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name,url,comment,category,last_update,star_count,fork_count,contributors_count,created_at,last_commit,repo_path,repo_status,rating,finml_added_date
Venture Capital NN,https://github.com/tr7200/National-Culture-and-Venture-Capital-Monitoring,Cox-PH neural network predictions for VC/innovations finance research.,Alternative Finance,,,,,,,tr7200/National-Culture-and-Venture-Capital-Monitoring,,,
Private Equity,https://github.com/TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity/blob/master/RightNow%20Technologies/RightNow%20Technologies.ipynb,Valuation models.,Alternative Finance,2020-11-26 03:34:45,8.0,6.0,2.0,2016-01-27 21:13:33,2016-03-14 20:03:52,TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity,inactive,,
VC OLS,https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb,VC regression.,Alternative Finance,2020-10-06 20:56:14,2.0,1.0,1.0,2018-03-29 23:31:13,2018-03-29 23:33:19,fionawhitefield/venture-capital-ols,inactive,,
Watch Valuation,https://github.com/alporter08/Luxury-Watch-Valuation/blob/master/Luxury-Watch-Valuation.ipynb,Analysis of luxury watch data to classify whether a certain model is likely to be over-or undervalued.,Alternative Finance,2021-01-14 22:41:08,4.0,2.0,1.0,2017-02-08 18:39:29,2017-04-27 22:55:55,alporter08/Luxury-Watch-Valuation,inactive,,
Art Valuation,https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynb,Art evaluation analytics.,Alternative Finance,2021-02-26 12:10:53,9.0,5.0,1.0,2014-12-11 00:25:39,2014-12-12 21:25:46,ahmedhosny/theGreenCanvas,inactive,,
Blockchain,https://github.com/nud3l/dInvest,Repository for distributed autonomous investment banking.,Alternative Finance,2021-02-06 07:38:28,12.0,7.0,2.0,2016-09-05 19:12:40,2017-04-24 10:48:56,nud3l/dInvest,inactive,,
Venture Capital,https://github.com/julian-chan/etothex,Insight into a new founder to make data-driven investment decisions.,Alternative Finance,2020-10-06 20:56:08,3.0,2.0,1.0,2017-12-04 08:59:44,2017-12-13 05:35:27,julian-chan/etothex,inactive,,
Kiva Crowdfunding,https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb,Exploratory data analysis.,Alternative Finance,2021-02-19 13:40:33,5.0,1.0,1.0,2018-02-27 16:46:02,2019-02-13 00:15:27,CJL89/Kiva-Crowdfunding,inactive,,
NYU Courant,https://cims.nyu.edu/,"Courant Institute of Mathematical Sciences, New York University",Colleges Centers and Departments,,,,,,,,,,
Oxford Man,https://www.oxford-man.ox.ac.uk/,Oxford-Man Institute of Quantitative Finance,Colleges Centers and Departments,,,,,,,,,,
Berkeley Lab CIFT,https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/,,Colleges Centers and Departments,,,,,,,,,,
NYU FRE,https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering,Finance and Risk Engineering (NYU Tandon),Colleges Centers and Departments,,,,,,,,,,
Stanford Advanced Financial Technologies,https://fintech.stanford.edu/,Stanford Advanced Financial Technologies Laboratory,Colleges Centers and Departments,,,,,,,,,,
Cornell University,https://www.cornell.edu/,,Colleges Centers and Departments,,,,,,,,,,
Basic Investments,https://github.com/SeanMcOwen/FinanceAndPython.com-Investments,Basic investment tools in python.,Courses,2021-03-23 06:32:10,9.0,5.0,1.0,2017-08-02 21:52:19,2017-08-17 03:24:53,SeanMcOwen/FinanceAndPython.com-Investments,inactive,,
Risk Management,https://github.com/andrey-lukyanov/Risk-Management,Finance risk engagement course resources.,Courses,2020-11-12 00:49:51,6.0,5.0,3.0,2018-10-03 16:26:14,2018-12-13 08:04:15,andrey-lukyanov/Risk-Management,inactive,,
Basic Finance,https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance,Source code notebooks basic finance applications.,Courses,2021-03-31 02:09:16,10.0,8.0,1.0,2017-05-06 02:39:05,2017-06-21 04:04:09,SeanMcOwen/FinanceAndPython.com-BasicFinance,inactive,,
ML Specialisation,https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,Machine Learning in Finance.,Courses,2021-04-05 13:37:33,34.0,32.0,1.0,2019-01-24 02:55:01,2020-01-03 21:54:16,Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,active,,
Handson Python for Finance,https://github.com/PacktPublishing/Hands-on-Python-for-Finance,Hands-on Python for Finance published by Packt.,Courses,2021-04-12 00:49:10,121.0,110.0,3.0,2018-08-20 14:10:37,2021-01-15 08:57:06,PacktPublishing/Hands-on-Python-for-Finance,active,,
Mathematical Finance,https://github.com/yadongli/nyumath2048,NYU Math-GA 2048: Scientific Computing in Finance.,Courses,2021-01-14 18:01:08,69.0,63.0,6.0,2015-01-25 21:10:37,2020-03-25 04:24:25,yadongli/nyumath2048,active,,
Machine Learning for Trading,https://github.com/stefan-jansen/machine-learning-for-trading,"Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading.",Courses,2021-04-12 16:18:26,3842.0,1225.0,8.0,2018-05-09 12:33:08,2021-04-10 22:21:29,stefan-jansen/machine-learning-for-trading,active,,
Algo Trading,https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading,Intro to algo trading.,Courses,2021-03-12 11:02:04,64.0,25.0,1.0,2017-10-29 20:34:54,2019-01-22 06:56:08,JCreeks/Machine-Learning-in-Finance,inactive,,
Python for Finance,https://github.com/siaen/python_finance_course,CEU python for finance course material.,Courses,2021-03-31 02:08:55,16.0,15.0,4.0,2017-12-12 11:54:46,2020-02-25 20:31:41,siaen/python_finance_course,active,,
Basic Derivatives,https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives,Basic forward contracts and hedging.,Courses,2021-03-31 02:08:39,4.0,4.0,1.0,2017-08-24 00:11:37,2017-10-13 01:32:23,SeanMcOwen/FinanceAndPython.com-Derivatives,inactive,,
Open Edgar,https://github.com/LexPredict/openedgar,,Data,2021-04-09 12:15:03,169.0,61.0,6.0,2018-05-07 15:32:31,2019-05-15 08:32:30,LexPredict/openedgar,active,,
Capital Markets Data,https://www.capitalmarketsdata.com/,,Data,,,,,,,,,,
IRS,http://social-metrics.org/sox/,,Data,,,,,,,,,,
Employee Count SEC Filings,https://github.com/healthgradient/sec_employee_information_extraction,,Data,2021-02-27 03:33:31,10.0,2.0,1.0,2018-06-26 23:33:51,2018-08-14 01:31:13,healthgradient/sec_employee_information_extraction,inactive,,
EDGAR,https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb,,Data,2021-01-23 19:22:59,11.0,10.0,1.0,2018-06-11 22:51:57,2018-07-10 18:03:52,TiesdeKok/UW_Python_Camp,inactive,,
SEC Parsing,https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb,,Data,2021-02-27 06:34:55,9.0,6.0,1.0,2018-06-16 14:30:06,2018-06-16 17:23:46,healthgradient/sec-doc-info-extraction,inactive,,
Web Scraping (FirmAI),https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data,,Data,2021-04-10 17:19:48,577.0,184.0,2.0,2019-02-19 19:02:59,2020-07-22 16:48:21,firmai/business-machine-learning,active,,
Non-financial Corporate,http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html,,Data,,,,,,,,,,
https://stooq.com,https://stooq.com,,Data,,,,,,,,,,
Financial Corporate,http://raw.rutgers.edu/Corporate%20Financial%20Data.html,,Data,,,,,,,,,,
https://fred.stlouisfed.org/,https://fred.stlouisfed.org/,,Data,,,,,,,,,,
Rating Industries,http://www.ratingshistory.info/,,Data,,,,,,,,,,
http://finance.yahoo.com/,http://finance.yahoo.com/,,Data,,,,,,,,,,
https://github.com/timestocome/StockMarketData,https://github.com/timestocome/StockMarketData,,Data,2021-03-26 22:35:04,7.0,5.0,1.0,2017-05-10 21:49:45,2017-08-06 19:23:18,timestocome/StockMarketData,inactive,,
Advanced ML II,https://github.com/hudson-and-thames/research,More implementations of Financial Machine Learning (De Prado).,Data Processing Techniques and Transformations,,,,,,,hudson-and-thames/research,,,
Advanced ML,https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises,Exercises too Financial Machine Learning (De Prado).,Data Processing Techniques and Transformations,2021-04-12 02:20:21,973.0,435.0,4.0,2018-04-25 17:22:40,2020-01-16 17:25:41,BlackArbsCEO/Adv_Fin_ML_Exercises,active,,
awesome-deep-trading,https://github.com/cbailes/awesome-deep-trading,curated list of papers/repos on topics like CNN/LSTM/GAN/Reinforcement Learning etc. Categorized as deep learning for now but there are other topics here. Manually maintained by cbailes,Deep Learning And Reinforcement Learning,2021-04-11 09:02:46,551.0,140.0,1.0,2018-11-26 03:23:04,2021-01-01 09:41:21,cbailes/awesome-deep-trading,active,4.0,3/31/21 8:00
Deep Learning IV,https://github.com/achillesrasquinha/bulbea,Bulbea: Deep Learning based Python Library.,Deep Learning And Reinforcement Learning,2021-04-09 20:38:16,1467.0,416.0,1.0,2017-03-09 06:11:06,2017-03-19 07:42:49,achillesrasquinha/bulbea,inactive,5.0,
AI Trading,https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md,AI to predict stock market movements.,Deep Learning And Reinforcement Learning,2021-04-12 15:42:20,2876.0,1384.0,1.0,2019-01-09 08:02:47,2019-02-11 16:32:47,borisbanushev/stockpredictionai,inactive,5.0,
ARIMA-LTSM Hybrid,https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid,Hybrid model to predict future price correlation coefficients of two assets.,Deep Learning And Reinforcement Learning,2021-04-11 04:12:38,222.0,86.0,1.0,2018-08-05 02:13:21,2018-10-01 11:25:53,imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict,inactive,3.0,
trading-rl,https://github.com/Kostis-S-Z/trading-rl,Deep reinforcement learning for financial trading using [gym](https://gym.openai.com/) and [keras-rl](https://github.com/keras-rl/keras-rl) on FX dataset (EURUSD) not actively maintained,Deep Learning And Reinforcement Learning,2021-04-10 04:59:14,180.0,38.0,2.0,2019-04-22 10:03:21,2020-09-28 09:07:18,Kostis-S-Z/trading-rl,active,3.0,3/31/21 8:00
Deep Learning III,https://github.com/Rachnog/Deep-Trading,Algorithmic trading with deep learning experiments.,Deep Learning And Reinforcement Learning,2021-04-09 10:39:54,1266.0,675.0,1.0,2016-06-18 18:23:06,2018-08-07 15:24:45,Rachnog/Deep-Trading,inactive,5.0,
Stock-Prediction-Models,https://github.com/huseinzol05/Stock-Prediction-Models,very good curated list of notebooks showing deep learning + reinforcement learning models. Also contain topics on outlier detections/overbought oversold study/monte carlo simulartions/sentiment analysis from text (text storage/parsing is not detailed but it mentioned using [BERT](https://github.com/google-research/bert)),Deep Learning And Reinforcement Learning,2021-04-12 13:54:15,3655.0,1542.0,2.0,2017-12-18 10:49:59,2021-01-05 10:31:50,huseinzol05/Stock-Prediction-Models,active,5.0,3/31/21 8:00
RLTrader,https://github.com/notadamking/RLTrader,predecessor to [tensortrade](https://github.com/tensortrade-org/tensortrade) uses open api [gym](https://gym.openai.com/) and neat way to render matplotlib plots in real time. Also explains LSTM/data stationarity/Bayesian optimization using [Optuna](https://github.com/optuna/optuna) etc.,Deep Learning And Reinforcement Learning,2021-04-12 02:50:22,1312.0,451.0,15.0,2019-04-27 18:35:15,2019-10-17 16:25:49,notadamking/RLTrader,active,5.0,3/31/21 8:00
Neural Network,https://github.com/VivekPa/IntroNeuralNetworks,Neural networks to predict stock prices.,Deep Learning And Reinforcement Learning,2021-04-03 11:59:40,489.0,176.0,2.0,2018-09-10 06:34:53,2018-11-21 07:39:31,VivekPa/IntroNeuralNetworks,inactive,4.0,
LTSM Recurrent,https://github.com/VivekPa/AIAlpha,OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.,Deep Learning And Reinforcement Learning,2021-04-12 02:39:50,1207.0,370.0,2.0,2018-10-07 03:58:26,2019-08-03 09:00:44,VivekPa/AIAlpha,active,4.0,
Deep Learning II,https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks,Tensorflow Regression.,Deep Learning And Reinforcement Learning,2021-04-10 06:06:01,175.0,67.0,1.0,2016-07-12 12:56:10,2018-02-16 02:43:36,LiamConnell/deep-algotrading,inactive,3.0,
trading-bot,https://github.com/pskrunner14/trading-bot,Implementation of deep reinforcement learning using Deep Q Network (DQN). Only supports single security at the moment. Idea is roughly based [here](https://keon.github.io/deep-q-learning/) and uses tensorflow/keras. Interesting helper python libraries used here are [tqdm](https://tqdm.github.io/) for console based progress bar and [altair](https://altair-viz.github.io/) for declarative visualization in python ,Deep Learning And Reinforcement Learning,2021-04-11 05:10:55,292.0,143.0,1.0,2018-08-13 10:44:08,2020-01-23 04:41:20,pskrunner14/trading-bot,active,3.0,3/31/21 8:00
LTSM GRU,https://github.com/RajatHanda/Finance-Forecasting,Stock Market Forecasting using LSTM\GRU.,Deep Learning And Reinforcement Learning,2021-03-29 23:59:32,11.0,6.0,1.0,2018-05-13 02:39:32,2019-02-25 00:26:42,RajatHanda/Finance-Forecasting,inactive,3.0,
DeepLearningInFinance,https://github.com/sonaam1234/DeepLearningInFinance,Based on a [talk](https://towardsdatascience.com/deep-learning-in-finance-9e088cb17c03) Sonam Srivastava gave and there are two studies: 1. single timeseries return prediction using ARIMA/VAR/SVR/Deep Regression/CNN/LSTM 2. indexed portfolio construction using autoencoders i.e. replicate a index using handful of stocks. ,Deep Learning And Reinforcement Learning,2021-03-08 13:09:27,266.0,145.0,1.0,2017-08-21 16:00:42,2017-08-21 17:23:48,sonaam1234/DeepLearningInFinance,inactive,3.0,3/31/21 8:00
crypto-rl,https://github.com/sadighian/crypto-rl,Retrieve limit order book level data from coinbase pro and bitfinex -> record in [arctic](https://github.com/man-group/arctic) timeseries database then implemented trend following strategies (market orders) and market making (limit orders). Uses reinforcement learning (DQN) [keras-rl](https://github.com/keras-rl/keras-rl) to create agents and uses [openai gym](https://gym.openai.com/) to implement POMDP (partially observable markov decision process),Deep Learning And Reinforcement Learning,2021-04-12 10:24:43,347.0,111.0,1.0,2018-06-21 01:06:01,2020-11-05 11:08:19,sadighian/crypto-rl,active,3.0,3/31/21 8:00
Deep-Reinforcement-Stock-Trading,https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,inspired by Q-trader a deep reinforcement learning repo for trading. Only 3 actions allowed (buy/hold/sell) and no transaction cost is implemented yet. Uses [empyrical](https://github.com/quantopian/empyrical) for portfolio stats,Deep Learning And Reinforcement Learning,2021-04-03 22:50:43,141.0,42.0,2.0,2019-05-19 22:20:05,2020-09-27 19:22:28,Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,active,3.0,3/31/21 8:00
Advanced-Deep-Trading,https://github.com/Rachnog/Advanced-Deep-Trading,"notebooks containing experiments based on Lopez de Prado book ""Advances in financial machine learning"". Mostly not deep learning related but rather sklearn regression models. Interesting libraries include [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) for calculating return stats and [shap](https://github.com/slundberg/shap) for explaining models. Examlpe of shap can be which features are pushing the value up and and which features are pushing the value down. Also contain functions for calculating geometric brownian motion and jump diffusion functions. ",Deep Learning And Reinforcement Learning,2021-03-30 07:29:06,319.0,158.0,2.0,2019-02-16 21:18:00,2020-11-29 20:12:59,Rachnog/Advanced-Deep-Trading,active,3.0,3/31/21 8:00
Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,Part of FinRL and provided code for paper [deep reinformacement learning for automated stock trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3690996) focuses on ensemble.,Deep Learning And Reinforcement Learning,2021-04-12 16:24:32,560.0,249.0,6.0,2020-07-26 13:12:53,2021-01-21 18:11:59,AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,active,4.0,3/31/21 8:00
AutomatedStockTrading-DeepQ-Learning,https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning,cornerstone project repo for Udacity nanodegree program [Become a machine learning engineer](https://www.udacity.com/course/machine-learning-engineer-nanodegree--nd009t) and focus on trading using deep q learning. Good explanation on design choices in the report,Deep Learning And Reinforcement Learning,2021-03-24 01:11:36,134.0,51.0,2.0,2019-02-23 12:01:21,2020-02-25 18:16:34,sachink2010/AutomatedStockTrading-DeepQ-Learning,active,3.0,3/31/21 8:00
deep-RL-trading,https://github.com/golsun/deep-RL-trading,trading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916),Deep Learning And Reinforcement Learning,2021-04-10 07:09:48,235.0,108.0,1.0,2018-02-25 17:41:42,2020-12-01 22:06:39,golsun/deep-RL-trading,active,3.0,3/31/21 8:00
FinRL-Library,https://github.com/AI4Finance-LLC/FinRL-Library,started by Columbia university engineering students and designed as an end to end deep reinforcement learning library for automated trading platform. Implementation of DQN DDQN DDPG etc using PyTorch and [gym](https://gym.openai.com/) use [pyfolio](https://github.com/quantopian/pyfolio) for showing backtesting stats. Big contributions on Proximal Policy Optimization (PPO) advantage actor critic (A2C) and Deep Deterministic Policy Gradient (DDPG) agents for trading,Deep Learning And Reinforcement Learning,2021-04-12 12:45:15,1857.0,447.0,22.0,2020-07-26 13:18:16,2021-04-11 22:02:16,AI4Finance-LLC/FinRL-Library,active,5.0,3/31/21 8:00
Deep Learning,https://github.com/keon/deepstock,Technical experimentations to beat the stock market using deep learning.,Deep Learning And Reinforcement Learning,2021-03-24 14:45:00,427.0,154.0,2.0,2016-12-12 02:15:12,2017-03-04 08:37:29,keon/deepstock,inactive,4.0,
Personae,https://github.com/Ceruleanacg/Personae,implementation of deep reinforcement learning and supervised learnings covering areas: deep deterministic policy gradient (DDPG) and DDQN etc. Data are being pulled from [rqalpha](https://github.com/ricequant/rqalpha) which is a python backtest engine and have a nice docker image to run training/testing,Deep Learning And Reinforcement Learning,2021-04-11 20:20:48,1144.0,330.0,2.0,2018-03-10 11:22:00,2018-09-02 17:21:38,Ceruleanacg/Personae,inactive,5.0,3/31/21 8:00
Pair Trading RL,https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading,Using deep actor-critic model to learn best strategies in pair trading.,Deep Learning And Reinforcement Learning,2021-03-27 02:19:29,241.0,113.0,1.0,2017-05-18 16:47:11,2017-05-18 16:56:38,shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading,inactive,3.0,
