Files
financial-machine-learning/raw_data/url_list.csv
T
2021-04-04 02:34:53 +00:00

40 KiB

1nameurlcommentcategorylast_updatestar_countfork_countcontributors_countcreated_atlast_commitrepo_pathrepo_statusratingfinml_added_date
2Venture Capital NNhttps://github.com/tr7200/National-Culture-and-Venture-Capital-MonitoringCox-PH neural network predictions for VC/innovations finance research.Alternative Financetr7200/National-Culture-and-Venture-Capital-Monitoring
3Private Equityhttps://github.com/TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity/blob/master/RightNow%20Technologies/RightNow%20Technologies.ipynbValuation models.Alternative Finance2020-11-26 03:34:458.06.02.02016-01-27 21:13:332016-03-14 20:03:52TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquityinactive
4VC OLShttps://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynbVC regression.Alternative Finance2020-10-06 20:56:142.01.01.02018-03-29 23:31:132018-03-29 23:33:19fionawhitefield/venture-capital-olsinactive
5Watch Valuationhttps://github.com/alporter08/Luxury-Watch-Valuation/blob/master/Luxury-Watch-Valuation.ipynbAnalysis of luxury watch data to classify whether a certain model is likely to be over-or undervalued.Alternative Finance2021-01-14 22:41:084.02.01.02017-02-08 18:39:292017-04-27 22:55:55alporter08/Luxury-Watch-Valuationinactive
6Art Valuationhttps://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynbArt evaluation analytics.Alternative Finance2021-02-26 12:10:539.05.01.02014-12-11 00:25:392014-12-12 21:25:46ahmedhosny/theGreenCanvasinactive
7Blockchainhttps://github.com/nud3l/dInvestRepository for distributed autonomous investment banking.Alternative Finance2021-02-06 07:38:2812.07.02.02016-09-05 19:12:402017-04-24 10:48:56nud3l/dInvestinactive
8Venture Capitalhttps://github.com/julian-chan/etothexInsight into a new founder to make data-driven investment decisions.Alternative Finance2020-10-06 20:56:083.02.01.02017-12-04 08:59:442017-12-13 05:35:27julian-chan/etothexinactive
9Kiva Crowdfundinghttps://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynbExploratory data analysis.Alternative Finance2021-02-19 13:40:335.01.01.02018-02-27 16:46:022019-02-13 00:15:27CJL89/Kiva-Crowdfundinginactive
10Oxford Manhttps://www.oxford-man.ox.ac.uk/Oxford-Man Institute of Quantitative FinanceColleges Centers and Departments
11Berkeley Lab CIFThttps://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/Colleges Centers and Departments
12NYU Couranthttps://cims.nyu.edu/Courant Institute of Mathematical Sciences, New York UniversityColleges Centers and Departments
13Cornell Universityhttps://www.cornell.edu/Colleges Centers and Departments
14NYU FREhttps://engineering.nyu.edu/academics/departments/finance-and-risk-engineeringFinance and Risk Engineering (NYU Tandon)Colleges Centers and Departments
15Stanford Advanced Financial Technologieshttps://fintech.stanford.edu/Stanford Advanced Financial Technologies LaboratoryColleges Centers and Departments
16Handson Python for Financehttps://github.com/PacktPublishing/Hands-on-Python-for-FinanceHands-on Python for Finance published by Packt.Courses2021-04-01 05:48:41119.0107.03.02018-08-20 14:10:372021-01-15 08:57:06PacktPublishing/Hands-on-Python-for-Financeactive
17Basic Financehttps://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinanceSource code notebooks basic finance applications.Courses2021-03-31 02:09:1610.08.01.02017-05-06 02:39:052017-06-21 04:04:09SeanMcOwen/FinanceAndPython.com-BasicFinanceinactive
18ML Specialisationhttps://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-SpecializationMachine Learning in Finance.Courses2021-03-31 02:08:4933.032.01.02019-01-24 02:55:012020-01-03 21:54:16Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specializationactive
19Basic Investmentshttps://github.com/SeanMcOwen/FinanceAndPython.com-InvestmentsBasic investment tools in python.Courses2021-03-23 06:32:109.05.01.02017-08-02 21:52:192017-08-17 03:24:53SeanMcOwen/FinanceAndPython.com-Investmentsinactive
20Risk Managementhttps://github.com/andrey-lukyanov/Risk-ManagementFinance risk engagement course resources.Courses2020-11-12 00:49:516.05.03.02018-10-03 16:26:142018-12-13 08:04:15andrey-lukyanov/Risk-Managementinactive
21Basic Derivativeshttps://github.com/SeanMcOwen/FinanceAndPython.com-DerivativesBasic forward contracts and hedging.Courses2021-03-31 02:08:394.04.01.02017-08-24 00:11:372017-10-13 01:32:23SeanMcOwen/FinanceAndPython.com-Derivativesinactive
22Mathematical Financehttps://github.com/yadongli/nyumath2048NYU Math-GA 2048: Scientific Computing in Finance.Courses2021-01-14 18:01:0869.063.06.02015-01-25 21:10:372020-03-25 04:24:25yadongli/nyumath2048active
