW Deep Learning And Reinforcement Learning 4/11/21 5:10 4/12/21 9:06 292 581.0 143 195.0 1 2.0 8/13/18 10:44 12/9/16 20:46 1/23/20 4:41 12/24/17 15:34 pskrunner14/trading-bot hackthemarket/gym-trading active inactive 3 3/31/21 8:00 39:11.1
87 trading-rl Pair-Trading-Reinforcement-Learning https://github.com/Kostis-S-Z/trading-rl https://github.com/wai-i/Pair-Trading-Reinforcement-Learning Deep reinforcement learning for financial trading using [gym](https://gym.openai.com/) and [keras-rl](https://github.com/keras-rl/keras-rl) on FX dataset (EURUSD) not actively maintained NEW Deep Learning And Reinforcement Learning 4/10/21 4:59 4/10/21 4:53 180 136.0 38 56.0 2 1.0 4/22/19 10:03 6/9/19 22:50 9/28/20 9:07 1/3/20 15:36 Kostis-S-Z/trading-rl wai-i/Pair-Trading-Reinforcement-Learning active 3 3/31/21 8:00 39:11.1
88 LTSM GRU RL III https://github.com/RajatHanda/Finance-Forecasting https://github.com/samre12/deep-trading-agent Stock Market Forecasting using LSTM\GRU. Github -Deep Reinforcement Learning based Trading Agent for Bitcoin. Deep Learning And Reinforcement Learning 3/29/21 23:59 4/3/21 20:48 11 576.0 6 203.0 1 1.0 5/13/18 2:39 9/21/17 17:05 2/25/19 0:26 4/13/18 16:33 RajatHanda/Finance-Forecasting samre12/deep-trading-agent inactive 3 3.0
89 Deep-Reinforcement-Stock-Trading TradingGym https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading https://github.com/Yvictor/TradingGym 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 NEW Deep Learning And Reinforcement Learning 4/3/21 22:50 4/11/21 20:20 141 841.0 42 237.0 2 2.0 5/19/19 22:20 5/1/17 13:53 9/27/20 19:22 2/14/18 13:58 Albert-Z-Guo/Deep-Reinforcement-Stock-Trading Yvictor/TradingGym active inactive 3 3/31/21 8:00 39:11.1
90 Advanced-Deep-Trading RL V https://github.com/Rachnog/Advanced-Deep-Trading https://github.com/gstenger98/rl-finance 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. Building an Agent to Trade with Reinforcement Learning. Deep Learning And Reinforcement Learning 3/30/21 7:29 4/8/21 18:57 319 33.0 158 8.0 2 5.0 2/16/19 21:18 1/16/19 0:43 11/29/20 20:12 3/19/20 20:28 Rachnog/Advanced-Deep-Trading gstenger98/rl-finance active 3 2.0 3/31/21 8:00
91 Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 RL https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 https://github.com/kh-kim/stock_market_reinforcement_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. OpenGym with Deep Q-learning and Policy Gradient. Deep Learning And Reinforcement Learning 4/12/21 16:24 4/11/21 12:27 560 715.0 249 298.0 6 1.0 7/26/20 13:12 10/4/16 14:42 1/21/21 18:11 12/23/16 7:34 AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 kh-kim/stock_market_reinforcement_learning active inactive 4 2.0 3/31/21 8:00
92 AutomatedStockTrading-DeepQ-Learning tensortrade https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning https://github.com/tensortrade-org/tensortrade cornerstone project repo for Udacity nanodegree program [Become a machine learning engineer](https://www.udacity.com/course/machine-learning-engineer-nanodegree--nd009t) and focus on trading using deep q learning. Good explanation on design choices in the report NEW Deep Learning And Reinforcement Learning 3/24/21 1:11 4/12/21 16:05 134 3101.0 51 715.0 2 39.0 2/23/19 12:01 7/30/19 21:28 2/25/20 18:16 3/24/21 16:25 sachink2010/AutomatedStockTrading-DeepQ-Learning tensortrade-org/tensortrade active 3 3/31/21 8:00 39:11.1
93 deep-RL-trading Deep-Learning-Machine-Learning-Stock https://github.com/golsun/deep-RL-trading https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock trading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916) 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 4/10/21 7:09 4/12/21 2:58 235 275.0 108 99.0 1 1.0 2/25/18 17:41 9/29/18 23:38 12/1/20 22:06 3/18/21 3:16 golsun/deep-RL-trading LastAncientOne/Deep-Learning-Machine-Learning-Stock active 3 3.0 3/31/21 8:00
94 Deep Learning RL IV https://github.com/keon/deepstock https://github.com/jjakimoto/DQN Technical experimentations to beat the stock market using deep learning. Reinforcement Learning for finance. Deep Learning And Reinforcement Learning 3/24/21 14:45 4/5/21 11:42 427 142.0 154 55.0 2 1.0 12/12/16 2:15 10/21/16 2:47 3/4/17 8:37 4/7/17 8:11 keon/deepstock jjakimoto/DQN inactive 4
95 Personae AlgorithmicTrading https://github.com/Ceruleanacg/Personae https://github.com/JerBouma/AlgorithmicTrading 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 NEW Deep Learning And Reinforcement Learning Derivatives and Hedging 4/11/21 20:20 4/9/21 18:12 1144 168.0 330 54.0 2 1.0 3/10/18 11:22 3/14/19 9:33 9/2/18 17:21 2/3/21 22:29 Ceruleanacg/Personae JerBouma/AlgorithmicTrading inactive active 5 3/31/21 8:00 23:51.4
96 Pair Trading RL trade-frame https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading https://github.com/rburkholder/trade-frame Using deep actor-critic model to learn best strategies in pair trading. NEW Deep Learning And Reinforcement Learning Derivatives and Hedging 3/27/21 2:19 4/6/21 9:38 241 188.0 113 79.0 1 1.0 5/18/17 16:47 7/24/16 15:25 5/18/17 16:56 11/9/20 1:16 shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading rburkholder/trade-frame inactive active 3 23:51.4
97 AI Trading huobi_futures_Python https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md https://github.com/hbdmapi/huobi_futures_Python AI to predict stock market movements. NEW Deep Learning And Reinforcement Learning Derivatives and Hedging 4/12/21 15:42 4/13/21 13:28 2876 137.0 1384 73.0 1 2.0 1/9/19 8:02 1/14/20 7:21 2/11/19 16:32 3/2/21 7:30 borisbanushev/stockpredictionai hbdmapi/huobi_futures_Python inactive active 5 23:51.4
98 FinRL-Library tda-api https://github.com/AI4Finance-LLC/FinRL-Library https://github.com/alexgolec/tda-api 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 NEW Deep Learning And Reinforcement Learning Derivatives and Hedging 4/12/21 12:45 4/13/21 20:12 1857 649.0 447 161.0 22 13.0 7/26/20 13:18 4/3/20 21:19 4/11/21 22:02 4/12/21 3:12 AI4Finance-LLC/FinRL-Library alexgolec/tda-api active 5 3/31/21 8:00 23:51.4
99 Volatility and Variance Derivatives algotrader https://github.com/yhilpisch/lvvd/tree/master/lvvd https://github.com/torreyleonard/algotrader Volatility derivatives analytics. NEW Derivatives and Hedging 4/7/21 19:21 4/11/21 10:12 79 477.0 78 102.0 1 12.0 10/21/16 4:12 4/10/18 2:31 2/22/21 13:32 8/27/20 8:16 yhilpisch/lvvd torreyleonard/algotrader active 23:51.4
100 Computational Derivatives paperbroker https://github.com/chenbowen184/Computational_Finance https://github.com/philipodonnell/paperbroker Projects focusing on investigating simulations and computational techniques applied in finance. NEW Derivatives and Hedging 1/12/21 12:22 4/4/21 4:52 17 175.0 12 48.0 1 3.0 1/29/18 5:01 7/6/17 2:04 8/2/18 5:56 4/8/18 18:37 chen-bowen/Computational_Finance philipodonnell/paperbroker inactive 23:51.4
