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financial-machine-learning/raw_data/url_list.csv
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2021-03-31 14:05:49 -04:00

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1nameurlcommentcategorylast_updatestar_countfork_countcontributors_countcreated_atlast_commitrepo_pathrepo_status
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
17Basic 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
18Machine Learning for Tradinghttps://github.com/stefan-jansen/machine-learning-for-tradingNotebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading.Courses3/31/21 11:073663114575/9/18 12:333/19/21 14:10stefan-jansen/machine-learning-for-tradingactive
19Mathematical 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
20Python 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
21Risk 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
22Handson Python for Financehttps://github.com/PacktPublishing/Hands-on-Python-for-FinanceHands-on Python for Finance published by Packt.Courses3/26/21 22:2612010738/20/18 14:101/15/21 8:57PacktPublishing/Hands-on-Python-for-Financeactive
23Basic 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
24ML Specialisationhttps://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-SpecializationMachine Learning in Finance.Courses3/31/21 2:08333111/24/19 2:551/3/20 21:54Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specializationactive
25Basic 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
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 22:357615/10/17 21:498/6/17 19:23timestocome/StockMarketData
29https://stooq.comhttps://stooq.comData
30http://finance.yahoo.com/http://finance.yahoo.com/Data
31Non-financial Corporatehttp://raw.rutgers.edu/Non-Financial%20Corporate%20Data.htmlData
32Rating Industrieshttp://www.ratingshistory.info/Data
33Capital Markets Datahttps://www.capitalmarketsdata.com/Data
34IRShttp://social-metrics.org/sox/Data
35Web Scraping (FirmAI)https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/dataData3/28/21 12:4357618322/19/19 19:027/22/20 16:48firmai/business-machine-learning
36SEC 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-extraction
37Open Edgarhttps://github.com/LexPredict/openedgarData3/31/21 6:161666165/7/18 15:325/15/19 8:32LexPredict/openedgaractive
38EDGARhttps://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
39Employee 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_extraction
40Advanced ML IIhttps://github.com/hudson-and-thames/researchMore implementations of Financial Machine Learning (De Prado).Data Processing Techniques and Transformationshudson-and-thames/research
41Advanced MLhttps://github.com/BlackArbsCEO/Adv_Fin_ML_ExercisesExercises too Financial Machine Learning (De Prado).Data Processing Techniques and Transformations3/30/21 21:5095843444/25/18 17:221/16/20 17:25BlackArbsCEO/Adv_Fin_ML_Exercises
42awesome-deep-tradinghttps://github.com/cbailes/awesome-deep-tradingNEWDeep Learning3/31/21 6:59528135111/26/18 3:231/1/21 9:41cbailes/awesome-deep-tradingactive
43trading-bothttps://github.com/pskrunner14/trading-botNEWDeep Learning3/31/21 9:4628513718/13/18 10:441/23/20 4:41pskrunner14/trading-botactive
44Advanced-Deep-Tradinghttps://github.com/Rachnog/Advanced-Deep-TradingNEWDeep Learning3/30/21 7:2931915822/16/19 21:1811/29/20 20:12Rachnog/Advanced-Deep-Tradingactive
45deep-RL-tradinghttps://github.com/golsun/deep-RL-tradingNEWDeep Learning3/25/21 17:5223110912/25/18 17:4112/1/20 22:06golsun/deep-RL-tradingactive
46FinRL-Libraryhttps://github.com/AI4Finance-LLC/FinRL-LibraryNEWDeep Learning3/31/21 15:401780423227/26/20 13:183/28/21 13:46AI4Finance-LLC/FinRL-Libraryactive
47RLTraderhttps://github.com/notadamking/RLTraderNEWDeep Learning3/30/21 14:021300448154/27/19 18:3510/17/19 16:25notadamking/RLTraderactive
48Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020NEWDeep Learning3/31/21 15:4054223867/26/20 13:121/21/21 18:11AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020active
49BitcoinForecasthttps://github.com/PiSimo/BitcoinForecastNEWDeep Learning3/29/21 5:3828712733/10/17 10:526/11/18 8:07PiSimo/BitcoinForecastinactive
50AutomatedStockTrading-DeepQ-Learninghttps://github.com/sachink2010/AutomatedStockTrading-DeepQ-LearningNEWDeep Learning3/24/21 1:111345122/23/19 12:012/25/20 18:16sachink2010/AutomatedStockTrading-DeepQ-Learningactive
51Personaehttps://github.com/Ceruleanacg/PersonaeNEWDeep Learning3/31/21 15:38114233223/10/18 11:229/2/18 17:21Ceruleanacg/Personaeinactive
