[![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) [![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 - 10 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))} | _{2017-12-18 10:49:59} | _{2021-01-05 10:31:50} | _3655.0 | _{:heavy_check_mark:} | _:star:x5 | | _{[AI Trading](https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md)} | _{AI to predict stock market movements.} | _{2019-01-09 08:02:47} | _{2019-02-11 16:32:47} | _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} | _{2020-07-26 13:18:16} | _{2021-04-11 22:02:16} | _1857.0 | _{:heavy_check_mark:} | _:star:x5 | | _{[Deep Learning IV](https://github.com/achillesrasquinha/bulbea)} | _{Bulbea: Deep Learning based Python Library.} | _{2017-03-09 06:11:06} | _{2017-03-19 07:42:49} | _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.} | _{2019-04-27 18:35:15} | _{2019-10-17 16:25:49} | _1312.0 | _{:heavy_check_mark:} | _:star:x5 | | _{[Deep Learning III](https://github.com/Rachnog/Deep-Trading)} | _{Algorithmic trading with deep learning experiments.} | _{2016-06-18 18:23:06} | _{2018-08-07 15:24:45} | _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} | _{2018-03-10 11:22:00} | _{2018-09-02 17:21:38} | _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.} | _{2020-07-26 13:12:53} | _{2021-01-21 18:11:59} | _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} | _{2018-11-26 03:23:04} | _{2021-01-01 09:41:21} | _551.0 | _{:heavy_check_mark:} | _:star:x4 | ## Other Models ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/other_models)) | _repo | _comment | _{created_at} | _{last_commit} | _{star_count} | _{repo_status} | _rating | |:-----------------------------------------------------------------------------------------------------------------------------------------------------|:--------------------------------------------------------------------|:-------------------------------|:-------------------------------|:------------------------|:------------------------------------|:--------------------| | _{[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 | _{2018-08-29 02:07:02} | _{2020-11-27 09:43:40} | _941.0 | _{:heavy_check_mark:} | | | _{[Scikit-learn Stock Prediction](https://github.com/robertmartin8/MachineLearningStocks)} | _{Using python and scikit-learn to make stock predictions.} | _{2017-02-12 04:50:44} | _{2021-02-04 03:48:33} | _931.0 | _{:heavy_check_mark:} | | | _{[Hands-On-Machine-Learning-for-Algorithmic-Trading](https://github.com/PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading)} | _NEW | _{2019-05-07 11:04:25} | _{2021-01-19 07:51:00} | _600.0 | _{:heavy_check_mark:} | | | _{[AlphaPy](https://github.com/ScottfreeLLC/AlphaPy)} | _NEW | _{2016-02-14 00:47:32} | _{2021-02-08 21:35:40} | _576.0 | _{:heavy_check_mark:} | | | _{[MathAndScienceNotes](https://github.com/melling/MathAndScienceNotes)} | _NEW | _{2016-03-11 19:13:00} | _{2020-12-21 03:54:51} | _460.0 | _{:heavy_check_mark:} | | | _{[Fundamental LT Forecasts](https://github.com/Hvass-Labs/FinanceOps)} | _{Research in investment finance for long term forecasts.} | _{2018-07-22 08:14:46} | _{2021-02-17 14:39:30} | _383.0 | _{:heavy_check_mark:} | | | _{[stock-trading-ml](https://github.com/yacoubb/stock-trading-ml)} | _NEW | _{2019-10-10 09:44:02} | _{2019-10-12 11:38:49} | _340.0 | _{:heavy_check_mark:} | | | _{[Mixture Models I](https://github.com/BlackArbsCEO/Mixture_Models)} | _{Mixture models to predict market bottoms.} | _{2017-03-20 18:54:24} | _{2017-04-25 23:35:20} | _31.0 | _{:heavy_multiplication_x:} | | | _{[finance_ml](https://github.com/jjakimoto/finance_ml)} | _NEW | _{2018-06-29 21:21:17} | _{2019-02-18 12:34:54} | _282.0 | _{:heavy_multiplication_x:} | | ## 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).