101 gs-quant optopsy https://github.com/goldmansachs/gs-quant https://github.com/michaelchu/optopsy NEW Derivatives and Hedging 4/12/21 16:44 4/11/21 6:03 584 393.0 170 90.0 12 3.0 12/14/18 21:10 9/17/17 1:49 3/25/21 15:33 12/7/20 17:00 goldmansachs/gs-quant michaelchu/optopsy active 23:51.4
102 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
103 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
104 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
105 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
106 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
107 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
108 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
109 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
110 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
111 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
112 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
113 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
114 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
115 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
116 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
117 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
118 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
119 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
120 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
121 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
122 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
123 Options https://github.com/PHBS/2018.M1.ASP/tree/master/py Black Scholes and Copula. Derivatives and Hedging PHBS/2018.M1.ASP
124 Hull White Derman https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb Callable Bond, Hull White. Binomial tree for American call. Derivatives and Hedging 10/6/20 20:37 4 1.0 6 3.0 1 1.0 6/6/18 22:06 5/18/18 18:08 6/6/18 22:27 9/21/18 19:59 rstreppa/valuation-callables-HullWhite rstreppa/valuation-convertibles-Goldman1994 inactive
125 Options Reinforcement Learning https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D https://github.com/FinTechies/HedgingRL Introduction to options. Hedging portfolios with reinforcement learning. Derivatives and Hedging 4/9/21 21:17 1/20/21 8:12 335 16.0 163 9.0 36 1.0 7/28/17 15:48 4/21/17 10:58 3/17/21 17:17 8/2/17 21:41 QuantConnect/Tutorials FinTechies/HedgingRL active inactive
126 Derivative Markets Delta Hedging https://github.com/broughtj/Fin6470/tree/master/Notebooks https://github.com/RobinsonGarcia/delta-hedging The economics of futures, futures, options, and swaps. Advanced derivatives. Derivatives and Hedging 4/6/21 20:49 2/27/21 8:48 8 3.0 8 2.0 1 1.0 2/9/16 5:30 3/2/18 23:53 4/6/21 20:49 7/17/18 23:32 broughtj/Fin6470 RobinsonGarcia/delta-hedging active inactive
127 robin_stocks akshare https://github.com/jmfernandes/robin_stocks https://github.com/jindaxiang/akshare NEW Derivatives and Hedging 4/13/21 23:48 4/13/21 16:44 1012 3374.0 261 681.0 34 11.0 2/23/18 0:49 10/1/19 7:34 2/27/21 17:48 4/13/21 11:18 jmfernandes/robin_stocks jindaxiang/akshare active 23:51.4
128 wallstreet FinanceDatabase https://github.com/mcdallas/wallstreet https://github.com/JerBouma/FinanceDatabase NEW Derivatives and Hedging 4/13/21 22:00 4/13/21 2:33 570 595.0 125 68.0 2 1.0 1/20/16 22:03 1/28/21 18:36 8/9/19 23:14 4/8/21 11:10 mcdallas/wallstreet JerBouma/FinanceDatabase active 23:51.4
129 Derman Options Risk Measures https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb https://github.com/wanglouis49/risk_estimation Binomial tree for American call. Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). Derivatives and Hedging 10/6/20 20:37 1 1.0 3 2.0 1 1.0 5/18/18 18:08 4/29/16 3:51 9/21/18 19:59 1/16/18 1:24 rstreppa/valuation-convertibles-Goldman1994 wanglouis49/risk_estimation inactive
130 Reinforcement Learning FinancePy https://github.com/FinTechies/HedgingRL https://github.com/domokane/FinancePy Hedging portfolios with reinforcement learning. NEW Derivatives and Hedging 1/20/21 8:12 4/10/21 22:50 16 441.0 9 73.0 1 6.0 4/21/17 10:58 10/27/19 15:04 8/2/17 21:41 3/11/21 21:40 FinTechies/HedgingRL domokane/FinancePy inactive active 23:51.4
131 Delta Hedging Option Strategies https://github.com/RobinsonGarcia/delta-hedging https://github.com/rstreppa/valuation-OptionStrategies Advanced derivatives. Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations. Derivatives and Hedging 2/27/21 8:48 2/27/21 8:50 3 2.0 2 3.0 1 1.0 3/2/18 23:53 5/22/18 18:27 7/17/18 23:32 5/22/18 18:30 RobinsonGarcia/delta-hedging rstreppa/valuation-OptionStrategies inactive
132 akshare wallstreet https://github.com/jindaxiang/akshare https://github.com/mcdallas/wallstreet NEW Derivatives and Hedging 4/13/21 16:44 4/13/21 22:00 3374 570.0 681 125.0 11 2.0 10/1/19 7:34 1/20/16 22:03 4/13/21 11:18 8/9/19 23:14 jindaxiang/akshare mcdallas/wallstreet active 23:51.4
133 FinanceDatabase Financial Economics https://github.com/JerBouma/FinanceDatabase https://github.com/rsvp/fecon235/tree/master/nb NEW Financial Economics Models. Derivatives and Hedging Extended Research 4/13/21 2:33 4/10/21 17:02 595 713.0 68 275.0 1 2.0 1/28/21 18:36 11/9/14 4:49 4/8/21 11:10 12/3/18 16:30 JerBouma/FinanceDatabase rsvp/fecon235 active inactive 23:51.4
134 Options Risk Measures Behavioural Economics https://github.com/wanglouis49/risk_estimation https://github.com/pcmichaud/notebooks Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). Behavioural Economics and Finance Python Notebooks. Derivatives and Hedging Extended Research 10/6/20 20:37 2/3/21 7:22 1 9.0 2 4.0 1 1.0 4/29/16 3:51 12/20/18 0:21 1/16/18 1:24 3/26/19 11:51 wanglouis49/risk_estimation pcmichaud/notebooks inactive
135 FinancePy Economic Foundations https://github.com/domokane/FinancePy https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations NEW Basic economic models. Derivatives and Hedging Extended Research 4/10/21 22:50 10/6/20 21:01 441 2.0 73 3.0 6 1.0 10/27/19 15:04 5/25/17 2:27 3/11/21 21:40 6/30/17 3:53 domokane/FinancePy SeanMcOwen/FinanceAndPython.com-EconomicFoundations active inactive 23:51.4
136 Option Strategies Corporate Finance https://github.com/rstreppa/valuation-OptionStrategies https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations. Basic corporate finance. Derivatives and Hedging Extended Research 2/27/21 8:50 1/16/21 19:01 2 9.0 3 4.0 1 1.0 5/22/18 18:27 9/9/17 3:35 5/22/18 18:30 9/9/17 23:04 rstreppa/valuation-OptionStrategies SeanMcOwen/FinanceAndPython.com-CorporateFinance inactive
137 MarketAnalysis Life-cycle https://github.com/Poseyy/MarketAnalysis https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb NEW Company life cycle. Derivatives and Hedging Extended Research 4/12/21 21:59 12/21/20 14:42 170 3.0 77 3.0 1 1.0 3/28/19 19:46 1/19/19 18:16 8/6/20 5:15 2/18/19 16:57 Poseyy/MarketAnalysis atulram/Finance-and-Stocks active inactive 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
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
