[![Repo-Updater](https://github.com/firmai/financial-machine-learning/actions/workflows/repo_status.yml/badge.svg)](https://github.com/firmai/financial-machine-learning/actions/workflows/repo_status.yml) [![Wiki-Generator](https://github.com/firmai/financial-machine-learning/actions/workflows/wiki_gen.yml/badge.svg)](https://github.com/firmai/financial-machine-learning/actions/workflows/wiki_gen.yml) [![Repo-Search](https://github.com/firmai/financial-machine-learning/actions/workflows/repo_search.yml/badge.svg)](https://github.com/firmai/financial-machine-learning/actions/workflows/repo_search.yml) [![Gitter](https://badges.gitter.im/financial-machine-learning/community.svg)](https://gitter.im/financial-machine-learning/community?utm_source=badge&utm_medium=badge&utm_campaign=pr-badge) # Financial Machine Learning and Data Science A curated list of practical financial machine learning (FinML) tools and applications. This collection is primarily in Python. A listed repository should be deprecated if: - Repository's owner explicitly say that "this library is not maintained". - Not committed for long time (2~3 years). **This repo is officially under revamp as of 3/29/2021!!** - TODOs and roadmap is under the github project [here](https://github.com/firmai/financial-machine-learning/projects/1) - If you would like to contribute to this repo, please send us a pull request or contact [@dereknow](https://twitter.com/dereknow) or [@bin-yang-algotune](https://twitter.com/b3yang) - Join us in the gitter chat [here](https://gitter.im/financial-machine-learning/community) ___ - All repos/links status including last commit date is updated daily - Only 15 Highest ranked repos/links for each section are displayed on main README.md and full list is available within the wiki page - Both Wikis/README.md is updated in realtime as soon as new information are pushed to the repo ___ # Trading ## Deep Learning & Reinforcement Learning ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/deep_learning_and_reinforcement_learning)) | _repo | _comment | _{created_at} | _{last_commit} | _{star_count} | _{repo_status} | _rating | |:--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| | _{[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))} | _{12/18/17 10:49} | _{1/5/21 10:31} | _3655.0 | _{:heavy_check_mark:} | _:star:x5 | | _{[AI Trading](https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md)} | _{AI to predict stock market movements.} | _{1/9/19 8:02} | _{2/11/19 16:32} | _2876.0 | _{:heavy_multiplication_x:} | _:star:x5 | | _{[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} | _{7/26/20 13:18} | _{4/11/21 22:02} | _1857.0 | _{:heavy_check_mark:} | _:star:x5 | | _{[Deep Learning IV](https://github.com/achillesrasquinha/bulbea)} | _{Bulbea: Deep Learning based Python Library.} | _{3/9/17 6:11} | _{3/19/17 7:42} | _1467.0 | _{:heavy_multiplication_x:} | _:star:x5 | | _{[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.} | _{4/27/19 18:35} | _{10/17/19 16:25} | _1312.0 | _{:heavy_check_mark:} | _:star:x5 | | _{[Deep Learning III](https://github.com/Rachnog/Deep-Trading)} | _{Algorithmic trading with deep learning experiments.} | _{6/18/16 18:23} | _{8/7/18 15:24} | _1266.0 | _{:heavy_multiplication_x:} | _:star:x5 | | _{[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} | _{3/10/18 11:22} | _{9/2/18 17:21} | _1144.0 | _{:heavy_multiplication_x:} | _:star:x5 | | _{[RL Trading](https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW)} | _{A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab.} | _nan | _nan | _nan | _{:heavy_check_mark:} | _:star:x4 | | _{[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.} | _{7/26/20 13:12} | _{1/21/21 18:11} | _560.0 | _{:heavy_check_mark:} | _:star:x4 | | _{[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} | _{11/26/18 3:23} | _{1/1/21 9:41} | _551.0 | _{:heavy_check_mark:} | _:star:x4 | | _{[Neural Network](https://github.com/VivekPa/IntroNeuralNetworks)} | _{Neural networks to predict stock prices.} | _{9/10/18 6:34} | _{11/21/18 7:39} | _489.0 | _{:heavy_multiplication_x:} | _:star:x4 | | _{[Deep Learning](https://github.com/keon/deepstock)} | _{Technical experimentations to beat the stock market using deep learning.} | _{12/12/16 2:15} | _{3/4/17 8:37} | _427.0 | _{:heavy_multiplication_x:} | _:star:x4 | | _{[LTSM Recurrent](https://github.com/VivekPa/AIAlpha)} | _{OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.