Files
financial-machine-learning/raw_data/url_list.csv
T
Bin Yang 31dbd67a52 bug fix
2021-04-15 01:07:33 -04:00

63 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 Finance11/26/20 3:348621/27/16 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 20:562113/29/18 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 22:414212/8/17 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 12:1095112/11/14 0:2512/12/14 21:25ahmedhosny/theGreenCanvasinactive
7Blockchainhttps://github.com/nud3l/dInvestRepository for distributed autonomous investment banking.Alternative Finance2/6/21 7:3812729/5/16 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 20:5632112/4/17 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 13:405112/27/18 16:462/13/19 0:15CJL89/Kiva-Crowdfundinginactive
10NYU FREhttps://engineering.nyu.edu/academics/departments/finance-and-risk-engineeringFinance and Risk Engineering (NYU Tandon)Colleges Centers and Departments
11Cornell Universityhttps://www.cornell.edu/Colleges Centers and Departments
12Stanford Advanced Financial Technologieshttps://fintech.stanford.edu/Stanford Advanced Financial Technologies LaboratoryColleges Centers and Departments
13NYU Couranthttps://cims.nyu.edu/Courant Institute of Mathematical Sciences, New York UniversityColleges Centers and Departments
14Berkeley Lab CIFThttps://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/Colleges Centers and Departments
15Oxford Manhttps://www.oxford-man.ox.ac.uk/Oxford-Man Institute of Quantitative FinanceColleges Centers and Departments
16Algo Tradinghttps://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_TradingIntro to algo trading.Courses3/12/21 11:026425110/29/17 20:341/22/19 6:56JCreeks/Machine-Learning-in-Financeinactive
17Mathematical Financehttps://github.com/yadongli/nyumath2048NYU Math-GA 2048: Scientific Computing in Finance.Courses1/14/21 18:01696361/25/15 21:103/25/20 4:24yadongli/nyumath2048active
18Basic Derivativeshttps://github.com/SeanMcOwen/FinanceAndPython.com-DerivativesBasic forward contracts and hedging.Courses3/31/21 2:084418/24/17 0:1110/13/17 1:32SeanMcOwen/FinanceAndPython.com-Derivativesinactive
19Python for Financehttps://github.com/siaen/python_finance_courseCEU python for finance course material.Courses3/31/21 2:081615412/12/17 11:542/25/20 20:31siaen/python_finance_courseactive
20Machine 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 16:183842122585/9/18 12:334/10/21 22:21stefan-jansen/machine-learning-for-tradingactive
21ML Specialisationhttps://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-SpecializationMachine Learning in Finance.Courses4/5/21 13:37343211/24/19 2:551/3/20 21:54Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specializationactive
22Basic Financehttps://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinanceSource code notebooks basic finance applications.Courses3/31/21 2:0910815/6/17 2:396/21/17 4:04SeanMcOwen/FinanceAndPython.com-BasicFinanceinactive
23Risk Managementhttps://github.com/andrey-lukyanov/Risk-ManagementFinance risk engagement course resources.Courses11/12/20 0:4965310/3/18 16:2612/13/18 8:04andrey-lukyanov/Risk-Managementinactive
24Handson Python for Financehttps://github.com/PacktPublishing/Hands-on-Python-for-FinanceHands-on Python for Finance published by Packt.Courses4/12/21 0:4912111038/20/18 14:101/15/21 8:57PacktPublishing/Hands-on-Python-for-Financeactive
25Basic Investmentshttps://github.com/SeanMcOwen/FinanceAndPython.com-InvestmentsBasic investment tools in python.Courses3/23/21 6:329518/2/17 21:528/17/17 3:24SeanMcOwen/FinanceAndPython.com-Investmentsinactive
26https://fred.stlouisfed.org/https://fred.stlouisfed.org/Data
27Financial Corporatehttp://raw.rutgers.edu/Corporate%20Financial%20Data.htmlData
28https://github.com/timestocome/StockMarketDatahttps://github.com/timestocome/StockMarketDataData3/26/21 22:357515/10/17 21:498/6/17 19:23timestocome/StockMarketDatainactive
29http://finance.yahoo.com/http://finance.yahoo.com/Data
30Rating Industrieshttp://www.ratingshistory.info/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 6:349616/16/18 14:306/16/18 17:23healthgradient/sec-doc-info-extractioninactive
34EDGARhttps://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynbData1/23/21 19:22111016/11/18 22:517/10/18 18:03TiesdeKok/UW_Python_Campinactive
35IRShttp://social-metrics.org/sox/Data
36Employee Count SEC Filingshttps://github.com/healthgradient/sec_employee_information_extractionData2/27/21 3:3310216/26/18 23:338/14/18 1:31healthgradient/sec_employee_information_extractioninactive
37Capital Markets Datahttps://www.capitalmarketsdata.com/Data
38Open Edgarhttps://github.com/LexPredict/openedgarData4/9/21 12:151696165/7/18 15:325/15/19 8:32LexPredict/openedgaractive
39Web Scraping (FirmAI)https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/dataData4/10/21 17:1957718422/19/19 19:027/22/20 16:48firmai/business-machine-learningactive
40Google-Finance-Stock-Data-Analysishttps://github.com/hpnhxxwn/Google-Finance-Stock-Data-AnalysisNEWData Processing Techniques and Transformations12/20/20 8:39701017/23/17 2:597/23/17 3:10hpnhxxwn/Google-Finance-Stock-Data-Analysisinactive12:49.2
41cointraderhttps://github.com/timolson/cointraderNEWData Processing Techniques and Transformations4/10/21 17:1633914096/1/14 1:1410/22/20 0:24timolson/cointraderactive12:49.2
42Advanced ML IIhttps://github.com/hudson-and-thames/researchMore implementations of Financial Machine Learning (De Prado).Data Processing Techniques and Transformationshudson-and-thames/research
43Twitter-Trendshttps://github.com/Medha11/Twitter-TrendsNEWData Processing Techniques and Transformations2/7/21 9:16662115/22/17 17:075/23/17 8:06Medha11/Twitter-Trendsinactive12:49.2
44Advanced MLhttps://github.com/BlackArbsCEO/Adv_Fin_ML_ExercisesExercises too Financial Machine Learning (De Prado).Data Processing Techniques and Transformations4/12/21 2:2097343544/25/18 17:221/16/20 17:25BlackArbsCEO/Adv_Fin_ML_Exercisesactive
45CryptoNetshttps://github.com/microsoft/CryptoNetsNEWData Processing Techniques and Transformations4/8/21 1:071544246/2/19 5:489/12/19 13:03microsoft/CryptoNetsactive12:49.2
