financial-machine-learning/raw_data/url_list.csv

1	name	url	comment	category	last_update	star_count	fork_count	contributors_count	created_at	last_commit	repo_path	repo_status	rating	finml_added_date
2	Venture Capital NN	https://github.com/tr7200/National-Culture-and-Venture-Capital-Monitoring	Cox-PH neural network predictions for VC/innovations finance research.	Alternative Finance							tr7200/National-Culture-and-Venture-Capital-Monitoring
3	Private Equity	https://github.com/TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity/blob/master/RightNow%20Technologies/RightNow%20Technologies.ipynb	Valuation models.	Alternative Finance	11/26/20 3:34	8	6	2	1/27/16 21:13	3/14/16 20:03	TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity	inactive
4	VC OLS	https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb	VC regression.	Alternative Finance	10/6/20 20:56	2	1	1	3/29/18 23:31	3/29/18 23:33	fionawhitefield/venture-capital-ols	inactive
5	Watch Valuation	https://github.com/alporter08/Luxury-Watch-Valuation/blob/master/Luxury-Watch-Valuation.ipynb	Analysis of luxury watch data to classify whether a certain model is likely to be over-or undervalued.	Alternative Finance	1/14/21 22:41	4	2	1	2/8/17 18:39	4/27/17 22:55	alporter08/Luxury-Watch-Valuation	inactive
6	Art Valuation	https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynb	Art evaluation analytics.	Alternative Finance	2/26/21 12:10	9	5	1	12/11/14 0:25	12/12/14 21:25	ahmedhosny/theGreenCanvas	inactive
7	Blockchain	https://github.com/nud3l/dInvest	Repository for distributed autonomous investment banking.	Alternative Finance	2/6/21 7:38	12	7	2	9/5/16 19:12	4/24/17 10:48	nud3l/dInvest	inactive
8	Venture Capital	https://github.com/julian-chan/etothex	Insight into a new founder to make data-driven investment decisions.	Alternative Finance	10/6/20 20:56	3	2	1	12/4/17 8:59	12/13/17 5:35	julian-chan/etothex	inactive
9	Kiva Crowdfunding	https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb	Exploratory data analysis.	Alternative Finance	2/19/21 13:40	5	1	1	2/27/18 16:46	2/13/19 0:15	CJL89/Kiva-Crowdfunding	inactive
10	Oxford Man	https://www.oxford-man.ox.ac.uk/	Oxford-Man Institute of Quantitative Finance	Colleges Centers and Departments
11	Berkeley Lab CIFT	https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/		Colleges Centers and Departments
12	NYU Courant	https://cims.nyu.edu/	Courant Institute of Mathematical Sciences, New York University	Colleges Centers and Departments
13	Cornell University	https://www.cornell.edu/		Colleges Centers and Departments
14	NYU FRE	https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering	Finance and Risk Engineering (NYU Tandon)	Colleges Centers and Departments
15	Stanford Advanced Financial Technologies	https://fintech.stanford.edu/	Stanford Advanced Financial Technologies Laboratory	Colleges Centers and Departments
16	Handson Python for Finance	https://github.com/PacktPublishing/Hands-on-Python-for-Finance	Hands-on Python for Finance published by Packt.	Courses	4/1/21 5:48	119	107	3	8/20/18 14:10	1/15/21 8:57	PacktPublishing/Hands-on-Python-for-Finance	active
17	Basic Finance	https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance	Source code notebooks basic finance applications.	Courses	3/31/21 2:09	10	8	1	5/6/17 2:39	6/21/17 4:04	SeanMcOwen/FinanceAndPython.com-BasicFinance	inactive
18	ML Specialisation	https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization	Machine Learning in Finance.	Courses	3/31/21 2:08	33	32	1	1/24/19 2:55	1/3/20 21:54	Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization	active