23Machine Learning for Tradinghttps://github.com/stefan-jansen/machine-learning-for-tradingNotebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading.Courses2021-04-04 01:48:573717.01165.07.02018-05-09 12:33:082021-03-19 14:10:47stefan-jansen/machine-learning-for-tradingactive
24Algo Tradinghttps://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_TradingIntro to algo trading.Courses2021-03-12 11:02:0464.025.01.02017-10-29 20:34:542019-01-22 06:56:08JCreeks/Machine-Learning-in-Financeinactive
25Python for Financehttps://github.com/siaen/python_finance_courseCEU python for finance course material.Courses2021-03-31 02:08:5516.015.04.02017-12-12 11:54:462020-02-25 20:31:41siaen/python_finance_courseactive
26IRShttp://social-metrics.org/sox/Data
27Employee Count SEC Filingshttps://github.com/healthgradient/sec_employee_information_extractionData2021-02-27 03:33:3110.02.01.02018-06-26 23:33:512018-08-14 01:31:13healthgradient/sec_employee_information_extractioninactive
28EDGARhttps://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynbData2021-01-23 19:22:5911.010.01.02018-06-11 22:51:572018-07-10 18:03:52TiesdeKok/UW_Python_Campinactive
29Open Edgarhttps://github.com/LexPredict/openedgarData2021-04-02 16:21:48167.061.06.02018-05-07 15:32:312019-05-15 08:32:30LexPredict/openedgaractive
30SEC Parsinghttps://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynbData2021-02-27 06:34:559.06.01.02018-06-16 14:30:062018-06-16 17:23:46healthgradient/sec-doc-info-extractioninactive
31Web Scraping (FirmAI)https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/dataData2021-03-28 12:43:58576.0183.02.02019-02-19 19:02:592020-07-22 16:48:21firmai/business-machine-learningactive
32Capital Markets Datahttps://www.capitalmarketsdata.com/Data
33https://github.com/timestocome/StockMarketDatahttps://github.com/timestocome/StockMarketDataData2021-03-26 22:35:047.06.01.02017-05-10 21:49:452017-08-06 19:23:18timestocome/StockMarketDatainactive
34Non-financial Corporatehttp://raw.rutgers.edu/Non-Financial%20Corporate%20Data.htmlData
35http://finance.yahoo.com/http://finance.yahoo.com/Data
36https://stooq.comhttps://stooq.comData
37Financial Corporatehttp://raw.rutgers.edu/Corporate%20Financial%20Data.htmlData
38https://fred.stlouisfed.org/https://fred.stlouisfed.org/Data
39Rating Industrieshttp://www.ratingshistory.info/Data
40Advanced ML IIhttps://github.com/hudson-and-thames/researchMore implementations of Financial Machine Learning (De Prado).Data Processing Techniques and Transformationshudson-and-thames/research
41Advanced MLhttps://github.com/BlackArbsCEO/Adv_Fin_ML_ExercisesExercises too Financial Machine Learning (De Prado).Data Processing Techniques and Transformations2021-04-03 06:12:51964.0435.04.02018-04-25 17:22:402020-01-16 17:25:41BlackArbsCEO/Adv_Fin_ML_Exercisesactive
42crypto-rlhttps://github.com/sadighian/crypto-rlNEWDeep Learning2021-04-03 21:08:14345.0112.01.02018-06-21 01:06:012020-11-05 11:08:19sadighian/crypto-rlactive3.03/31/21 8:00
43DeepLearningInFinancehttps://github.com/sonaam1234/DeepLearningInFinanceNEWDeep Learning2021-03-08 13:09:27266.0145.01.02017-08-21 16:00:422017-08-21 17:23:48sonaam1234/DeepLearningInFinanceinactive3.03/31/21 8:00
44LTSM GRUhttps://github.com/RajatHanda/Finance-ForecastingStock Market Forecasting using LSTM\GRU.Deep Learning2021-03-29 23:59:3211.06.01.02018-05-13 02:39:322019-02-25 00:26:42RajatHanda/Finance-Forecastinginactive3.0
45Deep Learninghttps://github.com/keon/deepstockTechnical experimentations to beat the stock market using deep learning.Deep Learning2021-03-24 14:45:00427.0154.02.02016-12-12 02:15:122017-03-04 08:37:29keon/deepstockinactive4.0
46Deep Learning IIhttps://github.com/LiamConnell/deep-algotrading/tree/master/notebooksTensorflow Regression.Deep Learning2021-03-21 06:53:56174.067.01.02016-07-12 12:56:102018-02-16 02:43:36LiamConnell/deep-algotradinginactive3.0
47Neural Networkhttps://github.com/VivekPa/IntroNeuralNetworksNeural networks to predict stock prices.Deep Learning2021-04-03 11:59:40489.0177.02.02018-09-10 06:34:532018-11-21 07:39:31VivekPa/IntroNeuralNetworksinactive4.0
48Deep Learning IVhttps://github.com/achillesrasquinha/bulbeaBulbea: Deep Learning based Python Library.Deep Learning2021-04-02 01:36:031451.0416.01.02017-03-09 06:11:062017-03-19 07:42:49achillesrasquinha/bulbeainactive5.0
49AI Tradinghttps://github.com/borisbanushev/stockpredictionai/blob/master/readme2.mdAI to predict stock market movements.Deep Learning2021-04-03 21:14:182857.01378.01.02019-01-09 08:02:472019-02-11 16:32:47borisbanushev/stockpredictionaiinactive5.0