46finserv-application-blueprinthttps://github.com/mapr-demos/finserv-application-blueprintNEWData Processing Techniques and Transformations1/21/21 0:29725359/26/16 19:421/20/21 23:07mapr-demos/finserv-application-blueprintactive12:49.2
47RL Tradinghttps://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sWA collection of 25+ Reinforcement Learning Trading Strategies -Google Colab.Deep Learning And Reinforcement Learning4
48a3c_tradinghttps://github.com/evgps/a3c_tradingNEWDeep Learning And Reinforcement Learning4/10/21 12:493119816/4/18 15:305/23/20 14:47evgps/a3c_tradingactive39:11.1
49Trading-Gymhttps://github.com/thedimlebowski/Trading-GymNEWDeep Learning And Reinforcement Learning4/10/21 8:0050714736/13/17 13:147/10/17 8:09thedimlebowski/Trading-Gyminactive39:11.1
50pairstrade-fyp-2019https://github.com/wywongbd/pairstrade-fyp-2019NEWDeep Learning And Reinforcement Learning4/4/21 23:471104129/7/18 7:515/13/20 5:06wywongbd/pairstrade-fyp-2019active39:11.1
51rl_tradinghttps://github.com/ucaiado/rl_tradingNEWDeep Learning And Reinforcement Learning4/8/21 15:342078915/29/17 22:198/29/17 14:54ucaiado/rl_tradinginactive39:11.1
52awesome-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 9:02551140111/26/18 3:231/1/21 9:41cbailes/awesome-deep-tradingactive43/31/21 8:00
53Machine-Learning-and-Reinforcement-Learning-in-Financehttps://github.com/joelowj/Machine-Learning-and-Reinforcement-Learning-in-FinanceNEWDeep Learning And Reinforcement Learning3/30/21 9:111759816/26/18 4:309/23/18 16:50joelowj/Machine-Learning-and-Reinforcement-Learning-in-Financeinactive39:11.1
54marohttps://github.com/microsoft/maroNEWDeep Learning And Reinforcement Learning4/12/21 2:22386661712/27/19 6:484/7/21 15:49microsoft/maroactive39:11.1
55TradingGymhttps://github.com/cove9988/TradingGymNEWDeep Learning And Reinforcement Learning3/28/21 5:3711239311/6/17 0:5011/15/17 23:55cove9988/TradingGyminactive39:11.1
56RLQuanthttps://github.com/yuriak/RLQuantNEWDeep Learning And Reinforcement Learning4/9/21 5:012779214/5/18 5:428/13/18 4:18yuriak/RLQuantinactive39:11.1
57QLearning_Tradinghttps://github.com/ucaiado/QLearning_TradingNEWDeep Learning And Reinforcement Learning4/6/21 22:0943316818/10/16 6:0210/15/16 2:36ucaiado/QLearning_Tradinginactive39:11.1
58RL IVhttps://github.com/jjakimoto/DQNReinforcement Learning for finance.Deep Learning And Reinforcement Learning4/5/21 11:4214255110/21/16 2:474/7/17 8:11jjakimoto/DQNinactive
59RL IIhttps://github.com/deependersingla/deep_traderreinforcement learning on stock market and agent tries to learn trading.Deep Learning And Reinforcement Learning4/11/21 20:21134048936/11/16 7:271/22/18 14:35deependersingla/deep_traderinactive3
60gym-tradinghttps://github.com/hackthemarket/gym-tradingNEWDeep Learning And Reinforcement Learning4/12/21 9:06581195212/9/16 20:4612/24/17 15:34hackthemarket/gym-tradinginactive39:11.1
61Pair-Trading-Reinforcement-Learninghttps://github.com/wai-i/Pair-Trading-Reinforcement-LearningNEWDeep Learning And Reinforcement Learning4/10/21 4:531365616/9/19 22:501/3/20 15:36wai-i/Pair-Trading-Reinforcement-Learningactive39:11.1
62RL IIIhttps://github.com/samre12/deep-trading-agentGithub -Deep Reinforcement Learning based Trading Agent for Bitcoin.Deep Learning And Reinforcement Learning4/3/21 20:4857620319/21/17 17:054/13/18 16:33samre12/deep-trading-agentinactive3
63TradingGymhttps://github.com/Yvictor/TradingGymNEWDeep Learning And Reinforcement Learning4/11/21 20:2084123725/1/17 13:532/14/18 13:58Yvictor/TradingGyminactive39:11.1
64RL Vhttps://github.com/gstenger98/rl-financeBuilding an Agent to Trade with Reinforcement Learning.Deep Learning And Reinforcement Learning4/8/21 18:5733851/16/19 0:433/19/20 20:28gstenger98/rl-financeactive2
65RLhttps://github.com/kh-kim/stock_market_reinforcement_learningOpenGym with Deep Q-learning and Policy Gradient.Deep Learning And Reinforcement Learning4/11/21 12:27715298110/4/16 14:4212/23/16 7:34kh-kim/stock_market_reinforcement_learninginactive2
66tensortradehttps://github.com/tensortrade-org/tensortradeNEWDeep Learning And Reinforcement Learning4/12/21 16:053101715397/30/19 21:283/24/21 16:25tensortrade-org/tensortradeactive39:11.1
67FinRLhttps://github.com/AI4Finance-LLC/FinRLNEWDeep Learning And Reinforcement Learning4/13/21 14:371865451227/26/20 13:184/11/21 22:02AI4Finance-LLC/FinRLactive13:03.7
68Deep-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 2:582759919/29/18 23:383/18/21 3:16LastAncientOne/Deep-Learning-Machine-Learning-Stockactive33/31/21 8:00
69DQN-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 12:421364949/19/18 3:1711/26/20 16:58AI4Finance-LLC/DQN-DDPG_Stock_Tradingactive33/31/21 8:00
70BitcoinForecasthttps://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 2:0628912833/10/17 10:526/11/18 8:07PiSimo/BitcoinForecastinactive33/31/21 8:00
71DeepLearningInFinancehttps://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 13:0926614518/21/17 16:008/21/17 17:23sonaam1234/DeepLearningInFinanceinactive33/31/21 8:00
72crypto-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 10:2434711116/21/18 1:0611/5/20 11:08sadighian/crypto-rlactive33/31/21 8:00
73Deep Learning IIhttps://github.com/LiamConnell/deep-algotrading/tree/master/notebooksTensorflow Regression.Deep Learning And Reinforcement Learning4/10/21 6:061756717/12/16 12:562/16/18 2:43LiamConnell/deep-algotradinginactive3
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 13:171386615/11/18 0:5210/26/19 14:22saeed349/Deep-Reinforcement-Learning-in-Tradingactive33/31/21 8:00
75Deep Learning IVhttps://github.com/achillesrasquinha/bulbeaBulbea: Deep Learning based Python Library.Deep Learning And Reinforcement Learning4/9/21 20:38146741613/9/17 6:113/19/17 7:42achillesrasquinha/bulbeainactive5
76Deep Learning IIIhttps://github.com/Rachnog/Deep-TradingAlgorithmic trading with deep learning experiments.Deep Learning And Reinforcement Learning4/9/21 10:39126667516/18/16 18:238/7/18 15:24Rachnog/Deep-Tradinginactive5
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 13:5436551542212/18/17 10:491/5/21 10:31huseinzol05/Stock-Prediction-Modelsactive53/31/21 8:00
78ARIMA-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 4:122228618/5/18 2:1310/1/18 11:25imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predictinactive3