Deep-Learning-Machine-Learning-Stock,https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock,curated list of notebooks for machine learning models. Start with very simple linear models to more advanced reinforcement learning type of models. Problem with this repo is that the library version numbers may be changing over time and there's no specific way to track and upgrade,Deep Learning And Reinforcement Learning,2021-04-12 02:58:32,275.0,99.0,1.0,2018-09-29 23:38:06,2021-03-18 03:16:36,LastAncientOne/Deep-Learning-Machine-Learning-Stock,active,3.0,3/31/21 8:00
Deep-Reinforcement-Learning-in-Trading,https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading,Deep reinforcement learning for trading leveraging [openai gym](https://gym.openai.com/) framework. Keras implementation of DQN DDQN (double deep Q network) and DDDQN (dueling double dqn) trained/tested on s&p 500 daily data from 2013 to 2018. approach is described in an article [here](https://www.linkedin.com/pulse/deep-reinforcement-learning-trading-saeed-rahman),Deep Learning And Reinforcement Learning,2021-04-10 13:17:25,138.0,66.0,1.0,2018-05-11 00:52:14,2019-10-26 14:22:44,saeed349/Deep-Reinforcement-Learning-in-Trading,active,3.0,3/31/21 8:00
BitcoinForecast,https://github.com/PiSimo/BitcoinForecast,RNN model to predict short term price movement (in this case BTC for the next 9 minutes) [deepchart](https://pisimo.github.io/DeepChart/) is used to visualize the model ,Deep Learning And Reinforcement Learning,2021-04-06 02:06:05,289.0,128.0,3.0,2017-03-10 10:52:02,2018-06-11 08:07:02,PiSimo/BitcoinForecast,inactive,3.0,3/31/21 8:00
Pair-Trading-Reinforcement-Learning,https://github.com/wai-i/Pair-Trading-Reinforcement-Learning,NEW,Deep Learning And Reinforcement Learning,2021-04-10 04:53:28,136.0,56.0,1.0,2019-06-09 22:50:37,2020-01-03 15:36:22,wai-i/Pair-Trading-Reinforcement-Learning,active,,2021-04-12 16:39:11.055181
rl_trading,https://github.com/ucaiado/rl_trading,NEW,Deep Learning And Reinforcement Learning,2021-04-08 15:34:33,207.0,89.0,1.0,2017-05-29 22:19:00,2017-08-29 14:54:50,ucaiado/rl_trading,inactive,,2021-04-12 16:39:11.055181
Trading-Gym,https://github.com/thedimlebowski/Trading-Gym,NEW,Deep Learning And Reinforcement Learning,2021-04-10 08:00:08,507.0,147.0,3.0,2017-06-13 13:14:48,2017-07-10 08:09:30,thedimlebowski/Trading-Gym,inactive,,2021-04-12 16:39:11.055181
DQN-DDPG_Stock_Trading,https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading,merged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQN,Deep Learning And Reinforcement Learning,2021-04-07 12:42:22,136.0,49.0,4.0,2018-09-19 03:17:06,2020-11-26 16:58:00,AI4Finance-LLC/DQN-DDPG_Stock_Trading,active,3.0,3/31/21 8:00
pairstrade-fyp-2019,https://github.com/wywongbd/pairstrade-fyp-2019,NEW,Deep Learning And Reinforcement Learning,2021-04-04 23:47:56,110.0,41.0,2.0,2018-09-07 07:51:06,2020-05-13 05:06:51,wywongbd/pairstrade-fyp-2019,active,,2021-04-12 16:39:11.055181
Machine-Learning-and-Reinforcement-Learning-in-Finance,https://github.com/joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance,NEW,Deep Learning And Reinforcement Learning,2021-03-30 09:11:21,175.0,98.0,1.0,2018-06-26 04:30:08,2018-09-23 16:50:33,joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance,inactive,,2021-04-12 16:39:11.055181
maro,https://github.com/microsoft/maro,NEW,Deep Learning And Reinforcement Learning,2021-04-12 02:22:41,386.0,66.0,17.0,2019-12-27 06:48:27,2021-04-07 15:49:38,microsoft/maro,active,,2021-04-12 16:39:11.055181
TradingGym,https://github.com/cove9988/TradingGym,NEW,Deep Learning And Reinforcement Learning,2021-03-28 05:37:33,112.0,39.0,3.0,2017-11-06 00:50:01,2017-11-15 23:55:32,cove9988/TradingGym,inactive,,2021-04-12 16:39:11.055181
a3c_trading,https://github.com/evgps/a3c_trading,NEW,Deep Learning And Reinforcement Learning,2021-04-10 12:49:10,311.0,98.0,1.0,2018-06-04 15:30:16,2020-05-23 14:47:54,evgps/a3c_trading,active,,2021-04-12 16:39:11.055181
RLQuant,https://github.com/yuriak/RLQuant,NEW,Deep Learning And Reinforcement Learning,2021-04-09 05:01:03,277.0,92.0,1.0,2018-04-05 05:42:44,2018-08-13 04:18:29,yuriak/RLQuant,inactive,,2021-04-12 16:39:11.055181
TradingGym,https://github.com/Yvictor/TradingGym,NEW,Deep Learning And Reinforcement Learning,2021-04-11 20:20:33,841.0,237.0,2.0,2017-05-01 13:53:32,2018-02-14 13:58:18,Yvictor/TradingGym,inactive,,2021-04-12 16:39:11.055181
QLearning_Trading,https://github.com/ucaiado/QLearning_Trading,NEW,Deep Learning And Reinforcement Learning,2021-04-06 22:09:31,433.0,168.0,1.0,2016-08-10 06:02:23,2016-10-15 02:36:09,ucaiado/QLearning_Trading,inactive,,2021-04-12 16:39:11.055181
gym-trading,https://github.com/hackthemarket/gym-trading,NEW,Deep Learning And Reinforcement Learning,2021-04-12 09:06:22,581.0,195.0,2.0,2016-12-09 20:46:19,2017-12-24 15:34:37,hackthemarket/gym-trading,inactive,,2021-04-12 16:39:11.055181
RL II,https://github.com/deependersingla/deep_trader,reinforcement learning on stock market and agent tries to learn trading.,Deep Learning And Reinforcement Learning,2021-04-11 20:21:25,1340.0,489.0,3.0,2016-06-11 07:27:10,2018-01-22 14:35:50,deependersingla/deep_trader,inactive,3.0,
RL,https://github.com/kh-kim/stock_market_reinforcement_learning,OpenGym with Deep Q-learning and Policy Gradient.,Deep Learning And Reinforcement Learning,2021-04-11 12:27:18,715.0,298.0,1.0,2016-10-04 14:42:19,2016-12-23 07:34:08,kh-kim/stock_market_reinforcement_learning,inactive,2.0,
RL V,https://github.com/gstenger98/rl-finance,Building an Agent to Trade with Reinforcement Learning.,Deep Learning And Reinforcement Learning,2021-04-08 18:57:53,33.0,8.0,5.0,2019-01-16 00:43:36,2020-03-19 20:28:08,gstenger98/rl-finance,active,2.0,
RL Trading,https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW,A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab.,Deep Learning And Reinforcement Learning,,,,,,,,,4.0,
RL IV,https://github.com/jjakimoto/DQN,Reinforcement Learning for finance.,Deep Learning And Reinforcement Learning,2021-04-05 11:42:45,142.0,55.0,1.0,2016-10-21 02:47:17,2017-04-07 08:11:57,jjakimoto/DQN,inactive,,
tensortrade,https://github.com/tensortrade-org/tensortrade,NEW,Deep Learning And Reinforcement Learning,2021-04-12 16:05:19,3101.0,715.0,39.0,2019-07-30 21:28:32,2021-03-24 16:25:28,tensortrade-org/tensortrade,active,,2021-04-12 16:39:11.055181
RL III,https://github.com/samre12/deep-trading-agent,Github -Deep Reinforcement Learning based Trading Agent for Bitcoin.,Deep Learning And Reinforcement Learning,2021-04-03 20:48:36,576.0,203.0,1.0,2017-09-21 17:05:19,2018-04-13 16:33:21,samre12/deep-trading-agent,inactive,3.0,
Options Risk Measures,https://github.com/wanglouis49/risk_estimation,Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling).,Derivatives and Hedging,2020-10-06 20:37:02,1.0,2.0,1.0,2016-04-29 03:51:25,2018-01-16 01:24:07,wanglouis49/risk_estimation,inactive,,
Option Strategies,https://github.com/rstreppa/valuation-OptionStrategies,"Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations.",Derivatives and Hedging,2021-02-27 08:50:16,2.0,3.0,1.0,2018-05-22 18:27:26,2018-05-22 18:30:24,rstreppa/valuation-OptionStrategies,inactive,,
Black Scholes,https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb,Options pricing.,Derivatives and Hedging,2020-10-06 20:36:29,1.0,2.0,0.0,2017-12-09 18:50:20,2018-07-09 09:48:36,irajwani/numerical_methods_python,inactive,,
Computational Derivatives,https://github.com/chenbowen184/Computational_Finance,Projects focusing on investigating simulations and computational techniques applied in finance.,Derivatives and Hedging,2021-01-12 12:22:31,17.0,12.0,1.0,2018-01-29 05:01:52,2018-08-02 05:56:49,chen-bowen/Computational_Finance,inactive,,
Delta Hedging,https://github.com/RobinsonGarcia/delta-hedging,Advanced derivatives.,Derivatives and Hedging,2021-02-27 08:48:27,3.0,2.0,1.0,2018-03-02 23:53:53,2018-07-17 23:32:23,RobinsonGarcia/delta-hedging,inactive,,
Derivatives Python,https://github.com/yhilpisch/dawp/tree/master/python36,Derivative analytics with Python.,Derivatives and Hedging,2021-04-12 14:39:55,388.0,299.0,1.0,2015-07-09 12:27:29,2021-02-22 13:29:18,yhilpisch/dawp,active,,
Derman,https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb,Binomial tree for American call.,Derivatives and Hedging,2020-10-06 20:37:15,1.0,3.0,1.0,2018-05-18 18:08:16,2018-09-21 19:59:01,rstreppa/valuation-convertibles-Goldman1994,inactive,,
Reinforcement Learning,https://github.com/FinTechies/HedgingRL,Hedging portfolios with reinforcement learning.,Derivatives and Hedging,2021-01-20 08:12:13,16.0,9.0,1.0,2017-04-21 10:58:56,2017-08-02 21:41:06,FinTechies/HedgingRL,inactive,,
Volatility and Variance Derivatives,https://github.com/yhilpisch/lvvd/tree/master/lvvd,Volatility derivatives analytics.,Derivatives and Hedging,2021-04-07 19:21:15,79.0,78.0,1.0,2016-10-21 04:12:50,2021-02-22 13:32:00,yhilpisch/lvvd,active,,
Options,https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D,Introduction to options.,Derivatives and Hedging,2021-04-09 21:17:26,335.0,163.0,36.0,2017-07-28 15:48:29,2021-03-17 17:17:08,QuantConnect/Tutorials,active,,
Derivative Markets,https://github.com/broughtj/Fin6470/tree/master/Notebooks,"The economics of futures, futures, options, and swaps.",Derivatives and Hedging,2021-04-06 20:49:50,8.0,8.0,1.0,2016-02-09 05:30:27,2021-04-06 20:49:41,broughtj/Fin6470,active,,
Hull White,https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb,"Callable Bond, Hull White.",Derivatives and Hedging,2020-10-06 20:37:16,4.0,6.0,1.0,2018-06-06 22:06:06,2018-06-06 22:27:02,rstreppa/valuation-callables-HullWhite,inactive,,
Options,https://github.com/PHBS/2018.M1.ASP/tree/master/py,Black Scholes and Copula.,Derivatives and Hedging,,,,,,,PHBS/2018.M1.ASP,,,
Mathematical Finance,https://github.com/Auquan/Tutorials,Notebooks for math and financial tutorials.,Extended Research,2021-04-08 19:37:16,664.0,425.0,9.0,2017-01-21 11:24:18,2020-08-01 17:03:32,Auquan/Tutorials,active,,
Economic Foundations,https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations,Basic economic models.,Extended Research,2020-10-06 21:01:59,2.0,3.0,1.0,2017-05-25 02:27:36,2017-06-30 03:53:59,SeanMcOwen/FinanceAndPython.com-EconomicFoundations,inactive,,
Financial Economics,https://github.com/rsvp/fecon235/tree/master/nb,Financial Economics Models.,Extended Research,2021-04-10 17:02:20,713.0,275.0,2.0,2014-11-09 04:49:01,2018-12-03 16:30:28,rsvp/fecon235,inactive,,
Finance Graph Theory,https://github.com/AvijitGhosh82/Finance_Graph_Theory,Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents.,Extended Research,2021-03-28 02:22:22,17.0,7.0,3.0,2018-08-02 02:48:24,2019-03-16 18:39:38,evijit/Finance_Graph_Theory,inactive,,
Market Crash Prediction,https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb,Predicting market crashes using an LPPL model.,Extended Research,2020-10-06 21:01:42,1.0,3.0,1.0,2019-01-24 13:37:45,2019-02-13 16:48:00,sarachmax/MarketCrashes_Prediction,inactive,,
Life-cycle,https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb,Company life cycle.,Extended Research,2020-12-21 14:42:43,3.0,3.0,1.0,2019-01-19 18:16:47,2019-02-18 16:57:19,atulram/Finance-and-Stocks,inactive,,
Behavioural Economics,https://github.com/pcmichaud/notebooks,Behavioural Economics and Finance Python Notebooks.,Extended Research,2021-02-03 07:22:40,9.0,4.0,1.0,2018-12-20 00:21:38,2019-03-26 11:51:46,pcmichaud/notebooks,inactive,,
Applied Corporate Finance,https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance,Studies the empirical behaviours in stock market.,Extended Research,2021-02-19 13:40:37,8.0,9.0,1.0,2018-01-29 05:14:52,2018-07-19 06:25:36,chen-bowen/Data_Science_in_Applied_Corporate_Finance,inactive,,
HFT,https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,High frequency trading.,Extended Research,2021-04-11 23:36:10,748.0,333.0,1.0,2016-07-21 05:14:14,2017-02-14 16:47:25,rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,inactive,,
Corporate Finance,https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance,Basic corporate finance.,Extended Research,2021-01-16 19:01:31,9.0,4.0,1.0,2017-09-09 03:35:24,2017-09-09 23:04:48,SeanMcOwen/FinanceAndPython.com-CorporateFinance,inactive,,
M&A,https://github.com/atulram/Finance-and-Stocks,Mergers and Acquisitions.,Extended Research,2020-12-21 14:42:43,3.0,3.0,1.0,2019-01-19 18:16:47,2019-02-18 16:57:19,atulram/Finance-and-Stocks,inactive,,
Backtests,https://github.com/AlgoTraders/stock-analysis-engine,Trading data and algorithms.,Extended Research,2021-04-12 02:28:59,620.0,165.0,3.0,2018-09-16 20:00:36,2020-09-05 13:01:05,AlgoTraders/stock-analysis-engine,active,,
Bayesian Finance I,https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb,Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs.,Extended Research,2020-11-28 03:02:48,25.0,6.0,0.0,2019-01-04 12:30:41,2019-02-18 09:55:21,AlexIoannides/pymc-stochastic-process,inactive,,
Computational Finance,https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance,Applied Computational Economics and Finance.,Extended Research,2021-03-07 17:47:01,12.0,13.0,1.0,2017-08-27 03:46:33,2017-08-26 04:26:04,lnsongxf/Applied_Computational_Economics_and_Finance,inactive,,
Commodity,https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb,Commodity influence over Brazilian stocks.,Extended Research,,,,,,,felipessalvatore/fin2vec,,,
High Frequency,https://github.com/cswaney/prickle,A Python toolkit for high-frequency trade research.,Extended Research,2021-03-22 02:19:15,24.0,17.0,2.0,2016-07-06 20:32:21,2018-06-09 10:53:51,cswaney/prickle,inactive,,
Currency PCA,https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb,Forex spots PCA.,Extended Research,2020-10-26 00:55:20,3.0,1.0,1.0,2019-03-12 21:11:29,2019-03-12 22:09:10,shanemulqueen/python-finance-pca,inactive,,
Liquidity and Momentum,https://github.com/mrefermat/quant_finance,Various factors and portfolio constructions.,Extended Research,2021-03-30 00:09:34,31.0,15.0,1.0,2018-08-11 22:59:53,2019-11-12 04:49:01,mrefermat/quant_finance,active,,
Bayesian Finance,https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb,Notebook PyMC3 implementation.,Extended Research,2021-04-10 19:50:47,233.0,55.0,1.0,2018-08-28 14:45:00,2020-08-06 22:03:47,marketneutral/alphatools,active,,
NLP Finance Papers,https://github.com/chenbowen184/Research_Documents_Curation_with_NLP,Curating quantitative finance papers using machine learning.,Extended Research,2021-02-27 06:33:23,8.0,9.0,1.0,2018-10-11 20:32:37,2018-12-24 23:27:55,chen-bowen/Research_Documents_Curation_with_NLP,inactive,,
Deep Portfolio,https://github.com/DLColumbia/DL_forFinance,Deep learning for finance Predict volume of bonds.,Extended Research,2021-01-12 11:48:27,27.0,19.0,2.0,2018-05-08 19:34:17,2018-05-09 15:39:25,DLColumbia/DL_forFinance,inactive,,
Real Estate Property Fraud,https://github.com/aviroop1/Real_Estate_Property_Fraud,Unsupervised fraud detection model that can identify likely candidates of fraud.,Extended Research,,,,,,,aviroop1/Real_Estate_Property_Fraud,,,
Critical Transitions,https://github.com/ryanholbrook/critical-transitions,Detecting critical transitions in financial networks with topological data analysis.,Extended Research,2021-01-30 11:50:22,10.0,3.0,1.0,2019-01-22 10:59:50,2019-03-12 18:35:02,ryanholbrook/critical-transitions,inactive,,
Simulation,https://github.com/chenbowen184/Computational_Finance,Investigating simulations as part of computational finance.,Extended Research,2021-01-12 12:22:31,17.0,12.0,1.0,2018-01-29 05:01:52,2018-08-02 05:56:49,chen-bowen/Computational_Finance,inactive,,
Risk and Return,https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials,Riskiness of portfolios and assets.,Factor and Risk Analysis,2021-04-06 17:03:06,140.0,62.0,2.0,2017-09-12 13:35:09,2020-08-06 12:35:44,PyDataBlog/Python-for-Data-Science,active,,
Stock-Prediction,https://github.com/Ronak-59/Stock-Prediction,NEW,Factor and Risk Analysis,2021-03-26 08:37:47,129.0,64.0,2.0,2018-03-18 04:54:45,2020-02-28 11:43:07,Ronak-59/Stock-Prediction,active,,2021-04-12 18:37:06.300228
Quant Finance,https://github.com/mrefermat/quant_finance,General quant repository.,Factor and Risk Analysis,2021-03-30 00:09:34,31.0,15.0,1.0,2018-08-11 22:59:53,2019-11-12 04:49:01,mrefermat/quant_finance,active,,
CAPM,https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb,Expected returns using CAPM.,Factor and Risk Analysis,2021-03-01 13:53:42,31.0,18.0,1.0,2016-05-10 11:03:48,2016-05-17 03:44:56,RJT1990/Active-Portfolio-Management-Notes,inactive,,
Various Risk Measures,https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb,Risk measures and factors for alternative and responsible investments.,Factor and Risk Analysis,2020-11-04 07:04:38,4.0,5.0,1.0,2017-08-07 14:44:32,2017-08-08 22:52:11,Jorgencr/Alternative-and-Responsible-Investments,inactive,,
Risk Basic,https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb,Active portfolio risk management .,Factor and Risk Analysis,2021-03-01 13:53:42,31.0,18.0,1.0,2016-05-10 11:03:48,2016-05-17 03:44:56,RJT1990/Active-Portfolio-Management-Notes,inactive,,
VaR,https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb,Value-at-risk calculations.,Factor and Risk Analysis,2021-03-31 02:06:48,10.0,9.0,1.0,2016-11-15 19:24:17,2017-01-14 21:19:30,willb/var-notebook,inactive,,
Factor Analysis,https://github.com/alpha-miner/alpha-mind/tree/master/notebooks,Factor strategy notebooks.,Factor and Risk Analysis,2021-04-08 19:02:25,172.0,60.0,3.0,2017-05-01 07:36:54,2021-04-07 15:25:27,alpha-miner/alpha-mind,active,,
Convex Optimisation,https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb,Convex Optimization for Finance.,Factor and Risk Analysis,2021-04-08 19:02:22,18.0,10.0,1.0,2018-06-26 20:36:47,2019-10-22 21:56:46,ssanderson/convex-optimization-for-finance,active,,
Python for Finance,https://github.com/yhilpisch/py4fi/tree/master/jupyter36,Various financial notebooks.,Factor and Risk Analysis,2021-04-09 08:12:10,1298.0,794.0,1.0,2014-12-15 11:23:34,2018-07-10 06:38:12,yhilpisch/py4fi,inactive,,