} | _{10/7/18 3:58} | _{8/3/19 9:00} | _1207.0 | _{:heavy_check_mark:} | _:star:x4 | | _{[RL III](https://github.com/samre12/deep-trading-agent)} | _{Github -Deep Reinforcement Learning based Trading Agent for Bitcoin.} | _{9/21/17 17:05} | _{4/13/18 16:33} | _576.0 | _{:heavy_multiplication_x:} | _:star:x3 | | _{[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)} | _{6/21/18 1:06} | _{11/5/20 11:08} | _347.0 | _{:heavy_check_mark:} | _:star:x3 | ## Other Models ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/other_models)) | _repo | _comment | _{created_at} | _{last_commit} | _{star_count} | _{repo_status} | _rating | |:-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:-------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| | _{[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} | _{5/7/19 11:04} | _{1/19/21 7:51} | _600.0 | _{:heavy_check_mark:} | _:star:x5 | | _{[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} | _{1/17/17 12:44} | _{1/17/17 12:48} | _234.0 | _{:heavy_multiplication_x:} | _:star:x2 | | _{[Trend Following](http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html)} | _{A futures trend following portfolio investment strategy.} | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[awesome-ai-in-finance](https://github.com/georgezouq/awesome-ai-in-finance)} | _NEW | _{8/29/18 2:07} | _{11/27/20 9:43} | _941.0 | _{:heavy_check_mark:} | | | _{[Scikit-learn Stock Prediction](https://github.com/robertmartin8/MachineLearningStocks)} | _{Using python and scikit-learn to make stock predictions.} | _{2/12/17 4:50} | _{2/4/21 3:48} | _931.0 | _{:heavy_check_mark:} | | | _{[AlphaPy](https://github.com/ScottfreeLLC/AlphaPy)} | _NEW | _{2/14/16 0:47} | _{2/8/21 21:35} | _576.0 | _{:heavy_check_mark:} | | | _{[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/)} | _{3/11/16 19:13} | _{12/21/20 3:54} | _460.0 | _{:heavy_check_mark:} | | | _{[Fundamental LT Forecasts](https://github.com/Hvass-Labs/FinanceOps)} | _{Research in investment finance for long term forecasts.} | _{7/22/18 8:14} | _{2/17/21 14:39} | _383.0 | _{:heavy_check_mark:} | | | _{[stock-trading-ml](https://github.com/yacoubb/stock-trading-ml)} | _NEW | _{10/10/19 9:44} | _{10/12/19 11:38} | _340.0 | _{:heavy_check_mark:} | | | _{[Mixture Models I](https://github.com/BlackArbsCEO/Mixture_Models)} | _{Mixture models to predict market bottoms.} | _{3/20/17 18:54} | _{4/25/17 23:35} | _31.0 | _{:heavy_multiplication_x:} | | | _{[finance_ml](https://github.com/jjakimoto/finance_ml)} | _NEW | _{6/29/18 21:21} | _{2/18/19 12:34} | _282.0 | _{:heavy_multiplication_x:} | | | _{[Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original](https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original)} | _NEW | _{11/15/19 8:51} | _{1/21/21 7:56} | _279.0 | _{:heavy_check_mark:} | | | _{[Machine-Learning-and-AI-in-Trading](https://github.com/PyPatel/Machine-Learning-and-AI-in-Trading)} | _NEW | _{8/30/17 6:14} | _{10/29/19 8:14} | _261.0 | _{:heavy_check_mark:} | | | _{[ML_Finance_Codes](https://github.com/mfrdixon/ML_Finance_Codes)} | _NEW | _{9/27/19 16:13} | _{6/13/20 21:20} | _250.0 | _{:heavy_check_mark:} | | | _{[mlfinlab](https://github.com/hudson-and-thames/mlfinlab)} | _NEW | _{2/13/19 16:57} | _{4/12/21 10:50} | _2295.0 | _{:heavy_check_mark:} | | ## Data Processing Techniques and Transformations ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/data_processing_techniques_and_transformations)) | _repo | _comment | _{created_at} | _{last_commit} | _{star_count} | _{repo_status} | _rating | |:----------------------------------------------------------------------------------------------------------------|:--------------------------------------------------------------------------|:-------------------------------|:-------------------------------|:------------------------|:------------------------------------|:--------------------| | _{[Advanced ML II](https://github.com/hudson-and-thames/research)} | _{More implementations of Financial Machine Learning (De Prado).} | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[Advanced ML](https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises)} | _{Exercises too Financial Machine Learning (De Prado).