50ARIMA-LTSM Hybridhttps://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_HybridHybrid model to predict future price correlation coefficients of two assets.Deep Learning2021-04-02 15:32:31219.083.01.02018-08-05 02:13:212018-10-01 11:25:53imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predictinactive3.0
51LTSM Recurrenthttps://github.com/VivekPa/AIAlphaOHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.Deep Learning2021-04-03 10:48:591199.0371.02.02018-10-07 03:58:262019-08-03 09:00:44VivekPa/AIAlphaactive4.0
52Deep-Reinforcement-Learning-in-Tradinghttps://github.com/saeed349/Deep-Reinforcement-Learning-in-TradingNEWDeep Learning2021-03-31 10:40:16137.066.01.02018-05-11 00:52:142019-10-26 14:22:44saeed349/Deep-Reinforcement-Learning-in-Tradingactive3.03/31/21 8:00
53Deep Learning IIIhttps://github.com/Rachnog/Deep-TradingAlgorithmic trading with deep learning experiments.Deep Learning2021-04-03 05:26:291264.0675.01.02016-06-18 18:23:062018-08-07 15:24:45Rachnog/Deep-Tradinginactive5.0
54Stock-Prediction-Modelshttps://github.com/huseinzol05/Stock-Prediction-ModelsNEWDeep Learning2021-04-03 20:09:413599.01521.02.02017-12-18 10:49:592021-01-05 10:31:50huseinzol05/Stock-Prediction-Modelsactive5.03/31/21 8:00
55RLTraderhttps://github.com/notadamking/RLTraderNEWDeep Learning2021-04-03 20:09:481304.0449.015.02019-04-27 18:35:152019-10-17 16:25:49notadamking/RLTraderactive5.03/31/21 8:00
56trading-rlhttps://github.com/Kostis-S-Z/trading-rlNEWDeep Learning2021-03-31 16:01:48179.038.02.02019-04-22 10:03:212020-09-28 09:07:18Kostis-S-Z/trading-rlactive3.03/31/21 8:00
57awesome-deep-tradinghttps://github.com/cbailes/awesome-deep-tradingcurated 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 cbailesDeep Learning2021-04-03 19:52:25541.0137.01.02018-11-26 03:23:042021-01-01 09:41:21cbailes/awesome-deep-tradingactive4.03/31/21 8:00
58trading-bothttps://github.com/pskrunner14/trading-botImplementation of deep reinforcement learning using Deep Q Network (DQN). Only supports single security at the moment. Idea is roughly based [here](https://keon.github.io/deep-q-learning/) and uses tensorflow/keras. Interesting helper python libraries used here are [tqdm](https://tqdm.github.io/) for console based progress bar and [altair](https://altair-viz.github.io/) for declarative visualization in python Deep Learning2021-04-02 18:45:15286.0139.01.02018-08-13 10:44:082020-01-23 04:41:20pskrunner14/trading-botactive3.03/31/21 8:00
59Advanced-Deep-Tradinghttps://github.com/Rachnog/Advanced-Deep-Tradingnotebooks containing experiments based on Lopez de Prado book "Advances in financial machine learning". Mostly not deep learning related but rather sklearn regression models. Interesting libraries include [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) for calculating return stats and [shap](https://github.com/slundberg/shap) for explaining models. Examlpe of shap can be which features are pushing the value up and and which features are pushing the value down. Also contain functions for calculating geometric brownian motion and jump diffusion functions. Deep Learning2021-03-30 07:29:06319.0158.02.02019-02-16 21:18:002020-11-29 20:12:59Rachnog/Advanced-Deep-Tradingactive3.03/31/21 8:00
60FinRL-Libraryhttps://github.com/AI4Finance-LLC/FinRL-LibraryNEWDeep Learning2021-04-04 01:53:521807.0433.022.02020-07-26 13:18:162021-04-03 23:21:19AI4Finance-LLC/FinRL-Libraryactive5.03/31/21 8:00
61Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020NEWDeep Learning2021-04-03 10:08:31547.0240.06.02020-07-26 13:12:532021-01-21 18:11:59AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020active4.03/31/21 8:00
62deep-RL-tradinghttps://github.com/golsun/deep-RL-tradingNEWDeep Learning2021-04-01 12:51:09233.0109.01.02018-02-25 17:41:422020-12-01 22:06:39golsun/deep-RL-tradingactive3.03/31/21 8:00
63AutomatedStockTrading-DeepQ-Learninghttps://github.com/sachink2010/AutomatedStockTrading-DeepQ-LearningNEWDeep Learning2021-03-24 01:11:36134.051.02.02019-02-23 12:01:212020-02-25 18:16:34sachink2010/AutomatedStockTrading-DeepQ-Learningactive3.03/31/21 8:00
64Personaehttps://github.com/Ceruleanacg/PersonaeNEWDeep Learning2021-03-31 15:38:461142.0332.02.02018-03-10 11:22:002018-09-02 17:21:38Ceruleanacg/Personaeinactive5.03/31/21 8:00
65Deep-Reinforcement-Stock-Tradinghttps://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-TradingNEWDeep Learning2021-04-03 22:50:43141.042.02.02019-05-19 22:20:052020-09-27 19:22:28Albert-Z-Guo/Deep-Reinforcement-Stock-Tradingactive3.03/31/21 8:00
