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financial-machine-learning/raw_data/url_list.csv
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2021-04-13 16:13:07 +00:00

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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 Finance11/26/20 3:348.06.02.01/27/16 21:133/14/16 20:03TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquityinactive
4VC OLShttps://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynbVC regression.Alternative Finance10/6/20 20:562.01.01.03/29/18 23:313/29/18 23:33fionawhitefield/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 Finance1/14/21 22:414.02.01.02/8/17 18:394/27/17 22:55alporter08/Luxury-Watch-Valuationinactive
6Art Valuationhttps://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynbArt evaluation analytics.Alternative Finance2/26/21 12:109.05.01.012/11/14 0:2512/12/14 21:25ahmedhosny/theGreenCanvasinactive
7Blockchainhttps://github.com/nud3l/dInvestRepository for distributed autonomous investment banking.Alternative Finance2/6/21 7:3812.07.02.09/5/16 19:124/24/17 10:48nud3l/dInvestinactive
8Venture Capitalhttps://github.com/julian-chan/etothexInsight into a new founder to make data-driven investment decisions.Alternative Finance10/6/20 20:563.02.01.012/4/17 8:5912/13/17 5:35julian-chan/etothexinactive
9Kiva Crowdfundinghttps://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynbExploratory data analysis.Alternative Finance2/19/21 13:405.01.01.02/27/18 16:462/13/19 0:15CJL89/Kiva-Crowdfundinginactive
10Cornell Universityhttps://www.cornell.edu/Colleges Centers and Departments
11Stanford Advanced Financial Technologieshttps://fintech.stanford.edu/Stanford Advanced Financial Technologies LaboratoryColleges Centers and Departments
12NYU FREhttps://engineering.nyu.edu/academics/departments/finance-and-risk-engineeringFinance and Risk Engineering (NYU Tandon)Colleges Centers and Departments
13Oxford Manhttps://www.oxford-man.ox.ac.uk/Oxford-Man Institute of Quantitative FinanceColleges Centers and Departments
14NYU Couranthttps://cims.nyu.edu/Courant Institute of Mathematical Sciences, New York UniversityColleges Centers and Departments
15Berkeley Lab CIFThttps://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/Colleges Centers and Departments
16Machine Learning for Tradinghttps://github.com/stefan-jansen/machine-learning-for-tradingNotebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading.Courses4/12/21 16:183842.01225.08.05/9/18 12:334/10/21 22:21stefan-jansen/machine-learning-for-tradingactive
17Basic Derivativeshttps://github.com/SeanMcOwen/FinanceAndPython.com-DerivativesBasic forward contracts and hedging.Courses3/31/21 2:084.04.01.08/24/17 0:1110/13/17 1:32SeanMcOwen/FinanceAndPython.com-Derivativesinactive
18Python for Financehttps://github.com/siaen/python_finance_courseCEU python for finance course material.Courses3/31/21 2:0816.015.04.012/12/17 11:542/25/20 20:31siaen/python_finance_courseactive
19Algo Tradinghttps://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_TradingIntro to algo trading.Courses3/12/21 11:0264.025.01.010/29/17 20:341/22/19 6:56JCreeks/Machine-Learning-in-Financeinactive
20Mathematical Financehttps://github.com/yadongli/nyumath2048NYU Math-GA 2048: Scientific Computing in Finance.Courses1/14/21 18:0169.063.06.01/25/15 21:103/25/20 4:24yadongli/nyumath2048active
21Basic Investmentshttps://github.com/SeanMcOwen/FinanceAndPython.com-InvestmentsBasic investment tools in python.Courses3/23/21 6:329.05.01.08/2/17 21:528/17/17 3:24SeanMcOwen/FinanceAndPython.com-Investmentsinactive
22ML Specialisationhttps://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-SpecializationMachine Learning in Finance.Courses4/5/21 13:3734.032.01.01/24/19 2:551/3/20 21:54Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specializationactive
23Basic Financehttps://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinanceSource code notebooks basic finance applications.Courses3/31/21 2:0910.08.01.05/6/17 2:396/21/17 4:04SeanMcOwen/FinanceAndPython.com-BasicFinanceinactive
24Risk Managementhttps://github.com/andrey-lukyanov/Risk-ManagementFinance risk engagement course resources.Courses11/12/20 0:496.05.03.010/3/18 16:2612/13/18 8:04andrey-lukyanov/Risk-Managementinactive
25Handson Python for Financehttps://github.com/PacktPublishing/Hands-on-Python-for-FinanceHands-on Python for Finance published by Packt.Courses4/12/21 0:49121.0110.03.08/20/18 14:101/15/21 8:57PacktPublishing/Hands-on-Python-for-Financeactive
26Financial Corporatehttp://raw.rutgers.edu/Corporate%20Financial%20Data.htmlData
27https://github.com/timestocome/StockMarketDatahttps://github.com/timestocome/StockMarketDataData3/26/21 22:357.05.01.05/10/17 21:498/6/17 19:23timestocome/StockMarketDatainactive
28http://finance.yahoo.com/http://finance.yahoo.com/Data
29Rating Industrieshttp://www.ratingshistory.info/Data
30https://fred.stlouisfed.org/https://fred.stlouisfed.org/Data
31Non-financial Corporatehttp://raw.rutgers.edu/Non-Financial%20Corporate%20Data.htmlData
32https://stooq.comhttps://stooq.comData
33SEC Parsinghttps://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynbData2/27/21 6:349.06.01.06/16/18 14:306/16/18 17:23healthgradient/sec-doc-info-extractioninactive
34Web Scraping (FirmAI)https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/dataData4/10/21 17:19577.0184.02.02/19/19 19:027/22/20 16:48firmai/business-machine-learningactive
35EDGARhttps://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynbData1/23/21 19:2211.010.01.06/11/18 22:517/10/18 18:03TiesdeKok/UW_Python_Campinactive
36Employee Count SEC Filingshttps://github.com/healthgradient/sec_employee_information_extractionData2/27/21 3:3310.02.01.06/26/18 23:338/14/18 1:31healthgradient/sec_employee_information_extractioninactive