} | _{4/25/18 17:22} | _{1/16/20 17:25} | _973.0 | _{:heavy_check_mark:} | | | _{[finserv-application-blueprint](https://github.com/mapr-demos/finserv-application-blueprint)} | _NEW | _{2016-09-26 19:42:54} | _{2021-01-20 23:07:40} | _72.0 | _{:heavy_check_mark:} | | | _{[Google-Finance-Stock-Data-Analysis](https://github.com/hpnhxxwn/Google-Finance-Stock-Data-Analysis)} | _NEW | _{2017-07-23 02:59:59} | _{2017-07-23 03:10:35} | _70.0 | _{:heavy_multiplication_x:} | | | _{[Twitter-Trends](https://github.com/Medha11/Twitter-Trends)} | _NEW | _{2017-05-22 17:07:45} | _{2017-05-23 08:06:27} | _66.0 | _{:heavy_multiplication_x:} | | | _{[cointrader](https://github.com/timolson/cointrader)} | _NEW | _{2014-06-01 01:14:12} | _{2020-10-22 00:24:50} | _339.0 | _{:heavy_check_mark:} | | | _{[CryptoNets](https://github.com/microsoft/CryptoNets)} | _NEW | _{2019-06-02 05:48:39} | _{2019-09-12 13:03:05} | _154.0 | _{:heavy_check_mark:} | | # Portfolio Management ## Portfolio Selection and Optimisation ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/portfolio_selection_and_optimisation)) | _repo | _comment | _{created_at} | _{last_commit} | _{star_count} | _{repo_status} | _rating | |:--------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| | _{[Online Portfolio Selection](https://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb)} | _{****Comparing OLPS algorithms on a diversified set of ETFs.} | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[Modern Portfolio Theory](https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb)} | _{Universal portfolios; modern portfolio theory.} | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[OLMAR Algorithm](https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb)} | _{Relative importance of each component of the OLMAR algorithm.} | _{7/26/16 16:20} | _{12/30/16 11:40} | _7.0 | _{:heavy_multiplication_x:} | | | _{[Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib)} | _NEW | _{3/2/20 19:49} | _{4/1/21 3:50} | _371.0 | _{:heavy_check_mark:} | | | _{[Reinforcement Learning](https://github.com/filangel/qtrader)} | _{Reinforcement Learning for Portfolio Management.} | _{10/7/17 9:14} | _{6/26/18 9:22} | _364.0 | _{:heavy_multiplication_x:} | | | _{[DeepDow](https://github.com/jankrepl/deepdow)} | _{Portfolio optimization with deep learning.} | _{2/2/20 8:46} | _{2/16/21 18:50} | _311.0 | _{:heavy_check_mark:} | | | _{[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.} | _{11/16/18 12:20} | _{7/4/19 1:41} | _232.0 | _{:heavy_check_mark:} | | | _{[PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt)} | _{Financial portfolio optimisation, including classical efficient frontier and advanced methods.} | _{5/29/18 13:30} | _{2/25/21 13:01} | _1895.0 | _{:heavy_check_mark:} | | | _{[401K Portfolio Optimisation](https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb)} | _{Portfolio analyses and optimisation for 401K.} | _{8/1/18 19:48} | _{9/5/19 11:18} | _14.0 | _{:heavy_check_mark:} | | | _{[Policy Gradient Portfolio](https://github.com/ZhengyaoJiang/PGPortfolio)} | _{A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.} | _{11/12/17 16:08} | _{5/9/19 9:50} | _1281.0 | _{:heavy_check_mark:} | | | _{[riskparity.py](https://github.com/dppalomar/riskparity.py)} | _NEW | _{7/13/19 21:30} | _{1/30/21 1:53} | _124.0 | _{:heavy_check_mark:} | | | _{[Deep Portfolio Theory](https://github.com/tcloaa/Deep-Portfolio-Theory)} | _{Autoencoder framework for portfolio selection.} | _{2/10/17 9:03} | _{3/8/18 16:47} | _105.0 | _{:heavy_multiplication_x:} | | | _{[Efficient Frontier](https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb)} | _{Modern Portfolio Theory.} | _{2/17/18 8:19} | _{2/27/18 13:16} | _104.0 | _{:heavy_multiplication_x:} | | | _{[node-finance](https://github.com/albertosantini/node-finance)} | _NEW | _{9/17/11 17:49} | _{4/5/21 8:01} | _101.0 | _{:heavy_check_mark:} | | ## Factor and Risk Analysis ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/factor_and_risk_analysis)) | _repo | _comment | _{created_at} | _{last_commit} | _{star_count} | _{repo_status} | _rating | |:--------------------------------------------------------------------------------------------------------------------------------------------|:-----------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| | _{[VaR GaN](https://github.com/hamaadshah/market_risk_gan_keras)} | _{Estimate Value-at-Risk for market risk management using Keras and TensorFlow.} | _{8/6/18 16:09} | _{11/22/20 19:02} | _41.0 | _{:heavy_check_mark:} | | | _{[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.