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| <sub>repo</sub> | <sub>comment</sub> | <sub>created_at</sub> | <sub>last_commit</sub> | <sub>star_count</sub> | <sub>repo_status</sub> | <sub>rating</sub> |
|:-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:-----------------------------------------------------------------------------------------|:-------------------------------|:-------------------------------|:------------------------|:------------------------------------|:--------------------|
| <sub>[-1](https://github.com/Rastaman4e/-1)</sub> | <sub>NEW</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[FEEDN](https://github.com/THEFEASTCOIN/FEEDN)</sub> | <sub>NEW</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[factor-risk-parity](https://github.com/tngaspar/factor-risk-parity)</sub> | <sub>NEW</sub> | <sub>2020-04-05 17:05:40</sub> | <sub>2022-09-18 14:42:03</sub> | <sub>9.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[SafetyAndTrade](https://github.com/vrdcas/SafetyAndTrade)</sub> | <sub>NEW</sub> | <sub>2020-04-11 20:18:03</sub> | <sub>2020-04-12 17:00:36</sub> | <sub>9.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[VaR GaN](https://github.com/hamaadshah/market_risk_gan_keras)</sub> | <sub>Estimate Value-at-Risk for market risk management using Keras and TensorFlow.</sub> | <sub>2018-08-06 16:09:44</sub> | <sub>2022-06-24 19:05:55</sub> | <sub>84.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Liberty-House-Club-Whitepaper](https://github.com/realbeeed/Liberty-House-Club-Whitepaper)</sub> | <sub>NEW</sub> | <sub>2022-04-22 08:25:39</sub> | <sub>2022-04-22 08:27:24</sub> | <sub>8.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Various Risk Measures](https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb)</sub> | <sub>Risk measures and factors for alternative and responsible investments.</sub> | <sub>2017-08-07 14:44:32</sub> | <sub>2017-08-08 22:52:11</sub> | <sub>8.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Factor Analysis](https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb)</sub> | <sub>Factor analysis for mutual funds.</sub> | <sub>2018-03-13 07:39:20</sub> | <sub>2018-03-13 07:42:36</sub> | <sub>8.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[one_factor_Hull_White_python](https://github.com/open-source-modelling/one_factor_Hull_White_python)</sub> | <sub>NEW</sub> | <sub>2023-01-29 17:45:51</sub> | <sub>2024-03-24 19:48:04</sub> | <sub>8.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[whitepaper](https://github.com/peacockbsc/whitepaper)</sub> | <sub>NEW</sub> | <sub>2021-07-31 23:39:41</sub> | <sub>2022-08-25 09:52:38</sub> | <sub>7.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[An-Analysis-of-PCA-and-Autoencoder-Generated-Factors-in-Predicting-SP500-Returns](https://github.com/Leo8216/An-Analysis-of-PCA-and-Autoencoder-Generated-Factors-in-Predicting-SP500-Returns)</sub> | <sub>NEW</sub> | <sub>2020-01-18 00:53:46</sub> | <sub>2020-01-18 03:59:36</sub> | <sub>7.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[The-Reason-Why-Everyone-Love-Mining-Tools](https://github.com/dcstechnoweb/The-Reason-Why-Everyone-Love-Mining-Tools)</sub> | <sub>NEW</sub> | <sub>2022-06-13 05:11:36</sub> | <sub>2022-06-13 05:12:52</sub> | <sub>7.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[-L-](https://github.com/jettbrains/-L-)</sub> | <sub>NEW</sub> | <sub>2019-10-28 21:50:26</sub> | <sub>2019-10-28 21:51:19</sub> | <sub>67.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Bitcoin_Since_Pandemic](https://github.com/at-tan/Bitcoin_Since_Pandemic)</sub> | <sub>NEW</sub> | <sub>2022-02-12 11:12:37</sub> | <sub>2022-02-12 17:46:45</sub> | <sub>6.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Pyfolio](https://github.com/quantopian/pyfolio)</sub> | <sub>Portfolio and risk analytics in Python.</sub> | <sub>2015-06-01 15:31:39</sub> | <sub>2020-02-28 17:30:19</sub> | <sub>5631.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[financeMacroFactors](https://github.com/sankhaMukherjee/financeMacroFactors)</sub> | <sub>NEW</sub> | <sub>2020-07-22 15:42:14</sub> | <sub>2020-08-23 14:17:13</sub> | <sub>5.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Quant Finance](https://github.com/mrefermat/quant_finance)</sub> | <sub>General quant repository.</sub> | <sub>2018-08-11 22:59:53</sub> | <sub>2019-11-12 04:49:01</sub> | <sub>47.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[CAPM](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb)</sub> | <sub>Expected returns using CAPM.</sub> | <sub>2016-05-10 11:03:48</sub> | <sub>2016-05-17 03:44:56</sub> | <sub>44.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Risk Basic](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb)</sub> | <sub>Active portfolio risk management .</sub> | <sub>2016-05-10 11:03:48</sub> | <sub>2016-05-17 03:44:56</sub> | <sub>44.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Long-Term-Stock-Price-Growth-Prediction-using-NLP-on-10-K-Financial-Reports](https://github.com/deepak223098/Long-Term-Stock-Price-Growth-Prediction-using-NLP-on-10-K-Financial-Reports)</sub> | <sub>NEW</sub> | <sub>2019-12-21 07:14:30</sub> | <sub>2020-07-06 11:21:13</sub> | <sub>40.