66Deep-Learning-Machine-Learning-Stockhttps://github.com/LastAncientOne/Deep-Learning-Machine-Learning-StockNEWDeep Learning2021-04-04 01:27:04264.094.01.02018-09-29 23:38:062021-03-18 03:16:36LastAncientOne/Deep-Learning-Machine-Learning-Stockactive3.03/31/21 8:00
67BitcoinForecasthttps://github.com/PiSimo/BitcoinForecastNEWDeep Learning2021-04-03 08:03:11288.0127.03.02017-03-10 10:52:022018-06-11 08:07:02PiSimo/BitcoinForecastinactive3.03/31/21 8:00
68DQN-DDPG_Stock_Tradinghttps://github.com/AI4Finance-LLC/DQN-DDPG_Stock_TradingNEWDeep Learning2021-04-03 21:48:43135.049.04.02018-09-19 03:17:062020-11-26 16:58:00AI4Finance-LLC/DQN-DDPG_Stock_Tradingactive3.03/31/21 8:00
69Dermanhttps://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynbBinomial tree for American call.Derivatives and Hedging2020-10-06 20:37:151.03.01.02018-05-18 18:08:162018-09-21 19:59:01rstreppa/valuation-convertibles-Goldman1994inactive
70Hull Whitehttps://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynbCallable Bond, Hull White.Derivatives and Hedging2020-10-06 20:37:164.06.01.02018-06-06 22:06:062018-06-06 22:27:02rstreppa/valuation-callables-HullWhiteinactive
71Derivative Marketshttps://github.com/broughtj/Fin6470/tree/master/NotebooksThe economics of futures, futures, options, and swaps.Derivatives and Hedging2021-03-18 03:47:548.08.01.02016-02-09 05:30:272021-03-18 03:47:47broughtj/Fin6470active
72Optionshttps://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5DIntroduction to options.Derivatives and Hedging2021-04-04 00:48:36332.0165.036.02017-07-28 15:48:292021-03-17 17:17:08QuantConnect/Tutorialsactive
73Volatility and Variance Derivativeshttps://github.com/yhilpisch/lvvd/tree/master/lvvdVolatility derivatives analytics.Derivatives and Hedging2021-03-23 12:10:0778.077.01.02016-10-21 04:12:502021-02-22 13:32:00yhilpisch/lvvdactive
74Reinforcement Learninghttps://github.com/FinTechies/HedgingRLHedging portfolios with reinforcement learning.Derivatives and Hedging2021-01-20 08:12:1316.09.01.02017-04-21 10:58:562017-08-02 21:41:06FinTechies/HedgingRLinactive
75Option Strategieshttps://github.com/rstreppa/valuation-OptionStrategiesValuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations.Derivatives and Hedging2021-02-27 08:50:162.03.01.02018-05-22 18:27:262018-05-22 18:30:24rstreppa/valuation-OptionStrategiesinactive
76Optionshttps://github.com/PHBS/2018.M1.ASP/tree/master/pyBlack Scholes and Copula.Derivatives and HedgingPHBS/2018.M1.ASP
77Derivatives Pythonhttps://github.com/yhilpisch/dawp/tree/master/python36Derivative analytics with Python.Derivatives and Hedging2021-03-23 15:35:23387.0297.01.02015-07-09 12:27:292021-02-22 13:29:18yhilpisch/dawpactive
78Options Risk Measureshttps://github.com/wanglouis49/risk_estimationEfficient financial risk estimation via computer experiment design (regression + variance-reduced sampling).Derivatives and Hedging2020-10-06 20:37:021.02.01.02016-04-29 03:51:252018-01-16 01:24:07wanglouis49/risk_estimationinactive
79Delta Hedginghttps://github.com/RobinsonGarcia/delta-hedgingAdvanced derivatives.Derivatives and Hedging2021-02-27 08:48:273.02.01.02018-03-02 23:53:532018-07-17 23:32:23RobinsonGarcia/delta-hedginginactive
80Computational Derivativeshttps://github.com/chenbowen184/Computational_FinanceProjects focusing on investigating simulations and computational techniques applied in finance.Derivatives and Hedging2021-01-12 12:22:3117.012.01.02018-01-29 05:01:522018-08-02 05:56:49chen-bowen/Computational_Financeinactive
81Black Scholeshttps://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynbOptions pricing.Derivatives and Hedging2020-10-06 20:36:291.02.00.02017-12-09 18:50:202018-07-09 09:48:36irajwani/numerical_methods_pythoninactive
82Life-cyclehttps://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynbCompany life cycle.Extended Research2020-12-21 14:42:433.03.01.02019-01-19 18:16:472019-02-18 16:57:19atulram/Finance-and-Stocksinactive
83Computational Financehttps://github.com/lnsongxf/Applied_Computational_Economics_and_FinanceApplied Computational Economics and Finance.Extended Research2021-03-07 17:47:0112.013.01.02017-08-27 03:46:332017-08-26 04:26:04lnsongxf/Applied_Computational_Economics_and_Financeinactive
84Bayesian Financehttps://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynbNotebook PyMC3 implementation.Extended Research2021-04-03 15:17:52231.055.01.02018-08-28 14:45:002020-08-06 22:03:47marketneutral/alphatoolsactive
85Corporate Financehttps://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinanceBasic corporate finance.Extended Research2021-01-16 19:01:319.04.01.02017-09-09 03:35:242017-09-09 23:04:48SeanMcOwen/FinanceAndPython.com-CorporateFinanceinactive