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
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
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
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
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
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
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
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
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
Options-Trading-Strategies-in-Python https://github.com/PyPatel/Options-Trading-Strategies-in-Python NEW Derivatives and Hedging 4/10/21 12:28 317 134 1 8/30/17 6:00 8/21/19 15:47 PyPatel/Options-Trading-Strategies-in-Python active 23:51.4
StockSharp https://github.com/StockSharp/StockSharp NEW Derivatives and Hedging 4/13/21 22:41 3924 1222 17 12/8/14 7:53 4/7/21 10:55 StockSharp/StockSharp active 23:51.4
tf-quant-finance https://github.com/google/tf-quant-finance NEW Derivatives and Hedging 4/13/21 22:49 2569 333 28 7/24/19 16:09 4/13/21 22:09 google/tf-quant-finance active 23:51.4
tai https://github.com/fremantle-industries/tai NEW Derivatives and Hedging 4/12/21 22:45 273 44 6 7/28/17 3:07 4/12/21 22:40 fremantle-industries/tai active 23:51.4
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
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
openAlgo https://github.com/mtompkins/openAlgo NEW Derivatives and Hedging 4/3/21 9:17 160 82 2 5/28/13 14:46 3/24/17 20:00 mtompkins/openAlgo inactive 23:51.4
Options_Data_Science https://github.com/yugedata/Options_Data_Science NEW Derivatives and Hedging 4/10/21 22:31 238 39 1 12/9/20 4:51 4/5/21 3:55 yugedata/Options_Data_Science active 23:51.4
QLNet https://github.com/amaggiulli/QLNet NEW Derivatives and Hedging 4/13/21 7:58 259 134 13 8/22/13 14:51 3/2/21 18:39 amaggiulli/QLNet active 23:51.4
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
Real Estate Property Fraud https://github.com/aviroop1/Real_Estate_Property_Fraud Unsupervised fraud detection model that can identify likely candidates of fraud. Extended Research aviroop1/Real_Estate_Property_Fraud
Critical Transitions https://github.com/ryanholbrook/critical-transitions Detecting critical transitions in financial networks with topological data analysis. Extended Research 1/30/21 11:50 10 3 1 1/22/19 10:59 3/12/19 18:35 ryanholbrook/critical-transitions inactive
Simulation https://github.com/chenbowen184/Computational_Finance Investigating simulations as part of computational finance. Extended Research 1/12/21 12:22 17 12 1 1/29/18 5:01 8/2/18 5:56 chen-bowen/Computational_Finance inactive
HFT https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy High frequency trading. Extended Research 4/11/21 23:36 748 333 1 7/21/16 5:14 2/14/17 16:47 rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy inactive
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
Applied Corporate Finance https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance Studies the empirical behaviours in stock market. Extended Research 2/19/21 13:40 8 9 1 1/29/18 5:14 7/19/18 6:25 chen-bowen/Data_Science_in_Applied_Corporate_Finance inactive
Bayesian Finance https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb Notebook PyMC3 implementation. Extended Research 4/10/21 19:50 233 55 1 8/28/18 14:45 8/6/20 22:03 marketneutral/alphatools active
Deep Portfolio https://github.com/DLColumbia/DL_forFinance Deep learning for finance Predict volume of bonds. Extended Research 1/12/21 11:48 27 19 2 5/8/18 19:34 5/9/18 15:39 DLColumbia/DL_forFinance inactive
Backtests https://github.com/AlgoTraders/stock-analysis-engine Trading data and algorithms. Extended Research 4/12/21 2:28 620 165 3 9/16/18 20:00 9/5/20 13:01 AlgoTraders/stock-analysis-engine active
Liquidity and Momentum https://github.com/mrefermat/quant_finance Various factors and portfolio constructions. Extended Research 3/30/21 0:09 31 15 1 8/11/18 22:59 11/12/19 4:49 mrefermat/quant_finance active
NLP Finance Papers https://github.com/chenbowen184/Research_Documents_Curation_with_NLP Curating quantitative finance papers using machine learning. Extended Research 2/27/21 6:33 8 9 1 10/11/18 20:32 12/24/18 23:27 chen-bowen/Research_Documents_Curation_with_NLP inactive
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
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
Financial Economics https://github.com/rsvp/fecon235/tree/master/nb Financial Economics Models. Extended Research 4/10/21 17:02 713 275 2 11/9/14 4:49 12/3/18 16:30 rsvp/fecon235 inactive
Behavioural Economics https://github.com/pcmichaud/notebooks Behavioural Economics and Finance Python Notebooks. Extended Research 2/3/21 7:22 9 4 1 12/20/18 0:21 3/26/19 11:51 pcmichaud/notebooks inactive
Economic Foundations https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations Basic economic models. Extended Research 10/6/20 21:01 2 3 1 5/25/17 2:27 6/30/17 3:53 SeanMcOwen/FinanceAndPython.com-EconomicFoundations inactive
Corporate Finance https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance Basic corporate finance. Extended Research 1/16/21 19:01 9 4 1 9/9/17 3:35 9/9/17 23:04 SeanMcOwen/FinanceAndPython.com-CorporateFinance inactive
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
138 Commodity https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb Commodity influence over Brazilian stocks. Extended Research felipessalvatore/fin2vec
139 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 1.0 3 3.0 1 1.0 1/24/19 13:37 2/13/19 16:48 sarachmax/MarketCrashes_Prediction inactive
140 M&A https://github.com/atulram/Finance-and-Stocks Mergers and Acquisitions. Extended Research 12/21/20 14:42 3 3.0 3 3.0 1 1.0 1/19/19 18:16 2/18/19 16:57 atulram/Finance-and-Stocks inactive
141 Life-cycle Mathematical Finance https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb https://github.com/Auquan/Tutorials Company life cycle. Notebooks for math and financial tutorials. Extended Research 12/21/20 14:42 4/8/21 19:37 3 664.0 3 425.0 1 9.0 1/19/19 18:16 1/21/17 11:24 2/18/19 16:57 8/1/20 17:03 atulram/Finance-and-Stocks Auquan/Tutorials inactive active
142 Finance Graph Theory Computational Finance https://github.com/AvijitGhosh82/Finance_Graph_Theory https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents. Applied Computational Economics and Finance. Extended Research 3/28/21 2:22 3/7/21 17:47 17 12.0 7 13.0 3 1.0 8/2/18 2:48 8/27/17 3:46 3/16/19 18:39 8/26/17 4:26 evijit/Finance_Graph_Theory lnsongxf/Applied_Computational_Economics_and_Finance inactive
143 Python for Finance High Frequency https://github.com/yhilpisch/py4fi/tree/master/jupyter36 https://github.com/cswaney/prickle Various financial notebooks. A Python toolkit for high-frequency trade research. Factor and Risk Analysis Extended Research 4/9/21 8:12 3/22/21 2:19 1298 24.0 794 17.0 1 2.0 12/15/14 11:23 7/6/16 20:32 7/10/18 6:38 6/9/18 10:53 yhilpisch/py4fi cswaney/prickle inactive