} | _{8/7/17 14:44} | _{8/8/17 22:52} | _4.0 | _{:heavy_multiplication_x:} | | | _{[Pyfolio](https://github.com/quantopian/pyfolio)} | _{Portfolio and risk analytics in Python.} | _{6/1/15 15:31} | _{2/28/20 17:30} | _3673.0 | _{:heavy_check_mark:} | | | _{[CAPM](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb)} | _{Expected returns using CAPM.} | _{5/10/16 11:03} | _{5/17/16 3:44} | _31.0 | _{:heavy_multiplication_x:} | | | _{[Quant Finance](https://github.com/mrefermat/quant_finance)} | _{General quant repository.} | _{8/11/18 22:59} | _{11/12/19 4:49} | _31.0 | _{:heavy_check_mark:} | | | _{[Risk Basic](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb)} | _{Active portfolio risk management .} | _{5/10/16 11:03} | _{5/17/16 3:44} | _31.0 | _{:heavy_multiplication_x:} | | | _{[Factor Analysis](https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb)} | _{Factor analysis for mutual funds.} | _{3/13/18 7:39} | _{3/13/18 7:42} | _3.0 | _{:heavy_multiplication_x:} | | | _{[Statistical Finance](https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments)} | _{Various financial experiments.} | _{10/4/15 9:10} | _{3/28/20 18:33} | _21.0 | _{:heavy_check_mark:} | | | _{[Performance Analysis](https://github.com/quantopian/alphalens)} | _{Performance analysis of predictive (alpha) stock factors.} | _{6/3/16 21:49} | _{4/27/20 18:40} | _1847.0 | _{:heavy_check_mark:} | | | _{[Convex Optimisation](https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb)} | _{Convex Optimization for Finance.} | _{6/26/18 20:36} | _{10/22/19 21:56} | _18.0 | _{:heavy_check_mark:} | | | _{[Factor Analysis](https://github.com/alpha-miner/alpha-mind/tree/master/notebooks)} | _{Factor strategy notebooks.} | _{5/1/17 7:36} | _{4/7/21 15:25} | _172.0 | _{:heavy_check_mark:} | | | _{[AlphaTrading](https://github.com/jerryxyx/AlphaTrading)} | _NEW | _{5/18/18 22:09} | _{8/7/18 18:05} | _149.0 | _{:heavy_multiplication_x:} | | | _{[Risk and Return](https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials)} | _{Riskiness of portfolios and assets.} | _{9/12/17 13:35} | _{8/6/20 12:35} | _140.0 | _{:heavy_check_mark:} | | | _{[Python for Finance](https://github.com/yhilpisch/py4fi/tree/master/jupyter36)} | _{Various financial notebooks.} | _{12/15/14 11:23} | _{7/10/18 6:38} | _1298.0 | _{:heavy_multiplication_x:} | | | _{[Stock-Prediction](https://github.com/Ronak-59/Stock-Prediction)} | _NEW | _{3/18/18 4:54} | _{2/28/20 11:43} | _129.0 | _{:heavy_check_mark:} | | # Techniques ## Unsupervised ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/unsupervised)) | _repo | _comment | _{created_at} | _{last_commit} | _{star_count} | _{repo_status} | _rating | |:-------------------------------------------------------------------------------------------------------------------------------------------------|:----------------------------------------------------------------------------------------------------------|:-------------------------|:-------------------------|:------------------------|:------------------------------------|:--------------------| | _{[PCA Pairs Trading](https://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_Trading)} | _{PCA, Factor Returns, and trading strategies.} | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[Pairs Trading](https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb)} | _{Finding pairs with cluster analysis.} | _{9/5/17 19:19} | _{9/27/17 20:42} | _79.0 | _{:heavy_multiplication_x:} | | | _{[Industry Clustering](https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries)} | _{Clustering of industries.} | _{7/21/17 2:12} | _{7/23/17 2:53} | _4.0 | _{:heavy_multiplication_x:} | | | _{[Fund Clusters](https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb)} | _{Data exploration of fund clusters.} | _{4/16/18 22:18} | _{6/7/18 22:01} | _4.0 | _{:heavy_multiplication_x:} | | | _{[Industry Clustering](https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries)} | _{Project to cluster industries according to financial attributes.} | _{7/21/17 2:12} | _{7/23/17 2:53} | _4.0 | _{:heavy_multiplication_x:} | | | _{[VRA Stock Embedding](https://github.com/ml-hongkong/stock2vec)} | _{Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history.