79RLTraderhttps://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 2:501312451154/27/19 18:3510/17/19 16:25notadamking/RLTraderactive53/31/21 8:00
80Neural Networkhttps://github.com/VivekPa/IntroNeuralNetworksNeural networks to predict stock prices.Deep Learning And Reinforcement Learning4/3/21 11:5948917629/10/18 6:3411/21/18 7:39VivekPa/IntroNeuralNetworksinactive4
81LTSM Recurrenthttps://github.com/VivekPa/AIAlphaOHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.Deep Learning And Reinforcement Learning4/12/21 2:391207370210/7/18 3:588/3/19 9:00VivekPa/AIAlphaactive4
82trading-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 5:1029214318/13/18 10:441/23/20 4:41pskrunner14/trading-botactive33/31/21 8:00
83trading-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 4:591803824/22/19 10:039/28/20 9:07Kostis-S-Z/trading-rlactive33/31/21 8:00
84LTSM GRUhttps://github.com/RajatHanda/Finance-ForecastingStock Market Forecasting using LSTM\GRU.Deep Learning And Reinforcement Learning3/29/21 23:5911615/13/18 2:392/25/19 0:26RajatHanda/Finance-Forecastinginactive3
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 22:501414225/19/19 22:209/27/20 19:22Albert-Z-Guo/Deep-Reinforcement-Stock-Tradingactive33/31/21 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 7:2931915822/16/19 21:1811/29/20 20:12Rachnog/Advanced-Deep-Tradingactive33/31/21 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 16:2456024967/26/20 13:121/21/21 18:11AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020active43/31/21 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 1:111345122/23/19 12:012/25/20 18:16sachink2010/AutomatedStockTrading-DeepQ-Learningactive33/31/21 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 7:0923510812/25/18 17:4112/1/20 22:06golsun/deep-RL-tradingactive33/31/21 8:00
90Deep Learninghttps://github.com/keon/deepstockTechnical experimentations to beat the stock market using deep learning.Deep Learning And Reinforcement Learning3/24/21 14:45427154212/12/16 2:153/4/17 8:37keon/deepstockinactive4
91Personaehttps://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 20:20114433023/10/18 11:229/2/18 17:21Ceruleanacg/Personaeinactive53/31/21 8:00
92Pair 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 2:1924111315/18/17 16:475/18/17 16:56shenyichen105/Deep-Reinforcement-Learning-in-Stock-Tradinginactive3
93AI Tradinghttps://github.com/borisbanushev/stockpredictionai/blob/master/readme2.mdAI to predict stock market movements.Deep Learning And Reinforcement Learning4/12/21 15:422876138411/9/19 8:022/11/19 16:32borisbanushev/stockpredictionaiinactive5
94FinRL-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 12:451857447227/26/20 13:184/11/21 22:02AI4Finance-LLC/FinRL-Libraryactive53/31/21 8:00
95Volatility and Variance Derivativeshttps://github.com/yhilpisch/lvvd/tree/master/lvvdVolatility derivatives analytics.Derivatives and Hedging4/7/21 19:217978110/21/16 4:122/22/21 13:32yhilpisch/lvvdactive
96Computational Derivativeshttps://github.com/chenbowen184/Computational_FinanceProjects focusing on investigating simulations and computational techniques applied in finance.Derivatives and Hedging1/12/21 12:22171211/29/18 5:018/2/18 5:56chen-bowen/Computational_Financeinactive
97gs-quanthttps://github.com/goldmansachs/gs-quantNEWDerivatives and Hedging4/12/21 16:445841701212/14/18 21:103/25/21 15:33goldmansachs/gs-quantactive23:51.4
98Optionshttps://github.com/PHBS/2018.M1.ASP/tree/master/pyBlack Scholes and Copula.Derivatives and HedgingPHBS/2018.M1.ASP
99Hull Whitehttps://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynbCallable Bond, Hull White.Derivatives and Hedging10/6/20 20:374616/6/18 22:066/6/18 22:27rstreppa/valuation-callables-HullWhiteinactive
100Optionshttps://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5DIntroduction to options.Derivatives and Hedging4/9/21 21:17335163367/28/17 15:483/17/21 17:17QuantConnect/Tutorialsactive
101Derivative Marketshttps://github.com/broughtj/Fin6470/tree/master/NotebooksThe economics of futures, futures, options, and swaps.Derivatives and Hedging4/6/21 20:498812/9/16 5:304/6/21 20:49broughtj/Fin6470active
102robin_stockshttps://github.com/jmfernandes/robin_stocksNEWDerivatives and Hedging4/13/21 23:481012261342/23/18 0:492/27/21 17:48jmfernandes/robin_stocksactive23:51.4
103wallstreethttps://github.com/mcdallas/wallstreetNEWDerivatives and Hedging4/13/21 22:0057012521/20/16 22:038/9/19 23:14mcdallas/wallstreetactive23:51.4
104Dermanhttps://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynbBinomial tree for American call.Derivatives and Hedging10/6/20 20:371315/18/18 18:089/21/18 19:59rstreppa/valuation-convertibles-Goldman1994inactive
105Reinforcement Learninghttps://github.com/FinTechies/HedgingRLHedging portfolios with reinforcement learning.Derivatives and Hedging1/20/21 8:1216914/21/17 10:588/2/17 21:41FinTechies/HedgingRLinactive
106Delta Hedginghttps://github.com/RobinsonGarcia/delta-hedgingAdvanced derivatives.Derivatives and Hedging2/27/21 8:483213/2/18 23:537/17/18 23:32RobinsonGarcia/delta-hedginginactive
107aksharehttps://github.com/jindaxiang/akshareNEWDerivatives and Hedging4/13/21 16:4433746811110/1/19 7:344/13/21 11:18jindaxiang/akshareactive23:51.4
108FinanceDatabasehttps://github.com/JerBouma/FinanceDatabaseNEWDerivatives and Hedging4/13/21 2:335956811/28/21 18:364/8/21 11:10JerBouma/FinanceDatabaseactive23:51.4
109Options Risk Measureshttps://github.com/wanglouis49/risk_estimationEfficient financial risk estimation via computer experiment design (regression + variance-reduced sampling).Derivatives and Hedging10/6/20 20:371214/29/16 3:511/16/18 1:24wanglouis49/risk_estimationinactive
110FinancePyhttps://github.com/domokane/FinancePyNEWDerivatives and Hedging4/10/21 22:5044173610/27/19 15:043/11/21 21:40domokane/FinancePyactive23:51.4
111Option Strategieshttps://github.com/rstreppa/valuation-OptionStrategiesValuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations.Derivatives and Hedging2/27/21 8:502315/22/18 18:275/22/18 18:30rstreppa/valuation-OptionStrategiesinactive
112MarketAnalysishttps://github.com/Poseyy/MarketAnalysisNEWDerivatives and Hedging4/12/21 21:591707713/28/19 19:468/6/20 5:15Poseyy/MarketAnalysisactive23:51.4