144 Quant Finance Finance Graph Theory https://github.com/mrefermat/quant_finance https://github.com/AvijitGhosh82/Finance_Graph_Theory General quant repository. Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents. Factor and Risk Analysis Extended Research 3/30/21 0:09 3/28/21 2:22 31 17.0 15 7.0 1 3.0 8/11/18 22:59 8/2/18 2:48 11/12/19 4:49 3/16/19 18:39 mrefermat/quant_finance evijit/Finance_Graph_Theory active inactive
145 Convex Optimisation Liquidity and Momentum https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb https://github.com/mrefermat/quant_finance Convex Optimization for Finance. Various factors and portfolio constructions. Factor and Risk Analysis Extended Research 4/8/21 19:02 3/30/21 0:09 18 31.0 10 15.0 1 1.0 6/26/18 20:36 8/11/18 22:59 10/22/19 21:56 11/12/19 4:49 ssanderson/convex-optimization-for-finance mrefermat/quant_finance active
146 Factor Analysis NLP Finance Papers https://github.com/alpha-miner/alpha-mind/tree/master/notebooks https://github.com/chenbowen184/Research_Documents_Curation_with_NLP Factor strategy notebooks. Curating quantitative finance papers using machine learning. Factor and Risk Analysis Extended Research 4/8/21 19:02 2/27/21 6:33 172 8.0 60 9.0 3 1.0 5/1/17 7:36 10/11/18 20:32 4/7/21 15:25 12/24/18 23:27 alpha-miner/alpha-mind chen-bowen/Research_Documents_Curation_with_NLP active inactive
147 VaR Real Estate Property Fraud https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb https://github.com/aviroop1/Real_Estate_Property_Fraud Value-at-risk calculations. Unsupervised fraud detection model that can identify likely candidates of fraud. Factor and Risk Analysis Extended Research 3/31/21 2:06 10 9 1 11/15/16 19:24 1/14/17 21:19 willb/var-notebook aviroop1/Real_Estate_Property_Fraud inactive
148 Risk Basic Critical Transitions https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb https://github.com/ryanholbrook/critical-transitions Active portfolio risk management . Detecting critical transitions in financial networks with topological data analysis. Factor and Risk Analysis Extended Research 3/1/21 13:53 1/30/21 11:50 31 10.0 18 3.0 1 1.0 5/10/16 11:03 1/22/19 10:59 5/17/16 3:44 3/12/19 18:35 RJT1990/Active-Portfolio-Management-Notes ryanholbrook/critical-transitions inactive
149 Stock-Prediction Simulation https://github.com/Ronak-59/Stock-Prediction https://github.com/chenbowen184/Computational_Finance NEW Investigating simulations as part of computational finance. Factor and Risk Analysis Extended Research 3/26/21 8:37 1/12/21 12:22 129 17.0 64 12.0 2 1.0 3/18/18 4:54 1/29/18 5:01 2/28/20 11:43 8/2/18 5:56 Ronak-59/Stock-Prediction chen-bowen/Computational_Finance active inactive 37:06.3
150 Performance Analysis HFT https://github.com/quantopian/alphalens https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy Performance analysis of predictive (alpha) stock factors. High frequency trading. Factor and Risk Analysis Extended Research 4/10/21 12:58 4/11/21 23:36 1847 748.0 700 333.0 17 1.0 6/3/16 21:49 7/21/16 5:14 4/27/20 18:40 2/14/17 16:47 quantopian/alphalens rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy active inactive
151 Factor Analysis Currency PCA https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb Factor analysis for mutual funds. Forex spots PCA. Factor and Risk Analysis Extended Research 12/21/20 14:26 10/26/20 0:55 3 3.0 4 1.0 1 1.0 3/13/18 7:39 3/12/19 21:11 3/13/18 7:42 3/12/19 22:09 garvit-kudesia91/factor_analysis shanemulqueen/python-finance-pca inactive
152 Various Risk Measures Applied Corporate Finance https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance Risk measures and factors for alternative and responsible investments. Studies the empirical behaviours in stock market. Factor and Risk Analysis Extended Research 11/4/20 7:04 2/19/21 13:40 4 8.0 5 9.0 1 1.0 8/7/17 14:44 1/29/18 5:14 8/8/17 22:52 7/19/18 6:25 Jorgencr/Alternative-and-Responsible-Investments chen-bowen/Data_Science_in_Applied_Corporate_Finance inactive
153 stock-market-analysis-using-python-numpy-pandas Bayesian Finance https://github.com/Ashishsinha10/stock-market-analysis-using-python-numpy-pandas https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb NEW Notebook PyMC3 implementation. Factor and Risk Analysis Extended Research 3/21/21 8:50 4/10/21 19:50 8 233.0 5 55.0 1 1.0 4/10/18 5:15 8/28/18 14:45 4/10/18 5:28 8/6/20 22:03 Ashishsinha10/stock-market-analysis-using-python-numpy-pandas marketneutral/alphatools inactive active 23:57.7
154 Risk and Return Deep Portfolio https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials https://github.com/DLColumbia/DL_forFinance Riskiness of portfolios and assets. Deep learning for finance Predict volume of bonds. Factor and Risk Analysis Extended Research 4/6/21 17:03 1/12/21 11:48 140 27.0 62 19.0 2 2.0 9/12/17 13:35 5/8/18 19:34 8/6/20 12:35 5/9/18 15:39 PyDataBlog/Python-for-Data-Science DLColumbia/DL_forFinance active inactive
155 CAPM Backtests https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb https://github.com/AlgoTraders/stock-analysis-engine Expected returns using CAPM. Trading data and algorithms. Factor and Risk Analysis Extended Research 3/1/21 13:53 4/12/21 2:28 31 620.0 18 165.0 1 3.0 5/10/16 11:03 9/16/18 20:00 5/17/16 3:44 9/5/20 13:01 RJT1990/Active-Portfolio-Management-Notes AlgoTraders/stock-analysis-engine inactive active
156 -L- Bayesian Finance I https://github.com/jettbrains/-L- https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb NEW Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs. Factor and Risk Analysis Extended Research 3/15/21 3:05 11/28/20 3:02 6 25.0 16 6.0 1 0.0 10/28/19 21:50 1/4/19 12:30 10/28/19 21:51 2/18/19 9:55 jettbrains/-L- AlexIoannides/pymc-stochastic-process active inactive 23:57.7
157 Statistical Finance Risk and Return https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials Various financial experiments. Riskiness of portfolios and assets. Factor and Risk Analysis 3/30/21 0:09 4/6/21 17:03 21 140.0 16 62.0 1 2.0 10/4/15 9:10 9/12/17 13:35 3/28/20 18:33 8/6/20 12:35 mrefermat/FinancePhD PyDataBlog/Python-for-Data-Science active
158 Machine_learning_In_Finance AlphaTrading https://github.com/chaudharigauravi/Machine_learning_In_Finance https://github.com/jerryxyx/AlphaTrading NEW Factor and Risk Analysis 11/27/20 19:23 4/10/21 6:34 8 149.0 2 74.0 1 1.0 8/3/19 4:04 5/18/18 22:09 8/3/19 4:05 8/7/18 18:05 chaudharigauravi/Machine_learning_In_Finance jerryxyx/AlphaTrading active inactive 23:57.7 37:06.3
159 TradeFinexLive VaR GaN https://github.com/XinFinOrg/TradeFinexLive https://github.com/hamaadshah/market_risk_gan_keras NEW Estimate Value-at-Risk for market risk management using Keras and TensorFlow. Factor and Risk Analysis 3/18/21 9:48 3/20/21 21:53 5 41.0 11 28.0 8 1.0 3/21/18 10:05 8/6/18 16:09 3/18/21 9:48 11/22/20 19:02 XinFinOrg/TradeFinexLive hamaadshah/market_risk_gan_tensorflow active 23:57.7