37IRShttp://social-metrics.org/sox/Data
38Capital Markets Datahttps://www.capitalmarketsdata.com/Data
39Open Edgarhttps://github.com/LexPredict/openedgarData4/9/21 12:15169.061.06.05/7/18 15:325/15/19 8:32LexPredict/openedgaractive
40Twitter-Trendshttps://github.com/Medha11/Twitter-TrendsNEWData Processing Techniques and Transformations2021-02-07 09:16:5366.021.01.02017-05-22 17:07:452017-05-23 08:06:27Medha11/Twitter-Trendsinactive2021-04-13 16:12:49.160843
41cointraderhttps://github.com/timolson/cointraderNEWData Processing Techniques and Transformations2021-04-10 17:16:37339.0140.09.02014-06-01 01:14:122020-10-22 00:24:50timolson/cointraderactive2021-04-13 16:12:49.160843
42Google-Finance-Stock-Data-Analysishttps://github.com/hpnhxxwn/Google-Finance-Stock-Data-AnalysisNEWData Processing Techniques and Transformations2020-12-20 08:39:2670.010.01.02017-07-23 02:59:592017-07-23 03:10:35hpnhxxwn/Google-Finance-Stock-Data-Analysisinactive2021-04-13 16:12:49.160843
43finserv-application-blueprinthttps://github.com/mapr-demos/finserv-application-blueprintNEWData Processing Techniques and Transformations2021-01-21 00:29:1472.053.05.02016-09-26 19:42:542021-01-20 23:07:40mapr-demos/finserv-application-blueprintactive2021-04-13 16:12:49.160843
44Advanced MLhttps://github.com/BlackArbsCEO/Adv_Fin_ML_ExercisesExercises too Financial Machine Learning (De Prado).Data Processing Techniques and Transformations4/12/21 2:20973.0435.04.04/25/18 17:221/16/20 17:25BlackArbsCEO/Adv_Fin_ML_Exercisesactive
45Advanced ML IIhttps://github.com/hudson-and-thames/researchMore implementations of Financial Machine Learning (De Prado).Data Processing Techniques and Transformationshudson-and-thames/research
46CryptoNetshttps://github.com/microsoft/CryptoNetsNEWData Processing Techniques and Transformations2021-04-08 01:07:55154.042.04.02019-06-02 05:48:392019-09-12 13:03:05microsoft/CryptoNetsactive2021-04-13 16:12:49.160843
47a3c_tradinghttps://github.com/evgps/a3c_tradingNEWDeep Learning And Reinforcement Learning4/10/21 12:49311.098.01.06/4/18 15:305/23/20 14:47evgps/a3c_tradingactive39:11.1
48Trading-Gymhttps://github.com/thedimlebowski/Trading-GymNEWDeep Learning And Reinforcement Learning4/10/21 8:00507.0147.03.06/13/17 13:147/10/17 8:09thedimlebowski/Trading-Gyminactive39:11.1
49DQN-DDPG_Stock_Tradinghttps://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Tradingmerged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQNDeep Learning And Reinforcement Learning4/7/21 12:42136.049.04.09/19/18 3:1711/26/20 16:58AI4Finance-LLC/DQN-DDPG_Stock_Tradingactive3.03/31/21 8:00
50pairstrade-fyp-2019https://github.com/wywongbd/pairstrade-fyp-2019NEWDeep Learning And Reinforcement Learning4/4/21 23:47110.041.02.09/7/18 7:515/13/20 5:06wywongbd/pairstrade-fyp-2019active39:11.1
51rl_tradinghttps://github.com/ucaiado/rl_tradingNEWDeep Learning And Reinforcement Learning4/8/21 15:34207.089.01.05/29/17 22:198/29/17 14:54ucaiado/rl_tradinginactive39:11.1
52Machine-Learning-and-Reinforcement-Learning-in-Financehttps://github.com/joelowj/Machine-Learning-and-Reinforcement-Learning-in-FinanceNEWDeep Learning And Reinforcement Learning3/30/21 9:11175.098.01.06/26/18 4:309/23/18 16:50joelowj/Machine-Learning-and-Reinforcement-Learning-in-Financeinactive39:11.1
53marohttps://github.com/microsoft/maroNEWDeep Learning And Reinforcement Learning4/12/21 2:22386.066.017.012/27/19 6:484/7/21 15:49microsoft/maroactive39:11.1
54TradingGymhttps://github.com/cove9988/TradingGymNEWDeep Learning And Reinforcement Learning3/28/21 5:37112.039.03.011/6/17 0:5011/15/17 23:55cove9988/TradingGyminactive39:11.1
55RLQuanthttps://github.com/yuriak/RLQuantNEWDeep Learning And Reinforcement Learning4/9/21 5:01277.092.01.04/5/18 5:428/13/18 4:18yuriak/RLQuantinactive39:11.1
56RL Tradinghttps://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sWA collection of 25+ Reinforcement Learning Trading Strategies -Google Colab.Deep Learning And Reinforcement Learning4.0
57QLearning_Tradinghttps://github.com/ucaiado/QLearning_TradingNEWDeep Learning And Reinforcement Learning4/6/21 22:09433.0168.01.08/10/16 6:0210/15/16 2:36ucaiado/QLearning_Tradinginactive39:11.1
58gym-tradinghttps://github.com/hackthemarket/gym-tradingNEWDeep Learning And Reinforcement Learning4/12/21 9:06581.0195.02.012/9/16 20:4612/24/17 15:34hackthemarket/gym-tradinginactive39:11.1
59RL IIhttps://github.com/deependersingla/deep_traderreinforcement learning on stock market and agent tries to learn trading.Deep Learning And Reinforcement Learning4/11/21 20:211340.0489.03.06/11/16 7:271/22/18 14:35deependersingla/deep_traderinactive3.0
60RLhttps://github.com/kh-kim/stock_market_reinforcement_learningOpenGym with Deep Q-learning and Policy Gradient.Deep Learning And Reinforcement Learning4/11/21 12:27715.0298.01.010/4/16 14:4212/23/16 7:34kh-kim/stock_market_reinforcement_learninginactive2.0
61RL Vhttps://github.com/gstenger98/rl-financeBuilding an Agent to Trade with Reinforcement Learning.Deep Learning And Reinforcement Learning4/8/21 18:5733.08.05.01/16/19 0:433/19/20 20:28gstenger98/rl-financeactive2.0
62RL IVhttps://github.com/jjakimoto/DQNReinforcement Learning for finance.Deep Learning And Reinforcement Learning4/5/21 11:42142.055.01.010/21/16 2:474/7/17 8:11jjakimoto/DQNinactive
63tensortradehttps://github.com/tensortrade-org/tensortradeNEWDeep Learning And Reinforcement Learning4/12/21 16:053101.0715.039.07/30/19 21:283/24/21 16:25tensortrade-org/tensortradeactive39:11.1
64RL IIIhttps://github.com/samre12/deep-trading-agentGithub -Deep Reinforcement Learning based Trading Agent for Bitcoin.Deep Learning And Reinforcement Learning4/3/21 20:48576.0203.01.09/21/17 17:054/13/18 16:33samre12/deep-trading-agentinactive3.0