} | _{6/21/17 4:47} | _{6/21/17 4:51} | _32.0 | _{:heavy_multiplication_x:} | | ## Textual ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/textual)) | _repo | _comment | _{created_at} | _{last_commit} | _{star_count} | _{repo_status} | _rating | |:------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------------------------|:-------------------------|:-------------------------|:------------------------|:------------------------------------|:--------------------| | _{[NLP](https://github.com/toamitesh/NLPinFinance)} | _{This project assembles a lot of NLP operations needed for finance domain.} | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[Financial Statement Sentiment](https://github.com/MAydogdu/TextualAnalysis)} | _{Extracting sentiment from financial statements using neural networks.} | _{6/4/18 20:54} | _{6/4/18 20:56} | _8.0 | _{:heavy_multiplication_x:} | | | _{[Extensive NLP](https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb)} | _{Comprehensive NLP techniques for accounting research.} | _{10/25/17 7:10} | _{6/5/20 3:28} | _73.0 | _{:heavy_check_mark:} | | | _{[NLP Event](https://github.com/yuriak/DLQuant)} | _{Applying Deep Learning and NLP in Quantitative Trading.} | _{7/2/18 23:50} | _{1/31/19 14:08} | _70.0 | _{:heavy_multiplication_x:} | | | _{[Financial Sentiment Analysis](https://github.com/EricHe98/Financial-Statements-Text-Analysis)} | _{Sentiment, distance and proportion analysis for trading signals.} | _{6/23/17 0:05} | _{1/26/19 3:35} | _48.0 | _{:heavy_multiplication_x:} | | | _{[Fund classification](https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb)} | _{Fund classification using text mining and NLP.} | _{4/16/18 22:18} | _{6/7/18 22:01} | _4.0 | _{:heavy_multiplication_x:} | | | _{[Earning call transcripts](https://github.com/lin882/WebAnalyticsProject)} | _{Correlation between mutual fund investment decision and earning call transcripts.} | _{12/30/17 8:56} | _{1/11/18 2:11} | _3.0 | _{:heavy_multiplication_x:} | | | _{[Accounting Anomalies](https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb)} | _{Using deep-learning frameworks to identify accounting anomalies.} | _{5/24/17 12:36} | _{8/7/19 21:47} | _110.0 | _{:heavy_check_mark:} | | | _{[Buzzwords](https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds)} | _{Return performance and mutual fund selection.} | _{2/4/18 21:51} | _{2/4/18 21:57} | _1.0 | _{:heavy_multiplication_x:} | | # Other Assets ## Derivatives and Hedging ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/derivatives_and_hedging)) | _repo | _comment | _{created_at} | _{last_commit} | _{star_count} | _{repo_status} | _rating | |:-----------------------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------------------------------|:-------------------------|:-------------------------|:------------------------|:------------------------------------|:--------------------| | _{[Options](https://github.com/PHBS/2018.M1.ASP/tree/master/py)} | _{Black Scholes and Copula.} | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[Derivative Markets](https://github.com/broughtj/Fin6470/tree/master/Notebooks)} | _{The economics of futures, futures, options, and swaps.} | _{2/9/16 5:30} | _{4/6/21 20:49} | _8.0 | _{:heavy_check_mark:} | | | _{[Volatility and Variance Derivatives](https://github.com/yhilpisch/lvvd/tree/master/lvvd)} | _{Volatility derivatives analytics.} | _{10/21/16 4:12} | _{2/22/21 13:32} | _79.0 | _{:heavy_check_mark:} | | | _{[Hull White](https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb)} | _{Callable Bond, Hull White.} | _{6/6/18 22:06} | _{6/6/18 22:27} | _4.0 | _{:heavy_multiplication_x:} | | | _{[Derivatives Python](https://github.com/yhilpisch/dawp/tree/master/python36)} | _{Derivative analytics with Python.} | _{7/9/15 12:27} | _{2/22/21 13:29} | _388.0 | _{:heavy_check_mark:} | | | _{[Options](https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D)} | _{Introduction to options.} | _{7/28/17 15:48} | _{3/17/21 17:17} | _335.0 | _{:heavy_check_mark:} | | | _{[Delta Hedging](https://github.com/RobinsonGarcia/delta-hedging)} | _{Advanced derivatives.} | _{3/2/18 23:53} | _{7/17/18 23:32} | _3.0 | _{:heavy_multiplication_x:} | | | _{[Option Strategies](https://github.com/rstreppa/valuation-OptionStrategies)} | _{Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations.} | _{5/22/18 18:27} | _{5/22/18 18:30} | _2.0 | _{:heavy_multiplication_x:} | | | _{[Computational Derivatives](https://github.com/chenbowen184/Computational_Finance)} | _{Projects focusing on investigating simulations and computational techniques applied in finance.