AlphaTrading,https://github.com/jerryxyx/AlphaTrading,NEW,Factor and Risk Analysis,2021-04-10 06:34:55,149.0,74.0,1.0,2018-05-18 22:09:52,2018-08-07 18:05:37,jerryxyx/AlphaTrading,inactive,,2021-04-12 18:37:06.300228
Performance Analysis,https://github.com/quantopian/alphalens,Performance analysis of predictive (alpha) stock factors.,Factor and Risk Analysis,2021-04-10 12:58:45,1847.0,700.0,17.0,2016-06-03 21:49:15,2020-04-27 18:40:41,quantopian/alphalens,active,,
Pyfolio,https://github.com/quantopian/pyfolio,Portfolio and risk analytics in Python.,Factor and Risk Analysis,2021-04-12 11:55:41,3673.0,1157.0,42.0,2015-06-01 15:31:39,2020-02-28 17:30:19,quantopian/pyfolio,active,,
VaR GaN,https://github.com/hamaadshah/market_risk_gan_keras,Estimate Value-at-Risk for market risk management using Keras and TensorFlow.,Factor and Risk Analysis,2021-03-20 21:53:18,41.0,28.0,1.0,2018-08-06 16:09:44,2020-11-22 19:02:07,hamaadshah/market_risk_gan_tensorflow,active,,
Factor Analysis,https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb,Factor analysis for mutual funds.,Factor and Risk Analysis,2020-12-21 14:26:46,3.0,4.0,1.0,2018-03-13 07:39:20,2018-03-13 07:42:36,garvit-kudesia91/factor_analysis,inactive,,
Statistical Finance,https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments,Various financial experiments.,Factor and Risk Analysis,2021-03-30 00:09:28,21.0,16.0,1.0,2015-10-04 09:10:54,2020-03-28 18:33:58,mrefermat/FinancePhD,active,,
Vasicek,https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb,Bootstrapping and interpolation.,Fixed Income,2020-12-10 21:20:03,3.0,3.0,1.0,2018-07-18 19:26:54,2018-07-18 19:34:48,RobinsonGarcia/fixed-income,inactive,,
Corporate Bonds,https://github.com/ishank011/gs-quantify-bond-prediction,Predicting the buying and selling volume of the corporate bonds.,Fixed Income,2021-01-03 21:46:55,7.0,5.0,1.0,2017-09-27 19:57:13,2017-09-27 20:00:29,ishank011/gs-quantify-bond-prediction,inactive,,
Binomial Tree,https://github.com/hy-lei/math-finance-exercise,Utility functions in fixed income securities.,Fixed Income,2020-10-06 20:55:18,1.0,2.0,1.0,2019-02-02 08:44:14,2019-05-03 17:16:52,hy-lei/math-finance-toolbox,active,,
Hands-On-Machine-Learning-for-Algorithmic-Trading,https://github.com/PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading,NEW,Other Models,2021-04-12 15:41:16,600.0,386.0,2.0,2019-05-07 11:04:25,2021-01-19 07:51:00,PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading,active,,2021-04-12 16:39:24.593899
CryptoBot,https://github.com/AdeelMufti/CryptoBot,NEW,Other Models,2021-03-25 09:17:42,234.0,94.0,1.0,2017-01-17 12:44:52,2017-01-17 12:48:17,AdeelMufti/CryptoBot,inactive,,2021-04-12 16:39:24.593899
MathAndScienceNotes,https://github.com/melling/MathAndScienceNotes,NEW,Other Models,2021-04-12 00:49:50,460.0,54.0,1.0,2016-03-11 19:13:00,2020-12-21 03:54:51,melling/MathAndScienceNotes,active,,2021-04-12 16:39:24.593899
fin-ml,https://github.com/tatsath/fin-ml,NEW,Other Models,2021-04-11 03:29:15,116.0,66.0,2.0,2020-05-10 00:25:56,2021-01-23 17:15:07,tatsath/fin-ml,active,,2021-04-12 16:39:24.593899
Trend Following,http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html,A futures trend following portfolio investment strategy.,Other Models,,,,,,,,,,
Short-Term Movement Cues,https://github.com/anfederico/Clairvoyant,Identify social/historical cues for short term stock movement.,Other Models,2021-04-12 13:11:07,2166.0,678.0,1.0,2016-09-12 18:38:17,2018-08-29 20:27:19,anfederico/clairvoyant,inactive,,
Mixture Models II,https://github.com/BlackArbsCEO/mixture_model_trading_public,Mixture models and stock trading.,Other Models,2021-03-12 13:21:17,166.0,73.0,1.0,2017-12-11 17:05:38,2020-05-13 23:50:47,BlackArbsCEO/mixture_model_trading_public,active,,
Fundamental LT Forecasts,https://github.com/Hvass-Labs/FinanceOps,Research in investment finance for long term forecasts.,Other Models,2021-04-05 23:36:04,383.0,127.0,1.0,2018-07-22 08:14:46,2021-02-17 14:39:30,Hvass-Labs/FinanceOps,active,,
Scikit-learn Stock Prediction,https://github.com/robertmartin8/MachineLearningStocks,Using python and scikit-learn to make stock predictions.,Other Models,2021-04-11 10:00:39,931.0,347.0,2.0,2017-02-12 04:50:44,2021-02-04 03:48:33,robertmartin8/MachineLearningStocks,active,,
Speculator,https://github.com/amicks/Speculator,NEW,Other Models,2021-03-15 16:27:16,101.0,31.0,2.0,2017-09-03 17:43:03,2018-09-12 18:58:38,amicks/Speculator,inactive,,2021-04-12 16:39:24.593899
Machine-Learning-and-AI-in-Trading,https://github.com/PyPatel/Machine-Learning-and-AI-in-Trading,NEW,Other Models,2021-04-08 11:31:22,261.0,101.0,1.0,2017-08-30 06:14:59,2019-10-29 08:14:39,PyPatel/Machine-Learning-and-AI-in-Trading,active,,2021-04-12 16:39:24.593899
Mixture Models I,https://github.com/BlackArbsCEO/Mixture_Models,Mixture models to predict market bottoms.,Other Models,2021-03-02 19:44:01,31.0,31.0,1.0,2017-03-20 18:54:24,2017-04-25 23:35:20,BlackArbsCEO/Mixture_Models,inactive,,
stock-trading-ml,https://github.com/yacoubb/stock-trading-ml,NEW,Other Models,2021-04-11 14:46:52,340.0,186.0,1.0,2019-10-10 09:44:02,2019-10-12 11:38:49,yacoubb/stock-trading-ml,active,,2021-04-12 16:39:24.593899
Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,NEW,Other Models,2021-04-08 20:01:06,279.0,126.0,4.0,2019-11-15 08:51:40,2021-01-21 07:56:08,PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,active,,2021-04-12 16:39:24.593899
mosquito,https://github.com/miro-ka/mosquito,NEW,Other Models,2021-04-12 09:44:40,220.0,44.0,2.0,2017-06-18 19:57:17,2021-03-14 22:22:00,miro-ka/mosquito,active,,2021-04-12 16:39:24.593899
Machine-Learning-for-Finance,https://github.com/PacktPublishing/Machine-Learning-for-Finance,NEW,Other Models,2021-04-08 16:54:52,180.0,122.0,4.0,2018-03-15 06:28:00,2021-01-14 15:58:03,PacktPublishing/Machine-Learning-for-Finance,active,,2021-04-12 16:39:24.593899
ML_Finance_Codes,https://github.com/mfrdixon/ML_Finance_Codes,NEW,Other Models,2021-04-11 08:30:21,250.0,104.0,3.0,2019-09-27 16:13:50,2020-06-13 21:20:26,mfrdixon/ML_Finance_Codes,active,,2021-04-12 16:39:24.593899
Machine-Learning-For-Finance,https://github.com/anthonyng2/Machine-Learning-For-Finance,NEW,Other Models,2021-04-01 20:11:59,205.0,119.0,1.0,2017-07-11 09:09:15,2018-02-21 05:36:35,anthonyng2/Machine-Learning-For-Finance,inactive,,2021-04-12 16:39:24.593899
Stock.Indicators,https://github.com/DaveSkender/Stock.Indicators,NEW,Other Models,2021-04-12 10:47:32,175.0,64.0,9.0,2019-12-29 05:18:07,2021-04-11 19:17:17,DaveSkender/Stock.Indicators,active,,2021-04-12 16:39:24.593899
AlphaPy,https://github.com/ScottfreeLLC/AlphaPy,NEW,Other Models,2021-04-04 20:02:31,576.0,130.0,3.0,2016-02-14 00:47:32,2021-02-08 21:35:40,ScottfreeLLC/AlphaPy,active,,2021-04-12 16:39:24.593899
mlfinlab,https://github.com/hudson-and-thames/mlfinlab,NEW,Other Models,2021-04-12 10:51:12,2295.0,709.0,3.0,2019-02-13 16:57:25,2021-04-12 10:50:54,hudson-and-thames/mlfinlab,active,,2021-04-12 16:39:24.593899
Awesome-Quant-Machine-Learning-Trading,https://github.com/grananqvist/Awesome-Quant-Machine-Learning-Trading,NEW,Other Models,2021-04-10 13:38:56,1005.0,319.0,3.0,2018-11-05 21:09:06,2020-10-08 16:48:18,grananqvist/Awesome-Quant-Machine-Learning-Trading,active,,2021-04-12 16:39:24.593899
botflow,https://github.com/kkyon/botflow,NEW,Other Models,2021-03-31 10:56:44,1165.0,102.0,8.0,2018-08-20 03:13:31,2019-05-23 14:40:50,kkyon/botflow,active,,2021-04-12 16:39:24.593899
surpriver,https://github.com/tradytics/surpriver,NEW,Other Models,2021-04-12 12:27:29,1189.0,221.0,6.0,2020-08-30 07:56:22,2020-09-21 04:32:05,tradytics/surpriver,active,,2021-04-12 16:39:24.593899
finance_ml,https://github.com/jjakimoto/finance_ml,NEW,Other Models,2021-04-08 15:28:17,282.0,117.0,1.0,2018-06-29 21:21:17,2019-02-18 12:34:54,jjakimoto/finance_ml,inactive,,2021-04-12 16:39:24.593899
awesome-ai-in-finance,https://github.com/georgezouq/awesome-ai-in-finance,NEW,Other Models,2021-04-11 07:43:25,941.0,162.0,8.0,2018-08-29 02:07:02,2020-11-27 09:43:40,georgezouq/awesome-ai-in-finance,active,,2021-04-12 16:39:24.593899
Pattern-Recognition-for-Forex-Trading,https://github.com/PythonProgramming/Pattern-Recognition-for-Forex-Trading,NEW,Other Models,2021-04-05 03:23:46,173.0,91.0,1.0,2015-03-26 02:22:03,2015-03-26 02:33:51,PythonProgramming/Pattern-Recognition-for-Forex-Trading,inactive,,2021-04-12 16:39:24.593899
Microservices-Based-Algorithmic-Trading-System,https://github.com/saeed349/Microservices-Based-Algorithmic-Trading-System,NEW,Other Models,2021-04-10 12:59:57,104.0,56.0,0.0,2020-01-06 00:21:58,2020-03-31 13:02:26,saeed349/Microservices-Based-Algorithmic-Trading-System,active,,2021-04-12 16:39:24.593899
Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,NEW,Other Models,2021-04-11 06:02:53,172.0,94.0,5.0,2018-12-06 11:35:08,2021-01-18 06:40:53,PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,active,,2021-04-12 16:39:24.593899
Machine Learning in Asset Management,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952,,Personal Papers,,,,,,,,,,
Financial Event Prediction using Machine Learning,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555,,Personal Papers,,,,,,,,,,
Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization,https://jfds.pm-research.com/content/2/2/17,,Personal Papers,,,,,,,,,,
Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies,https://jfds.pm-research.com/content/2/1/10,,Personal Papers,,,,,,,,,,
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,,,,,,,,,,
node-finance,https://github.com/albertosantini/node-finance,NEW,Portfolio Selection and Optimisation,2021-04-05 08:01:36,101.0,26.0,3.0,2011-09-17 17:49:56,2021-04-05 08:01:12,albertosantini/node-finance,active,,2021-04-12 18:37:19.479240
Riskfolio-Lib,https://github.com/dcajasn/Riskfolio-Lib,NEW,Portfolio Selection and Optimisation,2021-04-12 12:25:13,371.0,62.0,1.0,2020-03-02 19:49:06,2021-04-01 03:50:59,dcajasn/Riskfolio-Lib,active,,2021-04-12 18:37:19.479240
OLMAR Algorithm,https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb,Relative importance of each component of the OLMAR algorithm.,Portfolio Selection and Optimisation,2021-04-08 19:07:41,7.0,4.0,1.0,2016-07-26 16:20:10,2016-12-30 11:40:53,charlessutton/OLMAR,inactive,,
Reinforcement Learning,https://github.com/filangel/qtrader,Reinforcement Learning for Portfolio Management.,Portfolio Selection and Optimisation,2021-03-29 03:47:07,364.0,150.0,1.0,2017-10-07 09:14:33,2018-06-26 09:22:27,filangelos/qtrader,inactive,,
DeepDow,https://github.com/jankrepl/deepdow,Portfolio optimization with deep learning.,Portfolio Selection and Optimisation,2021-04-07 06:57:39,311.0,58.0,2.0,2020-02-02 08:46:33,2021-02-16 18:50:53,jankrepl/deepdow,active,,
Distribution Characteristic Optimisation,https://github.com/VivekPa/OptimalPortfolio,Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account.,Portfolio Selection and Optimisation,2021-04-12 13:10:31,232.0,82.0,3.0,2018-11-16 12:20:25,2019-07-04 01:41:46,VivekPa/OptimalPortfolio,active,,
401K Portfolio Optimisation,https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb,Portfolio analyses and optimisation for 401K.,Portfolio Selection and Optimisation,2020-12-25 09:39:33,14.0,5.0,1.0,2018-08-01 19:48:24,2019-09-05 11:18:56,otosman/Python-for-Finance,active,,
Modern Portfolio Theory,https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb,Universal portfolios; modern portfolio theory.,Portfolio Selection and Optimisation,,,,,,,,,,
Deep Portfolio Theory,https://github.com/tcloaa/Deep-Portfolio-Theory,Autoencoder framework for portfolio selection.,Portfolio Selection and Optimisation,2021-04-06 11:47:13,105.0,57.0,1.0,2017-02-10 09:03:08,2018-03-08 16:47:00,tcloaa/Deep-Portfolio-Theory,inactive,,
PyPortfolioOpt,https://github.com/robertmartin8/PyPortfolioOpt,"Financial portfolio optimisation, including classical efficient frontier and advanced methods.",Portfolio Selection and Optimisation,2021-04-12 11:54:54,1895.0,479.0,16.0,2018-05-29 13:30:30,2021-02-25 13:01:56,robertmartin8/PyPortfolioOpt,active,,
riskparity.py,https://github.com/dppalomar/riskparity.py,NEW,Portfolio Selection and Optimisation,2021-04-11 09:40:54,124.0,31.0,2.0,2019-07-13 21:30:55,2021-01-30 01:53:09,dppalomar/riskparity.py,active,,2021-04-12 18:37:19.479240
Policy Gradient Portfolio,https://github.com/ZhengyaoJiang/PGPortfolio,A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.,Portfolio Selection and Optimisation,2021-04-09 10:41:40,1281.0,629.0,6.0,2017-11-12 16:08:44,2019-05-09 09:50:18,ZhengyaoJiang/PGPortfolio,active,,
Efficient Frontier,https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb,Modern Portfolio Theory.,Portfolio Selection and Optimisation,2021-03-30 00:01:39,104.0,57.0,1.0,2018-02-17 08:19:46,2018-02-27 13:16:57,tthustla/efficient_frontier,inactive,,
Financial Statement Sentiment,https://github.com/MAydogdu/TextualAnalysis,Extracting sentiment from financial statements using neural networks.,Textual,2021-03-31 02:10:58,8.0,7.0,1.0,2018-06-04 20:54:14,2018-06-04 20:56:02,MAydogdu/TextualAnalysis,inactive,,
NLP Event,https://github.com/yuriak/DLQuant,Applying Deep Learning and NLP in Quantitative Trading.,Textual,2021-04-01 02:16:38,70.0,31.0,1.0,2018-07-02 23:50:52,2019-01-31 14:08:20,yuriak/DLQuant,inactive,,
Financial Sentiment Analysis,https://github.com/EricHe98/Financial-Statements-Text-Analysis,"Sentiment, distance and proportion analysis for trading signals.",Textual,2021-03-31 23:48:48,48.0,27.0,1.0,2017-06-23 00:05:49,2019-01-26 03:35:55,EricHe98/Financial-Statements-Text-Analysis,inactive,,
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,2020-12-17 08:24:20,3.0,3.0,1.0,2017-12-30 08:56:03,2018-01-11 02:11:11,lin882/WebAnalyticsProject,inactive,,
Buzzwords,https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds,Return performance and mutual fund selection.,Textual,2020-10-06 18:54:58,1.0,4.0,1.0,2018-02-04 21:51:16,2018-02-04 21:57:09,swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds,inactive,,
Accounting Anomalies,https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb,Using deep-learning frameworks to identify accounting anomalies.,Textual,2021-04-12 07:47:50,110.0,51.0,2.0,2017-05-24 12:36:38,2019-08-07 21:47:08,GitiHubi/deepAI,active,,
Extensive NLP,https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb,Comprehensive NLP techniques for accounting research.,Textual,2021-03-21 07:39:02,73.0,42.0,1.0,2017-10-25 07:10:26,2020-06-05 03:28:46,TiesdeKok/Python_NLP_Tutorial,active,,
Fund classification,https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb,Fund classification using text mining and NLP.,Textual,2021-03-31 02:12:50,4.0,2.0,1.0,2018-04-16 22:18:55,2018-06-07 22:01:32,frechfrechfrech/Mutual-Fund-Market-Clusters,inactive,,
Industry Clustering,https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,Project to cluster industries according to financial attributes.,Unsupervised,2020-10-06 18:51:22,4.0,5.0,1.0,2017-07-21 02:12:51,2017-07-23 02:53:37,SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,inactive,,
Pairs Trading,https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb,Finding pairs with cluster analysis.,Unsupervised,2021-04-04 17:55:35,79.0,36.0,0.0,2017-09-05 19:19:19,2017-09-27 20:42:14,marketneutral/pairs-trading-with-ML,inactive,,
PCA Pairs Trading,https://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_Trading,"PCA, Factor Returns, and trading strategies.",Unsupervised,,,,,,,joelQF/quant-finance,,,
Industry Clustering,https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,Clustering of industries.,Unsupervised,2020-10-06 18:51:22,4.0,5.0,1.0,2017-07-21 02:12:51,2017-07-23 02:53:37,SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,inactive,,
Fund Clusters,https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb,Data exploration of fund clusters.,Unsupervised,2021-03-31 02:12:50,4.0,2.0,1.0,2018-04-16 22:18:55,2018-06-07 22:01:32,frechfrechfrech/Mutual-Fund-Market-Clusters,inactive,,
VRA Stock Embedding,https://github.com/ml-hongkong/stock2vec,Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history.,Unsupervised,2020-10-20 11:05:55,32.0,12.0,1.0,2017-06-21 04:47:14,2017-06-21 04:51:13,ml-hongkong/stock2vec,inactive,,
name,url,comment,category,last_update,star_count,fork_count,contributors_count,created_at,last_commit,repo_path,repo_status,rating,finml_added_date
Venture Capital NN,https://github.com/tr7200/National-Culture-and-Venture-Capital-Monitoring,Cox-PH neural network predictions for VC/innovations finance research.,Alternative Finance,,,,,,,tr7200/National-Culture-and-Venture-Capital-Monitoring,,,
Private Equity,https://github.com/TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity/blob/master/RightNow%20Technologies/RightNow%20Technologies.ipynb,Valuation models.,Alternative Finance,11/26/20 3:34,8,6,2,1/27/16 21:13,3/14/16 20:03,TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity,inactive,,
VC OLS,https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb,VC regression.,Alternative Finance,10/6/20 20:56,2,1,1,3/29/18 23:31,3/29/18 23:33,fionawhitefield/venture-capital-ols,inactive,,
Watch Valuation,https://github.com/alporter08/Luxury-Watch-Valuation/blob/master/Luxury-Watch-Valuation.ipynb,Analysis of luxury watch data to classify whether a certain model is likely to be over-or undervalued.,Alternative Finance,1/14/21 22:41,4,2,1,2/8/17 18:39,4/27/17 22:55,alporter08/Luxury-Watch-Valuation,inactive,,
Art Valuation,https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynb,Art evaluation analytics.,Alternative Finance,2/26/21 12:10,9,5,1,12/11/14 0:25,12/12/14 21:25,ahmedhosny/theGreenCanvas,inactive,,
Blockchain,https://github.com/nud3l/dInvest,Repository for distributed autonomous investment banking.,Alternative Finance,2/6/21 7:38,12,7,2,9/5/16 19:12,4/24/17 10:48,nud3l/dInvest,inactive,,
Venture Capital,https://github.com/julian-chan/etothex,Insight into a new founder to make data-driven investment decisions.,Alternative Finance,10/6/20 20:56,3,2,1,12/4/17 8:59,12/13/17 5:35,julian-chan/etothex,inactive,,