19	Basic Investments	https://github.com/SeanMcOwen/FinanceAndPython.com-Investments	Basic investment tools in python.	Courses	3/23/21 6:32	9	5	1	8/2/17 21:52	8/17/17 3:24	SeanMcOwen/FinanceAndPython.com-Investments	inactive
20	Risk Management	https://github.com/andrey-lukyanov/Risk-Management	Finance risk engagement course resources.	Courses	11/12/20 0:49	6	5	3	10/3/18 16:26	12/13/18 8:04	andrey-lukyanov/Risk-Management	inactive
21	Basic Derivatives	https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives	Basic forward contracts and hedging.	Courses	3/31/21 2:08	4	4	1	8/24/17 0:11	10/13/17 1:32	SeanMcOwen/FinanceAndPython.com-Derivatives	inactive
22	Mathematical Finance	https://github.com/yadongli/nyumath2048	NYU Math-GA 2048: Scientific Computing in Finance.	Courses	1/14/21 18:01	69	63	6	1/25/15 21:10	3/25/20 4:24	yadongli/nyumath2048	active
23	Machine Learning for Trading	https://github.com/stefan-jansen/machine-learning-for-trading	Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading.	Courses	4/4/21 1:48	3717	1165	7	5/9/18 12:33	3/19/21 14:10	stefan-jansen/machine-learning-for-trading	active
24	Algo Trading	https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading	Intro to algo trading.	Courses	3/12/21 11:02	64	25	1	10/29/17 20:34	1/22/19 6:56	JCreeks/Machine-Learning-in-Finance	inactive
25	Python for Finance	https://github.com/siaen/python_finance_course	CEU python for finance course material.	Courses	3/31/21 2:08	16	15	4	12/12/17 11:54	2/25/20 20:31	siaen/python_finance_course	active
26	IRS	http://social-metrics.org/sox/		Data
27	Employee Count SEC Filings	https://github.com/healthgradient/sec_employee_information_extraction		Data	2/27/21 3:33	10	2	1	6/26/18 23:33	8/14/18 1:31	healthgradient/sec_employee_information_extraction	inactive
28	EDGAR	https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb		Data	1/23/21 19:22	11	10	1	6/11/18 22:51	7/10/18 18:03	TiesdeKok/UW_Python_Camp	inactive
29	Open Edgar	https://github.com/LexPredict/openedgar		Data	4/2/21 16:21	167	61	6	5/7/18 15:32	5/15/19 8:32	LexPredict/openedgar	active
30	SEC Parsing	https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb		Data	2/27/21 6:34	9	6	1	6/16/18 14:30	6/16/18 17:23	healthgradient/sec-doc-info-extraction	inactive
31	Web Scraping (FirmAI)	https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data		Data	3/28/21 12:43	576	183	2	2/19/19 19:02	7/22/20 16:48	firmai/business-machine-learning	active
32	Capital Markets Data	https://www.capitalmarketsdata.com/		Data
33	https://github.com/timestocome/StockMarketData	https://github.com/timestocome/StockMarketData		Data	3/26/21 22:35	7	6	1	5/10/17 21:49	8/6/17 19:23	timestocome/StockMarketData	inactive
34	Non-financial Corporate	http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html		Data
35	http://finance.yahoo.com/	http://finance.yahoo.com/		Data
36	https://stooq.com	https://stooq.com		Data
37	Financial Corporate	http://raw.rutgers.edu/Corporate%20Financial%20Data.html		Data
38	https://fred.stlouisfed.org/	https://fred.stlouisfed.org/		Data
39	Rating Industries	http://www.ratingshistory.info/		Data
40	Advanced ML II	https://github.com/hudson-and-thames/research	More implementations of Financial Machine Learning (De Prado).	Data Processing Techniques and Transformations							hudson-and-thames/research
41	Advanced ML	https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises	Exercises too Financial Machine Learning (De Prado).	Data Processing Techniques and Transformations	4/3/21 6:12	964	435	4	4/25/18 17:22	1/16/20 17:25	BlackArbsCEO/Adv_Fin_ML_Exercises	active