160 simulate Pyfolio https://github.com/leolle/simulate https://github.com/quantopian/pyfolio NEW Portfolio and risk analytics in Python. Factor and Risk Analysis 3/23/21 13:34 4/12/21 11:55 11 3673.0 2 1157.0 1 42.0 6/4/17 15:18 6/1/15 15:31 11/11/18 14:03 2/28/20 17:30 leolle/simulate quantopian/pyfolio inactive active 23:57.7
161 Pyfolio simulate https://github.com/quantopian/pyfolio https://github.com/leolle/simulate Portfolio and risk analytics in Python. NEW Factor and Risk Analysis 4/12/21 11:55 3/23/21 13:34 3673 11.0 1157 2.0 42 1.0 6/1/15 15:31 6/4/17 15:18 2/28/20 17:30 11/11/18 14:03 quantopian/pyfolio leolle/simulate active inactive 23:57.7
162 VaR GaN TradeFinexLive https://github.com/hamaadshah/market_risk_gan_keras https://github.com/XinFinOrg/TradeFinexLive Estimate Value-at-Risk for market risk management using Keras and TensorFlow. NEW Factor and Risk Analysis 3/20/21 21:53 3/18/21 9:48 41 5.0 28 11.0 1 8.0 8/6/18 16:09 3/21/18 10:05 11/22/20 19:02 3/18/21 9:48 hamaadshah/market_risk_gan_tensorflow XinFinOrg/TradeFinexLive active 23:57.7
163 AlphaTrading Machine_learning_In_Finance https://github.com/jerryxyx/AlphaTrading https://github.com/chaudharigauravi/Machine_learning_In_Finance NEW Factor and Risk Analysis 4/10/21 6:34 11/27/20 19:23 149 8.0 74 2.0 1 1.0 5/18/18 22:09 8/3/19 4:04 8/7/18 18:05 8/3/19 4:05 jerryxyx/AlphaTrading chaudharigauravi/Machine_learning_In_Finance inactive active 37:06.3 23:57.7
164 market-data -L- https://github.com/kriasoft/market-data https://github.com/jettbrains/-L- NEW Fixed Income Factor and Risk Analysis 6/22/20 10:58 3/15/21 3:05 25 6.0 20 16.0 1 1.0 12/7/12 13:42 10/28/19 21:50 12/15/12 12:10 10/28/19 21:51 kriasoft/market-data jettbrains/-L- inactive active 24:33.4 23:57.7
165 woe CAPM https://github.com/boredbird/woe https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb NEW Expected returns using CAPM. Fixed Income Factor and Risk Analysis 4/12/21 10:43 3/1/21 13:53 224 31.0 96 18.0 1 1.0 9/11/17 7:15 5/10/16 11:03 3/1/18 10:45 5/17/16 3:44 boredbird/woe RJT1990/Active-Portfolio-Management-Notes inactive 24:33.4
166 Vasicek stock-market-analysis-using-python-numpy-pandas https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb https://github.com/Ashishsinha10/stock-market-analysis-using-python-numpy-pandas Bootstrapping and interpolation. NEW Fixed Income Factor and Risk Analysis 12/10/20 21:20 3/21/21 8:50 3 8.0 3 5.0 1 1.0 7/18/18 19:26 4/10/18 5:15 7/18/18 19:34 4/10/18 5:28 RobinsonGarcia/fixed-income Ashishsinha10/stock-market-analysis-using-python-numpy-pandas inactive 23:57.7
167 MagentoExtensions Statistical Finance https://github.com/5mehulhelp5/MagentoExtensions https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments NEW Various financial experiments. Fixed Income Factor and Risk Analysis 2/12/21 8:45 3/30/21 0:09 106 21.0 110 16.0 2 1.0 7/3/14 5:45 10/4/15 9:10 11/24/17 16:15 3/28/20 18:33 5mehulhelp5/MagentoExtensions mrefermat/FinancePhD inactive active 24:33.4
168 rating_history Factor Analysis https://github.com/govwiki/rating_history https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb NEW Factor analysis for mutual funds. Fixed Income Factor and Risk Analysis 1/23/21 6:27 12/21/20 14:26 26 3.0 13 4.0 1 1.0 11/23/17 22:52 3/13/18 7:39 12/3/17 20:42 3/13/18 7:42 govwiki/rating_history garvit-kudesia91/factor_analysis inactive 24:33.4
169 Binomial Tree Performance Analysis https://github.com/hy-lei/math-finance-exercise https://github.com/quantopian/alphalens Utility functions in fixed income securities. Performance analysis of predictive (alpha) stock factors. Fixed Income Factor and Risk Analysis 10/6/20 20:55 4/10/21 12:58 1 1847.0 2 700.0 1 17.0 2/2/19 8:44 6/3/16 21:49 5/3/19 17:16 4/27/20 18:40 hy-lei/math-finance-toolbox quantopian/alphalens active
170 Corporate Bonds Stock-Prediction https://github.com/ishank011/gs-quantify-bond-prediction https://github.com/Ronak-59/Stock-Prediction Predicting the buying and selling volume of the corporate bonds. NEW Fixed Income Factor and Risk Analysis 1/3/21 21:46 3/26/21 8:37 7 129.0 5 64.0 1 2.0 9/27/17 19:57 3/18/18 4:54 9/27/17 20:00 2/28/20 11:43 ishank011/gs-quantify-bond-prediction Ronak-59/Stock-Prediction inactive active 37:06.3
171 mlfinlab Risk Basic https://github.com/hudson-and-thames/mlfinlab https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb 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/) Active portfolio risk management . Other Models Factor and Risk Analysis 4/12/21 10:51 3/1/21 13:53 2295 31.0 709 18.0 3 1.0 2/13/19 16:57 5/10/16 11:03 4/12/21 10:50 5/17/16 3:44 hudson-and-thames/mlfinlab RJT1990/Active-Portfolio-Management-Notes active inactive 3 39:24.6
172 stock-trading-ml VaR https://github.com/yacoubb/stock-trading-ml https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb 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 Value-at-risk calculations. Other Models Factor and Risk Analysis 4/11/21 14:46 3/31/21 2:06 340 10.0 186 9.0 1 1.0 10/10/19 9:44 11/15/16 19:24 10/12/19 11:38 1/14/17 21:19 yacoubb/stock-trading-ml willb/var-notebook active inactive 3 39:24.6
173 ML_Finance_Codes Factor Analysis https://github.com/mfrdixon/ML_Finance_Codes https://github.com/alpha-miner/alpha-mind/tree/master/notebooks 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. Factor strategy notebooks. Other Models Factor and Risk Analysis 4/11/21 8:30 4/8/21 19:02 250 172.0 104 60.0 3 3.0 9/27/19 16:13 5/1/17 7:36 6/13/20 21:20 4/7/21 15:25 mfrdixon/ML_Finance_Codes alpha-miner/alpha-mind active 3 39:24.6
174 Scikit-learn Stock Prediction Convex Optimisation https://github.com/robertmartin8/MachineLearningStocks https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb 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 Convex Optimization for Finance. Other Models Factor and Risk Analysis 4/11/21 10:00 4/8/21 19:02 931 18.0 347 10.0 2 1.0 2/12/17 4:50 6/26/18 20:36 2/4/21 3:48 10/22/19 21:56 robertmartin8/MachineLearningStocks ssanderson/convex-optimization-for-finance inactive active 3
175 mosquito Quant Finance https://github.com/miro-ka/mosquito https://github.com/mrefermat/quant_finance 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 General quant repository. Other Models Factor and Risk Analysis 4/12/21 9:44 3/30/21 0:09 220 31.0 44 15.0 2 1.0 6/18/17 19:57 8/11/18 22:59 3/14/21 22:22 11/12/19 4:49 miro-ka/mosquito mrefermat/quant_finance active 3 39:24.6
176 Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original Python for Finance https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original https://github.com/yhilpisch/py4fi/tree/master/jupyter36 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) Various financial notebooks. Other Models Factor and Risk Analysis 4/8/21 20:01 4/9/21 8:12 279 1298.0 126 794.0 4 1.0 11/15/19 8:51 12/15/14 11:23 1/21/21 7:56 7/10/18 6:38 PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original yhilpisch/py4fi active inactive 4 39:24.6