Kiva Crowdfunding,https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb,Exploratory data analysis.,Alternative Finance,2/19/21 13:40,5,1,1,2/27/18 16:46,2/13/19 0:15,CJL89/Kiva-Crowdfunding,inactive,,
NYU Courant,https://cims.nyu.edu/,"Courant Institute of Mathematical Sciences, New York University",Colleges Centers and Departments,,,,,,,,,,
Oxford Man,https://www.oxford-man.ox.ac.uk/,Oxford-Man Institute of Quantitative Finance,Colleges Centers and Departments,,,,,,,,,,
Berkeley Lab CIFT,https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/,,Colleges Centers and Departments,,,,,,,,,,
NYU FRE,https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering,Finance and Risk Engineering (NYU Tandon),Colleges Centers and Departments,,,,,,,,,,
Stanford Advanced Financial Technologies,https://fintech.stanford.edu/,Stanford Advanced Financial Technologies Laboratory,Colleges Centers and Departments,,,,,,,,,,
Cornell University,https://www.cornell.edu/,,Colleges Centers and Departments,,,,,,,,,,
Basic Investments,https://github.com/SeanMcOwen/FinanceAndPython.com-Investments,Basic investment tools in python.,Courses,3/23/21 6:32,9,5,1,8/2/17 21:52,8/17/17 3:24,SeanMcOwen/FinanceAndPython.com-Investments,inactive,,
Risk Management,https://github.com/andrey-lukyanov/Risk-Management,Finance risk engagement course resources.,Courses,11/12/20 0:49,6,5,3,10/3/18 16:26,12/13/18 8:04,andrey-lukyanov/Risk-Management,inactive,,
Basic Finance,https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance,Source code notebooks basic finance applications.,Courses,3/31/21 2:09,10,8,1,5/6/17 2:39,6/21/17 4:04,SeanMcOwen/FinanceAndPython.com-BasicFinance,inactive,,
ML Specialisation,https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization,Machine Learning in Finance.,Courses,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,,
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,,
Mathematical Finance,https://github.com/yadongli/nyumath2048,NYU Math-GA 2048: Scientific Computing in Finance.,Courses,1/14/21 18:01,69,63,6,1/25/15 21:10,3/25/20 4:24,yadongli/nyumath2048,active,,
Machine Learning for Trading,https://github.com/stefan-jansen/machine-learning-for-trading,"Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading.",Courses,4/12/21 16:18,3842,1225,8,5/9/18 12:33,4/10/21 22:21,stefan-jansen/machine-learning-for-trading,active,,
Algo Trading,https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading,Intro to algo trading.,Courses,3/12/21 11:02,64,25,1,10/29/17 20:34,1/22/19 6:56,JCreeks/Machine-Learning-in-Finance,inactive,,
Python for Finance,https://github.com/siaen/python_finance_course,CEU python for finance course material.,Courses,3/31/21 2:08,16,15,4,12/12/17 11:54,2/25/20 20:31,siaen/python_finance_course,active,,
Basic Derivatives,https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives,Basic forward contracts and hedging.,Courses,3/31/21 2:08,4,4,1,8/24/17 0:11,10/13/17 1:32,SeanMcOwen/FinanceAndPython.com-Derivatives,inactive,,
Open Edgar,https://github.com/LexPredict/openedgar,,Data,4/9/21 12:15,169,61,6,5/7/18 15:32,5/15/19 8:32,LexPredict/openedgar,active,,
Capital Markets Data,https://www.capitalmarketsdata.com/,,Data,,,,,,,,,,
IRS,http://social-metrics.org/sox/,,Data,,,,,,,,,,
Employee Count SEC Filings,https://github.com/healthgradient/sec_employee_information_extraction,,Data,2/27/21 3:33,10,2,1,6/26/18 23:33,8/14/18 1:31,healthgradient/sec_employee_information_extraction,inactive,,
EDGAR,https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb,,Data,1/23/21 19:22,11,10,1,6/11/18 22:51,7/10/18 18:03,TiesdeKok/UW_Python_Camp,inactive,,
SEC Parsing,https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb,,Data,2/27/21 6:34,9,6,1,6/16/18 14:30,6/16/18 17:23,healthgradient/sec-doc-info-extraction,inactive,,
Web Scraping (FirmAI),https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data,,Data,4/10/21 17:19,577,184,2,2/19/19 19:02,7/22/20 16:48,firmai/business-machine-learning,active,,
Non-financial Corporate,http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html,,Data,,,,,,,,,,
https://stooq.com,https://stooq.com,,Data,,,,,,,,,,
Financial Corporate,http://raw.rutgers.edu/Corporate%20Financial%20Data.html,,Data,,,,,,,,,,
https://fred.stlouisfed.org/,https://fred.stlouisfed.org/,,Data,,,,,,,,,,
Rating Industries,http://www.ratingshistory.info/,,Data,,,,,,,,,,
http://finance.yahoo.com/,http://finance.yahoo.com/,,Data,,,,,,,,,,
https://github.com/timestocome/StockMarketData,https://github.com/timestocome/StockMarketData,,Data,3/26/21 22:35,7,5,1,5/10/17 21:49,8/6/17 19:23,timestocome/StockMarketData,inactive,,
Advanced ML II,https://github.com/hudson-and-thames/research,More implementations of Financial Machine Learning (De Prado).,Data Processing Techniques and Transformations,,,,,,,hudson-and-thames/research,,,
Advanced ML,https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises,Exercises too Financial Machine Learning (De Prado).,Data Processing Techniques and Transformations,4/12/21 2:20,973,435,4,4/25/18 17:22,1/16/20 17:25,BlackArbsCEO/Adv_Fin_ML_Exercises,active,,
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
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,
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,
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,
trading-rl,https://github.com/Kostis-S-Z/trading-rl,Deep reinforcement learning for financial trading using [gym](https://gym.openai.com/) and [keras-rl](https://github.com/keras-rl/keras-rl) on FX dataset (EURUSD) not actively maintained,Deep Learning And Reinforcement Learning,4/10/21 4:59,180,38,2,4/22/19 10:03,9/28/20 9:07,Kostis-S-Z/trading-rl,active,3,3/31/21 8:00
Deep Learning III,https://github.com/Rachnog/Deep-Trading,Algorithmic trading with deep learning experiments.,Deep Learning And Reinforcement Learning,4/9/21 10:39,1266,675,1,6/18/16 18:23,8/7/18 15:24,Rachnog/Deep-Trading,inactive,5,
Stock-Prediction-Models,https://github.com/huseinzol05/Stock-Prediction-Models,very good curated list of notebooks showing deep learning + reinforcement learning models. Also contain topics on outlier detections/overbought oversold study/monte carlo simulartions/sentiment analysis from text (text storage/parsing is not detailed but it mentioned using [BERT](https://github.com/google-research/bert)),Deep Learning And Reinforcement Learning,4/12/21 13:54,3655,1542,2,12/18/17 10:49,1/5/21 10:31,huseinzol05/Stock-Prediction-Models,active,5,3/31/21 8:00
RLTrader,https://github.com/notadamking/RLTrader,predecessor to [tensortrade](https://github.com/tensortrade-org/tensortrade) uses open api [gym](https://gym.openai.com/) and neat way to render matplotlib plots in real time. Also explains LSTM/data stationarity/Bayesian optimization using [Optuna](https://github.com/optuna/optuna) etc.,Deep Learning And Reinforcement Learning,4/12/21 2:50,1312,451,15,4/27/19 18:35,10/17/19 16:25,notadamking/RLTrader,active,5,3/31/21 8:00
Neural Network,https://github.com/VivekPa/IntroNeuralNetworks,Neural networks to predict stock prices.,Deep Learning And Reinforcement Learning,4/3/21 11:59,489,176,2,9/10/18 6:34,11/21/18 7:39,VivekPa/IntroNeuralNetworks,inactive,4,
LTSM Recurrent,https://github.com/VivekPa/AIAlpha,OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.,Deep Learning And Reinforcement Learning,4/12/21 2:39,1207,370,2,10/7/18 3:58,8/3/19 9:00,VivekPa/AIAlpha,active,4,
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,
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
LTSM GRU,https://github.com/RajatHanda/Finance-Forecasting,Stock Market Forecasting using LSTM\GRU.,Deep Learning And Reinforcement Learning,3/29/21 23:59,11,6,1,5/13/18 2:39,2/25/19 0:26,RajatHanda/Finance-Forecasting,inactive,3,
DeepLearningInFinance,https://github.com/sonaam1234/DeepLearningInFinance,Based on a [talk](https://towardsdatascience.com/deep-learning-in-finance-9e088cb17c03) Sonam Srivastava gave and there are two studies: 1. single timeseries return prediction using ARIMA/VAR/SVR/Deep Regression/CNN/LSTM 2. indexed portfolio construction using autoencoders i.e. replicate a index using handful of stocks. ,Deep Learning And Reinforcement Learning,3/8/21 13:09,266,145,1,8/21/17 16:00,8/21/17 17:23,sonaam1234/DeepLearningInFinance,inactive,3,3/31/21 8:00
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
Deep-Reinforcement-Stock-Trading,https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,inspired by Q-trader a deep reinforcement learning repo for trading. Only 3 actions allowed (buy/hold/sell) and no transaction cost is implemented yet. Uses [empyrical](https://github.com/quantopian/empyrical) for portfolio stats,Deep Learning And Reinforcement Learning,4/3/21 22:50,141,42,2,5/19/19 22:20,9/27/20 19:22,Albert-Z-Guo/Deep-Reinforcement-Stock-Trading,active,3,3/31/21 8:00
Advanced-Deep-Trading,https://github.com/Rachnog/Advanced-Deep-Trading,"notebooks containing experiments based on Lopez de Prado book ""Advances in financial machine learning"". Mostly not deep learning related but rather sklearn regression models. Interesting libraries include [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) for calculating return stats and [shap](https://github.com/slundberg/shap) for explaining models. Examlpe of shap can be which features are pushing the value up and and which features are pushing the value down. Also contain functions for calculating geometric brownian motion and jump diffusion functions. ",Deep Learning And Reinforcement Learning,3/30/21 7:29,319,158,2,2/16/19 21:18,11/29/20 20:12,Rachnog/Advanced-Deep-Trading,active,3,3/31/21 8:00
Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,Part of FinRL and provided code for paper [deep reinformacement learning for automated stock trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3690996) focuses on ensemble.,Deep Learning And Reinforcement Learning,4/12/21 16:24,560,249,6,7/26/20 13:12,1/21/21 18:11,AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020,active,4,3/31/21 8:00
AutomatedStockTrading-DeepQ-Learning,https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning,cornerstone project repo for Udacity nanodegree program [Become a machine learning engineer](https://www.udacity.com/course/machine-learning-engineer-nanodegree--nd009t) and focus on trading using deep q learning. Good explanation on design choices in the report,Deep Learning And Reinforcement Learning,3/24/21 1:11,134,51,2,2/23/19 12:01,2/25/20 18:16,sachink2010/AutomatedStockTrading-DeepQ-Learning,active,3,3/31/21 8:00
deep-RL-trading,https://github.com/golsun/deep-RL-trading,trading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916),Deep Learning And Reinforcement Learning,4/10/21 7:09,235,108,1,2/25/18 17:41,12/1/20 22:06,golsun/deep-RL-trading,active,3,3/31/21 8:00
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
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,
Personae,https://github.com/Ceruleanacg/Personae,implementation of deep reinforcement learning and supervised learnings covering areas: deep deterministic policy gradient (DDPG) and DDQN etc. Data are being pulled from [rqalpha](https://github.com/ricequant/rqalpha) which is a python backtest engine and have a nice docker image to run training/testing,Deep Learning And Reinforcement Learning,4/11/21 20:20,1144,330,2,3/10/18 11:22,9/2/18 17:21,Ceruleanacg/Personae,inactive,5,3/31/21 8:00
Pair Trading RL,https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading,Using deep actor-critic model to learn best strategies in pair trading.,Deep Learning And Reinforcement Learning,3/27/21 2:19,241,113,1,5/18/17 16:47,5/18/17 16:56,shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading,inactive,3,
Deep-Learning-Machine-Learning-Stock,https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock,curated list of notebooks for machine learning models. Start with very simple linear models to more advanced reinforcement learning type of models. Problem with this repo is that the library version numbers may be changing over time and there's no specific way to track and upgrade,Deep Learning And Reinforcement Learning,4/12/21 2:58,275,99,1,9/29/18 23:38,3/18/21 3:16,LastAncientOne/Deep-Learning-Machine-Learning-Stock,active,3,3/31/21 8:00
Deep-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
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
Pair-Trading-Reinforcement-Learning,https://github.com/wai-i/Pair-Trading-Reinforcement-Learning,NEW,Deep Learning And Reinforcement Learning,4/10/21 4:53,136,56,1,6/9/19 22:50,1/3/20 15:36,wai-i/Pair-Trading-Reinforcement-Learning,active,,39:11.1
rl_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
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
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
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
Machine-Learning-and-Reinforcement-Learning-in-Finance,https://github.com/joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance,NEW,Deep Learning And Reinforcement Learning,3/30/21 9:11,175,98,1,6/26/18 4:30,9/23/18 16:50,joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance,inactive,,39:11.1
maro,https://github.com/microsoft/maro,NEW,Deep Learning And Reinforcement Learning,4/12/21 2:22,386,66,17,12/27/19 6:48,4/7/21 15:49,microsoft/maro,active,,39:11.1
TradingGym,https://github.com/cove9988/TradingGym,NEW,Deep Learning And Reinforcement Learning,3/28/21 5:37,112,39,3,11/6/17 0:50,11/15/17 23:55,cove9988/TradingGym,inactive,,39:11.1
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
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
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
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
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
RL II,https://github.com/deependersingla/deep_trader,reinforcement learning on stock market and agent tries to learn trading.,Deep Learning And Reinforcement Learning,4/11/21 20:21,1340,489,3,6/11/16 7:27,1/22/18 14:35,deependersingla/deep_trader,inactive,3,
RL,https://github.com/kh-kim/stock_market_reinforcement_learning,OpenGym with Deep Q-learning and Policy Gradient.,Deep Learning And Reinforcement Learning,4/11/21 12:27,715,298,1,10/4/16 14:42,12/23/16 7:34,kh-kim/stock_market_reinforcement_learning,inactive,2,
RL V,https://github.com/gstenger98/rl-finance,Building an Agent to Trade with Reinforcement Learning.,Deep Learning And Reinforcement Learning,4/8/21 18:57,33,8,5,1/16/19 0:43,3/19/20 20:28,gstenger98/rl-finance,active,2,
RL Trading,https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW,A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab.,Deep Learning And Reinforcement Learning,,,,,,,,,4,
RL 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,,
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
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,
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,,
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,,
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,,
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,,
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,,
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,,
Derman,https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb,Binomial tree for American call.,Derivatives and Hedging,10/6/20 20:37,1,3,1,5/18/18 18:08,9/21/18 19:59,rstreppa/valuation-convertibles-Goldman1994,inactive,,
Reinforcement Learning,https://github.com/FinTechies/HedgingRL,Hedging portfolios with reinforcement learning.,Derivatives and Hedging,1/20/21 8:12,16,9,1,4/21/17 10:58,8/2/17 21:41,FinTechies/HedgingRL,inactive,,
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,,
Options,https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D,Introduction to options.,Derivatives and Hedging,4/9/21 21:17,335,163,36,7/28/17 15:48,3/17/21 17:17,QuantConnect/Tutorials,active,,
Derivative Markets,https://github.com/broughtj/Fin6470/tree/master/Notebooks,"The economics of futures, futures, options, and swaps.",Derivatives and Hedging,4/6/21 20:49,8,8,1,2/9/16 5:30,4/6/21 20:49,broughtj/Fin6470,active,,
Hull White,https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb,"Callable Bond, Hull White.",Derivatives and Hedging,10/6/20 20:37,4,6,1,6/6/18 22:06,6/6/18 22:27,rstreppa/valuation-callables-HullWhite,inactive,,
Options,https://github.com/PHBS/2018.M1.ASP/tree/master/py,Black Scholes and Copula.,Derivatives and Hedging,,,,,,,PHBS/2018.M1.ASP,,,
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,,
Economic Foundations,https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations,Basic economic models.,Extended Research,10/6/20 21:01,2,3,1,5/25/17 2:27,6/30/17 3:53,SeanMcOwen/FinanceAndPython.com-EconomicFoundations,inactive,,
Financial Economics,https://github.com/rsvp/fecon235/tree/master/nb,Financial Economics Models.,Extended Research,4/10/21 17:02,713,275,2,11/9/14 4:49,12/3/18 16:30,rsvp/fecon235,inactive,,
Finance Graph Theory,https://github.com/AvijitGhosh82/Finance_Graph_Theory,Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents.,Extended Research,3/28/21 2:22,17,7,3,8/2/18 2:48,3/16/19 18:39,evijit/Finance_Graph_Theory,inactive,,
Market Crash Prediction,https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb,Predicting market crashes using an LPPL model.,Extended Research,10/6/20 21:01,1,3,1,1/24/19 13:37,2/13/19 16:48,sarachmax/MarketCrashes_Prediction,inactive,,
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,,
Behavioural Economics,https://github.com/pcmichaud/notebooks,Behavioural Economics and Finance Python Notebooks.,Extended Research,2/3/21 7:22,9,4,1,12/20/18 0:21,3/26/19 11:51,pcmichaud/notebooks,inactive,,
Applied Corporate Finance,https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance,Studies the empirical behaviours in stock market.,Extended Research,2/19/21 13:40,8,9,1,1/29/18 5:14,7/19/18 6:25,chen-bowen/Data_Science_in_Applied_Corporate_Finance,inactive,,