86Mathematical Financehttps://github.com/Auquan/TutorialsNotebooks for math and financial tutorials.Extended Research2021-03-31 18:05:45662.0426.09.02017-01-21 11:24:182020-08-01 17:03:32Auquan/Tutorialsactive
87Economic Foundationshttps://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundationsBasic economic models.Extended Research2020-10-06 21:01:592.03.01.02017-05-25 02:27:362017-06-30 03:53:59SeanMcOwen/FinanceAndPython.com-EconomicFoundationsinactive
88Financial Economicshttps://github.com/rsvp/fecon235/tree/master/nbFinancial Economics Models.Extended Research2021-03-29 08:31:35709.0273.02.02014-11-09 04:49:012018-12-03 16:30:28rsvp/fecon235inactive
89Finance Graph Theoryhttps://github.com/AvijitGhosh82/Finance_Graph_TheoryModelling Contentedness of Firms in Financial Markets with Heterogeneous Agents.Extended Research2021-03-28 02:22:2217.07.03.02018-08-02 02:48:242019-03-16 18:39:38evijit/Finance_Graph_Theoryinactive
90Market Crash Predictionhttps://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynbPredicting market crashes using an LPPL model.Extended Research2020-10-06 21:01:421.03.01.02019-01-24 13:37:452019-02-13 16:48:00sarachmax/MarketCrashes_Predictioninactive
91M&Ahttps://github.com/atulram/Finance-and-StocksMergers and Acquisitions.Extended Research2020-12-21 14:42:433.03.01.02019-01-19 18:16:472019-02-18 16:57:19atulram/Finance-and-Stocksinactive
92Behavioural Economicshttps://github.com/pcmichaud/notebooksBehavioural Economics and Finance Python Notebooks.Extended Research2021-02-03 07:22:409.04.01.02018-12-20 00:21:382019-03-26 11:51:46pcmichaud/notebooksinactive
93Applied Corporate Financehttps://github.com/chenbowen184/Data_Science_in_Applied_Corporate_FinanceStudies the empirical behaviours in stock market.Extended Research2021-02-19 13:40:378.09.01.02018-01-29 05:14:522018-07-19 06:25:36chen-bowen/Data_Science_in_Applied_Corporate_Financeinactive
94HFThttps://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-StrategyHigh frequency trading.Extended Research2021-04-01 15:27:44743.0331.01.02016-07-21 05:14:142017-02-14 16:47:25rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategyinactive
95Critical Transitionshttps://github.com/ryanholbrook/critical-transitionsDetecting critical transitions in financial networks with topological data analysis.Extended Research2021-01-30 11:50:2210.03.01.02019-01-22 10:59:502019-03-12 18:35:02ryanholbrook/critical-transitionsinactive
96Real Estate Property Fraudhttps://github.com/aviroop1/Real_Estate_Property_FraudUnsupervised fraud detection model that can identify likely candidates of fraud.Extended Researchaviroop1/Real_Estate_Property_Fraud
97Deep Portfoliohttps://github.com/DLColumbia/DL_forFinanceDeep learning for finance Predict volume of bonds.Extended Research2021-01-12 11:48:2727.020.02.02018-05-08 19:34:172018-05-09 15:39:25DLColumbia/DL_forFinanceinactive
98NLP Finance Papershttps://github.com/chenbowen184/Research_Documents_Curation_with_NLPCurating quantitative finance papers using machine learning.Extended Research2021-02-27 06:33:238.09.01.02018-10-11 20:32:372018-12-24 23:27:55chen-bowen/Research_Documents_Curation_with_NLPinactive
99Simulationhttps://github.com/chenbowen184/Computational_FinanceInvestigating simulations as part of computational finance.Extended Research2021-01-12 12:22:3117.012.01.02018-01-29 05:01:522018-08-02 05:56:49chen-bowen/Computational_Financeinactive
100Liquidity and Momentumhttps://github.com/mrefermat/quant_financeVarious factors and portfolio constructions.Extended Research2021-03-30 00:09:3431.015.01.02018-08-11 22:59:532019-11-12 04:49:01mrefermat/quant_financeactive
101Bayesian Finance Ihttps://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynbStochastic Process Calibration using Bayesian Inference & Probabilistic Programs.Extended Research2020-11-28 03:02:4825.06.00.02019-01-04 12:30:412019-02-18 09:55:21AlexIoannides/pymc-stochastic-processinactive
102Currency PCAhttps://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynbForex spots PCA.Extended Research2020-10-26 00:55:203.01.01.02019-03-12 21:11:292019-03-12 22:09:10shanemulqueen/python-finance-pcainactive
103Backtestshttps://github.com/AlgoTraders/stock-analysis-engineTrading data and algorithms.Extended Research2021-04-03 21:19:58615.0163.03.02018-09-16 20:00:362020-09-05 13:01:05AlgoTraders/stock-analysis-engineactive
104High Frequencyhttps://github.com/cswaney/prickleA Python toolkit for high-frequency trade research.Extended Research2021-03-22 02:19:1524.017.02.02016-07-06 20:32:212018-06-09 10:53:51cswaney/prickleinactive
105Commodityhttps://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynbCommodity influence over Brazilian stocks.Extended Researchfelipessalvatore/fin2vec