42	crypto-rl	https://github.com/sadighian/crypto-rl	Retrieve 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	4/3/21 21:08	345	112	1	6/21/18 1:06	11/5/20 11:08	sadighian/crypto-rl	active	3	3/31/21 8:00
43	DeepLearningInFinance	https://github.com/sonaam1234/DeepLearningInFinance	Based 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	3/8/21 13:09	266	145	1	8/21/17 16:00	8/21/17 17:23	sonaam1234/DeepLearningInFinance	inactive	3	3/31/21 8:00
44	LTSM GRU	https://github.com/RajatHanda/Finance-Forecasting	Stock Market Forecasting using LSTM\GRU.	Deep Learning	3/29/21 23:59	11	6	1	5/13/18 2:39	2/25/19 0:26	RajatHanda/Finance-Forecasting	inactive	3
45	Deep Learning	https://github.com/keon/deepstock	Technical experimentations to beat the stock market using deep learning.	Deep Learning	3/24/21 14:45	427	154	2	12/12/16 2:15	3/4/17 8:37	keon/deepstock	inactive	4
46	Deep Learning II	https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks	Tensorflow Regression.	Deep Learning	3/21/21 6:53	174	67	1	7/12/16 12:56	2/16/18 2:43	LiamConnell/deep-algotrading	inactive	3
47	Neural Network	https://github.com/VivekPa/IntroNeuralNetworks	Neural networks to predict stock prices.	Deep Learning	4/3/21 11:59	489	177	2	9/10/18 6:34	11/21/18 7:39	VivekPa/IntroNeuralNetworks	inactive	4
48	Deep Learning IV	https://github.com/achillesrasquinha/bulbea	Bulbea: Deep Learning based Python Library.	Deep Learning	4/2/21 1:36	1451	416	1	3/9/17 6:11	3/19/17 7:42	achillesrasquinha/bulbea	inactive	5
49	AI Trading	https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md	AI to predict stock market movements.	Deep Learning	4/3/21 21:14	2857	1378	1	1/9/19 8:02	2/11/19 16:32	borisbanushev/stockpredictionai	inactive	5
50	ARIMA-LTSM Hybrid	https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid	Hybrid model to predict future price correlation coefficients of two assets.	Deep Learning	4/2/21 15:32	219	83	1	8/5/18 2:13	10/1/18 11:25	imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict	inactive	3
51	LTSM Recurrent	https://github.com/VivekPa/AIAlpha	OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.	Deep Learning	4/3/21 10:48	1199	371	2	10/7/18 3:58	8/3/19 9:00	VivekPa/AIAlpha	active	4
52	Deep-Reinforcement-Learning-in-Trading	https://github.com/saeed349/Deep-Reinforcement-Learning-in-Trading	Deep 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	3/31/21 10:40	137	66	1	5/11/18 0:52	10/26/19 14:22	saeed349/Deep-Reinforcement-Learning-in-Trading	active	3	3/31/21 8:00
53	Deep Learning III	https://github.com/Rachnog/Deep-Trading	Algorithmic trading with deep learning experiments.	Deep Learning	4/3/21 5:26	1264	675	1	6/18/16 18:23	8/7/18 15:24	Rachnog/Deep-Trading	inactive	5
54	Stock-Prediction-Models	https://github.com/huseinzol05/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](https://github.com/google-research/bert))	Deep Learning	4/3/21 20:09	3599	1521	2	12/18/17 10:49	1/5/21 10:31	huseinzol05/Stock-Prediction-Models	active	5	3/31/21 8:00
55	RLTrader	https://github.com/notadamking/RLTrader	predecessor 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	4/3/21 20:09	1304	449	15	4/27/19 18:35	10/17/19 16:25	notadamking/RLTrader	active	5	3/31/21 8:00
56	trading-rl	https://github.com/Kostis-S-Z/trading-rl	Deep 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 maintained	Deep Learning	3/31/21 16:01	179	38	2	4/22/19 10:03	9/28/20 9:07	Kostis-S-Z/trading-rl	inactive	3	3/31/21 8:00
57	awesome-deep-trading	https://github.com/cbailes/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	Deep Learning	4/3/21 19:52	541	137	1	11/26/18 3:23	1/1/21 9:41	cbailes/awesome-deep-trading	active	4	3/31/21 8:00