52Deep-Reinforcement-Stock-Tradinghttps://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-TradingNEWDeep Learning3/30/21 17:571404025/19/19 22:209/27/20 19:22Albert-Z-Guo/Deep-Reinforcement-Stock-Tradingactive
53Deep-Learning-Machine-Learning-Stockhttps://github.com/LastAncientOne/Deep-Learning-Machine-Learning-StockNEWDeep Learning3/25/21 17:562519319/29/18 23:383/18/21 3:16LastAncientOne/Deep-Learning-Machine-Learning-Stockactive
54trading-rlhttps://github.com/Kostis-S-Z/trading-rlNEWDeep Learning3/31/21 16:011793824/22/19 10:039/28/20 9:07Kostis-S-Z/trading-rlactive
55DQN-DDPG_Stock_Tradinghttps://github.com/AI4Finance-LLC/DQN-DDPG_Stock_TradingNEWDeep Learning3/31/21 15:401344949/19/18 3:1711/26/20 16:58AI4Finance-LLC/DQN-DDPG_Stock_Tradingactive
56Stock-Prediction-Modelshttps://github.com/huseinzol05/Stock-Prediction-ModelsNEWDeep Learning3/31/21 8:3835841520212/18/17 10:491/5/21 10:31huseinzol05/Stock-Prediction-Modelsactive
57Deep-Reinforcement-Learning-in-Tradinghttps://github.com/saeed349/Deep-Reinforcement-Learning-in-TradingNEWDeep Learning3/31/21 10:401376615/11/18 0:5210/26/19 14:22saeed349/Deep-Reinforcement-Learning-in-Tradingactive
58crypto-rlhttps://github.com/sadighian/crypto-rlNEWDeep Learning3/29/21 21:1733911016/21/18 1:0611/5/20 11:08sadighian/crypto-rlactive
59DeepLearningInFinancehttps://github.com/sonaam1234/DeepLearningInFinanceNEWDeep Learning3/8/21 13:0926614518/21/17 16:008/21/17 17:23sonaam1234/DeepLearningInFinanceinactive
60LTSM GRUhttps://github.com/RajatHanda/Finance-ForecastingStock Market Forecasting using LSTM\GRU.Deep Learning3/29/21 23:5911615/13/18 2:392/25/19 0:26RajatHanda/Finance-Forecastingactive
61Deep Learninghttps://github.com/keon/deepstockTechnical experimentations to beat the stock market using deep learning.Deep Learning3/24/21 14:45427154212/12/16 2:153/4/17 8:37keon/deepstockinactive
62Deep Learning IIhttps://github.com/LiamConnell/deep-algotrading/tree/master/notebooksTensorflow Regression.Deep Learning3/21/21 6:531746817/12/16 12:562/16/18 2:43LiamConnell/deep-algotradinginactive
63Deep Learning IIIhttps://github.com/Rachnog/Deep-TradingAlgorithmic trading with deep learning experiments.Deep Learning3/26/21 6:28126267516/18/16 18:238/7/18 15:24Rachnog/Deep-Tradinginactive
64Deep Learning IVhttps://github.com/achillesrasquinha/bulbeaBulbea: Deep Learning based Python Library.Deep Learning3/28/21 15:58144841613/9/17 6:113/19/17 7:42achillesrasquinha/bulbeaactive
65AI Tradinghttps://github.com/borisbanushev/stockpredictionai/blob/master/readme2.mdAI to predict stock market movements.Deep Learning3/29/21 14:352852137911/9/19 8:022/11/19 16:32borisbanushev/stockpredictionaiinactive
66Neural Networkhttps://github.com/VivekPa/IntroNeuralNetworksNeural networks to predict stock prices.Deep Learning3/30/21 18:1348817729/10/18 6:3411/21/18 7:39VivekPa/IntroNeuralNetworksinactive
67ARIMA-LTSM Hybridhttps://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_HybridHybrid model to predict future price correlation coefficients of two assets.Deep Learning3/16/21 4:352188318/5/18 2:1310/1/18 11:25imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybridactive
68LTSM Recurrenthttps://github.com/VivekPa/AIAlphaOHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.Deep Learning3/30/21 3:121198370210/7/18 3:588/3/19 9:00VivekPa/AIAlpha
69Computational 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 5:56chenbowen184/Computational_Finance
70Delta Hedginghttps://github.com/RobinsonGarcia/delta-hedgingAdvanced derivatives.Derivatives and Hedging2/27/21 8:483213/2/18 23:537/17/18 23:32RobinsonGarcia/delta-hedging
71Options 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_estimation
72Derivatives Pythonhttps://github.com/yhilpisch/dawp/tree/master/python36Derivative analytics with Python.Derivatives and Hedging3/23/21 15:3538729717/9/15 12:272/22/21 13:29yhilpisch/dawp
73Optionshttps://github.com/PHBS/2018.M1.ASP/tree/master/pyBlack Scholes and Copula.Derivatives and HedgingPHBS/2018.M1.ASP
74Option 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-OptionStrategies
75Black 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_python
76Hull 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-HullWhite
77Reinforcement Learninghttps://github.com/FinTechies/HedgingRLHedging portfolios with reinforcement learning.Derivatives and Hedging1/20/21 8:1216914/21/17 10:588/2/17 21:41FinTechies/HedgingRL