HFT,https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,High frequency trading.,Extended Research,4/11/21 23:36,748,333,1,7/21/16 5:14,2/14/17 16:47,rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy,inactive,,
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,,
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,,
Backtests,https://github.com/AlgoTraders/stock-analysis-engine,Trading data and algorithms.,Extended Research,4/12/21 2:28,620,165,3,9/16/18 20:00,9/5/20 13:01,AlgoTraders/stock-analysis-engine,active,,
Bayesian Finance I,https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb,Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs.,Extended Research,11/28/20 3:02,25,6,0,1/4/19 12:30,2/18/19 9:55,AlexIoannides/pymc-stochastic-process,inactive,,
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,,,
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,,
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,,
Liquidity and Momentum,https://github.com/mrefermat/quant_finance,Various factors and portfolio constructions.,Extended Research,3/30/21 0:09,31,15,1,8/11/18 22:59,11/12/19 4:49,mrefermat/quant_finance,active,,
Bayesian Finance,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,,
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,,
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,,
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,,
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,,
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
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,,
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,,
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,,
Risk Basic,https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb,Active portfolio risk management .,Factor and Risk Analysis,3/1/21 13:53,31,18,1,5/10/16 11:03,5/17/16 3:44,RJT1990/Active-Portfolio-Management-Notes,inactive,,
VaR,https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb,Value-at-risk calculations.,Factor and Risk Analysis,3/31/21 2:06,10,9,1,11/15/16 19:24,1/14/17 21:19,willb/var-notebook,inactive,,
Factor Analysis,https://github.com/alpha-miner/alpha-mind/tree/master/notebooks,Factor strategy notebooks.,Factor and Risk Analysis,4/8/21 19:02,172,60,3,5/1/17 7:36,4/7/21 15:25,alpha-miner/alpha-mind,active,,
Convex Optimisation,https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb,Convex Optimization for Finance.,Factor and Risk Analysis,4/8/21 19:02,18,10,1,6/26/18 20:36,10/22/19 21:56,ssanderson/convex-optimization-for-finance,active,,
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,,
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
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,,
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,,
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,,
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,,
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,,
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,,
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,,
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,,
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
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
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,,39:24.6
fin-ml,https://github.com/tatsath/fin-ml,NEW,Other Models,4/11/21 3:29,116,66,2,5/10/20 0:25,1/23/21 17:15,tatsath/fin-ml,active,,39:24.6
Trend Following,http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html,A futures trend following portfolio investment strategy.,Other Models,,,,,,,,,,
Short-Term Movement Cues,https://github.com/anfederico/Clairvoyant,Identify social/historical cues for short term stock movement.,Other Models,4/12/21 13:11,2166,678,1,9/12/16 18:38,8/29/18 20:27,anfederico/clairvoyant,inactive,,
Mixture Models II,https://github.com/BlackArbsCEO/mixture_model_trading_public,Mixture models and stock trading.,Other Models,3/12/21 13:21,166,73,1,12/11/17 17:05,5/13/20 23:50,BlackArbsCEO/mixture_model_trading_public,active,,
Fundamental LT Forecasts,https://github.com/Hvass-Labs/FinanceOps,Research in investment finance for long term forecasts.,Other Models,4/5/21 23:36,383,127,1,7/22/18 8:14,2/17/21 14:39,Hvass-Labs/FinanceOps,active,,
Scikit-learn Stock Prediction,https://github.com/robertmartin8/MachineLearningStocks,Using python and scikit-learn to make stock predictions.,Other Models,4/11/21 10:00,931,347,2,2/12/17 4:50,2/4/21 3:48,robertmartin8/MachineLearningStocks,active,,
Speculator,https://github.com/amicks/Speculator,NEW,Other Models,3/15/21 16:27,101,31,2,9/3/17 17:43,9/12/18 18:58,amicks/Speculator,inactive,,39:24.6
Machine-Learning-and-AI-in-Trading,https://github.com/PyPatel/Machine-Learning-and-AI-in-Trading,NEW,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,active,,39:24.6
Mixture Models I,https://github.com/BlackArbsCEO/Mixture_Models,Mixture models to predict market bottoms.,Other Models,3/2/21 19:44,31,31,1,3/20/17 18:54,4/25/17 23:35,BlackArbsCEO/Mixture_Models,inactive,,
stock-trading-ml,https://github.com/yacoubb/stock-trading-ml,NEW,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,,39:24.6
Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original,NEW,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,,39:24.6
mosquito,https://github.com/miro-ka/mosquito,NEW,Other Models,4/12/21 9:44,220,44,2,6/18/17 19:57,3/14/21 22:22,miro-ka/mosquito,active,,39:24.6
Machine-Learning-for-Finance,https://github.com/PacktPublishing/Machine-Learning-for-Finance,NEW,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,,39:24.6
ML_Finance_Codes,https://github.com/mfrdixon/ML_Finance_Codes,NEW,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,,39:24.6
Machine-Learning-For-Finance,https://github.com/anthonyng2/Machine-Learning-For-Finance,NEW,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,,39:24.6
Stock.Indicators,https://github.com/DaveSkender/Stock.Indicators,NEW,Other Models,4/12/21 10:47,175,64,9,12/29/19 5:18,4/11/21 19:17,DaveSkender/Stock.Indicators,active,,39:24.6
AlphaPy,https://github.com/ScottfreeLLC/AlphaPy,NEW,Other Models,4/4/21 20:02,576,130,3,2/14/16 0:47,2/8/21 21:35,ScottfreeLLC/AlphaPy,active,,39:24.6
mlfinlab,https://github.com/hudson-and-thames/mlfinlab,NEW,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,,39:24.6
Awesome-Quant-Machine-Learning-Trading,https://github.com/grananqvist/Awesome-Quant-Machine-Learning-Trading,NEW,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,,39:24.6
botflow,https://github.com/kkyon/botflow,NEW,Other Models,3/31/21 10:56,1165,102,8,8/20/18 3:13,5/23/19 14:40,kkyon/botflow,active,,39:24.6
surpriver,https://github.com/tradytics/surpriver,NEW,Other Models,4/12/21 12:27,1189,221,6,8/30/20 7:56,9/21/20 4:32,tradytics/surpriver,active,,39:24.6
finance_ml,https://github.com/jjakimoto/finance_ml,NEW,Other Models,4/8/21 15:28,282,117,1,6/29/18 21:21,2/18/19 12:34,jjakimoto/finance_ml,inactive,,39:24.6
awesome-ai-in-finance,https://github.com/georgezouq/awesome-ai-in-finance,NEW,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,,39:24.6
Pattern-Recognition-for-Forex-Trading,https://github.com/PythonProgramming/Pattern-Recognition-for-Forex-Trading,NEW,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,,39:24.6
Microservices-Based-Algorithmic-Trading-System,https://github.com/saeed349/Microservices-Based-Algorithmic-Trading-System,NEW,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,,39:24.6
Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python,NEW,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,,39:24.6
Machine Learning in Asset Management,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952,,Personal Papers,,,,,,,,,,
Financial Event Prediction using Machine Learning,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555,,Personal Papers,,,,,,,,,,
Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization,https://jfds.pm-research.com/content/2/2/17,,Personal Papers,,,,,,,,,,
Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies,https://jfds.pm-research.com/content/2/1/10,,Personal Papers,,,,,,,,,,
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,,,,,,,,,,
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
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
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,,
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,,
DeepDow,https://github.com/jankrepl/deepdow,Portfolio optimization with deep learning.,Portfolio Selection and Optimisation,4/7/21 6:57,311,58,2,2/2/20 8:46,2/16/21 18:50,jankrepl/deepdow,active,,
Distribution Characteristic Optimisation,https://github.com/VivekPa/OptimalPortfolio,Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account.,Portfolio Selection and Optimisation,4/12/21 13:10,232,82,3,11/16/18 12:20,7/4/19 1:41,VivekPa/OptimalPortfolio,active,,
401K Portfolio Optimisation,https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb,Portfolio analyses and optimisation for 401K.,Portfolio Selection and Optimisation,12/25/20 9:39,14,5,1,8/1/18 19:48,9/5/19 11:18,otosman/Python-for-Finance,active,,
Modern Portfolio Theory,https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb,Universal portfolios; modern portfolio theory.,Portfolio Selection and Optimisation,,,,,,,,,,
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,,
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,,
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
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,,
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,,
Financial Statement Sentiment,https://github.com/MAydogdu/TextualAnalysis,Extracting sentiment from financial statements using neural networks.,Textual,3/31/21 2:10,8,7,1,6/4/18 20:54,6/4/18 20:56,MAydogdu/TextualAnalysis,inactive,,
NLP Event,https://github.com/yuriak/DLQuant,Applying Deep Learning and NLP in Quantitative Trading.,Textual,4/1/21 2:16,70,31,1,7/2/18 23:50,1/31/19 14:08,yuriak/DLQuant,inactive,,
Financial Sentiment Analysis,https://github.com/EricHe98/Financial-Statements-Text-Analysis,"Sentiment, distance and proportion analysis for trading signals.",Textual,3/31/21 23:48,48,27,1,6/23/17 0:05,1/26/19 3:35,EricHe98/Financial-Statements-Text-Analysis,inactive,,
NLP,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,,
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,,
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,,
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,,
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,,
Industry Clustering,https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,Project to cluster industries according to financial attributes.,Unsupervised,10/6/20 18:51,4,5,1,7/21/17 2:12,7/23/17 2:53,SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,inactive,,
Pairs Trading,https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb,Finding pairs with cluster analysis.,Unsupervised,4/4/21 17:55,79,36,0,9/5/17 19:19,9/27/17 20:42,marketneutral/pairs-trading-with-ML,inactive,,
PCA Pairs Trading,https://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_Trading,"PCA, Factor Returns, and trading strategies.",Unsupervised,,,,,,,joelQF/quant-finance,,,
Industry Clustering,https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,Clustering of industries.,Unsupervised,10/6/20 18:51,4,5,1,7/21/17 2:12,7/23/17 2:53,SeanMcOwen/FinanceAndPython.com-ClusteringIndustries,inactive,,
Fund Clusters,https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb,Data exploration of fund clusters.,Unsupervised,3/31/21 2:12,4,2,1,4/16/18 22:18,6/7/18 22:01,frechfrechfrech/Mutual-Fund-Market-Clusters,inactive,,
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 2020-11-26 03:34:45 11/26/20 3:34 8.0 8 6.0 6 2.0 2 2016-01-27 21:13:33 1/27/16 21:13 2016-03-14 20:03:52 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 2020-10-06 20:56:14 10/6/20 20:56 2.0 2 1.0 1 1.0 1 2018-03-29 23:31:13 3/29/18 23:31 2018-03-29 23:33:19 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 2021-01-14 22:41:08 1/14/21 22:41 4.0 4 2.0 2 1.0 1 2017-02-08 18:39:29 2/8/17 18:39 2017-04-27 22:55:55 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 2021-02-26 12:10:53 2/26/21 12:10 9.0 9 5.0 5 1.0 1 2014-12-11 00:25:39 12/11/14 0:25 2014-12-12 21:25:46 12/12/14 21:25 ahmedhosny/theGreenCanvas inactive
7 Blockchain https://github.com/nud3l/dInvest Repository for distributed autonomous investment banking. Alternative Finance 2021-02-06 07:38:28 2/6/21 7:38 12.0 12 7.0 7 2.0 2 2016-09-05 19:12:40 9/5/16 19:12 2017-04-24 10:48:56 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 2020-10-06 20:56:08 10/6/20 20:56 3.0 3 2.0 2 1.0 1 2017-12-04 08:59:44 12/4/17 8:59 2017-12-13 05:35:27 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 2021-02-19 13:40:33 2/19/21 13:40 5.0 5 1.0 1 1.0 1 2018-02-27 16:46:02 2/27/18 16:46 2019-02-13 00:15:27 2/13/19 0:15 CJL89/Kiva-Crowdfunding inactive
10 NYU Courant https://cims.nyu.edu/ Courant Institute of Mathematical Sciences, New York University Colleges Centers and Departments
11 Oxford Man https://www.oxford-man.ox.ac.uk/ Oxford-Man Institute of Quantitative Finance Colleges Centers and Departments
12 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
13 NYU FRE https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering Finance and Risk Engineering (NYU Tandon) Colleges Centers and Departments
14 Stanford Advanced Financial Technologies https://fintech.stanford.edu/ Stanford Advanced Financial Technologies Laboratory Colleges Centers and Departments
15 Cornell University https://www.cornell.edu/ Colleges Centers and Departments
16 Basic Investments https://github.com/SeanMcOwen/FinanceAndPython.com-Investments Basic investment tools in python. Courses 2021-03-23 06:32:10 3/23/21 6:32 9.0 9 5.0 5 1.0 1 2017-08-02 21:52:19 8/2/17 21:52 2017-08-17 03:24:53 8/17/17 3:24 SeanMcOwen/FinanceAndPython.com-Investments inactive
17 Risk Management https://github.com/andrey-lukyanov/Risk-Management Finance risk engagement course resources. Courses 2020-11-12 00:49:51 11/12/20 0:49 6.0 6 5.0 5 3.0 3 2018-10-03 16:26:14 10/3/18 16:26 2018-12-13 08:04:15 12/13/18 8:04 andrey-lukyanov/Risk-Management inactive
18 Basic Finance https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance Source code notebooks basic finance applications. Courses 2021-03-31 02:09:16 3/31/21 2:09 10.0 10 8.0 8 1.0 1 2017-05-06 02:39:05 5/6/17 2:39 2017-06-21 04:04:09 6/21/17 4:04 SeanMcOwen/FinanceAndPython.com-BasicFinance inactive
19 ML Specialisation https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization Machine Learning in Finance. Courses 2021-04-05 13:37:33 4/5/21 13:37 34.0 34 32.0 32 1.0 1 2019-01-24 02:55:01 1/24/19 2:55 2020-01-03 21:54:16 1/3/20 21:54 Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization active
20 Handson Python for Finance https://github.com/PacktPublishing/Hands-on-Python-for-Finance Hands-on Python for Finance published by Packt. Courses 2021-04-12 00:49:10 4/12/21 0:49 121.0 121 110.0 110 3.0 3 2018-08-20 14:10:37 8/20/18 14:10 2021-01-15 08:57:06 1/15/21 8:57 PacktPublishing/Hands-on-Python-for-Finance active
21 Mathematical Finance https://github.com/yadongli/nyumath2048 NYU Math-GA 2048: Scientific Computing in Finance. Courses 2021-01-14 18:01:08 1/14/21 18:01 69.0 69 63.0 63 6.0 6 2015-01-25 21:10:37 1/25/15 21:10 2020-03-25 04:24:25 3/25/20 4:24 yadongli/nyumath2048 active
22 Machine Learning for Trading https://github.com/stefan-jansen/machine-learning-for-trading Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading. Courses 2021-04-12 16:18:26 4/12/21 16:18 3842.0 3842 1225.0 1225 8.0 8 2018-05-09 12:33:08 5/9/18 12:33 2021-04-10 22:21:29 4/10/21 22:21 stefan-jansen/machine-learning-for-trading active
23 Algo Trading https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading Intro to algo trading. Courses 2021-03-12 11:02:04 3/12/21 11:02 64.0 64 25.0 25 1.0 1 2017-10-29 20:34:54 10/29/17 20:34 2019-01-22 06:56:08 1/22/19 6:56 JCreeks/Machine-Learning-in-Finance inactive
24 Python for Finance https://github.com/siaen/python_finance_course CEU python for finance course material. Courses 2021-03-31 02:08:55 3/31/21 2:08 16.0 16 15.0 15 4.0 4 2017-12-12 11:54:46 12/12/17 11:54 2020-02-25 20:31:41 2/25/20 20:31 siaen/python_finance_course active
25 Basic Derivatives https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives Basic forward contracts and hedging. Courses 2021-03-31 02:08:39 3/31/21 2:08 4.0 4 4.0 4 1.0 1 2017-08-24 00:11:37 8/24/17 0:11 2017-10-13 01:32:23 10/13/17 1:32 SeanMcOwen/FinanceAndPython.com-Derivatives inactive
26 Open Edgar https://github.com/LexPredict/openedgar Data 2021-04-09 12:15:03 4/9/21 12:15 169.0 169 61.0 61 6.0 6 2018-05-07 15:32:31 5/7/18 15:32 2019-05-15 08:32:30 5/15/19 8:32 LexPredict/openedgar active
27 Capital Markets Data https://www.capitalmarketsdata.com/ Data
28 IRS http://social-metrics.org/sox/ Data
29 Employee Count SEC Filings https://github.com/healthgradient/sec_employee_information_extraction Data 2021-02-27 03:33:31 2/27/21 3:33 10.0 10 2.0 2 1.0 1 2018-06-26 23:33:51 6/26/18 23:33 2018-08-14 01:31:13 8/14/18 1:31 healthgradient/sec_employee_information_extraction inactive
30 EDGAR https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb Data 2021-01-23 19:22:59 1/23/21 19:22 11.0 11 10.0 10 1.0 1 2018-06-11 22:51:57 6/11/18 22:51 2018-07-10 18:03:52 7/10/18 18:03 TiesdeKok/UW_Python_Camp inactive
31 SEC Parsing https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb Data 2021-02-27 06:34:55 2/27/21 6:34 9.0 9 6.0 6 1.0 1 2018-06-16 14:30:06 6/16/18 14:30 2018-06-16 17:23:46 6/16/18 17:23 healthgradient/sec-doc-info-extraction inactive
32 Web Scraping (FirmAI) https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data Data 2021-04-10 17:19:48 4/10/21 17:19 577.0 577 184.0 184 2.0 2 2019-02-19 19:02:59 2/19/19 19:02 2020-07-22 16:48:21 7/22/20 16:48 firmai/business-machine-learning active
33 Non-financial Corporate http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html Data
34 https://stooq.com https://stooq.com Data
35 Financial Corporate http://raw.rutgers.edu/Corporate%20Financial%20Data.html Data
36 https://fred.stlouisfed.org/ https://fred.stlouisfed.org/ Data