65Pair-Trading-Reinforcement-Learninghttps://github.com/wai-i/Pair-Trading-Reinforcement-LearningNEWDeep Learning And Reinforcement Learning4/10/21 4:53136.056.01.06/9/19 22:501/3/20 15:36wai-i/Pair-Trading-Reinforcement-Learningactive39:11.1
66TradingGymhttps://github.com/Yvictor/TradingGymNEWDeep Learning And Reinforcement Learning4/11/21 20:20841.0237.02.05/1/17 13:532/14/18 13:58Yvictor/TradingGyminactive39:11.1
67BitcoinForecasthttps://github.com/PiSimo/BitcoinForecastRNN model to predict short term price movement (in this case BTC for the next 9 minutes) [deepchart](https://pisimo.github.io/DeepChart/) is used to visualize the model Deep Learning And Reinforcement Learning4/6/21 2:06289.0128.03.03/10/17 10:526/11/18 8:07PiSimo/BitcoinForecastinactive3.03/31/21 8:00
68FinRLhttps://github.com/AI4Finance-LLC/FinRLNEWDeep Learning And Reinforcement Learning2021-04-13 14:37:211865.0451.022.02020-07-26 13:18:162021-04-11 22:02:16AI4Finance-LLC/FinRLactive2021-04-13 16:13:03.716257
69Deep-Learning-Machine-Learning-Stockhttps://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stockcurated list of notebooks for machine learning models. Start with very simple linear models to more advanced reinforcement learning type of models. Problem with this repo is that the library version numbers may be changing over time and there's no specific way to track and upgradeDeep Learning And Reinforcement Learning4/12/21 2:58275.099.01.09/29/18 23:383/18/21 3:16LastAncientOne/Deep-Learning-Machine-Learning-Stockactive3.03/31/21 8:00
70awesome-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 Learning And Reinforcement Learning4/11/21 9:02551.0140.01.011/26/18 3:231/1/21 9:41cbailes/awesome-deep-tradingactive4.03/31/21 8:00
71Deep Learning IVhttps://github.com/achillesrasquinha/bulbeaBulbea: Deep Learning based Python Library.Deep Learning And Reinforcement Learning4/9/21 20:381467.0416.01.03/9/17 6:113/19/17 7:42achillesrasquinha/bulbeainactive5.0
72AI Tradinghttps://github.com/borisbanushev/stockpredictionai/blob/master/readme2.mdAI to predict stock market movements.Deep Learning And Reinforcement Learning4/12/21 15:422876.01384.01.01/9/19 8:022/11/19 16:32borisbanushev/stockpredictionaiinactive5.0
73ARIMA-LTSM Hybridhttps://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_HybridHybrid model to predict future price correlation coefficients of two assets.Deep Learning And Reinforcement Learning4/11/21 4:12222.086.01.08/5/18 2:1310/1/18 11:25imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predictinactive3.0
74Deep-Reinforcement-Learning-in-Tradinghttps://github.com/saeed349/Deep-Reinforcement-Learning-in-TradingDeep reinforcement learning for trading leveraging [openai gym](https://gym.openai.com/) framework. Keras implementation of DQN DDQN (double deep Q network) and DDDQN (dueling double dqn) trained/tested on s&p 500 daily data from 2013 to 2018. approach is described in an article [here](https://www.linkedin.com/pulse/deep-reinforcement-learning-trading-saeed-rahman)Deep Learning And Reinforcement Learning4/10/21 13:17138.066.01.05/11/18 0:5210/26/19 14:22saeed349/Deep-Reinforcement-Learning-in-Tradingactive3.03/31/21 8:00
75trading-rlhttps://github.com/Kostis-S-Z/trading-rlDeep reinforcement learning for financial trading using [gym](https://gym.openai.com/) and [keras-rl](https://github.com/keras-rl/keras-rl) on FX dataset (EURUSD) not actively maintainedDeep Learning And Reinforcement Learning4/10/21 4:59180.038.02.04/22/19 10:039/28/20 9:07Kostis-S-Z/trading-rlactive3.03/31/21 8:00
76Deep Learning IIIhttps://github.com/Rachnog/Deep-TradingAlgorithmic trading with deep learning experiments.Deep Learning And Reinforcement Learning4/9/21 10:391266.0675.01.06/18/16 18:238/7/18 15:24Rachnog/Deep-Tradinginactive5.0
77Stock-Prediction-Modelshttps://github.com/huseinzol05/Stock-Prediction-Modelsvery good curated list of notebooks showing deep learning + reinforcement learning models. Also contain topics on outlier detections/overbought oversold study/monte carlo simulartions/sentiment analysis from text (text storage/parsing is not detailed but it mentioned using [BERT](https://github.com/google-research/bert))Deep Learning And Reinforcement Learning4/12/21 13:543655.01542.02.012/18/17 10:491/5/21 10:31huseinzol05/Stock-Prediction-Modelsactive5.03/31/21 8:00
78RLTraderhttps://github.com/notadamking/RLTraderpredecessor to [tensortrade](https://github.com/tensortrade-org/tensortrade) uses open api [gym](https://gym.openai.com/) and neat way to render matplotlib plots in real time. Also explains LSTM/data stationarity/Bayesian optimization using [Optuna](https://github.com/optuna/optuna) etc.Deep Learning And Reinforcement Learning4/12/21 2:501312.0451.015.04/27/19 18:3510/17/19 16:25notadamking/RLTraderactive5.03/31/21 8:00
79Neural Networkhttps://github.com/VivekPa/IntroNeuralNetworksNeural networks to predict stock prices.Deep Learning And Reinforcement Learning4/3/21 11:59489.0176.02.09/10/18 6:3411/21/18 7:39VivekPa/IntroNeuralNetworksinactive4.0
80LTSM Recurrenthttps://github.com/VivekPa/AIAlphaOHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.Deep Learning And Reinforcement Learning4/12/21 2:391207.0370.02.010/7/18 3:588/3/19 9:00VivekPa/AIAlphaactive4.0
81trading-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 Learning And Reinforcement Learning4/11/21 5:10292.0143.01.08/13/18 10:441/23/20 4:41pskrunner14/trading-botactive3.03/31/21 8:00
82Deep Learning IIhttps://github.com/LiamConnell/deep-algotrading/tree/master/notebooksTensorflow Regression.Deep Learning And Reinforcement Learning4/10/21 6:06175.067.01.07/12/16 12:562/16/18 2:43LiamConnell/deep-algotradinginactive3.0