106VaR GaNhttps://github.com/hamaadshah/market_risk_gan_kerasEstimate Value-at-Risk for market risk management using Keras and TensorFlow.Factor and Risk Analysis2021-03-20 21:53:1841.028.01.02018-08-06 16:09:442020-11-22 19:02:07hamaadshah/market_risk_gan_tensorflowactive
107Pyfoliohttps://github.com/quantopian/pyfolioPortfolio and risk analytics in Python.Factor and Risk Analysis2021-04-03 15:55:003647.01147.042.02015-06-01 15:31:392020-02-28 17:30:19quantopian/pyfolioactive
108Performance Analysishttps://github.com/quantopian/alphalensPerformance analysis of predictive (alpha) stock factors.Factor and Risk Analysis2021-04-02 19:02:201839.0693.017.02016-06-03 21:49:152020-04-27 18:40:41quantopian/alphalensactive
109Python for Financehttps://github.com/yhilpisch/py4fi/tree/master/jupyter36Various financial notebooks.Factor and Risk Analysis2021-04-03 11:16:561297.0792.01.02014-12-15 11:23:342018-07-10 06:38:12yhilpisch/py4fiinactive
110Convex Optimisationhttps://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynbConvex Optimization for Finance.Factor and Risk Analysis2020-11-04 07:19:2217.09.01.02018-06-26 20:36:472019-10-22 21:56:46ssanderson/convex-optimization-for-financeactive
111Statistical Financehttps://github.com/mrefermat/FinancePhD/tree/master/FinancialExperimentsVarious financial experiments.Factor and Risk Analysis2021-03-30 00:09:2821.016.01.02015-10-04 09:10:542020-03-28 18:33:58mrefermat/FinancePhDactive
112VaRhttps://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynbValue-at-risk calculations.Factor and Risk Analysis2021-03-31 02:06:4810.09.01.02016-11-15 19:24:172017-01-14 21:19:30willb/var-notebookinactive
113Factor Analysishttps://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynbFactor analysis for mutual funds.Factor and Risk Analysis2020-12-21 14:26:463.04.01.02018-03-13 07:39:202018-03-13 07:42:36garvit-kudesia91/factor_analysisinactive
114Risk and Returnhttps://github.com/PyDataBlog/Python-for-Data-Science/tree/master/TutorialsRiskiness of portfolios and assets.Factor and Risk Analysis2021-03-19 22:01:05139.061.02.02017-09-12 13:35:092020-08-06 12:35:44PyDataBlog/Python-for-Data-Scienceactive
115Risk Basichttps://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynbActive portfolio risk management .Factor and Risk Analysis2021-03-01 13:53:4231.018.01.02016-05-10 11:03:482016-05-17 03:44:56RJT1990/Active-Portfolio-Management-Notesinactive
116Factor Analysishttps://github.com/alpha-miner/alpha-mind/tree/master/notebooksFactor strategy notebooks.Factor and Risk Analysis2021-03-12 22:42:55171.059.03.02017-05-01 07:36:542021-02-09 09:36:41alpha-miner/alpha-mindactive
117Various Risk Measureshttps://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynbRisk measures and factors for alternative and responsible investments.Factor and Risk Analysis2020-11-04 07:04:384.05.01.02017-08-07 14:44:322017-08-08 22:52:11Jorgencr/Alternative-and-Responsible-Investmentsinactive
118CAPMhttps://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynbExpected returns using CAPM.Factor and Risk Analysis2021-03-01 13:53:4231.018.01.02016-05-10 11:03:482016-05-17 03:44:56RJT1990/Active-Portfolio-Management-Notesinactive
119Quant Financehttps://github.com/mrefermat/quant_financeGeneral quant repository.Factor and Risk Analysis2021-03-30 00:09:3431.015.01.02018-08-11 22:59:532019-11-12 04:49:01mrefermat/quant_financeactive
120Vasicekhttps://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynbBootstrapping and interpolation.Fixed Income2020-12-10 21:20:033.03.01.02018-07-18 19:26:542018-07-18 19:34:48RobinsonGarcia/fixed-incomeinactive
121Binomial Treehttps://github.com/hy-lei/math-finance-exerciseUtility functions in fixed income securities.Fixed Income2020-10-06 20:55:181.02.01.02019-02-02 08:44:142019-05-03 17:16:52hy-lei/math-finance-toolboxactive
122Corporate Bondshttps://github.com/ishank011/gs-quantify-bond-predictionPredicting the buying and selling volume of the corporate bonds.Fixed Income2021-01-03 21:46:557.05.01.02017-09-27 19:57:132017-09-27 20:00:29ishank011/gs-quantify-bond-predictioninactive
123Trend Followinghttp://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.htmlA futures trend following portfolio investment strategy.Other Models
124Mixture Models Ihttps://github.com/BlackArbsCEO/Mixture_ModelsMixture models to predict market bottoms.Other Models2021-03-02 19:44:0131.031.01.02017-03-20 18:54:242017-04-25 23:35:20BlackArbsCEO/Mixture_Modelsinactive
125Mixture Models IIhttps://github.com/BlackArbsCEO/mixture_model_trading_publicMixture models and stock trading.Other Models2021-03-12 13:21:17166.073.01.02017-12-11 17:05:382020-05-13 23:50:47BlackArbsCEO/mixture_model_trading_publicactive