78Volatility and Variance Derivativeshttps://github.com/yhilpisch/lvvd/tree/master/lvvdVolatility derivatives analytics.Derivatives and Hedging3/23/21 12:107877110/21/16 4:122/22/21 13:32yhilpisch/lvvd
79Optionshttps://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5DIntroduction to options.Derivatives and Hedging3/27/21 22:51328164367/28/17 15:483/17/21 17:17QuantConnect/Tutorials
80Derivative Marketshttps://github.com/broughtj/Fin6470/tree/master/NotebooksThe economics of futures, futures, options, and swaps.Derivatives and Hedging3/18/21 3:478812/9/16 5:303/18/21 3:47broughtj/Fin6470
81Dermanhttps://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-Goldman1994
82Real 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
83HFThttps://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-StrategyHigh frequency trading.Extended Research3/29/21 17:0474233117/21/16 5:142/14/17 16:47rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy
84Deep Portfoliohttps://github.com/DLColumbia/DL_forFinanceDeep learning for finance Predict volume of bonds.Extended Research1/12/21 11:48272025/8/18 19:345/9/18 15:39DLColumbia/DL_forFinance
85NLP 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 23:27chenbowen184/Research_Documents_Curation_with_NLP
86Simulationhttps://github.com/chenbowen184/Computational_FinanceInvestigating simulations as part of computational finance.Extended Research1/12/21 12:22171211/29/18 5:018/2/18 5:56chenbowen184/Computational_Finance
87Commodityhttps://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynbCommodity influence over Brazilian stocks.Extended Researchfelipessalvatore/fin2vec
88Bayesian 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-process
89Currency 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-pca
90Backtestshttps://github.com/AlgoTraders/stock-analysis-engineTrading data and algorithms.Extended Research3/30/21 2:3261316239/16/18 20:009/5/20 13:01AlgoTraders/stock-analysis-engine
91High 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/prickle
92Critical 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-transitions
93Liquidity 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_finance
94Applied 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 6:25chenbowen184/Data_Science_in_Applied_Corporate_Finance
95M&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-Stocks
96Life-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-Stocks
97Computational 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_Finance
98Bayesian Financehttps://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynbNotebook PyMC3 implementation.Extended Research3/25/21 18:382295318/28/18 14:458/6/20 22:03marketneutral/alphatools
99Corporate 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-CorporateFinance
100Mathematical Financehttps://github.com/Auquan/TutorialsNotebooks for math and financial tutorials.Extended Research3/29/21 10:2666142691/21/17 11:248/1/20 17:03Auquan/Tutorials
101Behavioural Economicshttps://github.com/pcmichaud/notebooksBehavioural Economics and Finance Python Notebooks.Extended Research2/3/21 7:2294112/20/18 0:213/26/19 11:51pcmichaud/notebooks
102Financial Economicshttps://github.com/rsvp/fecon235/tree/master/nbFinancial Economics Models.Extended Research3/29/21 8:31709273211/9/14 4:4912/3/18 16:30rsvp/fecon235
103Economic 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-EconomicFoundations
104Finance 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 18:39AvijitGhosh82/Finance_Graph_Theory
105Market 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_Prediction
106Risk and Returnhttps://github.com/PyDataBlog/Python-for-Data-Science/tree/master/TutorialsRiskiness of portfolios and assets.Factor and Risk Analysis3/19/21 22:011396129/12/17 13:358/6/20 12:35PyDataBlog/Python-for-Data-Science
107Risk 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-Notes
108Quant 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_finance
109Various 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-Investments
110CAPMhttps://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-Notes
111Factor 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_analysis
112Factor Analysishttps://github.com/alpha-miner/alpha-mind/tree/master/notebooksFactor strategy notebooks.Factor and Risk Analysis3/12/21 22:421715935/1/17 7:362/9/21 9:36alpha-miner/alpha-mind
113Statistical 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/FinancePhD