177 Mixture Models I Various Risk Measures https://github.com/BlackArbsCEO/Mixture_Models https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb 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 Risk measures and factors for alternative and responsible investments. Other Models Factor and Risk Analysis 3/2/21 19:44 11/4/20 7:04 31 4.0 31 5.0 1 1.0 3/20/17 18:54 8/7/17 14:44 4/25/17 23:35 8/8/17 22:52 BlackArbsCEO/Mixture_Models Jorgencr/Alternative-and-Responsible-Investments inactive 2
178 Machine-Learning-For-Finance Corporate Bonds https://github.com/anthonyng2/Machine-Learning-For-Finance https://github.com/ishank011/gs-quantify-bond-prediction 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) Predicting the buying and selling volume of the corporate bonds. Other Models Fixed Income 4/1/21 20:11 1/3/21 21:46 205 7.0 119 5.0 1 1.0 7/11/17 9:09 9/27/17 19:57 2/21/18 5:36 9/27/17 20:00 anthonyng2/Machine-Learning-For-Finance ishank011/gs-quantify-bond-prediction inactive 2 39:24.6
179 Machine-Learning-and-AI-in-Trading rating_history https://github.com/PyPatel/Machine-Learning-and-AI-in-Trading https://github.com/govwiki/rating_history repo covering lstm and other sklearn model for trading. Code is not structured well and less extensible NEW Other Models Fixed Income 4/8/21 11:31 1/23/21 6:27 261 26.0 101 13.0 1 1.0 8/30/17 6:14 11/23/17 22:52 10/29/19 8:14 12/3/17 20:42 PyPatel/Machine-Learning-and-AI-in-Trading govwiki/rating_history inactive 2 39:24.6 24:33.4
180 Speculator MagentoExtensions https://github.com/amicks/Speculator https://github.com/5mehulhelp5/MagentoExtensions 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) NEW Other Models Fixed Income 3/15/21 16:27 2/12/21 8:45 101 106.0 31 110.0 2 2.0 9/3/17 17:43 7/3/14 5:45 9/12/18 18:58 11/24/17 16:15 amicks/Speculator 5mehulhelp5/MagentoExtensions inactive 3 39:24.6 24:33.4
181 Fundamental LT Forecasts Binomial Tree https://github.com/Hvass-Labs/FinanceOps https://github.com/hy-lei/math-finance-exercise 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. Utility functions in fixed income securities. Other Models Fixed Income 4/5/21 23:36 10/6/20 20:55 383 1.0 127 2.0 1 1.0 7/22/18 8:14 2/2/19 8:44 2/17/21 14:39 5/3/19 17:16 Hvass-Labs/FinanceOps hy-lei/math-finance-toolbox active 3
182 fin-ml woe https://github.com/tatsath/fin-ml https://github.com/boredbird/woe 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. NEW Other Models Fixed Income 4/11/21 3:29 4/12/21 10:43 116 224.0 66 96.0 2 1.0 5/10/20 0:25 9/11/17 7:15 1/23/21 17:15 3/1/18 10:45 tatsath/fin-ml boredbird/woe active inactive 4 39:24.6 24:33.4
183 AlphaPy market-data https://github.com/ScottfreeLLC/AlphaPy https://github.com/kriasoft/market-data 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 NEW Other Models Fixed Income 4/4/21 20:02 6/22/20 10:58 576 25.0 130 20.0 3 1.0 2/14/16 0:47 12/7/12 13:42 2/8/21 21:35 12/15/12 12:10 ScottfreeLLC/AlphaPy kriasoft/market-data active inactive 4 39:24.6 24:33.4
184 Short-Term Movement Cues Vasicek https://github.com/anfederico/Clairvoyant https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb Identify social/historical cues for short term stock movement. Sklearn SVM model is used and good visualization coded in matplotlib Bootstrapping and interpolation. Other Models Fixed Income 4/12/21 13:11 12/10/20 21:20 2166 3.0 678 3.0 1 1.0 9/12/16 18:38 7/18/18 19:26 8/29/18 20:27 7/18/18 19:34 anfederico/clairvoyant RobinsonGarcia/fixed-income inactive 3
185 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
186 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
187 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
188 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
189 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
190 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
191 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
192 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
193 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
194 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
195 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
196 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
197 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
198 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
199 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
200 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
201 Trend Following http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html A futures trend following portfolio investment strategy. Other Models
202 Hands-On-Machine-Learning-for-Algorithmic-Trading stock-trading-ml https://github.com/PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading https://github.com/yacoubb/stock-trading-ml 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 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 4/12/21 15:41 4/11/21 14:46 600 340.0 386 186.0 2 1.0 5/7/19 11:04 10/10/19 9:44 1/19/21 7:51 10/12/19 11:38 PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading yacoubb/stock-trading-ml active 5 3.0 39:24.6
203 Machine-Learning-for-Finance Scikit-learn Stock Prediction https://github.com/PacktPublishing/Machine-Learning-for-Finance https://github.com/robertmartin8/MachineLearningStocks 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 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 4/8/21 16:54 4/11/21 10:00 180 931.0 122 347.0 4 2.0 3/15/18 6:28 2/12/17 4:50 1/14/21 15:58 2/4/21 3:48 PacktPublishing/Machine-Learning-for-Finance robertmartin8/MachineLearningStocks active inactive 3 3.0 39:24.6
204 CryptoBot mosquito https://github.com/AdeelMufti/CryptoBot https://github.com/miro-ka/mosquito 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 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 3/25/21 9:17 4/12/21 9:44 234 220.0 94 44.0 1 2.0 1/17/17 12:44 6/18/17 19:57 1/17/17 12:48 3/14/21 22:22 AdeelMufti/CryptoBot miro-ka/mosquito inactive active 2 3.0 39:24.6
205 finance_ml Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original https://github.com/jjakimoto/finance_ml https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original 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 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 15:28 4/8/21 20:01 282 279.0 117 126.0 1 4.0 6/29/18 21:21 11/15/19 8:51 2/18/19 12:34 1/21/21 7:56 jjakimoto/finance_ml PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original inactive active 1 4.0 39:24.6
206 Stock.Indicators Mixture Models I https://github.com/DaveSkender/Stock.Indicators https://github.com/BlackArbsCEO/Mixture_Models 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 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 4/12/21 10:47 3/2/21 19:44 175 31.0 64 31.0 9 1.0 12/29/19 5:18 3/20/17 18:54 4/11/21 19:17 4/25/17 23:35 DaveSkender/Stock.Indicators BlackArbsCEO/Mixture_Models active inactive 3 2.0 39:24.6