83DeepLearningInFinancehttps://github.com/sonaam1234/DeepLearningInFinanceBased on a [talk](https://towardsdatascience.com/deep-learning-in-finance-9e088cb17c03) Sonam Srivastava gave and there are two studies: 1. single timeseries return prediction using ARIMA/VAR/SVR/Deep Regression/CNN/LSTM 2. indexed portfolio construction using autoencoders i.e. replicate a index using handful of stocks. Deep Learning And Reinforcement Learning3/8/21 13:09266.0145.01.08/21/17 16:008/21/17 17:23sonaam1234/DeepLearningInFinanceinactive3.03/31/21 8:00
84crypto-rlhttps://github.com/sadighian/crypto-rlRetrieve limit order book level data from coinbase pro and bitfinex -> record in [arctic](https://github.com/man-group/arctic) timeseries database then implemented trend following strategies (market orders) and market making (limit orders). Uses reinforcement learning (DQN) [keras-rl](https://github.com/keras-rl/keras-rl) to create agents and uses [openai gym](https://gym.openai.com/) to implement POMDP (partially observable markov decision process)Deep Learning And Reinforcement Learning4/12/21 10:24347.0111.01.06/21/18 1:0611/5/20 11:08sadighian/crypto-rlactive3.03/31/21 8:00
85Deep-Reinforcement-Stock-Tradinghttps://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Tradinginspired by Q-trader a deep reinforcement learning repo for trading. Only 3 actions allowed (buy/hold/sell) and no transaction cost is implemented yet. Uses [empyrical](https://github.com/quantopian/empyrical) for portfolio statsDeep Learning And Reinforcement Learning4/3/21 22:50141.042.02.05/19/19 22:209/27/20 19:22Albert-Z-Guo/Deep-Reinforcement-Stock-Tradingactive3.03/31/21 8:00
86Advanced-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 Learning And Reinforcement Learning3/30/21 7:29319.0158.02.02/16/19 21:1811/29/20 20:12Rachnog/Advanced-Deep-Tradingactive3.03/31/21 8:00
87Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020Part of FinRL and provided code for paper [deep reinformacement learning for automated stock trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3690996) focuses on ensemble.Deep Learning And Reinforcement Learning4/12/21 16:24560.0249.06.07/26/20 13:121/21/21 18:11AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020active4.03/31/21 8:00
88AutomatedStockTrading-DeepQ-Learninghttps://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learningcornerstone project repo for Udacity nanodegree program [Become a machine learning engineer](https://www.udacity.com/course/machine-learning-engineer-nanodegree--nd009t) and focus on trading using deep q learning. Good explanation on design choices in the reportDeep Learning And Reinforcement Learning3/24/21 1:11134.051.02.02/23/19 12:012/25/20 18:16sachink2010/AutomatedStockTrading-DeepQ-Learningactive3.03/31/21 8:00
89deep-RL-tradinghttps://github.com/golsun/deep-RL-tradingtrading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916)Deep Learning And Reinforcement Learning4/10/21 7:09235.0108.01.02/25/18 17:4112/1/20 22:06golsun/deep-RL-tradingactive3.03/31/21 8:00
90FinRL-Libraryhttps://github.com/AI4Finance-LLC/FinRL-Librarystarted 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 tradingDeep Learning And Reinforcement Learning4/12/21 12:451857.0447.022.07/26/20 13:184/11/21 22:02AI4Finance-LLC/FinRL-Libraryactive5.03/31/21 8:00
91Deep Learninghttps://github.com/keon/deepstockTechnical experimentations to beat the stock market using deep learning.Deep Learning And Reinforcement Learning3/24/21 14:45427.0154.02.012/12/16 2:153/4/17 8:37keon/deepstockinactive4.0
92Personaehttps://github.com/Ceruleanacg/Personaeimplementation 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/testingDeep Learning And Reinforcement Learning4/11/21 20:201144.0330.02.03/10/18 11:229/2/18 17:21Ceruleanacg/Personaeinactive5.03/31/21 8:00
93Pair Trading RLhttps://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-TradingUsing deep actor-critic model to learn best strategies in pair trading.Deep Learning And Reinforcement Learning3/27/21 2:19241.0113.01.05/18/17 16:475/18/17 16:56shenyichen105/Deep-Reinforcement-Learning-in-Stock-Tradinginactive3.0
94LTSM GRUhttps://github.com/RajatHanda/Finance-ForecastingStock Market Forecasting using LSTM\GRU.Deep Learning And Reinforcement Learning3/29/21 23:5911.06.01.05/13/18 2:392/25/19 0:26RajatHanda/Finance-Forecastinginactive3.0
95Hull Whitehttps://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynbCallable Bond, Hull White.Derivatives and Hedging10/6/20 20:374.06.01.06/6/18 22:066/6/18 22:27rstreppa/valuation-callables-HullWhiteinactive
96Optionshttps://github.com/PHBS/2018.M1.ASP/tree/master/pyBlack Scholes and Copula.Derivatives and HedgingPHBS/2018.M1.ASP
97Derivative Marketshttps://github.com/broughtj/Fin6470/tree/master/NotebooksThe economics of futures, futures, options, and swaps.Derivatives and Hedging4/6/21 20:498.08.01.02/9/16 5:304/6/21 20:49broughtj/Fin6470active
98Computational Derivativeshttps://github.com/chenbowen184/Computational_FinanceProjects focusing on investigating simulations and computational techniques applied in finance.Derivatives and Hedging1/12/21 12:2217.012.01.01/29/18 5:018/2/18 5:56chen-bowen/Computational_Financeinactive
99Volatility and Variance Derivativeshttps://github.com/yhilpisch/lvvd/tree/master/lvvdVolatility derivatives analytics.Derivatives and Hedging4/7/21 19:2179.078.01.010/21/16 4:122/22/21 13:32yhilpisch/lvvdactive
100Optionshttps://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5DIntroduction to options.Derivatives and Hedging4/9/21 21:17335.0163.036.07/28/17 15:483/17/21 17:17QuantConnect/Tutorialsactive
101Option Strategieshttps://github.com/rstreppa/valuation-OptionStrategiesValuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations.Derivatives and Hedging2/27/21 8:502.03.01.05/22/18 18:275/22/18 18:30rstreppa/valuation-OptionStrategiesinactive