114Convex Optimisationhttps://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynbConvex Optimization for Finance.Factor and Risk Analysis11/4/20 7:1917916/26/18 20:3610/22/19 21:56ssanderson/convex-optimization-for-finance
115VaRhttps://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynbValue-at-risk calculations.Factor and Risk Analysis10/6/20 20:2999111/15/16 19:241/14/17 21:19willb/var-notebook
116Python for Financehttps://github.com/yhilpisch/py4fi/tree/master/jupyter36Various financial notebooks.Factor and Risk Analysis3/27/21 13:151294791112/15/14 11:237/10/18 6:38yhilpisch/py4fi
117Performance Analysishttps://github.com/quantopian/alphalensPerformance analysis of predictive (alpha) stock factors.Factor and Risk Analysis3/30/21 6:281835691176/3/16 21:494/27/20 18:40quantopian/alphalens
118Pyfoliohttps://github.com/quantopian/pyfolioPortfolio and risk analytics in Python.Factor and Risk Analysis3/30/21 15:1436331143426/1/15 15:312/28/20 17:30quantopian/pyfolio
119VaR 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_keras
120Vasicekhttps://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-income
121Corporate 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-prediction
122Binomial 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-exercise
123Trend Followinghttp://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.htmlA futures trend following portfolio investment strategy.Other Models
124Mixture Models Ihttps://github.com/BlackArbsCEO/Mixture_ModelsMixture models to predict market bottoms.Other Models3/2/21 19:44313113/20/17 18:544/25/17 23:35BlackArbsCEO/Mixture_Models
125Mixture 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_public
126Fundamental LT Forecastshttps://github.com/Hvass-Labs/FinanceOpsResearch in investment finance for long term forecasts.Other Models3/21/21 19:2637912617/22/18 8:142/17/21 14:39Hvass-Labs/FinanceOps
127Scikit-learn Stock Predictionhttps://github.com/robertmartin8/MachineLearningStocksUsing python and scikit-learn to make stock predictions.Other Models3/30/21 18:1191934422/12/17 4:502/4/21 3:48robertmartin8/MachineLearningStocks
128Short-Term Movement Cueshttps://github.com/anfederico/ClairvoyantIdentify social/historical cues for short term stock movement.Other Models3/28/21 16:31215767819/12/16 18:388/29/18 20:27anfederico/Clairvoyant
129Machine Learning in Asset Managementhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952Personal Papers
130Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategieshttps://jfds.pm-research.com/content/2/1/10Personal Papers
131Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimizationhttps://jfds.pm-research.com/content/2/2/17Personal Papers
132Financial Event Prediction using Machine Learninghttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555Personal Papers
133PyPortfolioOpthttps://github.com/robertmartin8/PyPortfolioOptFinancial portfolio optimisation, including classical efficient frontier and advanced methods.Portfolio Selection and Optimisation3/30/21 3:371865476165/29/18 13:302/25/21 13:01robertmartin8/PyPortfolioOpt
134DeepDowhttps://github.com/jankrepl/deepdowPortfolio optimization with deep learning.Portfolio Selection and Optimisation3/30/21 13:343035722/2/20 8:462/16/21 18:50jankrepl/deepdow
135Modern Portfolio Theoryhttps://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynbUniversal portfolios; modern portfolio theory.Portfolio Selection and Optimisation
136OLMAR Algorithmhttps://github.com/charlessutton/OLMAR/blob/master/Part3.ipynbRelative importance of each component of the OLMAR algorithm.Portfolio Selection and Optimisation12/16/20 17:286317/26/16 16:2012/30/16 11:40charlessutton/OLMAR
137Online Portfolio Selectionhttps://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb****Comparing OLPS algorithms on a diversified set of ETFs.Portfolio Selection and Optimisation
138401K Portfolio Optimisationhttps://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynbPortfolio analyses and optimisation for 401K.Portfolio Selection and Optimisation12/25/20 9:3914518/1/18 19:489/5/19 11:18otosman/Python-for-Finance
139Policy Gradient Portfoliohttps://github.com/ZhengyaoJiang/PGPortfolioA Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.Portfolio Selection and Optimisation3/30/21 14:211274629611/12/17 16:085/9/19 9:50ZhengyaoJiang/PGPortfolio
140Deep Portfolio Theoryhttps://github.com/tcloaa/Deep-Portfolio-TheoryAutoencoder framework for portfolio selection.Portfolio Selection and Optimisation1/30/21 13:501045812/10/17 9:033/8/18 16:47tcloaa/Deep-Portfolio-Theory