207 Machine-Learning-for-Algorithmic-Trading-Bots-with-Python ML_Finance_Codes https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python https://github.com/mfrdixon/ML_Finance_Codes 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) 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 6:02 4/11/21 8:30 172 250.0 94 104.0 5 3.0 12/6/18 11:35 9/27/19 16:13 1/18/21 6:40 6/13/20 21:20 PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python mfrdixon/ML_Finance_Codes active 3 3.0 39:24.6
208 Microservices-Based-Algorithmic-Trading-System Machine-Learning-and-AI-in-Trading https://github.com/saeed349/Microservices-Based-Algorithmic-Trading-System https://github.com/PyPatel/Machine-Learning-and-AI-in-Trading 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 repo covering lstm and other sklearn model for trading. Code is not structured well and less extensible Other Models 4/10/21 12:59 4/8/21 11:31 104 261.0 56 101.0 0 1.0 1/6/20 0:21 8/30/17 6:14 3/31/20 13:02 10/29/19 8:14 saeed349/Microservices-Based-Algorithmic-Trading-System PyPatel/Machine-Learning-and-AI-in-Trading active inactive 5 2.0 39:24.6
209 awesome-ai-in-finance Speculator https://github.com/georgezouq/awesome-ai-in-finance https://github.com/amicks/Speculator curated list of books/online courses/papers on AI and finance. Topics include crypto trading strategies/ta/backter etc. 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 4/11/21 7:43 3/15/21 16:27 941 101.0 162 31.0 8 2.0 8/29/18 2:07 9/3/17 17:43 11/27/20 9:43 9/12/18 18:58 georgezouq/awesome-ai-in-finance amicks/Speculator active inactive 3 3.0 39:24.6
210 Pattern-Recognition-for-Forex-Trading Fundamental LT Forecasts https://github.com/PythonProgramming/Pattern-Recognition-for-Forex-Trading https://github.com/Hvass-Labs/FinanceOps 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 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 3:23 4/5/21 23:36 173 383.0 91 127.0 1 1.0 3/26/15 2:22 7/22/18 8:14 3/26/15 2:33 2/17/21 14:39 PythonProgramming/Pattern-Recognition-for-Forex-Trading Hvass-Labs/FinanceOps inactive active 1 3.0 39:24.6
211 surpriver fin-ml https://github.com/tradytics/surpriver https://github.com/tatsath/fin-ml 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 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 4/12/21 12:27 4/11/21 3:29 1189 116.0 221 66.0 6 2.0 8/30/20 7:56 5/10/20 0:25 9/21/20 4:32 1/23/21 17:15 tradytics/surpriver tatsath/fin-ml active 3 4.0 39:24.6
212 Awesome-Quant-Machine-Learning-Trading AlphaPy https://github.com/grananqvist/Awesome-Quant-Machine-Learning-Trading https://github.com/ScottfreeLLC/AlphaPy curated list of books/online courses/youtube videos/blogs/interviews/papers/code etc. Updates are pretty infrequent 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 4/10/21 13:38 4/4/21 20:02 1005 576.0 319 130.0 3 3.0 11/5/18 21:09 2/14/16 0:47 10/8/20 16:48 2/8/21 21:35 grananqvist/Awesome-Quant-Machine-Learning-Trading ScottfreeLLC/AlphaPy active 5 4.0 39:24.6
213 MathAndScienceNotes Machine-Learning-For-Finance https://github.com/melling/MathAndScienceNotes https://github.com/anthonyng2/Machine-Learning-For-Finance 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/) 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 4/12/21 0:49 4/1/21 20:11 460 205.0 54 119.0 1 1.0 3/11/16 19:13 7/11/17 9:09 12/21/20 3:54 2/21/18 5:36 melling/MathAndScienceNotes anthonyng2/Machine-Learning-For-Finance active inactive 3 2.0 39:24.6
Mixture Models II https://github.com/BlackArbsCEO/mixture_model_trading_public Mixture models and stock trading. Other Models 3/12/21 13:21 166 73 1 12/11/17 17:05 5/13/20 23:50 BlackArbsCEO/mixture_model_trading_public active 3
botflow https://github.com/kkyon/botflow python dataflow programming framework. Similar and probably replaceable by sklearn.pipeline module. Uses [graphviz](https://graphviz.org/) for visiualization though not maintained with last commit over 3 years ago Other Models 3/31/21 10:56 1165 102 8 8/20/18 3:13 5/23/19 14:40 kkyon/botflow inactive 2 39:24.6
214 Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies https://jfds.pm-research.com/content/2/1/10 Personal Papers
215 Machine Learning in Asset Management https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952 Personal Papers
216 Financial Event Prediction using Machine Learning https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555 Personal Papers
217 Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization https://jfds.pm-research.com/content/2/2/17 Personal Papers
218 riskparity.py Deep Portfolio Theory https://github.com/dppalomar/riskparity.py https://github.com/tcloaa/Deep-Portfolio-Theory NEW Autoencoder framework for portfolio selection. Portfolio Selection and Optimisation 4/11/21 9:40 4/6/21 11:47 124 105.0 31 57.0 2 1.0 7/13/19 21:30 2/10/17 9:03 1/30/21 1:53 3/8/18 16:47 dppalomar/riskparity.py tcloaa/Deep-Portfolio-Theory active inactive 37:19.5
219 Policy Gradient Portfolio Reinforcement Learning https://github.com/ZhengyaoJiang/PGPortfolio https://github.com/filangel/qtrader A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. Reinforcement Learning for Portfolio Management. Portfolio Selection and Optimisation 4/9/21 10:41 3/29/21 3:47 1281 364.0 629 150.0 6 1.0 11/12/17 16:08 10/7/17 9:14 5/9/19 9:50 6/26/18 9:22 ZhengyaoJiang/PGPortfolio filangelos/qtrader active inactive
220 Modern Portfolio Theory Riskfolio-Lib https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb https://github.com/dcajasn/Riskfolio-Lib Universal portfolios; modern portfolio theory. 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
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
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
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
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
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
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
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
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
221 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
222 Riskfolio-Lib Efficient Frontier https://github.com/dcajasn/Riskfolio-Lib https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb NEW Modern Portfolio Theory. Portfolio Selection and Optimisation 4/12/21 12:25 3/30/21 0:01 371 104.0 62 57.0 1 1.0 3/2/20 19:49 2/17/18 8:19 4/1/21 3:50 2/27/18 13:16 dcajasn/Riskfolio-Lib tthustla/efficient_frontier active inactive 37:19.5
223 Reinforcement Learning PyPortfolioOpt https://github.com/filangel/qtrader https://github.com/robertmartin8/PyPortfolioOpt Reinforcement Learning for Portfolio Management. Financial portfolio optimisation, including classical efficient frontier and advanced methods. Portfolio Selection and Optimisation 3/29/21 3:47 4/12/21 11:54 364 1895.0 150 479.0 1 16.0 10/7/17 9:14 5/29/18 13:30 6/26/18 9:22 2/25/21 13:01 filangelos/qtrader robertmartin8/PyPortfolioOpt inactive active
