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Bin Yang
Financial Machine Learning and Data Science
A curated list of practical financial machine learning (FinML) tools and applications. This collection is primarily in Python.
A listed repository should be deprecated if:
- Repository's owner explicitly say that "this library is not maintained".
- Not committed for long time (2~3 years).
This repo is officially under revamp as of 3/29/2021!!
- TODOs and roadmap is under the github project here
- If you would like to contribute to this repo, please send us a pull request or contact @dereknow or @bin-yang-algotune
- Join us in the gitter chat here
- All repos/links status including last commit date is updated daily
- 10 Highest ranked repos/links for each section are displayed on main README.md and full list is available within the wiki page
- Both Wikis/README.md is updated in realtime as soon as new information are pushed to the repo
Trading
Deep Learning & Reinforcement Learning (Wiki)
| repo | comment | created_at | last_commit | star_count | repo_status | rating |
|---|---|---|---|---|---|---|
| Stock-Prediction-Models | very 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) | 2017-12-18 10:49:59 | 2021-01-05 10:31:50 | 3655.0 | ✔️ | :star:x5 |
| AI Trading | AI to predict stock market movements. | 2019-01-09 08:02:47 | 2019-02-11 16:32:47 | 2876.0 | ✖️ | :star:x5 |
| FinRL-Library | started 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 use pyfolio for showing backtesting stats. Big contributions on Proximal Policy Optimization (PPO) advantage actor critic (A2C) and Deep Deterministic Policy Gradient (DDPG) agents for trading | 2020-07-26 13:18:16 | 2021-04-11 22:02:16 | 1857.0 | ✔️ | :star:x5 |
| Deep Learning IV | Bulbea: Deep Learning based Python Library. | 2017-03-09 06:11:06 | 2017-03-19 07:42:49 | 1467.0 | ✖️ | :star:x5 |
| RLTrader | predecessor to tensortrade uses open api gym and neat way to render matplotlib plots in real time. Also explains LSTM/data stationarity/Bayesian optimization using Optuna etc. | 2019-04-27 18:35:15 | 2019-10-17 16:25:49 | 1312.0 | ✔️ | :star:x5 |
| Deep Learning III | Algorithmic trading with deep learning experiments. | 2016-06-18 18:23:06 | 2018-08-07 15:24:45 | 1266.0 | ✖️ | :star:x5 |
| Personae | implementation of deep reinforcement learning and supervised learnings covering areas: deep deterministic policy gradient (DDPG) and DDQN etc. Data are being pulled from rqalpha which is a python backtest engine and have a nice docker image to run training/testing | 2018-03-10 11:22:00 | 2018-09-02 17:21:38 | 1144.0 | ✖️ | :star:x5 |
| RL Trading | A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab. | nan | nan | nan | ✔️ | :star:x4 |
| Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 | Part of FinRL and provided code for paper deep reinformacement learning for automated stock trading focuses on ensemble. | 2020-07-26 13:12:53 | 2021-01-21 18:11:59 | 560.0 | ✔️ | :star:x4 |
| awesome-deep-trading | curated 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 cbailes | 2018-11-26 03:23:04 | 2021-01-01 09:41:21 | 551.0 | ✔️ | :star:x4 |
Other Models (Wiki)
| repo | comment | created_at | last_commit | star_count | repo_status | rating |
|---|---|---|---|---|---|---|
| Trend Following | A futures trend following portfolio investment strategy. | nan | nan | nan | ✔️ | |
| awesome-ai-in-finance | NEW | 2018-08-29 02:07:02 | 2020-11-27 09:43:40 | 941.0 | ✔️ | |
| Scikit-learn Stock Prediction | Using python and scikit-learn to make stock predictions. | 2017-02-12 04:50:44 | 2021-02-04 03:48:33 | 931.0 | ✔️ | |
| Hands-On-Machine-Learning-for-Algorithmic-Trading | NEW | 2019-05-07 11:04:25 | 2021-01-19 07:51:00 | 600.0 | ✔️ | |
| AlphaPy | NEW | 2016-02-14 00:47:32 | 2021-02-08 21:35:40 | 576.0 | ✔️ | |
| MathAndScienceNotes | NEW | 2016-03-11 19:13:00 | 2020-12-21 03:54:51 | 460.0 | ✔️ | |
| Fundamental LT Forecasts | Research in investment finance for long term forecasts. | 2018-07-22 08:14:46 | 2021-02-17 14:39:30 | 383.0 | ✔️ | |
| stock-trading-ml | NEW | 2019-10-10 09:44:02 | 2019-10-12 11:38:49 | 340.0 | ✔️ | |
| Mixture Models I | Mixture models to predict market bottoms. | 2017-03-20 18:54:24 | 2017-04-25 23:35:20 | 31.0 | ✖️ | |
| finance_ml | NEW | 2018-06-29 21:21:17 | 2019-02-18 12:34:54 | 282.0 | ✖️ |
Data Processing Techniques and Transformations (Wiki)
| repo | comment | created_at | last_commit | star_count | repo_status | rating |
|---|---|---|---|---|---|---|
| Advanced ML II | More implementations of Financial Machine Learning (De Prado). | nan | nan | nan | ✔️ | |
| Advanced ML | Exercises too Financial Machine Learning (De Prado). | 2018-04-25 17:22:40 | 2020-01-16 17:25:41 | 973.0 | ✔️ |