102Black Scholeshttps://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynbOptions pricing.Derivatives and Hedging10/6/20 20:361.02.00.012/9/17 18:507/9/18 9:48irajwani/numerical_methods_pythoninactive
103Options Risk Measureshttps://github.com/wanglouis49/risk_estimationEfficient financial risk estimation via computer experiment design (regression + variance-reduced sampling).Derivatives and Hedging10/6/20 20:371.02.01.04/29/16 3:511/16/18 1:24wanglouis49/risk_estimationinactive
104Derivatives Pythonhttps://github.com/yhilpisch/dawp/tree/master/python36Derivative analytics with Python.Derivatives and Hedging4/12/21 14:39388.0299.01.07/9/15 12:272/22/21 13:29yhilpisch/dawpactive
105Dermanhttps://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynbBinomial tree for American call.Derivatives and Hedging10/6/20 20:371.03.01.05/18/18 18:089/21/18 19:59rstreppa/valuation-convertibles-Goldman1994inactive
106Reinforcement Learninghttps://github.com/FinTechies/HedgingRLHedging portfolios with reinforcement learning.Derivatives and Hedging1/20/21 8:1216.09.01.04/21/17 10:588/2/17 21:41FinTechies/HedgingRLinactive
107Delta Hedginghttps://github.com/RobinsonGarcia/delta-hedgingAdvanced derivatives.Derivatives and Hedging2/27/21 8:483.02.01.03/2/18 23:537/17/18 23:32RobinsonGarcia/delta-hedginginactive
108Currency PCAhttps://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynbForex spots PCA.Extended Research10/26/20 0:553.01.01.03/12/19 21:113/12/19 22:09shanemulqueen/python-finance-pcainactive
109Simulationhttps://github.com/chenbowen184/Computational_FinanceInvestigating simulations as part of computational finance.Extended Research1/12/21 12:2217.012.01.01/29/18 5:018/2/18 5:56chen-bowen/Computational_Financeinactive
110Critical Transitionshttps://github.com/ryanholbrook/critical-transitionsDetecting critical transitions in financial networks with topological data analysis.Extended Research1/30/21 11:5010.03.01.01/22/19 10:593/12/19 18:35ryanholbrook/critical-transitionsinactive
111Real 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
112Deep Portfoliohttps://github.com/DLColumbia/DL_forFinanceDeep learning for finance Predict volume of bonds.Extended Research1/12/21 11:4827.019.02.05/8/18 19:345/9/18 15:39DLColumbia/DL_forFinanceinactive
113NLP Finance Papershttps://github.com/chenbowen184/Research_Documents_Curation_with_NLPCurating quantitative finance papers using machine learning.Extended Research2/27/21 6:338.09.01.010/11/18 20:3212/24/18 23:27chen-bowen/Research_Documents_Curation_with_NLPinactive
114Bayesian Financehttps://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynbNotebook PyMC3 implementation.Extended Research4/10/21 19:50233.055.01.08/28/18 14:458/6/20 22:03marketneutral/alphatoolsactive
115Liquidity and Momentumhttps://github.com/mrefermat/quant_financeVarious factors and portfolio constructions.Extended Research3/30/21 0:0931.015.01.08/11/18 22:5911/12/19 4:49mrefermat/quant_financeactive
116High Frequencyhttps://github.com/cswaney/prickleA Python toolkit for high-frequency trade research.Extended Research3/22/21 2:1924.017.02.07/6/16 20:326/9/18 10:53cswaney/prickleinactive
117Life-cyclehttps://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynbCompany life cycle.Extended Research12/21/20 14:423.03.01.01/19/19 18:162/18/19 16:57atulram/Finance-and-Stocksinactive
118Computational Financehttps://github.com/lnsongxf/Applied_Computational_Economics_and_FinanceApplied Computational Economics and Finance.Extended Research3/7/21 17:4712.013.01.08/27/17 3:468/26/17 4:26lnsongxf/Applied_Computational_Economics_and_Financeinactive
119Market Crash Predictionhttps://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynbPredicting market crashes using an LPPL model.Extended Research10/6/20 21:011.03.01.01/24/19 13:372/13/19 16:48sarachmax/MarketCrashes_Predictioninactive
120Commodityhttps://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynbCommodity influence over Brazilian stocks.Extended Researchfelipessalvatore/fin2vec
121Finance Graph Theoryhttps://github.com/AvijitGhosh82/Finance_Graph_TheoryModelling Contentedness of Firms in Financial Markets with Heterogeneous Agents.Extended Research3/28/21 2:2217.07.03.08/2/18 2:483/16/19 18:39evijit/Finance_Graph_Theoryinactive
122Financial Economicshttps://github.com/rsvp/fecon235/tree/master/nbFinancial Economics Models.Extended Research4/10/21 17:02713.0275.02.011/9/14 4:4912/3/18 16:30rsvp/fecon235inactive
123Economic Foundationshttps://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundationsBasic economic models.Extended Research10/6/20 21:012.03.01.05/25/17 2:276/30/17 3:53SeanMcOwen/FinanceAndPython.com-EconomicFoundationsinactive
124Behavioural Economicshttps://github.com/pcmichaud/notebooksBehavioural Economics and Finance Python Notebooks.Extended Research2/3/21 7:229.04.01.012/20/18 0:213/26/19 11:51pcmichaud/notebooksinactive
125Mathematical Financehttps://github.com/Auquan/TutorialsNotebooks for math and financial tutorials.Extended Research4/8/21 19:37664.0425.09.01/21/17 11:248/1/20 17:03Auquan/Tutorialsactive
126HFThttps://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-StrategyHigh frequency trading.Extended Research4/11/21 23:36748.0333.01.07/21/16 5:142/14/17 16:47rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategyinactive
127Corporate Financehttps://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinanceBasic corporate finance.Extended Research1/16/21 19:019.04.01.09/9/17 3:359/9/17 23:04SeanMcOwen/FinanceAndPython.com-CorporateFinanceinactive
128M&Ahttps://github.com/atulram/Finance-and-StocksMergers and Acquisitions.Extended Research12/21/20 14:423.03.01.01/19/19 18:162/18/19 16:57atulram/Finance-and-Stocksinactive