} | _{2018-04-25 17:22:40} | _{2020-01-16 17:25:41} | _973.0 | _{: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.} | _{2016-07-26 16:20:10} | _{2016-12-30 11:40:53} | _7.0 | _{:heavy_multiplication_x:} | | | _{[Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib)} | _NEW | _{2020-03-02 19:49:06} | _{2021-04-01 03:50:59} | _371.0 | _{:heavy_check_mark:} | | | _{[Reinforcement Learning](https://github.com/filangel/qtrader)} | _{Reinforcement Learning for Portfolio Management.} | _{2017-10-07 09:14:33} | _{2018-06-26 09:22:27} | _364.0 | _{:heavy_multiplication_x:} | | | _{[DeepDow](https://github.com/jankrepl/deepdow)} | _{Portfolio optimization with deep learning.} | _{2020-02-02 08:46:33} | _{2021-02-16 18:50:53} | _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.} | _{2018-11-16 12:20:25} | _{2019-07-04 01:41:46} | _232.0 | _{:heavy_check_mark:} | | | _{[PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt)} | _{Financial portfolio optimisation, including classical efficient frontier and advanced methods.} | _{2018-05-29 13:30:30} | _{2021-02-25 13:01:56} | _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.} | _{2018-08-01 19:48:24} | _{2019-09-05 11:18:56} | _14.0 | _{:heavy_check_mark:} | | | _{[Policy Gradient Portfolio](https://github.com/ZhengyaoJiang/PGPortfolio)} | _{A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.} | _{2017-11-12 16:08:44} | _{2019-05-09 09:50:18} | _1281.0 | _{: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.} | _{2018-08-06 16:09:44} | _{2020-11-22 19:02:07} | _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.} | _{2017-08-07 14:44:32} | _{2017-08-08 22:52:11} | _4.0 | _{:heavy_multiplication_x:} | | | _{[Pyfolio](https://github.com/quantopian/pyfolio)} | _{Portfolio and risk analytics in Python.} | _{2015-06-01 15:31:39} | _{2020-02-28 17:30:19} | _3673.0 | _{:heavy_check_mark:} | | | _{[Quant Finance](https://github.com/mrefermat/quant_finance)} | _{General quant repository.} | _{2018-08-11 22:59:53} | _{2019-11-12 04:49:01} | _31.0 | _{:heavy_check_mark:} | | | _{[CAPM](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb)} | _{Expected returns using CAPM.} | _{2016-05-10 11:03:48} | _{2016-05-17 03:44:56} | _31.0 | _{:heavy_multiplication_x:} | | | _{[Risk Basic](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb)} | _{Active portfolio risk management .} | _{2016-05-10 11:03:48} | _{2016-05-17 03:44:56} | _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.} | _{2018-03-13 07:39:20} | _{2018-03-13 07:42:36} | _3.0 | _{:heavy_multiplication_x:} | | | _{[Statistical Finance](https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments)} | _{Various financial experiments.} | _{2015-10-04 09:10:54} | _{2020-03-28 18:33:58} | _21.0 | _{:heavy_check_mark:} | | | _{[Performance Analysis](https://github.com/quantopian/alphalens)} | _{Performance analysis of predictive (alpha) stock factors.} | _{2016-06-03 21:49:15} | _{2020-04-27 18:40:41} | _1847.0 | _{:heavy_check_mark:} | | | _{[Convex Optimisation](https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb)} | _{Convex Optimization for Finance.} | _{2018-06-26 20:36:47} | _{2019-10-22 21:56:46} | _18.0 | _{: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.} | _{2017-09-05 19:19:19} | _{2017-09-27 20:42:14} | _79.0 | _{:heavy_multiplication_x:} | | | _{[Industry Clustering](https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries)} | _{Project to cluster industries according to financial attributes.} | _{2017-07-21 02:12:51} | _{2017-07-23 02:53:37} | _4.0 | _{:heavy_multiplication_x:} | | | _{[Industry Clustering](https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries)} | _{Clustering of industries.