113Derivatives Pythonhttps://github.com/yhilpisch/dawp/tree/master/python36Derivative analytics with Python.Derivatives and Hedging4/12/21 14:3938829917/9/15 12:272/22/21 13:29yhilpisch/dawpactive
114fast_arrowhttps://github.com/westonplatter/fast_arrowNEWDerivatives and Hedging2/20/21 11:291274257/19/18 23:154/18/20 18:05westonplatter/fast_arrowactive23:51.4
115huobi_futures_Pythonhttps://github.com/hbdmapi/huobi_futures_PythonNEWDerivatives and Hedging4/13/21 13:281377321/14/20 7:213/2/21 7:30hbdmapi/huobi_futures_Pythonactive23:51.4
116algotraderhttps://github.com/torreyleonard/algotraderNEWDerivatives and Hedging4/11/21 10:12477102124/10/18 2:318/27/20 8:16torreyleonard/algotraderactive23:51.4
117tda-apihttps://github.com/alexgolec/tda-apiNEWDerivatives and Hedging4/13/21 20:12649161134/3/20 21:194/12/21 3:12alexgolec/tda-apiactive23:51.4
118optopsyhttps://github.com/michaelchu/optopsyNEWDerivatives and Hedging4/11/21 6:033939039/17/17 1:4912/7/20 17:00michaelchu/optopsyactive23:51.4
119trade-framehttps://github.com/rburkholder/trade-frameNEWDerivatives and Hedging4/6/21 9:381887917/24/16 15:2511/9/20 1:16rburkholder/trade-frameactive23:51.4
120AlgorithmicTradinghttps://github.com/JerBouma/AlgorithmicTradingNEWDerivatives and Hedging4/9/21 18:121685413/14/19 9:332/3/21 22:29JerBouma/AlgorithmicTradingactive23:51.4
121paperbrokerhttps://github.com/philipodonnell/paperbrokerNEWDerivatives and Hedging4/4/21 4:521754837/6/17 2:044/8/18 18:37philipodonnell/paperbrokerinactive23:51.4
122quant-tradinghttps://github.com/je-suis-tm/quant-tradingNEWDerivatives and Hedging4/13/21 23:14177147424/3/18 14:084/13/21 18:37je-suis-tm/quant-tradingactive23:51.4
123Black Scholeshttps://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynbOptions pricing.Derivatives and Hedging10/6/20 20:3612012/9/17 18:507/9/18 9:48irajwani/numerical_methods_pythoninactive
124Options-Trading-Strategies-in-Pythonhttps://github.com/PyPatel/Options-Trading-Strategies-in-PythonNEWDerivatives and Hedging4/10/21 12:2831713418/30/17 6:008/21/19 15:47PyPatel/Options-Trading-Strategies-in-Pythonactive23:51.4
125StockSharphttps://github.com/StockSharp/StockSharpNEWDerivatives and Hedging4/13/21 22:41392412221712/8/14 7:534/7/21 10:55StockSharp/StockSharpactive23:51.4
126tf-quant-financehttps://github.com/google/tf-quant-financeNEWDerivatives and Hedging4/13/21 22:492569333287/24/19 16:094/13/21 22:09google/tf-quant-financeactive23:51.4
127taihttps://github.com/fremantle-industries/taiNEWDerivatives and Hedging4/12/21 22:452734467/28/17 3:074/12/21 22:40fremantle-industries/taiactive23:51.4
128trading-serverhttps://github.com/s-brez/trading-serverNEWDerivatives and Hedging4/13/21 9:462095023/5/19 3:063/8/21 2:37s-brez/trading-serveractive23:51.4
129Stratahttps://github.com/OpenGamma/StrataNEWDerivatives and Hedging4/12/21 6:32607217396/16/14 11:454/12/21 6:32OpenGamma/Strataactive23:51.4
130openAlgohttps://github.com/mtompkins/openAlgoNEWDerivatives and Hedging4/3/21 9:171608225/28/13 14:463/24/17 20:00mtompkins/openAlgoinactive23:51.4
131Options_Data_Sciencehttps://github.com/yugedata/Options_Data_ScienceNEWDerivatives and Hedging4/10/21 22:3123839112/9/20 4:514/5/21 3:55yugedata/Options_Data_Scienceactive23:51.4
132QLNethttps://github.com/amaggiulli/QLNetNEWDerivatives and Hedging4/13/21 7:58259134138/22/13 14:513/2/21 18:39amaggiulli/QLNetactive23:51.4
133Currency PCAhttps://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynbForex spots PCA.Extended Research10/26/20 0:553113/12/19 21:113/12/19 22:09shanemulqueen/python-finance-pcainactive
134Real 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
135Critical Transitionshttps://github.com/ryanholbrook/critical-transitionsDetecting critical transitions in financial networks with topological data analysis.Extended Research1/30/21 11:5010311/22/19 10:593/12/19 18:35ryanholbrook/critical-transitionsinactive
136Simulationhttps://github.com/chenbowen184/Computational_FinanceInvestigating simulations as part of computational finance.Extended Research1/12/21 12:22171211/29/18 5:018/2/18 5:56chen-bowen/Computational_Financeinactive
137HFThttps://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-StrategyHigh frequency trading.Extended Research4/11/21 23:3674833317/21/16 5:142/14/17 16:47rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategyinactive
138Bayesian 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 3:0225601/4/19 12:302/18/19 9:55AlexIoannides/pymc-stochastic-processinactive
139Applied Corporate Financehttps://github.com/chenbowen184/Data_Science_in_Applied_Corporate_FinanceStudies the empirical behaviours in stock market.Extended Research2/19/21 13:408911/29/18 5:147/19/18 6:25chen-bowen/Data_Science_in_Applied_Corporate_Financeinactive
140Bayesian Financehttps://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynbNotebook PyMC3 implementation.Extended Research4/10/21 19:502335518/28/18 14:458/6/20 22:03marketneutral/alphatoolsactive
141Deep Portfoliohttps://github.com/DLColumbia/DL_forFinanceDeep learning for finance Predict volume of bonds.Extended Research1/12/21 11:48271925/8/18 19:345/9/18 15:39DLColumbia/DL_forFinanceinactive
142Backtestshttps://github.com/AlgoTraders/stock-analysis-engineTrading data and algorithms.Extended Research4/12/21 2:2862016539/16/18 20:009/5/20 13:01AlgoTraders/stock-analysis-engineactive
143Liquidity and Momentumhttps://github.com/mrefermat/quant_financeVarious factors and portfolio constructions.Extended Research3/30/21 0:09311518/11/18 22:5911/12/19 4:49mrefermat/quant_financeactive
144NLP Finance Papershttps://github.com/chenbowen184/Research_Documents_Curation_with_NLPCurating quantitative finance papers using machine learning.Extended Research2/27/21 6:3389110/11/18 20:3212/24/18 23:27chen-bowen/Research_Documents_Curation_with_NLPinactive
145High Frequencyhttps://github.com/cswaney/prickleA Python toolkit for high-frequency trade research.Extended Research3/22/21 2:19241727/6/16 20:326/9/18 10:53cswaney/prickleinactive
146Mathematical Financehttps://github.com/Auquan/TutorialsNotebooks for math and financial tutorials.Extended Research4/8/21 19:3766442591/21/17 11:248/1/20 17:03Auquan/Tutorialsactive