129Backtestshttps://github.com/AlgoTraders/stock-analysis-engineTrading data and algorithms.Extended Research4/12/21 2:28620.0165.03.09/16/18 20:009/5/20 13:01AlgoTraders/stock-analysis-engineactive
130Bayesian Finance Ihttps://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynbStochastic Process Calibration using Bayesian Inference & Probabilistic Programs.Extended Research11/28/20 3:0225.06.00.01/4/19 12:302/18/19 9:55AlexIoannides/pymc-stochastic-processinactive
131Applied Corporate Financehttps://github.com/chenbowen184/Data_Science_in_Applied_Corporate_FinanceStudies the empirical behaviours in stock market.Extended Research2/19/21 13:408.09.01.01/29/18 5:147/19/18 6:25chen-bowen/Data_Science_in_Applied_Corporate_Financeinactive
132Pyfoliohttps://github.com/quantopian/pyfolioPortfolio and risk analytics in Python.Factor and Risk Analysis4/12/21 11:553673.01157.042.06/1/15 15:312/28/20 17:30quantopian/pyfolioactive
133Statistical Financehttps://github.com/mrefermat/FinancePhD/tree/master/FinancialExperimentsVarious financial experiments.Factor and Risk Analysis3/30/21 0:0921.016.01.010/4/15 9:103/28/20 18:33mrefermat/FinancePhDactive
134VaR GaNhttps://github.com/hamaadshah/market_risk_gan_kerasEstimate Value-at-Risk for market risk management using Keras and TensorFlow.Factor and Risk Analysis3/20/21 21:5341.028.01.08/6/18 16:0911/22/20 19:02hamaadshah/market_risk_gan_tensorflowactive
135Performance Analysishttps://github.com/quantopian/alphalensPerformance analysis of predictive (alpha) stock factors.Factor and Risk Analysis4/10/21 12:581847.0700.017.06/3/16 21:494/27/20 18:40quantopian/alphalensactive
136Factor Analysishttps://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynbFactor analysis for mutual funds.Factor and Risk Analysis12/21/20 14:263.04.01.03/13/18 7:393/13/18 7:42garvit-kudesia91/factor_analysisinactive
137Python for Financehttps://github.com/yhilpisch/py4fi/tree/master/jupyter36Various financial notebooks.Factor and Risk Analysis4/9/21 8:121298.0794.01.012/15/14 11:237/10/18 6:38yhilpisch/py4fiinactive
138Various 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 Analysis11/4/20 7:044.05.01.08/7/17 14:448/8/17 22:52Jorgencr/Alternative-and-Responsible-Investmentsinactive
139CAPMhttps://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynbExpected returns using CAPM.Factor and Risk Analysis3/1/21 13:5331.018.01.05/10/16 11:035/17/16 3:44RJT1990/Active-Portfolio-Management-Notesinactive
140Quant Financehttps://github.com/mrefermat/quant_financeGeneral quant repository.Factor and Risk Analysis3/30/21 0:0931.015.01.08/11/18 22:5911/12/19 4:49mrefermat/quant_financeactive
141Stock-Predictionhttps://github.com/Ronak-59/Stock-PredictionNEWFactor and Risk Analysis3/26/21 8:37129.064.02.03/18/18 4:542/28/20 11:43Ronak-59/Stock-Predictionactive37:06.3
142Risk and Returnhttps://github.com/PyDataBlog/Python-for-Data-Science/tree/master/TutorialsRiskiness of portfolios and assets.Factor and Risk Analysis4/6/21 17:03140.062.02.09/12/17 13:358/6/20 12:35PyDataBlog/Python-for-Data-Scienceactive
143AlphaTradinghttps://github.com/jerryxyx/AlphaTradingNEWFactor and Risk Analysis4/10/21 6:34149.074.01.05/18/18 22:098/7/18 18:05jerryxyx/AlphaTradinginactive37:06.3
144Risk Basichttps://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynbActive portfolio risk management .Factor and Risk Analysis3/1/21 13:5331.018.01.05/10/16 11:035/17/16 3:44RJT1990/Active-Portfolio-Management-Notesinactive
145VaRhttps://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynbValue-at-risk calculations.Factor and Risk Analysis3/31/21 2:0610.09.01.011/15/16 19:241/14/17 21:19willb/var-notebookinactive
146Factor Analysishttps://github.com/alpha-miner/alpha-mind/tree/master/notebooksFactor strategy notebooks.Factor and Risk Analysis4/8/21 19:02172.060.03.05/1/17 7:364/7/21 15:25alpha-miner/alpha-mindactive
147Convex Optimisationhttps://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynbConvex Optimization for Finance.Factor and Risk Analysis4/8/21 19:0218.010.01.06/26/18 20:3610/22/19 21:56ssanderson/convex-optimization-for-financeactive
148Binomial Treehttps://github.com/hy-lei/math-finance-exerciseUtility functions in fixed income securities.Fixed Income10/6/20 20:551.02.01.02/2/19 8:445/3/19 17:16hy-lei/math-finance-toolboxactive
149Vasicekhttps://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynbBootstrapping and interpolation.Fixed Income12/10/20 21:203.03.01.07/18/18 19:267/18/18 19:34RobinsonGarcia/fixed-incomeinactive
150Corporate Bondshttps://github.com/ishank011/gs-quantify-bond-predictionPredicting the buying and selling volume of the corporate bonds.Fixed Income1/3/21 21:467.05.01.09/27/17 19:579/27/17 20:00ishank011/gs-quantify-bond-predictioninactive
151AlphaPyhttps://github.com/ScottfreeLLC/AlphaPyNEWOther Models4/4/21 20:02576.0130.03.02/14/16 0:472/8/21 21:35ScottfreeLLC/AlphaPyactive39:24.6
152Awesome-Quant-Machine-Learning-Tradinghttps://github.com/grananqvist/Awesome-Quant-Machine-Learning-TradingNEWOther Models4/10/21 13:381005.0319.03.011/5/18 21:0910/8/20 16:48grananqvist/Awesome-Quant-Machine-Learning-Tradingactive39:24.6
153botflowhttps://github.com/kkyon/botflowNEWOther Models3/31/21 10:561165.0102.08.08/20/18 3:135/23/19 14:40kkyon/botflowactive39:24.6
154surpriverhttps://github.com/tradytics/surpriverNEWOther Models4/12/21 12:271189.0221.06.08/30/20 7:569/21/20 4:32tradytics/surpriveractive39:24.6
155Pattern-Recognition-for-Forex-Tradinghttps://github.com/PythonProgramming/Pattern-Recognition-for-Forex-TradingNEWOther Models4/5/21 3:23173.091.01.03/26/15 2:223/26/15 2:33PythonProgramming/Pattern-Recognition-for-Forex-Tradinginactive39:24.6
156awesome-ai-in-financehttps://github.com/georgezouq/awesome-ai-in-financeNEWOther Models4/11/21 7:43941.0162.08.08/29/18 2:0711/27/20 9:43georgezouq/awesome-ai-in-financeactive39:24.6