37 Rating Industries http://www.ratingshistory.info/ Data
38 http://finance.yahoo.com/ http://finance.yahoo.com/ Data
39 https://github.com/timestocome/StockMarketData https://github.com/timestocome/StockMarketData Data 2021-03-26 22:35:04 3/26/21 22:35 7.0 7 5.0 5 1.0 1 2017-05-10 21:49:45 5/10/17 21:49 2017-08-06 19:23:18 8/6/17 19:23 timestocome/StockMarketData inactive
40 Advanced ML II https://github.com/hudson-and-thames/research More implementations of Financial Machine Learning (De Prado). Data Processing Techniques and Transformations hudson-and-thames/research
41 Advanced ML https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises Exercises too Financial Machine Learning (De Prado). Data Processing Techniques and Transformations 2021-04-12 02:20:21 4/12/21 2:20 973.0 973 435.0 435 4.0 4 2018-04-25 17:22:40 4/25/18 17:22 2020-01-16 17:25:41 1/16/20 17:25 BlackArbsCEO/Adv_Fin_ML_Exercises active
42 awesome-deep-trading https://github.com/cbailes/awesome-deep-trading curated list of papers/repos on topics like CNN/LSTM/GAN/Reinforcement Learning etc. Categorized as deep learning for now but there are other topics here. Manually maintained by cbailes Deep Learning And Reinforcement Learning 2021-04-11 09:02:46 4/11/21 9:02 551.0 551 140.0 140 1.0 1 2018-11-26 03:23:04 11/26/18 3:23 2021-01-01 09:41:21 1/1/21 9:41 cbailes/awesome-deep-trading active 4.0 4 3/31/21 8:00
43 Deep Learning IV https://github.com/achillesrasquinha/bulbea Bulbea: Deep Learning based Python Library. Deep Learning And Reinforcement Learning 2021-04-09 20:38:16 4/9/21 20:38 1467.0 1467 416.0 416 1.0 1 2017-03-09 06:11:06 3/9/17 6:11 2017-03-19 07:42:49 3/19/17 7:42 achillesrasquinha/bulbea inactive 5.0 5
44 AI Trading https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md AI to predict stock market movements. Deep Learning And Reinforcement Learning 2021-04-12 15:42:20 4/12/21 15:42 2876.0 2876 1384.0 1384 1.0 1 2019-01-09 08:02:47 1/9/19 8:02 2019-02-11 16:32:47 2/11/19 16:32 borisbanushev/stockpredictionai inactive 5.0 5
45 ARIMA-LTSM Hybrid https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid Hybrid model to predict future price correlation coefficients of two assets. Deep Learning And Reinforcement Learning 2021-04-11 04:12:38 4/11/21 4:12 222.0 222 86.0 86 1.0 1 2018-08-05 02:13:21 8/5/18 2:13 2018-10-01 11:25:53 10/1/18 11:25 imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict inactive 3.0 3
46 trading-rl https://github.com/Kostis-S-Z/trading-rl Deep reinforcement learning for financial trading using [gym](https://gym.openai.com/) and [keras-rl](https://github.com/keras-rl/keras-rl) on FX dataset (EURUSD) not actively maintained Deep Learning And Reinforcement Learning 2021-04-10 04:59:14 4/10/21 4:59 180.0 180 38.0 38 2.0 2 2019-04-22 10:03:21 4/22/19 10:03 2020-09-28 09:07:18 9/28/20 9:07 Kostis-S-Z/trading-rl active 3.0 3 3/31/21 8:00
47 Deep Learning III https://github.com/Rachnog/Deep-Trading Algorithmic trading with deep learning experiments. Deep Learning And Reinforcement Learning 2021-04-09 10:39:54 4/9/21 10:39 1266.0 1266 675.0 675 1.0 1 2016-06-18 18:23:06 6/18/16 18:23 2018-08-07 15:24:45 8/7/18 15:24 Rachnog/Deep-Trading inactive 5.0 5
48 Stock-Prediction-Models https://github.com/huseinzol05/Stock-Prediction-Models very good curated list of notebooks showing deep learning + reinforcement learning models. Also contain topics on outlier detections/overbought oversold study/monte carlo simulartions/sentiment analysis from text (text storage/parsing is not detailed but it mentioned using [BERT](https://github.com/google-research/bert)) Deep Learning And Reinforcement Learning 2021-04-12 13:54:15 4/12/21 13:54 3655.0 3655 1542.0 1542 2.0 2 2017-12-18 10:49:59 12/18/17 10:49 2021-01-05 10:31:50 1/5/21 10:31 huseinzol05/Stock-Prediction-Models active 5.0 5 3/31/21 8:00
49 RLTrader https://github.com/notadamking/RLTrader predecessor to [tensortrade](https://github.com/tensortrade-org/tensortrade) uses open api [gym](https://gym.openai.com/) and neat way to render matplotlib plots in real time. Also explains LSTM/data stationarity/Bayesian optimization using [Optuna](https://github.com/optuna/optuna) etc. Deep Learning And Reinforcement Learning 2021-04-12 02:50:22 4/12/21 2:50 1312.0 1312 451.0 451 15.0 15 2019-04-27 18:35:15 4/27/19 18:35 2019-10-17 16:25:49 10/17/19 16:25 notadamking/RLTrader active 5.0 5 3/31/21 8:00
50 Neural Network https://github.com/VivekPa/IntroNeuralNetworks Neural networks to predict stock prices. Deep Learning And Reinforcement Learning 2021-04-03 11:59:40 4/3/21 11:59 489.0 489 176.0 176 2.0 2 2018-09-10 06:34:53 9/10/18 6:34 2018-11-21 07:39:31 11/21/18 7:39 VivekPa/IntroNeuralNetworks inactive 4.0 4
51 LTSM Recurrent https://github.com/VivekPa/AIAlpha OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network. Deep Learning And Reinforcement Learning 2021-04-12 02:39:50 4/12/21 2:39 1207.0 1207 370.0 370 2.0 2 2018-10-07 03:58:26 10/7/18 3:58 2019-08-03 09:00:44 8/3/19 9:00 VivekPa/AIAlpha active 4.0 4
52 Deep Learning II https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks Tensorflow Regression. Deep Learning And Reinforcement Learning 2021-04-10 06:06:01 4/10/21 6:06 175.0 175 67.0 67 1.0 1 2016-07-12 12:56:10 7/12/16 12:56 2018-02-16 02:43:36 2/16/18 2:43 LiamConnell/deep-algotrading inactive 3.0 3
53 trading-bot https://github.com/pskrunner14/trading-bot Implementation of deep reinforcement learning using Deep Q Network (DQN). Only supports single security at the moment. Idea is roughly based [here](https://keon.github.io/deep-q-learning/) and uses tensorflow/keras. Interesting helper python libraries used here are [tqdm](https://tqdm.github.io/) for console based progress bar and [altair](https://altair-viz.github.io/) for declarative visualization in python Deep Learning And Reinforcement Learning 2021-04-11 05:10:55 4/11/21 5:10 292.0 292 143.0 143 1.0 1 2018-08-13 10:44:08 8/13/18 10:44 2020-01-23 04:41:20 1/23/20 4:41 pskrunner14/trading-bot active 3.0 3 3/31/21 8:00
54 LTSM GRU https://github.com/RajatHanda/Finance-Forecasting Stock Market Forecasting using LSTM\GRU. Deep Learning And Reinforcement Learning 2021-03-29 23:59:32 3/29/21 23:59 11.0 11 6.0 6 1.0 1 2018-05-13 02:39:32 5/13/18 2:39 2019-02-25 00:26:42 2/25/19 0:26 RajatHanda/Finance-Forecasting inactive 3.0 3
55 DeepLearningInFinance https://github.com/sonaam1234/DeepLearningInFinance Based on a [talk](https://towardsdatascience.com/deep-learning-in-finance-9e088cb17c03) Sonam Srivastava gave and there are two studies: 1. single timeseries return prediction using ARIMA/VAR/SVR/Deep Regression/CNN/LSTM 2. indexed portfolio construction using autoencoders i.e. replicate a index using handful of stocks. Deep Learning And Reinforcement Learning 2021-03-08 13:09:27 3/8/21 13:09 266.0 266 145.0 145 1.0 1 2017-08-21 16:00:42 8/21/17 16:00 2017-08-21 17:23:48 8/21/17 17:23 sonaam1234/DeepLearningInFinance inactive 3.0 3 3/31/21 8:00
56 crypto-rl https://github.com/sadighian/crypto-rl Retrieve limit order book level data from coinbase pro and bitfinex -> record in [arctic](https://github.com/man-group/arctic) timeseries database then implemented trend following strategies (market orders) and market making (limit orders). Uses reinforcement learning (DQN) [keras-rl](https://github.com/keras-rl/keras-rl) to create agents and uses [openai gym](https://gym.openai.com/) to implement POMDP (partially observable markov decision process) Deep Learning And Reinforcement Learning 2021-04-12 10:24:43 4/12/21 10:24 347.0 347 111.0 111 1.0 1 2018-06-21 01:06:01 6/21/18 1:06 2020-11-05 11:08:19 11/5/20 11:08 sadighian/crypto-rl active 3.0 3 3/31/21 8:00
57 Deep-Reinforcement-Stock-Trading https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading inspired by Q-trader a deep reinforcement learning repo for trading. Only 3 actions allowed (buy/hold/sell) and no transaction cost is implemented yet. Uses [empyrical](https://github.com/quantopian/empyrical) for portfolio stats Deep Learning And Reinforcement Learning 2021-04-03 22:50:43 4/3/21 22:50 141.0 141 42.0 42 2.0 2 2019-05-19 22:20:05 5/19/19 22:20 2020-09-27 19:22:28 9/27/20 19:22 Albert-Z-Guo/Deep-Reinforcement-Stock-Trading active 3.0 3 3/31/21 8:00
58 Advanced-Deep-Trading https://github.com/Rachnog/Advanced-Deep-Trading notebooks containing experiments based on Lopez de Prado book "Advances in financial machine learning". Mostly not deep learning related but rather sklearn regression models. Interesting libraries include [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) for calculating return stats and [shap](https://github.com/slundberg/shap) for explaining models. Examlpe of shap can be which features are pushing the value up and and which features are pushing the value down. Also contain functions for calculating geometric brownian motion and jump diffusion functions. Deep Learning And Reinforcement Learning 2021-03-30 07:29:06 3/30/21 7:29 319.0 319 158.0 158 2.0 2 2019-02-16 21:18:00 2/16/19 21:18 2020-11-29 20:12:59 11/29/20 20:12 Rachnog/Advanced-Deep-Trading active 3.0 3 3/31/21 8:00
59 Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 Part of FinRL and provided code for paper [deep reinformacement learning for automated stock trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3690996) focuses on ensemble. Deep Learning And Reinforcement Learning 2021-04-12 16:24:32 4/12/21 16:24 560.0 560 249.0 249 6.0 6 2020-07-26 13:12:53 7/26/20 13:12 2021-01-21 18:11:59 1/21/21 18:11 AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 active 4.0 4 3/31/21 8:00
60 AutomatedStockTrading-DeepQ-Learning https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning cornerstone project repo for Udacity nanodegree program [Become a machine learning engineer](https://www.udacity.com/course/machine-learning-engineer-nanodegree--nd009t) and focus on trading using deep q learning. Good explanation on design choices in the report Deep Learning And Reinforcement Learning 2021-03-24 01:11:36 3/24/21 1:11 134.0 134 51.0 51 2.0 2 2019-02-23 12:01:21 2/23/19 12:01 2020-02-25 18:16:34 2/25/20 18:16 sachink2010/AutomatedStockTrading-DeepQ-Learning active 3.0 3 3/31/21 8:00
61 deep-RL-trading https://github.com/golsun/deep-RL-trading trading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916) Deep Learning And Reinforcement Learning 2021-04-10 07:09:48 4/10/21 7:09 235.0 235 108.0 108 1.0 1 2018-02-25 17:41:42 2/25/18 17:41 2020-12-01 22:06:39 12/1/20 22:06 golsun/deep-RL-trading active 3.0 3 3/31/21 8:00
62 FinRL-Library https://github.com/AI4Finance-LLC/FinRL-Library started by Columbia university engineering students and designed as an end to end deep reinforcement learning library for automated trading platform. Implementation of DQN DDQN DDPG etc using PyTorch and [gym](https://gym.openai.com/) use [pyfolio](https://github.com/quantopian/pyfolio) for showing backtesting stats. Big contributions on Proximal Policy Optimization (PPO) advantage actor critic (A2C) and Deep Deterministic Policy Gradient (DDPG) agents for trading Deep Learning And Reinforcement Learning 2021-04-12 12:45:15 4/12/21 12:45 1857.0 1857 447.0 447 22.0 22 2020-07-26 13:18:16 7/26/20 13:18 2021-04-11 22:02:16 4/11/21 22:02 AI4Finance-LLC/FinRL-Library active 5.0 5 3/31/21 8:00
63 Deep Learning https://github.com/keon/deepstock Technical experimentations to beat the stock market using deep learning. Deep Learning And Reinforcement Learning 2021-03-24 14:45:00 3/24/21 14:45 427.0 427 154.0 154 2.0 2 2016-12-12 02:15:12 12/12/16 2:15 2017-03-04 08:37:29 3/4/17 8:37 keon/deepstock inactive 4.0 4
64 Personae https://github.com/Ceruleanacg/Personae implementation of deep reinforcement learning and supervised learnings covering areas: deep deterministic policy gradient (DDPG) and DDQN etc. Data are being pulled from [rqalpha](https://github.com/ricequant/rqalpha) which is a python backtest engine and have a nice docker image to run training/testing Deep Learning And Reinforcement Learning 2021-04-11 20:20:48 4/11/21 20:20 1144.0 1144 330.0 330 2.0 2 2018-03-10 11:22:00 3/10/18 11:22 2018-09-02 17:21:38 9/2/18 17:21 Ceruleanacg/Personae inactive 5.0 5 3/31/21 8:00
65 Pair Trading RL https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading Using deep actor-critic model to learn best strategies in pair trading. Deep Learning And Reinforcement Learning 2021-03-27 02:19:29 3/27/21 2:19 241.0 241 113.0 113 1.0 1 2017-05-18 16:47:11 5/18/17 16:47 2017-05-18 16:56:38 5/18/17 16:56 shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading inactive 3.0 3
66 Deep-Learning-Machine-Learning-Stock https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock curated list of notebooks for machine learning models. Start with very simple linear models to more advanced reinforcement learning type of models. Problem with this repo is that the library version numbers may be changing over time and there's no specific way to track and upgrade Deep Learning And Reinforcement Learning 2021-04-12 02:58:32 4/12/21 2:58 275.0 275 99.0 99 1.0 1 2018-09-29 23:38:06 9/29/18 23:38 2021-03-18 03:16:36 3/18/21 3:16 LastAncientOne/Deep-Learning-Machine-Learning-Stock active 3.0 3 3/31/21 8:00
67 Deep-Reinforcement-Learning-in-Trading https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading Deep reinforcement learning for trading leveraging [openai gym](https://gym.openai.com/) framework. Keras implementation of DQN DDQN (double deep Q network) and DDDQN (dueling double dqn) trained/tested on s&p 500 daily data from 2013 to 2018. approach is described in an article [here](https://www.linkedin.com/pulse/deep-reinforcement-learning-trading-saeed-rahman) Deep Learning And Reinforcement Learning 2021-04-10 13:17:25 4/10/21 13:17 138.0 138 66.0 66 1.0 1 2018-05-11 00:52:14 5/11/18 0:52 2019-10-26 14:22:44 10/26/19 14:22 saeed349/Deep-Reinforcement-Learning-in-Trading active 3.0 3 3/31/21 8:00
68 BitcoinForecast https://github.com/PiSimo/BitcoinForecast RNN model to predict short term price movement (in this case BTC for the next 9 minutes) [deepchart](https://pisimo.github.io/DeepChart/) is used to visualize the model Deep Learning And Reinforcement Learning 2021-04-06 02:06:05 4/6/21 2:06 289.0 289 128.0 128 3.0 3 2017-03-10 10:52:02 3/10/17 10:52 2018-06-11 08:07:02 6/11/18 8:07 PiSimo/BitcoinForecast inactive 3.0 3 3/31/21 8:00
69 Pair-Trading-Reinforcement-Learning https://github.com/wai-i/Pair-Trading-Reinforcement-Learning NEW Deep Learning And Reinforcement Learning 2021-04-10 04:53:28 4/10/21 4:53 136.0 136 56.0 56 1.0 1 2019-06-09 22:50:37 6/9/19 22:50 2020-01-03 15:36:22 1/3/20 15:36 wai-i/Pair-Trading-Reinforcement-Learning active 2021-04-12 16:39:11.055181 39:11.1
70 rl_trading https://github.com/ucaiado/rl_trading NEW Deep Learning And Reinforcement Learning 2021-04-08 15:34:33 4/8/21 15:34 207.0 207 89.0 89 1.0 1 2017-05-29 22:19:00 5/29/17 22:19 2017-08-29 14:54:50 8/29/17 14:54 ucaiado/rl_trading inactive 2021-04-12 16:39:11.055181 39:11.1
71 Trading-Gym https://github.com/thedimlebowski/Trading-Gym NEW Deep Learning And Reinforcement Learning 2021-04-10 08:00:08 4/10/21 8:00 507.0 507 147.0 147 3.0 3 2017-06-13 13:14:48 6/13/17 13:14 2017-07-10 08:09:30 7/10/17 8:09 thedimlebowski/Trading-Gym inactive 2021-04-12 16:39:11.055181 39:11.1
72 DQN-DDPG_Stock_Trading https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading merged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQN Deep Learning And Reinforcement Learning 2021-04-07 12:42:22 4/7/21 12:42 136.0 136 49.0 49 4.0 4 2018-09-19 03:17:06 9/19/18 3:17 2020-11-26 16:58:00 11/26/20 16:58 AI4Finance-LLC/DQN-DDPG_Stock_Trading active 3.0 3 3/31/21 8:00
73 pairstrade-fyp-2019 https://github.com/wywongbd/pairstrade-fyp-2019 NEW Deep Learning And Reinforcement Learning 2021-04-04 23:47:56 4/4/21 23:47 110.0 110 41.0 41 2.0 2 2018-09-07 07:51:06 9/7/18 7:51 2020-05-13 05:06:51 5/13/20 5:06 wywongbd/pairstrade-fyp-2019 active 2021-04-12 16:39:11.055181 39:11.1
74 Machine-Learning-and-Reinforcement-Learning-in-Finance https://github.com/joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance NEW Deep Learning And Reinforcement Learning 2021-03-30 09:11:21 3/30/21 9:11 175.0 175 98.0 98 1.0 1 2018-06-26 04:30:08 6/26/18 4:30 2018-09-23 16:50:33 9/23/18 16:50 joelowj/Machine-Learning-and-Reinforcement-Learning-in-Finance inactive 2021-04-12 16:39:11.055181 39:11.1
75 maro https://github.com/microsoft/maro NEW Deep Learning And Reinforcement Learning 2021-04-12 02:22:41 4/12/21 2:22 386.0 386 66.0 66 17.0 17 2019-12-27 06:48:27 12/27/19 6:48 2021-04-07 15:49:38 4/7/21 15:49 microsoft/maro active 2021-04-12 16:39:11.055181 39:11.1
76 TradingGym https://github.com/cove9988/TradingGym NEW Deep Learning And Reinforcement Learning 2021-03-28 05:37:33 3/28/21 5:37 112.0 112 39.0 39 3.0 3 2017-11-06 00:50:01 11/6/17 0:50 2017-11-15 23:55:32 11/15/17 23:55 cove9988/TradingGym inactive 2021-04-12 16:39:11.055181 39:11.1
77 a3c_trading https://github.com/evgps/a3c_trading NEW Deep Learning And Reinforcement Learning 2021-04-10 12:49:10 4/10/21 12:49 311.0 311 98.0 98 1.0 1 2018-06-04 15:30:16 6/4/18 15:30 2020-05-23 14:47:54 5/23/20 14:47 evgps/a3c_trading active 2021-04-12 16:39:11.055181 39:11.1
78 RLQuant https://github.com/yuriak/RLQuant NEW Deep Learning And Reinforcement Learning 2021-04-09 05:01:03 4/9/21 5:01 277.0 277 92.0 92 1.0 1 2018-04-05 05:42:44 4/5/18 5:42 2018-08-13 04:18:29 8/13/18 4:18 yuriak/RLQuant inactive 2021-04-12 16:39:11.055181 39:11.1
79 TradingGym https://github.com/Yvictor/TradingGym NEW Deep Learning And Reinforcement Learning 2021-04-11 20:20:33 4/11/21 20:20 841.0 841 237.0 237 2.0 2 2017-05-01 13:53:32 5/1/17 13:53 2018-02-14 13:58:18 2/14/18 13:58 Yvictor/TradingGym inactive 2021-04-12 16:39:11.055181 39:11.1
80 QLearning_Trading https://github.com/ucaiado/QLearning_Trading NEW Deep Learning And Reinforcement Learning 2021-04-06 22:09:31 4/6/21 22:09 433.0 433 168.0 168 1.0 1 2016-08-10 06:02:23 8/10/16 6:02 2016-10-15 02:36:09 10/15/16 2:36 ucaiado/QLearning_Trading inactive 2021-04-12 16:39:11.055181 39:11.1