147Financial Economicshttps://github.com/rsvp/fecon235/tree/master/nbFinancial Economics Models.Extended Research4/10/21 17:02713275211/9/14 4:4912/3/18 16:30rsvp/fecon235inactive
148Behavioural Economicshttps://github.com/pcmichaud/notebooksBehavioural Economics and Finance Python Notebooks.Extended Research2/3/21 7:2294112/20/18 0:213/26/19 11:51pcmichaud/notebooksinactive
149Economic Foundationshttps://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundationsBasic economic models.Extended Research10/6/20 21:012315/25/17 2:276/30/17 3:53SeanMcOwen/FinanceAndPython.com-EconomicFoundationsinactive
150Corporate Financehttps://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinanceBasic corporate finance.Extended Research1/16/21 19:019419/9/17 3:359/9/17 23:04SeanMcOwen/FinanceAndPython.com-CorporateFinanceinactive
151Computational Financehttps://github.com/lnsongxf/Applied_Computational_Economics_and_FinanceApplied Computational Economics and Finance.Extended Research3/7/21 17:47121318/27/17 3:468/26/17 4:26lnsongxf/Applied_Computational_Economics_and_Financeinactive
152Commodityhttps://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynbCommodity influence over Brazilian stocks.Extended Researchfelipessalvatore/fin2vec
153Market Crash Predictionhttps://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynbPredicting market crashes using an LPPL model.Extended Research10/6/20 21:011311/24/19 13:372/13/19 16:48sarachmax/MarketCrashes_Predictioninactive
154M&Ahttps://github.com/atulram/Finance-and-StocksMergers and Acquisitions.Extended Research12/21/20 14:423311/19/19 18:162/18/19 16:57atulram/Finance-and-Stocksinactive
155Life-cyclehttps://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynbCompany life cycle.Extended Research12/21/20 14:423311/19/19 18:162/18/19 16:57atulram/Finance-and-Stocksinactive
156Finance Graph Theoryhttps://github.com/AvijitGhosh82/Finance_Graph_TheoryModelling Contentedness of Firms in Financial Markets with Heterogeneous Agents.Extended Research3/28/21 2:2217738/2/18 2:483/16/19 18:39evijit/Finance_Graph_Theoryinactive
157Python for Financehttps://github.com/yhilpisch/py4fi/tree/master/jupyter36Various financial notebooks.Factor and Risk Analysis4/9/21 8:121298794112/15/14 11:237/10/18 6:38yhilpisch/py4fiinactive
158Quant Financehttps://github.com/mrefermat/quant_financeGeneral quant repository.Factor and Risk Analysis3/30/21 0:09311518/11/18 22:5911/12/19 4:49mrefermat/quant_financeactive
159Convex Optimisationhttps://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynbConvex Optimization for Finance.Factor and Risk Analysis4/8/21 19:02181016/26/18 20:3610/22/19 21:56ssanderson/convex-optimization-for-financeactive
160Factor Analysishttps://github.com/alpha-miner/alpha-mind/tree/master/notebooksFactor strategy notebooks.Factor and Risk Analysis4/8/21 19:021726035/1/17 7:364/7/21 15:25alpha-miner/alpha-mindactive
161VaRhttps://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynbValue-at-risk calculations.Factor and Risk Analysis3/31/21 2:06109111/15/16 19:241/14/17 21:19willb/var-notebookinactive
162Risk Basichttps://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynbActive portfolio risk management .Factor and Risk Analysis3/1/21 13:53311815/10/16 11:035/17/16 3:44RJT1990/Active-Portfolio-Management-Notesinactive
163Stock-Predictionhttps://github.com/Ronak-59/Stock-PredictionNEWFactor and Risk Analysis3/26/21 8:371296423/18/18 4:542/28/20 11:43Ronak-59/Stock-Predictionactive37:06.3
164Performance Analysishttps://github.com/quantopian/alphalensPerformance analysis of predictive (alpha) stock factors.Factor and Risk Analysis4/10/21 12:581847700176/3/16 21:494/27/20 18:40quantopian/alphalensactive
165Factor 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 14:263413/13/18 7:393/13/18 7:42garvit-kudesia91/factor_analysisinactive
166Various 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 7:044518/7/17 14:448/8/17 22:52Jorgencr/Alternative-and-Responsible-Investmentsinactive
167stock-market-analysis-using-python-numpy-pandashttps://github.com/Ashishsinha10/stock-market-analysis-using-python-numpy-pandasNEWFactor and Risk Analysis3/21/21 8:508514/10/18 5:154/10/18 5:28Ashishsinha10/stock-market-analysis-using-python-numpy-pandasinactive23:57.7
168Risk and Returnhttps://github.com/PyDataBlog/Python-for-Data-Science/tree/master/TutorialsRiskiness of portfolios and assets.Factor and Risk Analysis4/6/21 17:031406229/12/17 13:358/6/20 12:35PyDataBlog/Python-for-Data-Scienceactive
169CAPMhttps://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynbExpected returns using CAPM.Factor and Risk Analysis3/1/21 13:53311815/10/16 11:035/17/16 3:44RJT1990/Active-Portfolio-Management-Notesinactive
170-L-https://github.com/jettbrains/-L-NEWFactor and Risk Analysis3/15/21 3:05616110/28/19 21:5010/28/19 21:51jettbrains/-L-active23:57.7
171Statistical Financehttps://github.com/mrefermat/FinancePhD/tree/master/FinancialExperimentsVarious financial experiments.Factor and Risk Analysis3/30/21 0:092116110/4/15 9:103/28/20 18:33mrefermat/FinancePhDactive
172Machine_learning_In_Financehttps://github.com/chaudharigauravi/Machine_learning_In_FinanceNEWFactor and Risk Analysis11/27/20 19:238218/3/19 4:048/3/19 4:05chaudharigauravi/Machine_learning_In_Financeactive23:57.7
173TradeFinexLivehttps://github.com/XinFinOrg/TradeFinexLiveNEWFactor and Risk Analysis3/18/21 9:4851183/21/18 10:053/18/21 9:48XinFinOrg/TradeFinexLiveactive23:57.7
174simulatehttps://github.com/leolle/simulateNEWFactor and Risk Analysis3/23/21 13:3411216/4/17 15:1811/11/18 14:03leolle/simulateinactive23:57.7
175Pyfoliohttps://github.com/quantopian/pyfolioPortfolio and risk analytics in Python.Factor and Risk Analysis4/12/21 11:5536731157426/1/15 15:312/28/20 17:30quantopian/pyfolioactive
176VaR 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 21:53412818/6/18 16:0911/22/20 19:02hamaadshah/market_risk_gan_tensorflowactive
177AlphaTradinghttps://github.com/jerryxyx/AlphaTradingNEWFactor and Risk Analysis4/10/21 6:341497415/18/18 22:098/7/18 18:05jerryxyx/AlphaTradinginactive37:06.3
178market-datahttps://github.com/kriasoft/market-dataNEWFixed Income6/22/20 10:582520112/7/12 13:4212/15/12 12:10kriasoft/market-datainactive24:33.4