126Fundamental LT Forecastshttps://github.com/Hvass-Labs/FinanceOpsResearch in investment finance for long term forecasts.Other Models2021-04-03 10:59:10381.0126.01.02018-07-22 08:14:462021-02-17 14:39:30Hvass-Labs/FinanceOpsactive
127Scikit-learn Stock Predictionhttps://github.com/robertmartin8/MachineLearningStocksUsing python and scikit-learn to make stock predictions.Other Models2021-04-03 11:22:54922.0344.02.02017-02-12 04:50:442021-02-04 03:48:33robertmartin8/MachineLearningStocksactive
128Short-Term Movement Cueshttps://github.com/anfederico/ClairvoyantIdentify social/historical cues for short term stock movement.Other Models2021-03-31 20:19:042158.0676.01.02016-09-12 18:38:172018-08-29 20:27:19anfederico/clairvoyantinactive
129Financial Event Prediction using Machine Learninghttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555Personal Papers
130Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimizationhttps://jfds.pm-research.com/content/2/2/17Personal Papers
131Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategieshttps://jfds.pm-research.com/content/2/1/10Personal Papers
132Machine Learning in Asset Managementhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952Personal Papers
133PyPortfolioOpthttps://github.com/robertmartin8/PyPortfolioOptFinancial portfolio optimisation, including classical efficient frontier and advanced methods.Portfolio Selection and Optimisation2021-04-03 15:57:141875.0478.016.02018-05-29 13:30:302021-02-25 13:01:56robertmartin8/PyPortfolioOptactive
134DeepDowhttps://github.com/jankrepl/deepdowPortfolio optimization with deep learning.Portfolio Selection and Optimisation2021-04-01 16:06:44306.057.02.02020-02-02 08:46:332021-02-16 18:50:53jankrepl/deepdowactive
135Modern Portfolio Theoryhttps://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynbUniversal portfolios; modern portfolio theory.Portfolio Selection and Optimisation
136OLMAR Algorithmhttps://github.com/charlessutton/OLMAR/blob/master/Part3.ipynbRelative importance of each component of the OLMAR algorithm.Portfolio Selection and Optimisation2020-12-16 17:28:056.03.01.02016-07-26 16:20:102016-12-30 11:40:53charlessutton/OLMARinactive
137Online Portfolio Selectionhttps://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb****Comparing OLPS algorithms on a diversified set of ETFs.Portfolio Selection and Optimisation
138401K Portfolio Optimisationhttps://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynbPortfolio analyses and optimisation for 401K.Portfolio Selection and Optimisation2020-12-25 09:39:3314.05.01.02018-08-01 19:48:242019-09-05 11:18:56otosman/Python-for-Financeactive
139Policy Gradient Portfoliohttps://github.com/ZhengyaoJiang/PGPortfolioA Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.Portfolio Selection and Optimisation2021-03-31 09:42:461276.0628.06.02017-11-12 16:08:442019-05-09 09:50:18ZhengyaoJiang/PGPortfolioactive
140Deep Portfolio Theoryhttps://github.com/tcloaa/Deep-Portfolio-TheoryAutoencoder framework for portfolio selection.Portfolio Selection and Optimisation2021-01-30 13:50:57104.058.01.02017-02-10 09:03:082018-03-08 16:47:00tcloaa/Deep-Portfolio-Theoryinactive
141Efficient Frontierhttps://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynbModern Portfolio Theory.Portfolio Selection and Optimisation2021-03-30 00:01:39104.057.01.02018-02-17 08:19:462018-02-27 13:16:57tthustla/efficient_frontierinactive
142Reinforcement Learninghttps://github.com/filangel/qtraderReinforcement Learning for Portfolio Management.Portfolio Selection and Optimisation2021-03-29 03:47:07364.0151.01.02017-10-07 09:14:332018-06-26 09:22:27filangelos/qtraderinactive
143Distribution Characteristic Optimisationhttps://github.com/VivekPa/OptimalPortfolioExtends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account.Portfolio Selection and Optimisation2021-03-18 22:35:10229.082.03.02018-11-16 12:20:252019-07-04 01:41:46VivekPa/OptimalPortfolioactive
144RL IVhttps://github.com/jjakimoto/DQNReinforcement Learning for finance.Reinforcement Learning2021-03-25 19:14:20140.055.01.02016-10-21 02:47:172017-04-07 08:11:57jjakimoto/DQNinactive
145RL Tradinghttps://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sWA collection of 25+ Reinforcement Learning Trading Strategies -Google Colab.Reinforcement Learning
146RL Vhttps://github.com/gstenger98/rl-financeBuilding an Agent to Trade with Reinforcement Learning.Reinforcement Learning2021-01-03 04:36:1132.07.05.02019-01-16 00:43:362020-03-19 20:28:08gstenger98/rl-financeactive