81 gym-trading https://github.com/hackthemarket/gym-trading NEW Deep Learning And Reinforcement Learning 2021-04-12 09:06:22 4/12/21 9:06 581.0 581 195.0 195 2.0 2 2016-12-09 20:46:19 12/9/16 20:46 2017-12-24 15:34:37 12/24/17 15:34 hackthemarket/gym-trading inactive 2021-04-12 16:39:11.055181 39:11.1
82 RL II https://github.com/deependersingla/deep_trader reinforcement learning on stock market and agent tries to learn trading. Deep Learning And Reinforcement Learning 2021-04-11 20:21:25 4/11/21 20:21 1340.0 1340 489.0 489 3.0 3 2016-06-11 07:27:10 6/11/16 7:27 2018-01-22 14:35:50 1/22/18 14:35 deependersingla/deep_trader inactive 3.0 3
83 RL https://github.com/kh-kim/stock_market_reinforcement_learning OpenGym with Deep Q-learning and Policy Gradient. Deep Learning And Reinforcement Learning 2021-04-11 12:27:18 4/11/21 12:27 715.0 715 298.0 298 1.0 1 2016-10-04 14:42:19 10/4/16 14:42 2016-12-23 07:34:08 12/23/16 7:34 kh-kim/stock_market_reinforcement_learning inactive 2.0 2
84 RL V https://github.com/gstenger98/rl-finance Building an Agent to Trade with Reinforcement Learning. Deep Learning And Reinforcement Learning 2021-04-08 18:57:53 4/8/21 18:57 33.0 33 8.0 8 5.0 5 2019-01-16 00:43:36 1/16/19 0:43 2020-03-19 20:28:08 3/19/20 20:28 gstenger98/rl-finance active 2.0 2
85 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 4
86 RL IV https://github.com/jjakimoto/DQN Reinforcement Learning for finance. Deep Learning And Reinforcement Learning 2021-04-05 11:42:45 4/5/21 11:42 142.0 142 55.0 55 1.0 1 2016-10-21 02:47:17 10/21/16 2:47 2017-04-07 08:11:57 4/7/17 8:11 jjakimoto/DQN inactive
87 tensortrade https://github.com/tensortrade-org/tensortrade NEW Deep Learning And Reinforcement Learning 2021-04-12 16:05:19 4/12/21 16:05 3101.0 3101 715.0 715 39.0 39 2019-07-30 21:28:32 7/30/19 21:28 2021-03-24 16:25:28 3/24/21 16:25 tensortrade-org/tensortrade active 2021-04-12 16:39:11.055181 39:11.1
88 RL III https://github.com/samre12/deep-trading-agent Github -Deep Reinforcement Learning based Trading Agent for Bitcoin. Deep Learning And Reinforcement Learning 2021-04-03 20:48:36 4/3/21 20:48 576.0 576 203.0 203 1.0 1 2017-09-21 17:05:19 9/21/17 17:05 2018-04-13 16:33:21 4/13/18 16:33 samre12/deep-trading-agent inactive 3.0 3
89 Options Risk Measures https://github.com/wanglouis49/risk_estimation Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). Derivatives and Hedging 2020-10-06 20:37:02 10/6/20 20:37 1.0 1 2.0 2 1.0 1 2016-04-29 03:51:25 4/29/16 3:51 2018-01-16 01:24:07 1/16/18 1:24 wanglouis49/risk_estimation inactive
90 Option Strategies https://github.com/rstreppa/valuation-OptionStrategies Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations. Derivatives and Hedging 2021-02-27 08:50:16 2/27/21 8:50 2.0 2 3.0 3 1.0 1 2018-05-22 18:27:26 5/22/18 18:27 2018-05-22 18:30:24 5/22/18 18:30 rstreppa/valuation-OptionStrategies inactive
91 Black Scholes https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb Options pricing. Derivatives and Hedging 2020-10-06 20:36:29 10/6/20 20:36 1.0 1 2.0 2 0.0 0 2017-12-09 18:50:20 12/9/17 18:50 2018-07-09 09:48:36 7/9/18 9:48 irajwani/numerical_methods_python inactive
92 Computational Derivatives https://github.com/chenbowen184/Computational_Finance Projects focusing on investigating simulations and computational techniques applied in finance. Derivatives and Hedging 2021-01-12 12:22:31 1/12/21 12:22 17.0 17 12.0 12 1.0 1 2018-01-29 05:01:52 1/29/18 5:01 2018-08-02 05:56:49 8/2/18 5:56 chen-bowen/Computational_Finance inactive
93 Delta Hedging https://github.com/RobinsonGarcia/delta-hedging Advanced derivatives. Derivatives and Hedging 2021-02-27 08:48:27 2/27/21 8:48 3.0 3 2.0 2 1.0 1 2018-03-02 23:53:53 3/2/18 23:53 2018-07-17 23:32:23 7/17/18 23:32 RobinsonGarcia/delta-hedging inactive
94 Derivatives Python https://github.com/yhilpisch/dawp/tree/master/python36 Derivative analytics with Python. Derivatives and Hedging 2021-04-12 14:39:55 4/12/21 14:39 388.0 388 299.0 299 1.0 1 2015-07-09 12:27:29 7/9/15 12:27 2021-02-22 13:29:18 2/22/21 13:29 yhilpisch/dawp active
95 Derman https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb Binomial tree for American call. Derivatives and Hedging 2020-10-06 20:37:15 10/6/20 20:37 1.0 1 3.0 3 1.0 1 2018-05-18 18:08:16 5/18/18 18:08 2018-09-21 19:59:01 9/21/18 19:59 rstreppa/valuation-convertibles-Goldman1994 inactive
96 Reinforcement Learning https://github.com/FinTechies/HedgingRL Hedging portfolios with reinforcement learning. Derivatives and Hedging 2021-01-20 08:12:13 1/20/21 8:12 16.0 16 9.0 9 1.0 1 2017-04-21 10:58:56 4/21/17 10:58 2017-08-02 21:41:06 8/2/17 21:41 FinTechies/HedgingRL inactive
97 Volatility and Variance Derivatives https://github.com/yhilpisch/lvvd/tree/master/lvvd Volatility derivatives analytics. Derivatives and Hedging 2021-04-07 19:21:15 4/7/21 19:21 79.0 79 78.0 78 1.0 1 2016-10-21 04:12:50 10/21/16 4:12 2021-02-22 13:32:00 2/22/21 13:32 yhilpisch/lvvd active
98 Options https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D Introduction to options. Derivatives and Hedging 2021-04-09 21:17:26 4/9/21 21:17 335.0 335 163.0 163 36.0 36 2017-07-28 15:48:29 7/28/17 15:48 2021-03-17 17:17:08 3/17/21 17:17 QuantConnect/Tutorials active
99 Derivative Markets https://github.com/broughtj/Fin6470/tree/master/Notebooks The economics of futures, futures, options, and swaps. Derivatives and Hedging 2021-04-06 20:49:50 4/6/21 20:49 8.0 8 8.0 8 1.0 1 2016-02-09 05:30:27 2/9/16 5:30 2021-04-06 20:49:41 4/6/21 20:49 broughtj/Fin6470 active
100 Hull White https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb Callable Bond, Hull White. Derivatives and Hedging 2020-10-06 20:37:16 10/6/20 20:37 4.0 4 6.0 6 1.0 1 2018-06-06 22:06:06 6/6/18 22:06 2018-06-06 22:27:02 6/6/18 22:27 rstreppa/valuation-callables-HullWhite inactive
101 Options https://github.com/PHBS/2018.M1.ASP/tree/master/py Black Scholes and Copula. Derivatives and Hedging PHBS/2018.M1.ASP
102 Mathematical Finance https://github.com/Auquan/Tutorials Notebooks for math and financial tutorials. Extended Research 2021-04-08 19:37:16 4/8/21 19:37 664.0 664 425.0 425 9.0 9 2017-01-21 11:24:18 1/21/17 11:24 2020-08-01 17:03:32 8/1/20 17:03 Auquan/Tutorials active
103 Economic Foundations https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations Basic economic models. Extended Research 2020-10-06 21:01:59 10/6/20 21:01 2.0 2 3.0 3 1.0 1 2017-05-25 02:27:36 5/25/17 2:27 2017-06-30 03:53:59 6/30/17 3:53 SeanMcOwen/FinanceAndPython.com-EconomicFoundations inactive
104 Financial Economics https://github.com/rsvp/fecon235/tree/master/nb Financial Economics Models. Extended Research 2021-04-10 17:02:20 4/10/21 17:02 713.0 713 275.0 275 2.0 2 2014-11-09 04:49:01 11/9/14 4:49 2018-12-03 16:30:28 12/3/18 16:30 rsvp/fecon235 inactive
105 Finance Graph Theory https://github.com/AvijitGhosh82/Finance_Graph_Theory Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents. Extended Research 2021-03-28 02:22:22 3/28/21 2:22 17.0 17 7.0 7 3.0 3 2018-08-02 02:48:24 8/2/18 2:48 2019-03-16 18:39:38 3/16/19 18:39 evijit/Finance_Graph_Theory inactive
106 Market Crash Prediction https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb Predicting market crashes using an LPPL model. Extended Research 2020-10-06 21:01:42 10/6/20 21:01 1.0 1 3.0 3 1.0 1 2019-01-24 13:37:45 1/24/19 13:37 2019-02-13 16:48:00 2/13/19 16:48 sarachmax/MarketCrashes_Prediction inactive
107 Life-cycle https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb Company life cycle. Extended Research 2020-12-21 14:42:43 12/21/20 14:42 3.0 3 3.0 3 1.0 1 2019-01-19 18:16:47 1/19/19 18:16 2019-02-18 16:57:19 2/18/19 16:57 atulram/Finance-and-Stocks inactive
108 Behavioural Economics https://github.com/pcmichaud/notebooks Behavioural Economics and Finance Python Notebooks. Extended Research 2021-02-03 07:22:40 2/3/21 7:22 9.0 9 4.0 4 1.0 1 2018-12-20 00:21:38 12/20/18 0:21 2019-03-26 11:51:46 3/26/19 11:51 pcmichaud/notebooks inactive
109 Applied Corporate Finance https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance Studies the empirical behaviours in stock market. Extended Research 2021-02-19 13:40:37 2/19/21 13:40 8.0 8 9.0 9 1.0 1 2018-01-29 05:14:52 1/29/18 5:14 2018-07-19 06:25:36 7/19/18 6:25 chen-bowen/Data_Science_in_Applied_Corporate_Finance inactive
110 HFT https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy High frequency trading. Extended Research 2021-04-11 23:36:10 4/11/21 23:36 748.0 748 333.0 333 1.0 1 2016-07-21 05:14:14 7/21/16 5:14 2017-02-14 16:47:25 2/14/17 16:47 rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy inactive
111 Corporate Finance https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance Basic corporate finance. Extended Research 2021-01-16 19:01:31 1/16/21 19:01 9.0 9 4.0 4 1.0 1 2017-09-09 03:35:24 9/9/17 3:35 2017-09-09 23:04:48 9/9/17 23:04 SeanMcOwen/FinanceAndPython.com-CorporateFinance inactive
112 M&A https://github.com/atulram/Finance-and-Stocks Mergers and Acquisitions. Extended Research 2020-12-21 14:42:43 12/21/20 14:42 3.0 3 3.0 3 1.0 1 2019-01-19 18:16:47 1/19/19 18:16 2019-02-18 16:57:19 2/18/19 16:57 atulram/Finance-and-Stocks inactive
113 Backtests https://github.com/AlgoTraders/stock-analysis-engine Trading data and algorithms. Extended Research 2021-04-12 02:28:59 4/12/21 2:28 620.0 620 165.0 165 3.0 3 2018-09-16 20:00:36 9/16/18 20:00 2020-09-05 13:01:05 9/5/20 13:01 AlgoTraders/stock-analysis-engine active
114 Bayesian Finance I https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs. Extended Research 2020-11-28 03:02:48 11/28/20 3:02 25.0 25 6.0 6 0.0 0 2019-01-04 12:30:41 1/4/19 12:30 2019-02-18 09:55:21 2/18/19 9:55 AlexIoannides/pymc-stochastic-process inactive
115 Computational Finance https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance Applied Computational Economics and Finance. Extended Research 2021-03-07 17:47:01 3/7/21 17:47 12.0 12 13.0 13 1.0 1 2017-08-27 03:46:33 8/27/17 3:46 2017-08-26 04:26:04 8/26/17 4:26 lnsongxf/Applied_Computational_Economics_and_Finance inactive
116 Commodity https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb Commodity influence over Brazilian stocks. Extended Research felipessalvatore/fin2vec
117 High Frequency https://github.com/cswaney/prickle A Python toolkit for high-frequency trade research. Extended Research 2021-03-22 02:19:15 3/22/21 2:19 24.0 24 17.0 17 2.0 2 2016-07-06 20:32:21 7/6/16 20:32 2018-06-09 10:53:51 6/9/18 10:53 cswaney/prickle inactive
118 Currency PCA https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb Forex spots PCA. Extended Research 2020-10-26 00:55:20 10/26/20 0:55 3.0 3 1.0 1 1.0 1 2019-03-12 21:11:29 3/12/19 21:11 2019-03-12 22:09:10 3/12/19 22:09 shanemulqueen/python-finance-pca inactive
119 Liquidity and Momentum https://github.com/mrefermat/quant_finance Various factors and portfolio constructions. Extended Research 2021-03-30 00:09:34 3/30/21 0:09 31.0 31 15.0 15 1.0 1 2018-08-11 22:59:53 8/11/18 22:59 2019-11-12 04:49:01 11/12/19 4:49 mrefermat/quant_finance active
120 Bayesian Finance https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb Notebook PyMC3 implementation. Extended Research 2021-04-10 19:50:47 4/10/21 19:50 233.0 233 55.0 55 1.0 1 2018-08-28 14:45:00 8/28/18 14:45 2020-08-06 22:03:47 8/6/20 22:03 marketneutral/alphatools active
121 NLP Finance Papers https://github.com/chenbowen184/Research_Documents_Curation_with_NLP Curating quantitative finance papers using machine learning. Extended Research 2021-02-27 06:33:23 2/27/21 6:33 8.0 8 9.0 9 1.0 1 2018-10-11 20:32:37 10/11/18 20:32 2018-12-24 23:27:55 12/24/18 23:27 chen-bowen/Research_Documents_Curation_with_NLP inactive
122 Deep Portfolio https://github.com/DLColumbia/DL_forFinance Deep learning for finance Predict volume of bonds. Extended Research 2021-01-12 11:48:27 1/12/21 11:48 27.0 27 19.0 19 2.0 2 2018-05-08 19:34:17 5/8/18 19:34 2018-05-09 15:39:25 5/9/18 15:39 DLColumbia/DL_forFinance inactive
123 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
124 Critical Transitions https://github.com/ryanholbrook/critical-transitions Detecting critical transitions in financial networks with topological data analysis. Extended Research 2021-01-30 11:50:22 1/30/21 11:50 10.0 10 3.0 3 1.0 1 2019-01-22 10:59:50 1/22/19 10:59 2019-03-12 18:35:02 3/12/19 18:35 ryanholbrook/critical-transitions inactive
125 Simulation https://github.com/chenbowen184/Computational_Finance Investigating simulations as part of computational finance. Extended Research 2021-01-12 12:22:31 1/12/21 12:22 17.0 17 12.0 12 1.0 1 2018-01-29 05:01:52 1/29/18 5:01 2018-08-02 05:56:49 8/2/18 5:56 chen-bowen/Computational_Finance inactive
126 Risk and Return https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials Riskiness of portfolios and assets. Factor and Risk Analysis 2021-04-06 17:03:06 4/6/21 17:03 140.0 140 62.0 62 2.0 2 2017-09-12 13:35:09 9/12/17 13:35 2020-08-06 12:35:44 8/6/20 12:35 PyDataBlog/Python-for-Data-Science active
127 Stock-Prediction https://github.com/Ronak-59/Stock-Prediction NEW Factor and Risk Analysis 2021-03-26 08:37:47 3/26/21 8:37 129.0 129 64.0 64 2.0 2 2018-03-18 04:54:45 3/18/18 4:54 2020-02-28 11:43:07 2/28/20 11:43 Ronak-59/Stock-Prediction active 2021-04-12 18:37:06.300228 37:06.3
128 Quant Finance https://github.com/mrefermat/quant_finance General quant repository. Factor and Risk Analysis 2021-03-30 00:09:34 3/30/21 0:09 31.0 31 15.0 15 1.0 1 2018-08-11 22:59:53 8/11/18 22:59 2019-11-12 04:49:01 11/12/19 4:49 mrefermat/quant_finance active
129 CAPM https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb Expected returns using CAPM. Factor and Risk Analysis 2021-03-01 13:53:42 3/1/21 13:53 31.0 31 18.0 18 1.0 1 2016-05-10 11:03:48 5/10/16 11:03 2016-05-17 03:44:56 5/17/16 3:44 RJT1990/Active-Portfolio-Management-Notes inactive
130 Various Risk Measures https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb Risk measures and factors for alternative and responsible investments. Factor and Risk Analysis 2020-11-04 07:04:38 11/4/20 7:04 4.0 4 5.0 5 1.0 1 2017-08-07 14:44:32 8/7/17 14:44 2017-08-08 22:52:11 8/8/17 22:52 Jorgencr/Alternative-and-Responsible-Investments inactive
131 Risk Basic https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb Active portfolio risk management . Factor and Risk Analysis 2021-03-01 13:53:42 3/1/21 13:53 31.0 31 18.0 18 1.0 1 2016-05-10 11:03:48 5/10/16 11:03 2016-05-17 03:44:56 5/17/16 3:44 RJT1990/Active-Portfolio-Management-Notes inactive
132 VaR https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb Value-at-risk calculations. Factor and Risk Analysis 2021-03-31 02:06:48 3/31/21 2:06 10.0 10 9.0 9 1.0 1 2016-11-15 19:24:17 11/15/16 19:24 2017-01-14 21:19:30 1/14/17 21:19 willb/var-notebook inactive
133 Factor Analysis https://github.com/alpha-miner/alpha-mind/tree/master/notebooks Factor strategy notebooks. Factor and Risk Analysis 2021-04-08 19:02:25 4/8/21 19:02 172.0 172 60.0 60 3.0 3 2017-05-01 07:36:54 5/1/17 7:36 2021-04-07 15:25:27 4/7/21 15:25 alpha-miner/alpha-mind active
134 Convex Optimisation https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb Convex Optimization for Finance. Factor and Risk Analysis 2021-04-08 19:02:22 4/8/21 19:02 18.0 18 10.0 10 1.0 1 2018-06-26 20:36:47 6/26/18 20:36 2019-10-22 21:56:46 10/22/19 21:56 ssanderson/convex-optimization-for-finance active
135 Python for Finance https://github.com/yhilpisch/py4fi/tree/master/jupyter36 Various financial notebooks. Factor and Risk Analysis 2021-04-09 08:12:10 4/9/21 8:12 1298.0 1298 794.0 794 1.0 1 2014-12-15 11:23:34 12/15/14 11:23 2018-07-10 06:38:12 7/10/18 6:38 yhilpisch/py4fi inactive
136 AlphaTrading https://github.com/jerryxyx/AlphaTrading NEW Factor and Risk Analysis 2021-04-10 06:34:55 4/10/21 6:34 149.0 149 74.0 74 1.0 1 2018-05-18 22:09:52 5/18/18 22:09 2018-08-07 18:05:37 8/7/18 18:05 jerryxyx/AlphaTrading inactive 2021-04-12 18:37:06.300228 37:06.3
137 Performance Analysis https://github.com/quantopian/alphalens Performance analysis of predictive (alpha) stock factors. Factor and Risk Analysis 2021-04-10 12:58:45 4/10/21 12:58 1847.0 1847 700.0 700 17.0 17 2016-06-03 21:49:15 6/3/16 21:49 2020-04-27 18:40:41 4/27/20 18:40 quantopian/alphalens active
138 Pyfolio https://github.com/quantopian/pyfolio Portfolio and risk analytics in Python. Factor and Risk Analysis 2021-04-12 11:55:41 4/12/21 11:55 3673.0 3673 1157.0 1157 42.0 42 2015-06-01 15:31:39 6/1/15 15:31 2020-02-28 17:30:19 2/28/20 17:30 quantopian/pyfolio active
139 VaR GaN https://github.com/hamaadshah/market_risk_gan_keras Estimate Value-at-Risk for market risk management using Keras and TensorFlow. Factor and Risk Analysis 2021-03-20 21:53:18 3/20/21 21:53 41.0 41 28.0 28 1.0 1 2018-08-06 16:09:44 8/6/18 16:09 2020-11-22 19:02:07 11/22/20 19:02 hamaadshah/market_risk_gan_tensorflow active
140 Factor Analysis https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb Factor analysis for mutual funds. Factor and Risk Analysis 2020-12-21 14:26:46 12/21/20 14:26 3.0 3 4.0 4 1.0 1 2018-03-13 07:39:20 3/13/18 7:39 2018-03-13 07:42:36 3/13/18 7:42 garvit-kudesia91/factor_analysis inactive
141 Statistical Finance https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments Various financial experiments. Factor and Risk Analysis 2021-03-30 00:09:28 3/30/21 0:09 21.0 21 16.0 16 1.0 1 2015-10-04 09:10:54 10/4/15 9:10 2020-03-28 18:33:58 3/28/20 18:33 mrefermat/FinancePhD active
142 Vasicek https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb Bootstrapping and interpolation. Fixed Income 2020-12-10 21:20:03 12/10/20 21:20 3.0 3 3.0 3 1.0 1 2018-07-18 19:26:54 7/18/18 19:26 2018-07-18 19:34:48 7/18/18 19:34 RobinsonGarcia/fixed-income inactive
143 Corporate Bonds https://github.com/ishank011/gs-quantify-bond-prediction Predicting the buying and selling volume of the corporate bonds. Fixed Income 2021-01-03 21:46:55 1/3/21 21:46 7.0 7 5.0 5 1.0 1 2017-09-27 19:57:13 9/27/17 19:57 2017-09-27 20:00:29 9/27/17 20:00 ishank011/gs-quantify-bond-prediction inactive