179woehttps://github.com/boredbird/woeNEWFixed Income4/12/21 10:432249619/11/17 7:153/1/18 10:45boredbird/woeinactive24:33.4
180Vasicekhttps://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynbBootstrapping and interpolation.Fixed Income12/10/20 21:203317/18/18 19:267/18/18 19:34RobinsonGarcia/fixed-incomeinactive
181MagentoExtensionshttps://github.com/5mehulhelp5/MagentoExtensionsNEWFixed Income2/12/21 8:4510611027/3/14 5:4511/24/17 16:155mehulhelp5/MagentoExtensionsinactive24:33.4
182rating_historyhttps://github.com/govwiki/rating_historyNEWFixed Income1/23/21 6:272613111/23/17 22:5212/3/17 20:42govwiki/rating_historyinactive24:33.4
183Binomial Treehttps://github.com/hy-lei/math-finance-exerciseUtility functions in fixed income securities.Fixed Income10/6/20 20:551212/2/19 8:445/3/19 17:16hy-lei/math-finance-toolboxactive
184Corporate Bondshttps://github.com/ishank011/gs-quantify-bond-predictionPredicting the buying and selling volume of the corporate bonds.Fixed Income1/3/21 21:467519/27/17 19:579/27/17 20:00ishank011/gs-quantify-bond-predictioninactive
185mlfinlabhttps://github.com/hudson-and-thames/mlfinlabopen source library maintained by hudson and thames though much of the content has moved to a subscription model. Idea is to implement academic research in python code and aggregate it as a package. Sources from [Journal of financial data science](https://jfds.pm-research.com/) / [journal of portfolio management](https://jpm.pm-research.com/) / [journal of algorithmic finance](http://www.algorithmicfinance.org/) / [cambridge university press](https://www.cambridge.org/)Other Models4/12/21 10:51229570932/13/19 16:574/12/21 10:50hudson-and-thames/mlfinlabactive339:24.6
186stock-trading-mlhttps://github.com/yacoubb/stock-trading-mllstm model using keras to predict msft prices. Data is from [alphavantage](https://www.alphavantage.co/) which provides some free data through web services. Showing how to use concatenation layer to join timeseries data with TA data. Might be abit of overfitting on the model thoughOther Models4/11/21 14:46340186110/10/19 9:4410/12/19 11:38yacoubb/stock-trading-mlactive339:24.6
187ML_Finance_Codeshttps://github.com/mfrdixon/ML_Finance_Codesaccompanying materials for book [Machine Learning in Finance](https://www.springer.com/gp/book/9783030410674) covering probabilistic modeling/sequence modeling/neural networks/reinforcement learning etc.Other Models4/11/21 8:3025010439/27/19 16:136/13/20 21:20mfrdixon/ML_Finance_Codesactive339:24.6
188Scikit-learn Stock Predictionhttps://github.com/robertmartin8/MachineLearningStocksusing fundamental and pricing data to predict future stock returns. Sklearn's randomforest classifier is trainded and author claimed positive live trading results. Not actively mainainedOther Models4/11/21 10:0093134722/12/17 4:502/4/21 3:48robertmartin8/MachineLearningStocksinactive3
189mosquitohttps://github.com/miro-ka/mosquitobase framework trading bot for crypto. Stores data in local mongodb instance and supports backtest and live trading on [poloniex](https://poloniex.com/) and [bittrex](https://bittrex.com/) which are 12-15th ranked crypto exchanges by volume. Leverage [talib](https://github.com/mrjbq7/ta-lib) for ta data and [plotly](https://github.com/plotly/plotly.py) for visualizationOther Models4/12/21 9:442204426/18/17 19:573/14/21 22:22miro-ka/mosquitoactive339:24.6
190Machine-Learning-for-Algorithmic-Trading-Second-Edition_Originalhttps://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Originalofficial repo for [machine learning for algorithmic trading](https://www.amazon.com/Machine-Learning-Algorithmic-Trading-alternative/dp/1839217715?pf_rd_r=GZH2XZ35GB3BET09PCCA&pf_rd_p=c5b6893a-24f2-4a59-9d4b-aff5065c90ec&pd_rd_r=91a679c7-f069-4a6e-bdbb-a2b3f548f0c8&pd_rd_w=2B0Q0&pd_rd_wg=GMY5S&ref_=pd_gw_ci_mcx_mr_hp_d) book. Covering topics including backtesting/boosting/nlp/deep&reinforcement learning. Leverage open source libraries including [backtrader](https://www.backtrader.com/) [zipline](https://github.com/quantopian/zipline) and [talib](https://github.com/mrjbq7/ta-lib)Other Models4/8/21 20:01279126411/15/19 8:511/21/21 7:56PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Originalactive439:24.6
191Mixture Models Ihttps://github.com/BlackArbsCEO/Mixture_ModelsMixture models to predict market bottoms and regime changes based on a seminar given to quantinsti in 2017 and summary and video is [here](https://blog.quantinsti.com/webinar-can-we-use-mixture-models-to-predict-market-bottoms/). Gaussian mixture models are build on markov models and expectation maximization thoery to detect regimes and seminar reported positive results using features asset returns/tedrate/10y2ysptread/10y3m spread from fred which can be access here [fredapi](https://github.com/mortada/fredapi). Though most of the returns came from being long equities after 2009 Other Models3/2/21 19:44313113/20/17 18:544/25/17 23:35BlackArbsCEO/Mixture_Modelsinactive2
192Machine-Learning-For-Financehttps://github.com/anthonyng2/Machine-Learning-For-Financeaccompanying materials for slide [here](https://github.com/anthonyng2/Machine-Learning-For-Finance/blob/master/Regression%20Based%20Machine%20Learning%20for%20Algorithmic%20Trading/Machine%20Learning%20-%20Linear%20Regression%20for%20Algo%20Trading%20v2017-07-13.pdf) covering more tradition quant trading topics like pair trading/kalman filter/trend following etc. Referecing interesting paper [characterization of financial time series](http://www.cs.ucl.ac.uk/fileadmin/UCL-CS/research/Research_Notes/RN_11_01.pdf)Other Models4/1/21 20:1120511917/11/17 9:092/21/18 5:36anthonyng2/Machine-Learning-For-Financeinactive239:24.6
193Machine-Learning-and-AI-in-Tradinghttps://github.com/PyPatel/Machine-Learning-and-AI-in-Tradingrepo covering lstm and other sklearn model for trading. Code is not structured well and less extensibleOther Models4/8/21 11:3126110118/30/17 6:1410/29/19 8:14PyPatel/Machine-Learning-and-AI-in-Tradinginactive239:24.6