224 Extensive NLP OLMAR Algorithm https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb Comprehensive NLP techniques for accounting research. Relative importance of each component of the OLMAR algorithm. Textual Portfolio Selection and Optimisation 3/21/21 7:39 4/8/21 19:07 73 7.0 42 4.0 1 1.0 10/25/17 7:10 7/26/16 16:20 6/5/20 3:28 12/30/16 11:40 TiesdeKok/Python_NLP_Tutorial charlessutton/OLMAR active inactive
225 NLP Event DeepDow https://github.com/yuriak/DLQuant https://github.com/jankrepl/deepdow Applying Deep Learning and NLP in Quantitative Trading. Portfolio optimization with deep learning. Textual Portfolio Selection and Optimisation 4/1/21 2:16 4/7/21 6:57 70 311.0 31 58.0 1 2.0 7/2/18 23:50 2/2/20 8:46 1/31/19 14:08 2/16/21 18:50 yuriak/DLQuant jankrepl/deepdow inactive active
226 Financial Statement Sentiment Distribution Characteristic Optimisation https://github.com/MAydogdu/TextualAnalysis https://github.com/VivekPa/OptimalPortfolio Extracting sentiment from financial statements using neural networks. Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account. Textual Portfolio Selection and Optimisation 3/31/21 2:10 4/12/21 13:10 8 232.0 7 82.0 1 3.0 6/4/18 20:54 11/16/18 12:20 6/4/18 20:56 7/4/19 1:41 MAydogdu/TextualAnalysis VivekPa/OptimalPortfolio inactive active
227 Buzzwords 401K Portfolio Optimisation https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb Return performance and mutual fund selection. Portfolio analyses and optimisation for 401K. Textual Portfolio Selection and Optimisation 10/6/20 18:54 12/25/20 9:39 1 14.0 4 5.0 1 1.0 2/4/18 21:51 8/1/18 19:48 2/4/18 21:57 9/5/19 11:18 swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds otosman/Python-for-Finance inactive active
228 Accounting Anomalies Modern Portfolio Theory https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb Using deep-learning frameworks to identify accounting anomalies. Universal portfolios; modern portfolio theory. Textual Portfolio Selection and Optimisation 4/12/21 7:47 110 51 2 5/24/17 12:36 8/7/19 21:47 GitiHubi/deepAI active
229 Fund classification Policy Gradient Portfolio https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb https://github.com/ZhengyaoJiang/PGPortfolio Fund classification using text mining and NLP. A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. Textual Portfolio Selection and Optimisation 3/31/21 2:12 4/9/21 10:41 4 1281.0 2 629.0 1 6.0 4/16/18 22:18 11/12/17 16:08 6/7/18 22:01 5/9/19 9:50 frechfrechfrech/Mutual-Fund-Market-Clusters ZhengyaoJiang/PGPortfolio inactive active
230 Financial Sentiment Analysis riskparity.py https://github.com/EricHe98/Financial-Statements-Text-Analysis https://github.com/dppalomar/riskparity.py Sentiment, distance and proportion analysis for trading signals. NEW Textual Portfolio Selection and Optimisation 3/31/21 23:48 4/11/21 9:40 48 124.0 27 31.0 1 2.0 6/23/17 0:05 7/13/19 21:30 1/26/19 3:35 1/30/21 1:53 EricHe98/Financial-Statements-Text-Analysis dppalomar/riskparity.py inactive active 37:19.5
231 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
232 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
233 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
234 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
235 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
236 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
237 NLP https://github.com/toamitesh/NLPinFinance This project assembles a lot of NLP operations needed for finance domain. Textual toamitesh/NLPinFinance
238 Earning call transcripts Fund classification https://github.com/lin882/WebAnalyticsProject https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb Correlation between mutual fund investment decision and earning call transcripts. Fund classification using text mining and NLP. Textual 12/17/20 8:24 3/31/21 2:12 3 4.0 3 2.0 1 1.0 12/30/17 8:56 4/16/18 22:18 1/11/18 2:11 6/7/18 22:01 lin882/WebAnalyticsProject frechfrechfrech/Mutual-Fund-Market-Clusters inactive
239 Pairs Trading news-emotion https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb https://github.com/dongyuanxin/news-emotion Finding pairs with cluster analysis. NEW Unsupervised Textual 4/4/21 17:55 2021-04-13 13:13:18 79 245.0 36 117.0 0 1.0 9/5/17 19:19 2017-09-14 02:59:03 9/27/17 20:42 2018-06-11 13:47:51 marketneutral/pairs-trading-with-ML dongyuanxin/news-emotion inactive 2021-04-16 01:24:28.485064
240 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
241 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
242 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
243 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
244 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
245 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
246 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
247 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
248 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
249 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
250 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
251 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
252 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
253 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
254 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
255 Industry Clustering hmm_market_behavior https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries https://github.com/lamres/hmm_market_behavior Clustering of industries. NEW Unsupervised 10/6/20 18:51 2021-02-20 07:43:59 4 25.0 5 18.0 1 1.0 7/21/17 2:12 2019-09-08 17:37:39 7/23/17 2:53 2020-05-10 14:36:03 SeanMcOwen/FinanceAndPython.com-ClusteringIndustries lamres/hmm_market_behavior inactive active 2021-04-16 01:24:29.853518
256 Fund Clusters VRA Stock Embedding https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb https://github.com/ml-hongkong/stock2vec Data exploration of fund clusters. Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history. Unsupervised 3/31/21 2:12 10/20/20 11:05 4 32.0 2 12.0 1 1.0 4/16/18 22:18 6/21/17 4:47 6/7/18 22:01 6/21/17 4:51 frechfrechfrech/Mutual-Fund-Market-Clusters ml-hongkong/stock2vec inactive
257 Industry Clustering all-classification-templetes-for-ML https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries https://github.com/sayantann11/all-classification-templetes-for-ML Project to cluster industries according to financial attributes. NEW Unsupervised 10/6/20 18:51 2021-04-12 13:32:32 4 22.0 5 14.0 1 1.0 7/21/17 2:12 2020-05-05 10:28:52 7/23/17 2:53 2020-05-05 10:30:32 SeanMcOwen/FinanceAndPython.com-ClusteringIndustries sayantann11/all-classification-templetes-for-ML inactive active 2021-04-16 01:24:29.853518
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