147RLhttps://github.com/kh-kim/stock_market_reinforcement_learningOpenGym with Deep Q-learning and Policy Gradient.Reinforcement Learning2021-04-01 14:04:21713.0299.01.02016-10-04 14:42:192016-12-23 07:34:08kh-kim/stock_market_reinforcement_learninginactive
148RL IIhttps://github.com/deependersingla/deep_traderreinforcement learning on stock market and agent tries to learn trading.Reinforcement Learning2021-03-29 11:10:371340.0490.03.02016-06-11 07:27:102018-01-22 14:35:50deependersingla/deep_traderinactive
149Pair Trading RLhttps://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-TradingUsing deep actor-critic model to learn best strategies in pair trading.Reinforcement Learning2021-03-27 02:19:29241.0114.01.02017-05-18 16:47:112017-05-18 16:56:38shenyichen105/Deep-Reinforcement-Learning-in-Stock-Tradinginactive
150RL IIIhttps://github.com/samre12/deep-trading-agentGithub -Deep Reinforcement Learning based Trading Agent for Bitcoin.Reinforcement Learning2021-04-03 20:48:36576.0204.01.02017-09-21 17:05:192018-04-13 16:33:21samre12/deep-trading-agentinactive
151Fund classificationhttps://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynbFund classification using text mining and NLP.Textual2021-03-31 02:12:504.02.01.02018-04-16 22:18:552018-06-07 22:01:32frechfrechfrech/Mutual-Fund-Market-Clustersinactive
152Financial Sentiment Analysishttps://github.com/EricHe98/Financial-Statements-Text-AnalysisSentiment, distance and proportion analysis for trading signals.Textual2021-03-31 23:48:4848.027.01.02017-06-23 00:05:492019-01-26 03:35:55EricHe98/Financial-Statements-Text-Analysisinactive
153NLP Eventhttps://github.com/yuriak/DLQuantApplying Deep Learning and NLP in Quantitative Trading.Textual2021-04-01 02:16:3870.031.01.02018-07-02 23:50:522019-01-31 14:08:20yuriak/DLQuantinactive
154Financial Statement Sentimenthttps://github.com/MAydogdu/TextualAnalysisExtracting sentiment from financial statements using neural networks.Textual2021-03-31 02:10:588.07.01.02018-06-04 20:54:142018-06-04 20:56:02MAydogdu/TextualAnalysisinactive
155Extensive NLPhttps://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynbComprehensive NLP techniques for accounting research.Textual2021-03-21 07:39:0273.042.01.02017-10-25 07:10:262020-06-05 03:28:46TiesdeKok/Python_NLP_Tutorialactive
156Accounting Anomalieshttps://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynbUsing deep-learning frameworks to identify accounting anomalies.Textual2021-03-31 02:11:18107.051.02.02017-05-24 12:36:382019-08-07 21:47:08GitiHubi/deepAIactive
157Buzzwordshttps://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-FundsReturn performance and mutual fund selection.Textual2020-10-06 18:54:581.04.01.02018-02-04 21:51:162018-02-04 21:57:09swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Fundsinactive
158Earning call transcriptshttps://github.com/lin882/WebAnalyticsProjectCorrelation between mutual fund investment decision and earning call transcripts.Textual2020-12-17 08:24:203.03.01.02017-12-30 08:56:032018-01-11 02:11:11lin882/WebAnalyticsProjectinactive
159NLPhttps://github.com/toamitesh/NLPinFinanceThis project assembles a lot of NLP operations needed for finance domain.Textualtoamitesh/NLPinFinance
160Industry Clusteringhttps://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustriesProject to cluster industries according to financial attributes.Unsupervised2020-10-06 18:51:224.05.01.02017-07-21 02:12:512017-07-23 02:53:37SeanMcOwen/FinanceAndPython.com-ClusteringIndustriesinactive
161Pairs Tradinghttps://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynbFinding pairs with cluster analysis.Unsupervised2021-03-08 11:01:3378.036.00.02017-09-05 19:19:192017-09-27 20:42:14marketneutral/pairs-trading-with-MLinactive
162VRA Stock Embeddinghttps://github.com/ml-hongkong/stock2vecVariational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history.Unsupervised2020-10-20 11:05:5532.012.01.02017-06-21 04:47:142017-06-21 04:51:13ml-hongkong/stock2vecinactive
163PCA Pairs Tradinghttps://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_TradingPCA, Factor Returns, and trading strategies.UnsupervisedjoelQF/quant-finance
164Industry Clusteringhttps://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustriesClustering of industries.Unsupervised2020-10-06 18:51:224.05.01.02017-07-21 02:12:512017-07-23 02:53:37SeanMcOwen/FinanceAndPython.com-ClusteringIndustriesinactive
165Fund Clustershttps://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynbData exploration of fund clusters.Unsupervised2021-03-31 02:12:504.02.01.02018-04-16 22:18:552018-06-07 22:01:32frechfrechfrech/Mutual-Fund-Market-Clustersinactive