} | _{2017-07-21 02:12:51} | _{2017-07-23 02:53:37} | _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.} | _{2018-04-16 22:18:55} | _{2018-06-07 22:01:32} | _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.} | _{2017-06-21 04:47:14} | _{2017-06-21 04:51:13} | _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.} | _{2018-06-04 20:54:14} | _{2018-06-04 20:56:02} | _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.} | _{2017-10-25 07:10:26} | _{2020-06-05 03:28:46} | _73.0 | _{:heavy_check_mark:} | | | _{[NLP Event](https://github.com/yuriak/DLQuant)} | _{Applying Deep Learning and NLP in Quantitative Trading.} | _{2018-07-02 23:50:52} | _{2019-01-31 14:08:20} | _70.0 | _{:heavy_multiplication_x:} | | | _{[Financial Sentiment Analysis](https://github.com/EricHe98/Financial-Statements-Text-Analysis)} | _{Sentiment, distance and proportion analysis for trading signals.} | _{2017-06-23 00:05:49} | _{2019-01-26 03:35:55} | _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.} | _{2018-04-16 22:18:55} | _{2018-06-07 22:01:32} | _4.0 | _{:heavy_multiplication_x:} | | | _{[Earning call transcripts](https://github.com/lin882/WebAnalyticsProject)} | _{Correlation between mutual fund investment decision and earning call transcripts.} | _{2017-12-30 08:56:03} | _{2018-01-11 02:11:11} | _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.} | _{2017-05-24 12:36:38} | _{2019-08-07 21:47:08} | _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.} | _{2018-02-04 21:51:16} | _{2018-02-04 21:57:09} | _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.} | _{2016-02-09 05:30:27} | _{2021-04-06 20:49:41} | _8.0 | _{:heavy_check_mark:} | | | _{[Volatility and Variance Derivatives](https://github.com/yhilpisch/lvvd/tree/master/lvvd)} | _{Volatility derivatives analytics.} | _{2016-10-21 04:12:50} | _{2021-02-22 13:32:00} | _79.0 | _{:heavy_check_mark:} | | | _{[Hull White](https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb)} | _{Callable Bond, Hull White.} | _{2018-06-06 22:06:06} | _{2018-06-06 22:27:02} | _4.0 | _{:heavy_multiplication_x:} | | | _{[Derivatives Python](https://github.com/yhilpisch/dawp/tree/master/python36)} | _{Derivative analytics with Python.} | _{2015-07-09 12:27:29} | _{2021-02-22 13:29:18} | _388.0 | _{:heavy_check_mark:} | | | _{[Options](https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D)} | _{Introduction to options.} | _{2017-07-28 15:48:29} | _{2021-03-17 17:17:08} | _335.0 | _{:heavy_check_mark:} | | | _{[Delta Hedging](https://github.com/RobinsonGarcia/delta-hedging)} | _{Advanced derivatives.} | _{2018-03-02 23:53:53} | _{2018-07-17 23:32:23} | _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.} | _{2018-05-22 18:27:26} | _{2018-05-22 18:30:24} | _2.0 | _{:heavy_multiplication_x:} | | | _{[Computational Derivatives](https://github.com/chenbowen184/Computational_Finance)} | _{Projects focusing on investigating simulations and computational techniques applied in finance.} | _{2018-01-29 05:01:52} | _{2018-08-02 05:56:49} | _17.0 | _{:heavy_multiplication_x:} | | | _{[Reinforcement Learning](https://github.com/FinTechies/HedgingRL)} | _{Hedging portfolios with reinforcement learning.} | _{2017-04-21 10:58:56} | _{2017-08-02 21:41:06} | _16.0 | _{: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.} | _{2017-09-27 19:57:13} | _{2017-09-27 20:00:29} | _7.0 | _{:heavy_multiplication_x:} | | | _{[Vasicek](https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb)} | _{Bootstrapping and interpolation.} | _{2018-07-18 19:26:54} | _{2018-07-18 19:34:48} | _3.0 | _{:heavy_multiplication_x:} | | | _{[Binomial Tree](https://github.com/hy-lei/math-finance-exercise)} | _{Utility functions in fixed income securities.