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[toraniko](https://github.com/0xfdf/toraniko)</sub> | <sub>NEW</sub> | <sub>2024-07-03 04:04:59</sub> | <sub>2024-08-05 04:58:20</sub> | <sub>376.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Empirical-Method-in-Finance](https://github.com/yitaohu88/Empirical-Method-in-Finance)</sub> | <sub>NEW</sub> | <sub>2021-01-13 23:48:30</sub> | <sub>2021-01-13 23:57:32</sub> | <sub>34.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Statistical Finance](https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments)</sub> | <sub>Various financial experiments.</sub> | <sub>2015-10-04 09:10:54</sub> | <sub>2020-03-28 18:33:58</sub> | <sub>33.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Performance Analysis](https://github.com/quantopian/alphalens)</sub> | <sub>Performance analysis of predictive (alpha) stock factors.</sub> | <sub>2016-06-03 21:49:15</sub> | <sub>2020-04-27 18:40:41</sub> | <sub>3282.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[AlphaTrading](https://github.com/jerryxyx/AlphaTrading)</sub> | <sub>NEW</sub> | <sub>2018-05-18 22:09:52</sub> | <sub>2018-08-07 18:05:37</sub> | <sub>324.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[equity-risk-model](https://github.com/blaahhrrgg/equity-risk-model)</sub> | <sub>NEW</sub> | <sub>2021-11-16 11:29:57</sub> | <sub>2024-01-30 11:48:44</sub> | <sub>31.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Convex Optimisation](https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb)</sub> | <sub>Convex Optimization for Finance.</sub> | <sub>2018-06-26 20:36:47</sub> | <sub>2019-10-22 21:56:46</sub> | <sub>28.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Factor Analysis](https://github.com/alpha-miner/alpha-mind/tree/master/notebooks)</sub> | <sub>Factor strategy notebooks.</sub> | <sub>2017-05-01 07:36:54</sub> | <sub>2022-05-21 15:02:13</sub> | <sub>226.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[stock-market-analysis-using-python-numpy-pandas](https://github.com/Ashishsinha10/stock-market-analysis-using-python-numpy-pandas)</sub> | <sub>NEW</sub> | <sub>2018-04-10 05:15:49</sub> | <sub>2018-04-10 05:28:54</sub> | <sub>21.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Stock-Prediction](https://github.com/Ronak-59/Stock-Prediction)</sub> | <sub>NEW</sub> | <sub>2018-03-18 04:54:45</sub> | <sub>2020-02-28 11:43:07</sub> | <sub>207.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Machine_learning_In_Finance](https://github.com/chaudharigauravi/Machine_learning_In_Finance)</sub> | <sub>NEW</sub> | <sub>2019-08-03 04:04:51</sub> | <sub>2019-08-03 04:05:32</sub> | <sub>18.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Python for Finance](https://github.com/yhilpisch/py4fi/tree/master/jupyter36)</sub> | <sub>Various financial notebooks.</sub> | <sub>2014-12-15 11:23:34</sub> | <sub>2018-07-10 06:38:12</sub> | <sub>1794.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Risk and Return](https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials)</sub> | <sub>Riskiness of portfolios and assets.</sub> | <sub>2017-09-12 13:35:09</sub> | <sub>2020-08-06 12:35:44</sub> | <sub>168.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[simulate](https://github.com/leolle/simulate)</sub> | <sub>NEW</sub> | <sub>2017-06-04 15:18:21</sub> | <sub>2018-11-11 14:03:40</sub> | <sub>16.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Bitcoin-Price-Prediction-using-AI-ML.](https://github.com/ananya2001gupta/Bitcoin-Price-Prediction-using-AI-ML.)</sub> | <sub>NEW</sub> | <sub>2022-08-02 13:16:50</sub> | <sub>2022-08-02 14:29:16</sub> | <sub>15.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Liberty-House-Club-Whitepaper](https://github.com/Mdshobu/Liberty-House-Club-Whitepaper)</sub> | <sub>NEW</sub> | <sub>2022-07-12 18:36:00</sub> | <sub>2022-04-22 08:27:24</sub> | <sub>15.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Quantitative-Trading-Strategy-Based-on-Machine-Learning](https://github.com/majiajue/Quantitative-Trading-Strategy-Based-on-Machine-Learning)</sub> | <sub>NEW</sub> | <sub>2020-08-07 06:22:35</sub> | <sub>2020-08-04 06:20:36</sub> | <sub>14.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Quantropy](https://github.com/AlainDaccache/Quantropy)</sub> | <sub>NEW</sub> | <sub>2020-06-13 15:34:25</sub> | <sub>2021-03-15 01:49:23</sub> | <sub>135.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[TradeFinexLive](https://github.com/XinFinOrg/TradeFinexLive)</sub> | <sub>NEW</sub> | <sub>2018-03-21 10:05:22</sub> | <sub>2021-08-16 11:40:03</sub> | <sub>13.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[VaR](https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb)</sub> | <sub>Value-at-risk calculations.</sub> | <sub>2016-11-15 19:24:17</sub> | <sub>2017-01-14 21:19:30</sub> | <sub>11.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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