157Microservices-Based-Algorithmic-Trading-Systemhttps://github.com/saeed349/Microservices-Based-Algorithmic-Trading-SystemNEWOther Models4/10/21 12:59104.056.00.01/6/20 0:213/31/20 13:02saeed349/Microservices-Based-Algorithmic-Trading-Systemactive39:24.6
158Machine-Learning-for-Algorithmic-Trading-Bots-with-Pythonhttps://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-PythonNEWOther Models4/11/21 6:02172.094.05.012/6/18 11:351/18/21 6:40PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Pythonactive39:24.6
159Stock.Indicatorshttps://github.com/DaveSkender/Stock.IndicatorsNEWOther Models4/12/21 10:47175.064.09.012/29/19 5:184/11/21 19:17DaveSkender/Stock.Indicatorsactive39:24.6
160finance_mlhttps://github.com/jjakimoto/finance_mlNEWOther Models4/8/21 15:28282.0117.01.06/29/18 21:212/18/19 12:34jjakimoto/finance_mlinactive39:24.6
161Machine-Learning-For-Financehttps://github.com/anthonyng2/Machine-Learning-For-FinanceNEWOther Models4/1/21 20:11205.0119.01.07/11/17 9:092/21/18 5:36anthonyng2/Machine-Learning-For-Financeinactive39:24.6
162mlfinlabhttps://github.com/hudson-and-thames/mlfinlabNEWOther Models4/12/21 10:512295.0709.03.02/13/19 16:574/12/21 10:50hudson-and-thames/mlfinlabactive39:24.6
163Machine-Learning-for-Financehttps://github.com/PacktPublishing/Machine-Learning-for-FinanceNEWOther Models4/8/21 16:54180.0122.04.03/15/18 6:281/14/21 15:58PacktPublishing/Machine-Learning-for-Financeactive39:24.6
164MathAndScienceNoteshttps://github.com/melling/MathAndScienceNotesCollections of news/articles on various topics including quant trading and machine learning. Some articles are from [ycombinator message board](https://news.ycombinator.com/news) and [rediit algotrading forum](https://www.reddit.com/r/algotrading/)Other Models4/12/21 0:49460.054.01.03/11/16 19:1312/21/20 3:54melling/MathAndScienceNotesactive39:24.6
165CryptoBothttps://github.com/AdeelMufti/CryptoBotHard 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 mentainedOther Models3/25/21 9:17234.094.01.01/17/17 12:441/17/17 12:48AdeelMufti/CryptoBotinactive2.039:24.6
166Hands-On-Machine-Learning-for-Algorithmic-Tradinghttps://github.com/PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Tradingrepo 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 haveOther Models4/12/21 15:41600.0386.02.05/7/19 11:041/19/21 7:51PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Tradingactive5.039:24.6
167Trend Followinghttp://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.htmlA futures trend following portfolio investment strategy.Other Models
168Short-Term Movement Cueshttps://github.com/anfederico/ClairvoyantIdentify social/historical cues for short term stock movement.Other Models4/12/21 13:112166.0678.01.09/12/16 18:388/29/18 20:27anfederico/clairvoyantinactive
169Mixture Models IIhttps://github.com/BlackArbsCEO/mixture_model_trading_publicMixture models and stock trading.Other Models3/12/21 13:21166.073.01.012/11/17 17:055/13/20 23:50BlackArbsCEO/mixture_model_trading_publicactive
170fin-mlhttps://github.com/tatsath/fin-mlNEWOther Models4/11/21 3:29116.066.02.05/10/20 0:251/23/21 17:15tatsath/fin-mlactive39:24.6
171Fundamental LT Forecastshttps://github.com/Hvass-Labs/FinanceOpsResearch in investment finance for long term forecasts.Other Models4/5/21 23:36383.0127.01.07/22/18 8:142/17/21 14:39Hvass-Labs/FinanceOpsactive
172Speculatorhttps://github.com/amicks/SpeculatorNEWOther Models3/15/21 16:27101.031.02.09/3/17 17:439/12/18 18:58amicks/Speculatorinactive39:24.6
173Machine-Learning-and-AI-in-Tradinghttps://github.com/PyPatel/Machine-Learning-and-AI-in-TradingNEWOther Models4/8/21 11:31261.0101.01.08/30/17 6:1410/29/19 8:14PyPatel/Machine-Learning-and-AI-in-Tradingactive39:24.6
174Mixture Models Ihttps://github.com/BlackArbsCEO/Mixture_ModelsMixture models to predict market bottoms.Other Models3/2/21 19:4431.031.01.03/20/17 18:544/25/17 23:35BlackArbsCEO/Mixture_Modelsinactive
175stock-trading-mlhttps://github.com/yacoubb/stock-trading-mlNEWOther Models4/11/21 14:46340.0186.01.010/10/19 9:4410/12/19 11:38yacoubb/stock-trading-mlactive39:24.6
176Machine-Learning-for-Algorithmic-Trading-Second-Edition_Originalhttps://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_OriginalNEWOther Models4/8/21 20:01279.0126.04.011/15/19 8:511/21/21 7:56PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Originalactive39:24.6
177mosquitohttps://github.com/miro-ka/mosquitoNEWOther Models4/12/21 9:44220.044.02.06/18/17 19:573/14/21 22:22miro-ka/mosquitoactive39:24.6
178Scikit-learn Stock Predictionhttps://github.com/robertmartin8/MachineLearningStocksUsing python and scikit-learn to make stock predictions.Other Models4/11/21 10:00931.0347.02.02/12/17 4:502/4/21 3:48robertmartin8/MachineLearningStocksactive
179ML_Finance_Codeshttps://github.com/mfrdixon/ML_Finance_CodesNEWOther Models4/11/21 8:30250.0104.03.09/27/19 16:136/13/20 21:20mfrdixon/ML_Finance_Codesactive39:24.6
180Machine Learning in Asset Managementhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952Personal Papers
181Financial Event Prediction using Machine Learninghttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555Personal Papers
182Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimizationhttps://jfds.pm-research.com/content/2/2/17Personal Papers
183Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategieshttps://jfds.pm-research.com/content/2/1/10Personal Papers
184OLMAR Algorithmhttps://github.com/charlessutton/OLMAR/blob/master/Part3.ipynbRelative importance of each component of the OLMAR algorithm.Portfolio Selection and Optimisation4/8/21 19:077.04.01.07/26/16 16:2012/30/16 11:40charlessutton/OLMARinactive
185Online 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
186Riskfolio-Libhttps://github.com/dcajasn/Riskfolio-LibNEWPortfolio Selection and Optimisation4/12/21 12:25371.062.01.03/2/20 19:494/1/21 3:50dcajasn/Riskfolio-Libactive37:19.5