} | _{1/29/18 5:01} | _{8/2/18 5:56} | _17.0 | _{:heavy_multiplication_x:} | | | _{[Reinforcement Learning](https://github.com/FinTechies/HedgingRL)} | _{Hedging portfolios with reinforcement learning.} | _{4/21/17 10:58} | _{8/2/17 21:41} | _16.0 | _{:heavy_multiplication_x:} | | | _{[Black Scholes](https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb)} | _{Options pricing.} | _{12/9/17 18:50} | _{7/9/18 9:48} | _1.0 | _{:heavy_multiplication_x:} | | | _{[Options Risk Measures](https://github.com/wanglouis49/risk_estimation)} | _{Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling).} | _{4/29/16 3:51} | _{1/16/18 1:24} | _1.0 | _{:heavy_multiplication_x:} | | | _{[Derman](https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb)} | _{Binomial tree for American call.} | _{5/18/18 18:08} | _{9/21/18 19:59} | _1.0 | _{:heavy_multiplication_x:} | | ## Fixed Income ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/fixed_income)) | _repo | _comment | _{created_at} | _{last_commit} | _{star_count} | _{repo_status} | _rating | |:-------------------------------------------------------------------------------------------------------------------|:----------------------------------------------------------------------------|:-------------------------|:-------------------------|:------------------------|:------------------------------------|:--------------------| | _{[Corporate Bonds](https://github.com/ishank011/gs-quantify-bond-prediction)} | _{Predicting the buying and selling volume of the corporate bonds.} | _{9/27/17 19:57} | _{9/27/17 20:00} | _7.0 | _{:heavy_multiplication_x:} | | | _{[Vasicek](https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb)} | _{Bootstrapping and interpolation.} | _{7/18/18 19:26} | _{7/18/18 19:34} | _3.0 | _{:heavy_multiplication_x:} | | | _{[Binomial Tree](https://github.com/hy-lei/math-finance-exercise)} | _{Utility functions in fixed income securities.} | _{2/2/19 8:44} | _{5/3/19 17:16} | _1.0 | _{:heavy_check_mark:} | | ## Alternative Finance ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/alternative_finance)) | _repo | _comment | _{created_at} | _{last_commit} | _{star_count} | _{repo_status} | _rating | |:-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------------------------|:-------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| | _{[Venture Capital NN](https://github.com/tr7200/National-Culture-and-Venture-Capital-Monitoring)} | _{Cox-PH neural network predictions for VC/innovations finance research.} | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[Art Valuation](https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynb)} | _{Art evaluation analytics.} | _{12/11/14 0:25} | _{12/12/14 21:25} | _9.0 | _{:heavy_multiplication_x:} | | | _{[Private Equity](https://github.com/TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity/blob/master/RightNow%20Technologies/RightNow%20Technologies.ipynb)} | _{Valuation models.} | _{1/27/16 21:13} | _{3/14/16 20:03} | _8.0 | _{:heavy_multiplication_x:} | | | _{[Kiva Crowdfunding](https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb)} | _{Exploratory data analysis.} | _{2/27/18 16:46} | _{2/13/19 0:15} | _5.0 | _{:heavy_multiplication_x:} | | | _{[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.} | _{2/8/17 18:39} | _{4/27/17 22:55} | _4.0 | _{:heavy_multiplication_x:} | | | _{[Venture Capital](https://github.com/julian-chan/etothex)} | _{Insight into a new founder to make data-driven investment decisions.} | _{12/4/17 8:59} | _{12/13/17 5:35} | _3.0 | _{:heavy_multiplication_x:} | | | _{[VC OLS](https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb)} | _{VC regression.} | _{3/29/18 23:31} | _{3/29/18 23:33} | _2.0 | _{:heavy_multiplication_x:} | | | _{[Blockchain](https://github.com/nud3l/dInvest)} | _{Repository for distributed autonomous investment banking.} | _{9/5/16 19:12} | _{4/24/17 10:48} | _12.0 | _{:heavy_multiplication_x:} | | # Extended Research ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/extended_research)) | _repo | _comment | _{created_at} | _{last_commit} | _{star_count} | _{repo_status} | _rating | |:------------------------------------------------------------------------------------------------------------------|:--------------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| | _{[Real Estate Property Fraud](https://github.com/aviroop1/Real_Estate_Property_Fraud)} | _{Unsupervised fraud detection model that can identify likely candidates of fraud.} | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[Commodity](https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb)} | _{Commodity influence over Brazilian stocks.} | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[Behavioural Economics](https://github.com/pcmichaud/notebooks)} | _{Behavioural Economics and Finance Python Notebooks.} | _{12/20/18 0:21} | _{3/26/19 11:51} | _9.0 | _{:heavy_multiplication_x:} | | | _{[Corporate Finance](https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance)} | _{Basic corporate finance.} | _{9/9/17 3:35} | _{9/9/17 23:04} | _9.0 | _{:heavy_multiplication_x:} | | | _{[NLP Finance Papers](https://github.com/chenbowen184/Research_Documents_Curation_with_NLP)} | _{Curating quantitative finance papers using machine learning.} | _{10/11/18 20:32} | _{12/24/18 23:27} | _8.0 | _{:heavy_multiplication_x:} | | | _{[Applied Corporate Finance](https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance)} | _{Studies the empirical behaviours in stock market.} | _{1/29/18 5:14} | _{7/19/18 6:25} | _8.0 | _{:heavy_multiplication_x:} | | | _{[HFT](https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy)} | _{High frequency trading.} | _{7/21/16 5:14} | _{2/14/17 16:47} | _748.0 | _{:heavy_multiplication_x:} | | | _{[Financial Economics](https://github.com/rsvp/fecon235/tree/master/nb)} | _{Financial Economics Models.} | _{11/9/14 4:49} | _{12/3/18 16:30} | _713.0 | _{:heavy_multiplication_x:} | | | _{[Mathematical Finance](https://github.com/Auquan/Tutorials)} | _{Notebooks for math and financial tutorials.} | _{1/21/17 11:24} | _{8/1/20 17:03} | _664.0 | _{:heavy_check_mark:} | | | _{[Backtests](https://github.com/AlgoTraders/stock-analysis-engine)} | _{Trading data and algorithms.} | _{9/16/18 20:00} | _{9/5/20 13:01} | _620.0 | _{:heavy_check_mark:} | | | _{[Liquidity and Momentum](https://github.com/mrefermat/quant_finance)} | _{Various factors and portfolio constructions.} | _{8/11/18 22:59} | _{11/12/19 4:49} | _31.0 | _{:heavy_check_mark:} | | | _{[Currency PCA](https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb)} | _{Forex spots PCA.} | _{3/12/19 21:11} | _{3/12/19 22:09} | _3.0 | _{:heavy_multiplication_x:} | | | _{[Life-cycle](https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb)} | _{Company life cycle.} | _{1/19/19 18:16} | _{2/18/19 16:57} | _3.0 | _{:heavy_multiplication_x:} | | | _{[M&A](https://github.com/atulram/Finance-and-Stocks)} | _{Mergers and Acquisitions.} | _{1/19/19 18:16} | _{2/18/19 16:57} | _3.0 | _{:heavy_multiplication_x:} | | | _{[Deep Portfolio](https://github.com/DLColumbia/DL_forFinance)} | _{Deep learning for finance Predict volume of bonds.} | _{5/8/18 19:34} | _{5/9/18 15:39} | _27.0 | _{:heavy_multiplication_x:} | | # Courses ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/courses)) | _repo | _comment | _{created_at} | _{last_commit} | _{star_count} | _{repo_status} | _rating | |:-----------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------------------------------------------|:--------------------------|:-------------------------|:------------------------|:------------------------------------|:--------------------| | _{[Basic Investments](https://github.com/SeanMcOwen/FinanceAndPython.com-Investments)} | _{Basic investment tools in python.} | _{8/2/17 21:52} | _{8/17/17 3:24} | _9.0 | _{:heavy_multiplication_x:} | | | _{[Mathematical Finance](https://github.com/yadongli/nyumath2048)} | _{NYU Math-GA 2048: Scientific Computing in Finance.} | _{1/25/15 21:10} | _{3/25/20 4:24} | _69.0 | _{:heavy_check_mark:} | | | _{[Algo Trading](https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading)} | _{Intro to algo trading.} | _{10/29/17 20:34} | _{1/22/19 6:56} | _64.0 | _{:heavy_multiplication_x:} | | | _{[Risk Management](https://github.com/andrey-lukyanov/Risk-Management)} | _{Finance risk engagement course resources.} | _{10/3/18 16:26} | _{12/13/18 8:04} | _6.0 | _{:heavy_multiplication_x:} | | | _{[Basic Derivatives](https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives)} | _{Basic forward contracts and hedging.} | _{8/24/17 0:11} | _{10/13/17 1:32} | _4.0 | _{:heavy_multiplication_x:} | | | _{[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.} | _{5/9/18 12:33} | _{4/10/21 22:21} | _3842.0 | _{:heavy_check_mark:} | | | _{[ML Specialisation](https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization)} | _{Machine Learning in Finance.