194Speculatorhttps://github.com/amicks/Speculatorpython code to predict crypto prices using machine learning models. Two models used here tensorflow DNNClassifier and sklearn randomforest. Exposes the functionality as web services api using flask. Some idea are based on this paper [predicting the direction of stock market prices](https://arxiv.org/pdf/1605.00003.pdf)Other Models3/15/21 16:271013129/3/17 17:439/12/18 18:58amicks/Speculatorinactive339:24.6
195Fundamental LT Forecastshttps://github.com/Hvass-Labs/FinanceOpsResearch in investment finance for long term forecasts and a curated list of notebooks. Each topic contains a youtube video explaining in details. Interesting topics including using price per book ratio and other multiples for future return prediction and portfolio optimization. data sourced form [simfin](https://github.com/SimFin/simfin) yahoo finance and [s&p 500 earnings and estimate report](https://www.spglobal.com/spdji/en/documents/additional-material/sp-500-eps-est.xlsx) etc.Other Models4/5/21 23:3638312717/22/18 8:142/17/21 14:39Hvass-Labs/FinanceOpsactive3
196fin-mlhttps://github.com/tatsath/fin-mlaccompanying materials for book [Machine Learning and Data Science Blueprints for Finance](https://www.amazon.com/Machine-Learning-Science-Blueprints-Finance/dp/1492073059) on top of basic machine learning models i.e. nlp/reinforcement learning/supervised & unsupervised learning it covers wider topics including robo-advisors/fraud detection/loan default/derivative pricing/yield curve construction.Other Models4/11/21 3:291166625/10/20 0:251/23/21 17:15tatsath/fin-mlactive439:24.6
197AlphaPyhttps://github.com/ScottfreeLLC/AlphaPymachine learning framework built on sklearn and pandas. Support pyfolio/xgboost/lightgmb/catboost(gradient boosting on decision tress) etc. Examples include financial market prediction/sports prediction/kaggle. Configurations are set though yaml file for all model process including feature selection/grid search on parameters and aggregate results for each modelOther Models4/4/21 20:0257613032/14/16 0:472/8/21 21:35ScottfreeLLC/AlphaPyactive439:24.6
198Short-Term Movement Cueshttps://github.com/anfederico/ClairvoyantIdentify social/historical cues for short term stock movement. Sklearn SVM model is used and good visualization coded in matplotlibOther Models4/12/21 13:11216667819/12/16 18:388/29/18 20:27anfederico/clairvoyantinactive3
199Trend Followinghttp://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.htmlA futures trend following portfolio investment strategy.Other Models
200Hands-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 15:4160038625/7/19 11:041/19/21 7:51PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Tradingactive539:24.6
201Machine-Learning-for-Financehttps://github.com/PacktPublishing/Machine-Learning-for-Financerepo for book [machine learning for finance](https://www.packtpub.com/product/machine-learning-for-finance/9781789136364) with heavier focus on machine learning and less on finance. Topics covered including computer vision/time series/nlp/generative models (i.e. autoencoder)/reinforcement learning/debugging ml systemsOther Models4/8/21 16:5418012243/15/18 6:281/14/21 15:58PacktPublishing/Machine-Learning-for-Financeactive339:24.6
202CryptoBothttps://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 9:172349411/17/17 12:441/17/17 12:48AdeelMufti/CryptoBotinactive239:24.6
203finance_mlhttps://github.com/jjakimoto/finance_mlNEWOther Models4/8/21 15:2828211716/29/18 21:212/18/19 12:34jjakimoto/finance_mlinactive39:24.6
204Stock.Indicatorshttps://github.com/DaveSkender/Stock.IndicatorsNEWOther Models4/12/21 10:4717564912/29/19 5:184/11/21 19:17DaveSkender/Stock.Indicatorsactive39:24.6
205Machine-Learning-for-Algorithmic-Trading-Bots-with-Pythonhttps://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-PythonNEWOther Models4/11/21 6:0217294512/6/18 11:351/18/21 6:40PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Pythonactive39:24.6
206Microservices-Based-Algorithmic-Trading-Systemhttps://github.com/saeed349/Microservices-Based-Algorithmic-Trading-SystemNEWOther Models4/10/21 12:591045601/6/20 0:213/31/20 13:02saeed349/Microservices-Based-Algorithmic-Trading-Systemactive39:24.6
207awesome-ai-in-financehttps://github.com/georgezouq/awesome-ai-in-financeNEWOther Models4/11/21 7:4394116288/29/18 2:0711/27/20 9:43georgezouq/awesome-ai-in-financeactive39:24.6
208Pattern-Recognition-for-Forex-Tradinghttps://github.com/PythonProgramming/Pattern-Recognition-for-Forex-TradingNEWOther Models4/5/21 3:231739113/26/15 2:223/26/15 2:33PythonProgramming/Pattern-Recognition-for-Forex-Tradinginactive239:24.6
209surpriverhttps://github.com/tradytics/surpriverMachine learning algo to detect anomaly in equities data. Uses sklearn [IsolationForest](https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.IsolationForest.html) model and price/volume based technical signals as features using [ta](https://github.com/bukosabino/ta) library. Opensourced by [tradytics](https://tradytics.com/). Code structures are less extensibleOther Models4/12/21 12:27118922168/30/20 7:569/21/20 4:32tradytics/surpriveractive339:24.6
210Awesome-Quant-Machine-Learning-Tradinghttps://github.com/grananqvist/Awesome-Quant-Machine-Learning-Tradingcurated list of books/online courses/youtube videos/blogs/interviews/papers/code etc. Updates are pretty infrequentOther Models4/10/21 13:381005319311/5/18 21:0910/8/20 16:48grananqvist/Awesome-Quant-Machine-Learning-Tradingactive539:24.6
211MathAndScienceNoteshttps://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 0:494605413/11/16 19:1312/21/20 3:54melling/MathAndScienceNotesactive339:24.6
212Mixture Models IIhttps://github.com/BlackArbsCEO/mixture_model_trading_publicMixture models and stock trading.Other Models3/12/21 13:2116673112/11/17 17:055/13/20 23:50BlackArbsCEO/mixture_model_trading_publicactive
213botflowhttps://github.com/kkyon/botflowpython dataflow programming framework. Similar and probably replaceable by sklearn.pipeline module. Uses [graphviz](https://graphviz.org/) for visiualization though not maintained with last commit over 3 years agoOther Models3/31/21 10:56116510288/20/18 3:135/23/19 14:40kkyon/botflowinactive239:24.6
214Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategieshttps://jfds.pm-research.com/content/2/1/10Personal Papers