} | _{2019-02-02 08:44:14} | _{2019-05-03 17:16:52} | _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.} | _{2014-12-11 00:25:39} | _{2014-12-12 21:25:46} | _9.0 | _{:heavy_multiplication_x:} | | | _{[Private Equity](https://github.com/TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity/blob/master/RightNow%20Technologies/RightNow%20Technologies.ipynb)} | _{Valuation models.} | _{2016-01-27 21:13:33} | _{2016-03-14 20:03:52} | _8.0 | _{:heavy_multiplication_x:} | | | _{[Kiva Crowdfunding](https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb)} | _{Exploratory data analysis.} | _{2018-02-27 16:46:02} | _{2019-02-13 00:15:27} | _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.} | _{2017-02-08 18:39:29} | _{2017-04-27 22:55:55} | _4.0 | _{:heavy_multiplication_x:} | | | _{[Venture Capital](https://github.com/julian-chan/etothex)} | _{Insight into a new founder to make data-driven investment decisions.} | _{2017-12-04 08:59:44} | _{2017-12-13 05:35:27} | _3.0 | _{:heavy_multiplication_x:} | | | _{[VC OLS](https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb)} | _{VC regression.} | _{2018-03-29 23:31:13} | _{2018-03-29 23:33:19} | _2.0 | _{:heavy_multiplication_x:} | | | _{[Blockchain](https://github.com/nud3l/dInvest)} | _{Repository for distributed autonomous investment banking.} | _{2016-09-05 19:12:40} | _{2017-04-24 10:48:56} | _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 | |:------------------------------------------------------------------------------------------------------------------|:--------------------------------------------------------------------------------------------|:-------------------------------|:-------------------------------|:------------------------|:------------------------------------|:--------------------| | _{[Commodity](https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb)} | _{Commodity influence over Brazilian stocks.} | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[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:} | | | _{[Behavioural Economics](https://github.com/pcmichaud/notebooks)} | _{Behavioural Economics and Finance Python Notebooks.} | _{2018-12-20 00:21:38} | _{2019-03-26 11:51:46} | _9.0 | _{:heavy_multiplication_x:} | | | _{[Corporate Finance](https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance)} | _{Basic corporate finance.} | _{2017-09-09 03:35:24} | _{2017-09-09 23:04:48} | _9.0 | _{:heavy_multiplication_x:} | | | _{[Applied Corporate Finance](https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance)} | _{Studies the empirical behaviours in stock market.} | _{2018-01-29 05:14:52} | _{2018-07-19 06:25:36} | _8.0 | _{:heavy_multiplication_x:} | | | _{[NLP Finance Papers](https://github.com/chenbowen184/Research_Documents_Curation_with_NLP)} | _{Curating quantitative finance papers using machine learning.} | _{2018-10-11 20:32:37} | _{2018-12-24 23:27:55} | _8.0 | _{:heavy_multiplication_x:} | | | _{[HFT](https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy)} | _{High frequency trading.} | _{2016-07-21 05:14:14} | _{2017-02-14 16:47:25} | _748.0 | _{:heavy_multiplication_x:} | | | _{[Financial Economics](https://github.com/rsvp/fecon235/tree/master/nb)} | _{Financial Economics Models.} | _{2014-11-09 04:49:01} | _{2018-12-03 16:30:28} | _713.0 | _{:heavy_multiplication_x:} | | | _{[Mathematical Finance](https://github.com/Auquan/Tutorials)} | _{Notebooks for math and financial tutorials.} | _{2017-01-21 11:24:18} | _{2020-08-01 17:03:32} | _664.0 | _{:heavy_check_mark:} | | | _{[Backtests](https://github.com/AlgoTraders/stock-analysis-engine)} | _{Trading data and algorithms.} | _{2018-09-16 20:00:36} | _{2020-09-05 13:01:05} | _620.0 | _{:heavy_check_mark:} | | # 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.