141Efficient 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_frontier
142Reinforcement Learninghttps://github.com/filangel/qtraderReinforcement Learning for Portfolio Management.Portfolio Selection and Optimisation3/29/21 3:47364150110/7/17 9:146/26/18 9:22filangel/qtrader
143Distribution Characteristic Optimisationhttps://github.com/VivekPa/OptimalPortfolioExtends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account.Portfolio Selection and Optimisation3/18/21 22:3522982311/16/18 12:207/4/19 1:41VivekPa/OptimalPortfolio
144Pair Trading RLhttps://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-TradingUsing deep actor-critic model to learn best strategies in pair trading.Reinforcement Learning3/27/21 2:1924111415/18/17 16:475/18/17 16:56shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading
145RL IIhttps://github.com/deependersingla/deep_traderreinforcement learning on stock market and agent tries to learn trading.Reinforcement Learning3/29/21 11:10134049036/11/16 7:271/22/18 14:35deependersingla/deep_trader
146RLhttps://github.com/kh-kim/stock_market_reinforcement_learningOpenGym with Deep Q-learning and Policy Gradient.Reinforcement Learning3/28/21 22:14712299110/4/16 14:4212/23/16 7:34kh-kim/stock_market_reinforcement_learning
147RL IIIhttps://github.com/samre12/deep-trading-agentGithub -Deep Reinforcement Learning based Trading Agent for Bitcoin.Reinforcement Learning3/29/21 1:0257520419/21/17 17:054/13/18 16:33samre12/deep-trading-agent
148RL IVhttps://github.com/jjakimoto/DQNReinforcement Learning for finance.Reinforcement Learning3/25/21 19:1414055110/21/16 2:474/7/17 8:11jjakimoto/DQN
149RL Vhttps://github.com/gstenger98/rl-financeBuilding an Agent to Trade with Reinforcement Learning.Reinforcement Learning1/3/21 4:3632751/16/19 0:433/19/20 20:28gstenger98/rl-finance
150RL Tradinghttps://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sWA collection of 25+ Reinforcement Learning Trading Strategies -Google Colab.Reinforcement Learning
151Fund classificationhttps://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynbFund classification using text mining and NLP.Textual10/6/20 18:463214/16/18 22:186/7/18 22:01frechfrechfrech/Mutual-Fund-Market-Clusters
152Financial Sentiment Analysishttps://github.com/EricHe98/Financial-Statements-Text-AnalysisSentiment, distance and proportion analysis for trading signals.Textual1/21/21 8:07472716/23/17 0:051/26/19 3:35EricHe98/Financial-Statements-Text-Analysis
153NLP Eventhttps://github.com/yuriak/DLQuantApplying Deep Learning and NLP in Quantitative Trading.Textual3/24/21 2:52683117/2/18 23:501/31/19 14:08yuriak/DLQuant
154Financial Statement Sentimenthttps://github.com/MAydogdu/TextualAnalysisExtracting sentiment from financial statements using neural networks.Textual10/22/20 16:327716/4/18 20:546/4/18 20:56MAydogdu/TextualAnalysis
155Extensive 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_Tutorial
156Accounting Anomalieshttps://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynbUsing deep-learning frameworks to identify accounting anomalies.Textual3/30/21 3:251065025/24/17 12:368/7/19 21:47GitiHubi/deepAI
157Buzzwordshttps://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-Funds
158Earning 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/WebAnalyticsProject
159NLPhttps://github.com/toamitesh/NLPinFinanceThis project assembles a lot of NLP operations needed for finance domain.Textualtoamitesh/NLPinFinance
160PCA Pairs Tradinghttps://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_TradingPCA, Factor Returns, and trading strategies.UnsupervisedjoelQF/quant-finance
161Industry Clusteringhttps://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustriesClustering of industries.Unsupervised10/6/20 18:514517/21/17 2:127/23/17 2:53SeanMcOwen/FinanceAndPython.com-ClusteringIndustries
162Pairs Tradinghttps://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynbFinding pairs with cluster analysis.Unsupervised3/8/21 11:01783609/5/17 19:199/27/17 20:42marketneutral/pairs-trading-with-ML
163Industry 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-ClusteringIndustries
164VRA 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/stock2vec
165Fund Clustershttps://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynbData exploration of fund clusters.Unsupervised10/6/20 18:463214/16/18 22:186/7/18 22:01frechfrechfrech/Mutual-Fund-Market-Clusters