215Machine Learning in Asset Managementhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952Personal Papers
216Financial Event Prediction using Machine Learninghttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555Personal Papers
217Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimizationhttps://jfds.pm-research.com/content/2/2/17Personal Papers
218riskparity.pyhttps://github.com/dppalomar/riskparity.pyNEWPortfolio Selection and Optimisation4/11/21 9:401243127/13/19 21:301/30/21 1:53dppalomar/riskparity.pyactive37:19.5
219Policy Gradient Portfoliohttps://github.com/ZhengyaoJiang/PGPortfolioA Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.Portfolio Selection and Optimisation4/9/21 10:411281629611/12/17 16:085/9/19 9:50ZhengyaoJiang/PGPortfolioactive
220Modern Portfolio Theoryhttps://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynbUniversal portfolios; modern portfolio theory.Portfolio Selection and Optimisation
221401K 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 9:3914518/1/18 19:489/5/19 11:18otosman/Python-for-Financeactive
222Distribution 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 13:1023282311/16/18 12:207/4/19 1:41VivekPa/OptimalPortfolioactive
223DeepDowhttps://github.com/jankrepl/deepdowPortfolio optimization with deep learning.Portfolio Selection and Optimisation4/7/21 6:573115822/2/20 8:462/16/21 18:50jankrepl/deepdowactive
224node-financehttps://github.com/albertosantini/node-financeNEWPortfolio Selection and Optimisation4/5/21 8:011012639/17/11 17:494/5/21 8:01albertosantini/node-financeactive37:19.5
225PyPortfolioOpthttps://github.com/robertmartin8/PyPortfolioOptFinancial portfolio optimisation, including classical efficient frontier and advanced methods.Portfolio Selection and Optimisation4/12/21 11:541895479165/29/18 13:302/25/21 13:01robertmartin8/PyPortfolioOptactive
226Deep Portfolio Theoryhttps://github.com/tcloaa/Deep-Portfolio-TheoryAutoencoder framework for portfolio selection.Portfolio Selection and Optimisation4/6/21 11:471055712/10/17 9:033/8/18 16:47tcloaa/Deep-Portfolio-Theoryinactive
227Efficient Frontierhttps://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynbModern Portfolio Theory.Portfolio Selection and Optimisation3/30/21 0:011045712/17/18 8:192/27/18 13:16tthustla/efficient_frontierinactive
228OLMAR Algorithmhttps://github.com/charlessutton/OLMAR/blob/master/Part3.ipynbRelative importance of each component of the OLMAR algorithm.Portfolio Selection and Optimisation4/8/21 19:077417/26/16 16:2012/30/16 11:40charlessutton/OLMARinactive
229Online 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
230Riskfolio-Libhttps://github.com/dcajasn/Riskfolio-LibNEWPortfolio Selection and Optimisation4/12/21 12:253716213/2/20 19:494/1/21 3:50dcajasn/Riskfolio-Libactive37:19.5
231Reinforcement Learninghttps://github.com/filangel/qtraderReinforcement Learning for Portfolio Management.Portfolio Selection and Optimisation3/29/21 3:47364150110/7/17 9:146/26/18 9:22filangelos/qtraderinactive
232Extensive NLPhttps://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynbComprehensive NLP techniques for accounting research.Textual3/21/21 7:397342110/25/17 7:106/5/20 3:28TiesdeKok/Python_NLP_Tutorialactive
233NLP Eventhttps://github.com/yuriak/DLQuantApplying Deep Learning and NLP in Quantitative Trading.Textual4/1/21 2:16703117/2/18 23:501/31/19 14:08yuriak/DLQuantinactive
234Financial Statement Sentimenthttps://github.com/MAydogdu/TextualAnalysisExtracting sentiment from financial statements using neural networks.Textual3/31/21 2:108716/4/18 20:546/4/18 20:56MAydogdu/TextualAnalysisinactive
235Buzzwordshttps://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-FundsReturn performance and mutual fund selection.Textual10/6/20 18:541412/4/18 21:512/4/18 21:57swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Fundsinactive
236Accounting Anomalieshttps://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynbUsing deep-learning frameworks to identify accounting anomalies.Textual4/12/21 7:471105125/24/17 12:368/7/19 21:47GitiHubi/deepAIactive
237Fund classificationhttps://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynbFund classification using text mining and NLP.Textual3/31/21 2:124214/16/18 22:186/7/18 22:01frechfrechfrech/Mutual-Fund-Market-Clustersinactive
238Financial Sentiment Analysishttps://github.com/EricHe98/Financial-Statements-Text-AnalysisSentiment, distance and proportion analysis for trading signals.Textual3/31/21 23:48482716/23/17 0:051/26/19 3:35EricHe98/Financial-Statements-Text-Analysisinactive
239NLPhttps://github.com/toamitesh/NLPinFinanceThis project assembles a lot of NLP operations needed for finance domain.Textualtoamitesh/NLPinFinance
240Earning call transcriptshttps://github.com/lin882/WebAnalyticsProjectCorrelation between mutual fund investment decision and earning call transcripts.Textual12/17/20 8:2433112/30/17 8:561/11/18 2:11lin882/WebAnalyticsProjectinactive
241Pairs Tradinghttps://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynbFinding pairs with cluster analysis.Unsupervised4/4/21 17:55793609/5/17 19:199/27/17 20:42marketneutral/pairs-trading-with-MLinactive
242PCA Pairs Tradinghttps://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_TradingPCA, Factor Returns, and trading strategies.UnsupervisedjoelQF/quant-finance
243Industry Clusteringhttps://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustriesClustering of industries.Unsupervised10/6/20 18:514517/21/17 2:127/23/17 2:53SeanMcOwen/FinanceAndPython.com-ClusteringIndustriesinactive
244Fund Clustershttps://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynbData exploration of fund clusters.Unsupervised3/31/21 2:124214/16/18 22:186/7/18 22:01frechfrechfrech/Mutual-Fund-Market-Clustersinactive
245Industry Clusteringhttps://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustriesProject to cluster industries according to financial attributes.Unsupervised10/6/20 18:514517/21/17 2:127/23/17 2:53SeanMcOwen/FinanceAndPython.com-ClusteringIndustriesinactive
246VRA Stock Embeddinghttps://github.com/ml-hongkong/stock2vecVariational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history.Unsupervised10/20/20 11:05321216/21/17 4:476/21/17 4:51ml-hongkong/stock2vecinactive