} | _{1/24/19 2:55} | _{1/3/20 21:54} | _34.0 | _{:heavy_check_mark:} | | | _{[Python for Finance](https://github.com/siaen/python_finance_course)} | _{CEU python for finance course material.} | _{12/12/17 11:54} | _{2/25/20 20:31} | _16.0 | _{:heavy_check_mark:} | | | _{[Handson Python for Finance](https://github.com/PacktPublishing/Hands-on-Python-for-Finance)} | _{Hands-on Python for Finance published by Packt.} | _{8/20/18 14:10} | _{1/15/21 8:57} | _121.0 | _{:heavy_check_mark:} | | | _{[Basic Finance](https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance)} | _{Source code notebooks basic finance applications.} | _{5/6/17 2:39} | _{6/21/17 4:04} | _10.0 | _{:heavy_multiplication_x:} | | # Data ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/data)) | _repo | _comment | _{created_at} | _{last_commit} | _{star_count} | _{repo_status} | _rating | |:--------------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------|:-------------------------|:-------------------------|:------------------------|:------------------------------------|:--------------------| | _{[Financial Corporate](http://raw.rutgers.edu/Corporate%20Financial%20Data.html)} | _nan | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[http://finance.yahoo.com/](http://finance.yahoo.com/)} | _nan | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[Rating Industries](http://www.ratingshistory.info/)} | _nan | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[https://fred.stlouisfed.org/](https://fred.stlouisfed.org/)} | _nan | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[Non-financial Corporate](http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html)} | _nan | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[https://stooq.com](https://stooq.com)} | _nan | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[IRS](http://social-metrics.org/sox/)} | _nan | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[Capital Markets Data](https://www.capitalmarketsdata.com/)} | _nan | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[SEC Parsing](https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb)} | _nan | _{6/16/18 14:30} | _{6/16/18 17:23} | _9.0 | _{:heavy_multiplication_x:} | | | _{[https://github.com/timestocome/StockMarketData](https://github.com/timestocome/StockMarketData)} | _nan | _{5/10/17 21:49} | _{8/6/17 19:23} | _7.0 | _{:heavy_multiplication_x:} | | | _{[Web Scraping (FirmAI)](https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data)} | _nan | _{2/19/19 19:02} | _{7/22/20 16:48} | _577.0 | _{:heavy_check_mark:} | | | _{[Open Edgar](https://github.com/LexPredict/openedgar)} | _nan | _{5/7/18 15:32} | _{5/15/19 8:32} | _169.0 | _{:heavy_check_mark:} | | | _{[EDGAR](https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb)} | _nan | _{6/11/18 22:51} | _{7/10/18 18:03} | _11.0 | _{:heavy_multiplication_x:} | | | _{[Employee Count SEC Filings](https://github.com/healthgradient/sec_employee_information_extraction)} | _nan | _{6/26/18 23:33} | _{8/14/18 1:31} | _10.0 | _{:heavy_multiplication_x:} | | # Colleges, Centers and Departments ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/colleges_centers_and_departments)) | _repo | _comment | _{created_at} | _{last_commit} | _{star_count} | _{repo_status} | _rating | |:-----------------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------|:------------------------|:-------------------------|:------------------------|:------------------------------|:--------------------| | _{[Cornell University](https://www.cornell.edu/)} | _nan | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[Stanford Advanced Financial Technologies](https://fintech.stanford.edu/)} | _{Stanford Advanced Financial Technologies Laboratory} | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[NYU FRE](https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering)} | _{Finance and Risk Engineering (NYU Tandon)} | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[Oxford Man](https://www.oxford-man.ox.ac.uk/)} | _{Oxford-Man Institute of Quantitative Finance} | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[NYU Courant](https://cims.nyu.edu/)} | _{Courant Institute of Mathematical Sciences, New York University} | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[Berkeley Lab CIFT](https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/)} | _nan | _nan | _nan | _nan | _{:heavy_check_mark:} | |