} | _{2017-08-02 21:52:19} | _{2017-08-17 03:24:53} | _9.0 | _{:heavy_multiplication_x:} | | | _{[Mathematical Finance](https://github.com/yadongli/nyumath2048)} | _{NYU Math-GA 2048: Scientific Computing in Finance.} | _{2015-01-25 21:10:37} | _{2020-03-25 04:24:25} | _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.} | _{2017-10-29 20:34:54} | _{2019-01-22 06:56:08} | _64.0 | _{:heavy_multiplication_x:} | | | _{[Risk Management](https://github.com/andrey-lukyanov/Risk-Management)} | _{Finance risk engagement course resources.} | _{2018-10-03 16:26:14} | _{2018-12-13 08:04:15} | _6.0 | _{:heavy_multiplication_x:} | | | _{[Basic Derivatives](https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives)} | _{Basic forward contracts and hedging.} | _{2017-08-24 00:11:37} | _{2017-10-13 01:32:23} | _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.} | _{2018-05-09 12:33:08} | _{2021-04-10 22:21:29} | _3842.0 | _{:heavy_check_mark:} | | | _{[ML Specialisation](https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization)} | _{Machine Learning in Finance.} | _{2019-01-24 02:55:01} | _{2020-01-03 21:54:16} | _34.0 | _{:heavy_check_mark:} | | | _{[Python for Finance](https://github.com/siaen/python_finance_course)} | _{CEU python for finance course material.} | _{2017-12-12 11:54:46} | _{2020-02-25 20:31:41} | _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.} | _{2018-08-20 14:10:37} | _{2021-01-15 08:57:06} | _121.0 | _{:heavy_check_mark:} | | | _{[Basic Finance](https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance)} | _{Source code notebooks basic finance applications.} | _{2017-05-06 02:39:05} | _{2017-06-21 04:04:09} | _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 | |:--------------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------|:-------------------------------|:-------------------------------|:------------------------|:------------------------------------|:--------------------| | _{[Capital Markets Data](https://www.capitalmarketsdata.com/)} | _nan | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[IRS](http://social-metrics.org/sox/)} | _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:} | | | _{[Financial Corporate](http://raw.rutgers.edu/Corporate%20Financial%20Data.html)} | _nan | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[https://fred.stlouisfed.org/](https://fred.stlouisfed.org/)} | _nan | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[Rating Industries](http://www.ratingshistory.info/)} | _nan | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[http://finance.yahoo.com/](http://finance.yahoo.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 | _{2018-06-16 14:30:06} | _{2018-06-16 17:23:46} | _9.0 | _{:heavy_multiplication_x:} | | | _{[https://github.com/timestocome/StockMarketData](https://github.com/timestocome/StockMarketData)} | _nan | _{2017-05-10 21:49:45} | _{2017-08-06 19:23:18} | _7.0 | _{: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 | |:-----------------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------|:------------------------|:-------------------------|:------------------------|:------------------------------|:--------------------| | _{[NYU Courant](https://cims.nyu.edu/)} | _{Courant Institute of Mathematical Sciences, New York University} | _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:} | | | _{[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:} | | | _{[NYU FRE](https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering)} | _{Finance and Risk Engineering (NYU Tandon)} | _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:} | | | _{[Cornell University](https://www.cornell.edu/)} | _nan | _nan | _nan | _nan | _{:heavy_check_mark:} | |