187Efficient Frontierhttps://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynbModern Portfolio Theory.Portfolio Selection and Optimisation3/30/21 0:01104.057.01.02/17/18 8:192/27/18 13:16tthustla/efficient_frontierinactive
188Policy Gradient Portfoliohttps://github.com/ZhengyaoJiang/PGPortfolioA Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.Portfolio Selection and Optimisation4/9/21 10:411281.0629.06.011/12/17 16:085/9/19 9:50ZhengyaoJiang/PGPortfolioactive
189Deep Portfolio Theoryhttps://github.com/tcloaa/Deep-Portfolio-TheoryAutoencoder framework for portfolio selection.Portfolio Selection and Optimisation4/6/21 11:47105.057.01.02/10/17 9:033/8/18 16:47tcloaa/Deep-Portfolio-Theoryinactive
190PyPortfolioOpthttps://github.com/robertmartin8/PyPortfolioOptFinancial portfolio optimisation, including classical efficient frontier and advanced methods.Portfolio Selection and Optimisation4/12/21 11:541895.0479.016.05/29/18 13:302/25/21 13:01robertmartin8/PyPortfolioOptactive
191node-financehttps://github.com/albertosantini/node-financeNEWPortfolio Selection and Optimisation4/5/21 8:01101.026.03.09/17/11 17:494/5/21 8:01albertosantini/node-financeactive37:19.5
192Reinforcement Learninghttps://github.com/filangel/qtraderReinforcement Learning for Portfolio Management.Portfolio Selection and Optimisation3/29/21 3:47364.0150.01.010/7/17 9:146/26/18 9:22filangelos/qtraderinactive
193DeepDowhttps://github.com/jankrepl/deepdowPortfolio optimization with deep learning.Portfolio Selection and Optimisation4/7/21 6:57311.058.02.02/2/20 8:462/16/21 18:50jankrepl/deepdowactive
194Distribution 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 Optimisation4/12/21 13:10232.082.03.011/16/18 12:207/4/19 1:41VivekPa/OptimalPortfolioactive
195401K Portfolio Optimisationhttps://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynbPortfolio analyses and optimisation for 401K.Portfolio Selection and Optimisation12/25/20 9:3914.05.01.08/1/18 19:489/5/19 11:18otosman/Python-for-Financeactive
196Modern Portfolio Theoryhttps://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynbUniversal portfolios; modern portfolio theory.Portfolio Selection and Optimisation
197riskparity.pyhttps://github.com/dppalomar/riskparity.pyNEWPortfolio Selection and Optimisation4/11/21 9:40124.031.02.07/13/19 21:301/30/21 1:53dppalomar/riskparity.pyactive37:19.5
198Fund classificationhttps://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynbFund classification using text mining and NLP.Textual3/31/21 2:124.02.01.04/16/18 22:186/7/18 22:01frechfrechfrech/Mutual-Fund-Market-Clustersinactive
199Earning call transcriptshttps://github.com/lin882/WebAnalyticsProjectCorrelation between mutual fund investment decision and earning call transcripts.Textual12/17/20 8:243.03.01.012/30/17 8:561/11/18 2:11lin882/WebAnalyticsProjectinactive
200Accounting Anomalieshttps://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynbUsing deep-learning frameworks to identify accounting anomalies.Textual4/12/21 7:47110.051.02.05/24/17 12:368/7/19 21:47GitiHubi/deepAIactive
201Buzzwordshttps://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-FundsReturn performance and mutual fund selection.Textual10/6/20 18:541.04.01.02/4/18 21:512/4/18 21:57swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Fundsinactive
202NLPhttps://github.com/toamitesh/NLPinFinanceThis project assembles a lot of NLP operations needed for finance domain.Textualtoamitesh/NLPinFinance
203Financial Sentiment Analysishttps://github.com/EricHe98/Financial-Statements-Text-AnalysisSentiment, distance and proportion analysis for trading signals.Textual3/31/21 23:4848.027.01.06/23/17 0:051/26/19 3:35EricHe98/Financial-Statements-Text-Analysisinactive
204NLP Eventhttps://github.com/yuriak/DLQuantApplying Deep Learning and NLP in Quantitative Trading.Textual4/1/21 2:1670.031.01.07/2/18 23:501/31/19 14:08yuriak/DLQuantinactive
205Financial Statement Sentimenthttps://github.com/MAydogdu/TextualAnalysisExtracting sentiment from financial statements using neural networks.Textual3/31/21 2:108.07.01.06/4/18 20:546/4/18 20:56MAydogdu/TextualAnalysisinactive
206Extensive NLPhttps://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynbComprehensive NLP techniques for accounting research.Textual3/21/21 7:3973.042.01.010/25/17 7:106/5/20 3:28TiesdeKok/Python_NLP_Tutorialactive
207Pairs Tradinghttps://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynbFinding pairs with cluster analysis.Unsupervised4/4/21 17:5579.036.00.09/5/17 19:199/27/17 20:42marketneutral/pairs-trading-with-MLinactive
208PCA Pairs Tradinghttps://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_TradingPCA, Factor Returns, and trading strategies.UnsupervisedjoelQF/quant-finance
209Industry Clusteringhttps://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustriesClustering of industries.Unsupervised10/6/20 18:514.05.01.07/21/17 2:127/23/17 2:53SeanMcOwen/FinanceAndPython.com-ClusteringIndustriesinactive
210Fund Clustershttps://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynbData exploration of fund clusters.Unsupervised3/31/21 2:124.02.01.04/16/18 22:186/7/18 22:01frechfrechfrech/Mutual-Fund-Market-Clustersinactive
211VRA Stock Embeddinghttps://github.com/ml-hongkong/stock2vecVariational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history.Unsupervised10/20/20 11:0532.012.01.06/21/17 4:476/21/17 4:51ml-hongkong/stock2vecinactive
212Industry Clusteringhttps://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustriesProject to cluster industries according to financial attributes.Unsupervised10/6/20 18:514.05.01.07/21/17 2:127/23/17 2:53SeanMcOwen/FinanceAndPython.com-ClusteringIndustriesinactive