144 Binomial Tree https://github.com/hy-lei/math-finance-exercise Utility functions in fixed income securities. Fixed Income 2020-10-06 20:55:18 10/6/20 20:55 1.0 1 2.0 2 1.0 1 2019-02-02 08:44:14 2/2/19 8:44 2019-05-03 17:16:52 5/3/19 17:16 hy-lei/math-finance-toolbox active
145 Hands-On-Machine-Learning-for-Algorithmic-Trading https://github.com/PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading NEW repo for book [hands-on-machine learning for algorithmic trading](https://www.packtpub.com/product/hands-on-machine-learning-for-algorithmic-trading/9781789346411) covering topic from data| unsupervised learning| NPL | RNN & CNN| reinforcement learning etc. Leverage zipline|alphalens|sklearn|openai-gym etc as well. Good references to have Other Models 2021-04-12 15:41:16 4/12/21 15:41 600.0 600 386.0 386 2.0 2 2019-05-07 11:04:25 5/7/19 11:04 2021-01-19 07:51:00 1/19/21 7:51 PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading active 5 2021-04-12 16:39:24.593899 39:24.6
146 CryptoBot https://github.com/AdeelMufti/CryptoBot NEW Hard fork of [bitpredit](https://github.com/cbyn/bitpredict) and form the trading strategy as a classification problem with -1 (sell) 0 (hold) 1 (buy). Models used are XGBClassifier|RandomForest|GradientBoosting. Not mentained Other Models 2021-03-25 09:17:42 3/25/21 9:17 234.0 234 94.0 94 1.0 1 2017-01-17 12:44:52 1/17/17 12:44 2017-01-17 12:48:17 1/17/17 12:48 AdeelMufti/CryptoBot inactive 2 2021-04-12 16:39:24.593899 39:24.6
147 MathAndScienceNotes https://github.com/melling/MathAndScienceNotes NEW Collections of news/articles on various topics including quant trading and machine learning. Some articles are from [ycombinator message board](https://news.ycombinator.com/news) and [rediit algotrading forum](https://www.reddit.com/r/algotrading/) Other Models 2021-04-12 00:49:50 4/12/21 0:49 460.0 460 54.0 54 1.0 1 2016-03-11 19:13:00 3/11/16 19:13 2020-12-21 03:54:51 12/21/20 3:54 melling/MathAndScienceNotes active 2021-04-12 16:39:24.593899 39:24.6
148 fin-ml https://github.com/tatsath/fin-ml NEW Other Models 2021-04-11 03:29:15 4/11/21 3:29 116.0 116 66.0 66 2.0 2 2020-05-10 00:25:56 5/10/20 0:25 2021-01-23 17:15:07 1/23/21 17:15 tatsath/fin-ml active 2021-04-12 16:39:24.593899 39:24.6
149 Trend Following http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html A futures trend following portfolio investment strategy. Other Models
150 Short-Term Movement Cues https://github.com/anfederico/Clairvoyant Identify social/historical cues for short term stock movement. Other Models 2021-04-12 13:11:07 4/12/21 13:11 2166.0 2166 678.0 678 1.0 1 2016-09-12 18:38:17 9/12/16 18:38 2018-08-29 20:27:19 8/29/18 20:27 anfederico/clairvoyant inactive
151 Mixture Models II https://github.com/BlackArbsCEO/mixture_model_trading_public Mixture models and stock trading. Other Models 2021-03-12 13:21:17 3/12/21 13:21 166.0 166 73.0 73 1.0 1 2017-12-11 17:05:38 12/11/17 17:05 2020-05-13 23:50:47 5/13/20 23:50 BlackArbsCEO/mixture_model_trading_public active
152 Fundamental LT Forecasts https://github.com/Hvass-Labs/FinanceOps Research in investment finance for long term forecasts. Other Models 2021-04-05 23:36:04 4/5/21 23:36 383.0 383 127.0 127 1.0 1 2018-07-22 08:14:46 7/22/18 8:14 2021-02-17 14:39:30 2/17/21 14:39 Hvass-Labs/FinanceOps active
153 Scikit-learn Stock Prediction https://github.com/robertmartin8/MachineLearningStocks Using python and scikit-learn to make stock predictions. Other Models 2021-04-11 10:00:39 4/11/21 10:00 931.0 931 347.0 347 2.0 2 2017-02-12 04:50:44 2/12/17 4:50 2021-02-04 03:48:33 2/4/21 3:48 robertmartin8/MachineLearningStocks active
154 Speculator https://github.com/amicks/Speculator NEW Other Models 2021-03-15 16:27:16 3/15/21 16:27 101.0 101 31.0 31 2.0 2 2017-09-03 17:43:03 9/3/17 17:43 2018-09-12 18:58:38 9/12/18 18:58 amicks/Speculator inactive 2021-04-12 16:39:24.593899 39:24.6
155 Machine-Learning-and-AI-in-Trading https://github.com/PyPatel/Machine-Learning-and-AI-in-Trading NEW Other Models 2021-04-08 11:31:22 4/8/21 11:31 261.0 261 101.0 101 1.0 1 2017-08-30 06:14:59 8/30/17 6:14 2019-10-29 08:14:39 10/29/19 8:14 PyPatel/Machine-Learning-and-AI-in-Trading active 2021-04-12 16:39:24.593899 39:24.6
156 Mixture Models I https://github.com/BlackArbsCEO/Mixture_Models Mixture models to predict market bottoms. Other Models 2021-03-02 19:44:01 3/2/21 19:44 31.0 31 31.0 31 1.0 1 2017-03-20 18:54:24 3/20/17 18:54 2017-04-25 23:35:20 4/25/17 23:35 BlackArbsCEO/Mixture_Models inactive
157 stock-trading-ml https://github.com/yacoubb/stock-trading-ml NEW Other Models 2021-04-11 14:46:52 4/11/21 14:46 340.0 340 186.0 186 1.0 1 2019-10-10 09:44:02 10/10/19 9:44 2019-10-12 11:38:49 10/12/19 11:38 yacoubb/stock-trading-ml active 2021-04-12 16:39:24.593899 39:24.6
158 Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original NEW Other Models 2021-04-08 20:01:06 4/8/21 20:01 279.0 279 126.0 126 4.0 4 2019-11-15 08:51:40 11/15/19 8:51 2021-01-21 07:56:08 1/21/21 7:56 PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original active 2021-04-12 16:39:24.593899 39:24.6
159 mosquito https://github.com/miro-ka/mosquito NEW Other Models 2021-04-12 09:44:40 4/12/21 9:44 220.0 220 44.0 44 2.0 2 2017-06-18 19:57:17 6/18/17 19:57 2021-03-14 22:22:00 3/14/21 22:22 miro-ka/mosquito active 2021-04-12 16:39:24.593899 39:24.6
160 Machine-Learning-for-Finance https://github.com/PacktPublishing/Machine-Learning-for-Finance NEW Other Models 2021-04-08 16:54:52 4/8/21 16:54 180.0 180 122.0 122 4.0 4 2018-03-15 06:28:00 3/15/18 6:28 2021-01-14 15:58:03 1/14/21 15:58 PacktPublishing/Machine-Learning-for-Finance active 2021-04-12 16:39:24.593899 39:24.6
161 ML_Finance_Codes https://github.com/mfrdixon/ML_Finance_Codes NEW Other Models 2021-04-11 08:30:21 4/11/21 8:30 250.0 250 104.0 104 3.0 3 2019-09-27 16:13:50 9/27/19 16:13 2020-06-13 21:20:26 6/13/20 21:20 mfrdixon/ML_Finance_Codes active 2021-04-12 16:39:24.593899 39:24.6
162 Machine-Learning-For-Finance https://github.com/anthonyng2/Machine-Learning-For-Finance NEW Other Models 2021-04-01 20:11:59 4/1/21 20:11 205.0 205 119.0 119 1.0 1 2017-07-11 09:09:15 7/11/17 9:09 2018-02-21 05:36:35 2/21/18 5:36 anthonyng2/Machine-Learning-For-Finance inactive 2021-04-12 16:39:24.593899 39:24.6
163 Stock.Indicators https://github.com/DaveSkender/Stock.Indicators NEW Other Models 2021-04-12 10:47:32 4/12/21 10:47 175.0 175 64.0 64 9.0 9 2019-12-29 05:18:07 12/29/19 5:18 2021-04-11 19:17:17 4/11/21 19:17 DaveSkender/Stock.Indicators active 2021-04-12 16:39:24.593899 39:24.6
164 AlphaPy https://github.com/ScottfreeLLC/AlphaPy NEW Other Models 2021-04-04 20:02:31 4/4/21 20:02 576.0 576 130.0 130 3.0 3 2016-02-14 00:47:32 2/14/16 0:47 2021-02-08 21:35:40 2/8/21 21:35 ScottfreeLLC/AlphaPy active 2021-04-12 16:39:24.593899 39:24.6
165 mlfinlab https://github.com/hudson-and-thames/mlfinlab NEW Other Models 2021-04-12 10:51:12 4/12/21 10:51 2295.0 2295 709.0 709 3.0 3 2019-02-13 16:57:25 2/13/19 16:57 2021-04-12 10:50:54 4/12/21 10:50 hudson-and-thames/mlfinlab active 2021-04-12 16:39:24.593899 39:24.6
166 Awesome-Quant-Machine-Learning-Trading https://github.com/grananqvist/Awesome-Quant-Machine-Learning-Trading NEW Other Models 2021-04-10 13:38:56 4/10/21 13:38 1005.0 1005 319.0 319 3.0 3 2018-11-05 21:09:06 11/5/18 21:09 2020-10-08 16:48:18 10/8/20 16:48 grananqvist/Awesome-Quant-Machine-Learning-Trading active 2021-04-12 16:39:24.593899 39:24.6
167 botflow https://github.com/kkyon/botflow NEW Other Models 2021-03-31 10:56:44 3/31/21 10:56 1165.0 1165 102.0 102 8.0 8 2018-08-20 03:13:31 8/20/18 3:13 2019-05-23 14:40:50 5/23/19 14:40 kkyon/botflow active 2021-04-12 16:39:24.593899 39:24.6
168 surpriver https://github.com/tradytics/surpriver NEW Other Models 2021-04-12 12:27:29 4/12/21 12:27 1189.0 1189 221.0 221 6.0 6 2020-08-30 07:56:22 8/30/20 7:56 2020-09-21 04:32:05 9/21/20 4:32 tradytics/surpriver active 2021-04-12 16:39:24.593899 39:24.6
169 finance_ml https://github.com/jjakimoto/finance_ml NEW Other Models 2021-04-08 15:28:17 4/8/21 15:28 282.0 282 117.0 117 1.0 1 2018-06-29 21:21:17 6/29/18 21:21 2019-02-18 12:34:54 2/18/19 12:34 jjakimoto/finance_ml inactive 2021-04-12 16:39:24.593899 39:24.6
170 awesome-ai-in-finance https://github.com/georgezouq/awesome-ai-in-finance NEW Other Models 2021-04-11 07:43:25 4/11/21 7:43 941.0 941 162.0 162 8.0 8 2018-08-29 02:07:02 8/29/18 2:07 2020-11-27 09:43:40 11/27/20 9:43 georgezouq/awesome-ai-in-finance active 2021-04-12 16:39:24.593899 39:24.6
171 Pattern-Recognition-for-Forex-Trading https://github.com/PythonProgramming/Pattern-Recognition-for-Forex-Trading NEW Other Models 2021-04-05 03:23:46 4/5/21 3:23 173.0 173 91.0 91 1.0 1 2015-03-26 02:22:03 3/26/15 2:22 2015-03-26 02:33:51 3/26/15 2:33 PythonProgramming/Pattern-Recognition-for-Forex-Trading inactive 2021-04-12 16:39:24.593899 39:24.6
172 Microservices-Based-Algorithmic-Trading-System https://github.com/saeed349/Microservices-Based-Algorithmic-Trading-System NEW Other Models 2021-04-10 12:59:57 4/10/21 12:59 104.0 104 56.0 56 0.0 0 2020-01-06 00:21:58 1/6/20 0:21 2020-03-31 13:02:26 3/31/20 13:02 saeed349/Microservices-Based-Algorithmic-Trading-System active 2021-04-12 16:39:24.593899 39:24.6
173 Machine-Learning-for-Algorithmic-Trading-Bots-with-Python https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python NEW Other Models 2021-04-11 06:02:53 4/11/21 6:02 172.0 172 94.0 94 5.0 5 2018-12-06 11:35:08 12/6/18 11:35 2021-01-18 06:40:53 1/18/21 6:40 PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python active 2021-04-12 16:39:24.593899 39:24.6
174 Machine Learning in Asset Management https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952 Personal Papers
175 Financial Event Prediction using Machine Learning https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555 Personal Papers
176 Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization https://jfds.pm-research.com/content/2/2/17 Personal Papers
177 Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies https://jfds.pm-research.com/content/2/1/10 Personal Papers
178 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
179 node-finance https://github.com/albertosantini/node-finance NEW Portfolio Selection and Optimisation 2021-04-05 08:01:36 4/5/21 8:01 101.0 101 26.0 26 3.0 3 2011-09-17 17:49:56 9/17/11 17:49 2021-04-05 08:01:12 4/5/21 8:01 albertosantini/node-finance active 2021-04-12 18:37:19.479240 37:19.5
180 Riskfolio-Lib https://github.com/dcajasn/Riskfolio-Lib NEW Portfolio Selection and Optimisation 2021-04-12 12:25:13 4/12/21 12:25 371.0 371 62.0 62 1.0 1 2020-03-02 19:49:06 3/2/20 19:49 2021-04-01 03:50:59 4/1/21 3:50 dcajasn/Riskfolio-Lib active 2021-04-12 18:37:19.479240 37:19.5
181 OLMAR Algorithm https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb Relative importance of each component of the OLMAR algorithm. Portfolio Selection and Optimisation 2021-04-08 19:07:41 4/8/21 19:07 7.0 7 4.0 4 1.0 1 2016-07-26 16:20:10 7/26/16 16:20 2016-12-30 11:40:53 12/30/16 11:40 charlessutton/OLMAR inactive
182 Reinforcement Learning https://github.com/filangel/qtrader Reinforcement Learning for Portfolio Management. Portfolio Selection and Optimisation 2021-03-29 03:47:07 3/29/21 3:47 364.0 364 150.0 150 1.0 1 2017-10-07 09:14:33 10/7/17 9:14 2018-06-26 09:22:27 6/26/18 9:22 filangelos/qtrader inactive
183 DeepDow https://github.com/jankrepl/deepdow Portfolio optimization with deep learning. Portfolio Selection and Optimisation 2021-04-07 06:57:39 4/7/21 6:57 311.0 311 58.0 58 2.0 2 2020-02-02 08:46:33 2/2/20 8:46 2021-02-16 18:50:53 2/16/21 18:50 jankrepl/deepdow active
184 Distribution Characteristic Optimisation https://github.com/VivekPa/OptimalPortfolio Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account. Portfolio Selection and Optimisation 2021-04-12 13:10:31 4/12/21 13:10 232.0 232 82.0 82 3.0 3 2018-11-16 12:20:25 11/16/18 12:20 2019-07-04 01:41:46 7/4/19 1:41 VivekPa/OptimalPortfolio active
185 401K Portfolio Optimisation https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb Portfolio analyses and optimisation for 401K. Portfolio Selection and Optimisation 2020-12-25 09:39:33 12/25/20 9:39 14.0 14 5.0 5 1.0 1 2018-08-01 19:48:24 8/1/18 19:48 2019-09-05 11:18:56 9/5/19 11:18 otosman/Python-for-Finance active
186 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
187 Deep Portfolio Theory https://github.com/tcloaa/Deep-Portfolio-Theory Autoencoder framework for portfolio selection. Portfolio Selection and Optimisation 2021-04-06 11:47:13 4/6/21 11:47 105.0 105 57.0 57 1.0 1 2017-02-10 09:03:08 2/10/17 9:03 2018-03-08 16:47:00 3/8/18 16:47 tcloaa/Deep-Portfolio-Theory inactive
188 PyPortfolioOpt https://github.com/robertmartin8/PyPortfolioOpt Financial portfolio optimisation, including classical efficient frontier and advanced methods. Portfolio Selection and Optimisation 2021-04-12 11:54:54 4/12/21 11:54 1895.0 1895 479.0 479 16.0 16 2018-05-29 13:30:30 5/29/18 13:30 2021-02-25 13:01:56 2/25/21 13:01 robertmartin8/PyPortfolioOpt active
189 riskparity.py https://github.com/dppalomar/riskparity.py NEW Portfolio Selection and Optimisation 2021-04-11 09:40:54 4/11/21 9:40 124.0 124 31.0 31 2.0 2 2019-07-13 21:30:55 7/13/19 21:30 2021-01-30 01:53:09 1/30/21 1:53 dppalomar/riskparity.py active 2021-04-12 18:37:19.479240 37:19.5
190 Policy Gradient Portfolio https://github.com/ZhengyaoJiang/PGPortfolio A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. Portfolio Selection and Optimisation 2021-04-09 10:41:40 4/9/21 10:41 1281.0 1281 629.0 629 6.0 6 2017-11-12 16:08:44 11/12/17 16:08 2019-05-09 09:50:18 5/9/19 9:50 ZhengyaoJiang/PGPortfolio active
191 Efficient Frontier https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb Modern Portfolio Theory. Portfolio Selection and Optimisation 2021-03-30 00:01:39 3/30/21 0:01 104.0 104 57.0 57 1.0 1 2018-02-17 08:19:46 2/17/18 8:19 2018-02-27 13:16:57 2/27/18 13:16 tthustla/efficient_frontier inactive
192 Financial Statement Sentiment https://github.com/MAydogdu/TextualAnalysis Extracting sentiment from financial statements using neural networks. Textual 2021-03-31 02:10:58 3/31/21 2:10 8.0 8 7.0 7 1.0 1 2018-06-04 20:54:14 6/4/18 20:54 2018-06-04 20:56:02 6/4/18 20:56 MAydogdu/TextualAnalysis inactive
193 NLP Event https://github.com/yuriak/DLQuant Applying Deep Learning and NLP in Quantitative Trading. Textual 2021-04-01 02:16:38 4/1/21 2:16 70.0 70 31.0 31 1.0 1 2018-07-02 23:50:52 7/2/18 23:50 2019-01-31 14:08:20 1/31/19 14:08 yuriak/DLQuant inactive
194 Financial Sentiment Analysis https://github.com/EricHe98/Financial-Statements-Text-Analysis Sentiment, distance and proportion analysis for trading signals. Textual 2021-03-31 23:48:48 3/31/21 23:48 48.0 48 27.0 27 1.0 1 2017-06-23 00:05:49 6/23/17 0:05 2019-01-26 03:35:55 1/26/19 3:35 EricHe98/Financial-Statements-Text-Analysis inactive
195 NLP https://github.com/toamitesh/NLPinFinance This project assembles a lot of NLP operations needed for finance domain. Textual toamitesh/NLPinFinance
196 Earning call transcripts https://github.com/lin882/WebAnalyticsProject Correlation between mutual fund investment decision and earning call transcripts. Textual 2020-12-17 08:24:20 12/17/20 8:24 3.0 3 3.0 3 1.0 1 2017-12-30 08:56:03 12/30/17 8:56 2018-01-11 02:11:11 1/11/18 2:11 lin882/WebAnalyticsProject inactive
197 Buzzwords https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds Return performance and mutual fund selection. Textual 2020-10-06 18:54:58 10/6/20 18:54 1.0 1 4.0 4 1.0 1 2018-02-04 21:51:16 2/4/18 21:51 2018-02-04 21:57:09 2/4/18 21:57 swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds inactive
198 Accounting Anomalies https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb Using deep-learning frameworks to identify accounting anomalies. Textual 2021-04-12 07:47:50 4/12/21 7:47 110.0 110 51.0 51 2.0 2 2017-05-24 12:36:38 5/24/17 12:36 2019-08-07 21:47:08 8/7/19 21:47 GitiHubi/deepAI active
199 Extensive NLP https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb Comprehensive NLP techniques for accounting research. Textual 2021-03-21 07:39:02 3/21/21 7:39 73.0 73 42.0 42 1.0 1 2017-10-25 07:10:26 10/25/17 7:10 2020-06-05 03:28:46 6/5/20 3:28 TiesdeKok/Python_NLP_Tutorial active
200 Fund classification https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb Fund classification using text mining and NLP. Textual 2021-03-31 02:12:50 3/31/21 2:12 4.0 4 2.0 2 1.0 1 2018-04-16 22:18:55 4/16/18 22:18 2018-06-07 22:01:32 6/7/18 22:01 frechfrechfrech/Mutual-Fund-Market-Clusters inactive
201 Industry Clustering https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries Project to cluster industries according to financial attributes. Unsupervised 2020-10-06 18:51:22 10/6/20 18:51 4.0 4 5.0 5 1.0 1 2017-07-21 02:12:51 7/21/17 2:12 2017-07-23 02:53:37 7/23/17 2:53 SeanMcOwen/FinanceAndPython.com-ClusteringIndustries inactive
202 Pairs Trading https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb Finding pairs with cluster analysis. Unsupervised 2021-04-04 17:55:35 4/4/21 17:55 79.0 79 36.0 36 0.0 0 2017-09-05 19:19:19 9/5/17 19:19 2017-09-27 20:42:14 9/27/17 20:42 marketneutral/pairs-trading-with-ML inactive
203 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
204 Industry Clustering https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries Clustering of industries. Unsupervised 2020-10-06 18:51:22 10/6/20 18:51 4.0 4 5.0 5 1.0 1 2017-07-21 02:12:51 7/21/17 2:12 2017-07-23 02:53:37 7/23/17 2:53 SeanMcOwen/FinanceAndPython.com-ClusteringIndustries inactive
205 Fund Clusters https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb Data exploration of fund clusters. Unsupervised 2021-03-31 02:12:50 3/31/21 2:12 4.0 4 2.0 2 1.0 1 2018-04-16 22:18:55 4/16/18 22:18 2018-06-07 22:01:32 6/7/18 22:01 frechfrechfrech/Mutual-Fund-Market-Clusters inactive
206 VRA Stock Embedding https://github.com/ml-hongkong/stock2vec Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history. Unsupervised 2020-10-20 11:05:55 10/20/20 11:05 32.0 32 12.0 12 1.0 1 2017-06-21 04:47:14 6/21/17 4:47 2017-06-21 04:51:13 6/21/17 4:51 ml-hongkong/stock2vec inactive