58	trading-bot	https://github.com/pskrunner14/trading-bot	Implementation 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	4/2/21 18:45	286	139	1	8/13/18 10:44	1/23/20 4:41	pskrunner14/trading-bot	active	3	3/31/21 8:00
59	Advanced-Deep-Trading	https://github.com/Rachnog/Advanced-Deep-Trading	notebooks 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	3/30/21 7:29	319	158	2	2/16/19 21:18	11/29/20 20:12	Rachnog/Advanced-Deep-Trading	active	3	3/31/21 8:00
60	FinRL-Library	https://github.com/AI4Finance-LLC/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](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 trading	Deep Learning	4/4/21 1:53	1807	433	22	7/26/20 13:18	4/3/21 23:21	AI4Finance-LLC/FinRL-Library	active	5	3/31/21 8:00
61	Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020	https://github.com/AI4Finance-LLC/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](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3690996) focuses on ensemble.	Deep Learning	4/3/21 10:08	547	240	6	7/26/20 13:12	1/21/21 18:11	AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020	inactive	4	3/31/21 8:00
62	deep-RL-trading	https://github.com/golsun/deep-RL-trading	trading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916)	Deep Learning	4/1/21 12:51	233	109	1	2/25/18 17:41	12/1/20 22:06	golsun/deep-RL-trading	active	3	3/31/21 8:00
63	AutomatedStockTrading-DeepQ-Learning	https://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learning	cornerstone 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 report	Deep Learning	3/24/21 1:11	134	51	2	2/23/19 12:01	2/25/20 18:16	sachink2010/AutomatedStockTrading-DeepQ-Learning	active	3	3/31/21 8:00
64	Personae	https://github.com/Ceruleanacg/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](https://github.com/ricequant/rqalpha) which is a python backtest engine and have a nice docker image to run training/testing	Deep Learning	3/31/21 15:38	1142	332	2	3/10/18 11:22	9/2/18 17:21	Ceruleanacg/Personae	inactive	5	3/31/21 8:00
65	Deep-Reinforcement-Stock-Trading	https://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Trading	inspired 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 stats	Deep Learning	4/3/21 22:50	141	42	2	5/19/19 22:20	9/27/20 19:22	Albert-Z-Guo/Deep-Reinforcement-Stock-Trading	active	3	3/31/21 8:00
66	Deep-Learning-Machine-Learning-Stock	https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock	curated 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 upgrade	Deep Learning	4/4/21 1:27	264	94	1	9/29/18 23:38	3/18/21 3:16	LastAncientOne/Deep-Learning-Machine-Learning-Stock	active	3	3/31/21 8:00
67	BitcoinForecast	https://github.com/PiSimo/BitcoinForecast	RNN 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	4/3/21 8:03	288	127	3	3/10/17 10:52	6/11/18 8:07	PiSimo/BitcoinForecast	inactive	3	3/31/21 8:00
68	DQN-DDPG_Stock_Trading	https://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Trading	merged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQN	Deep Learning	4/3/21 21:48	135	49	4	9/19/18 3:17	11/26/20 16:58	AI4Finance-LLC/DQN-DDPG_Stock_Trading	inactive	3	3/31/21 8:00
69	Derman	https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb	Binomial tree for American call.	Derivatives and Hedging	10/6/20 20:37	1	3	1	5/18/18 18:08	9/21/18 19:59	rstreppa/valuation-convertibles-Goldman1994	inactive
70	Hull White	https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb	Callable Bond, Hull White.	Derivatives and Hedging	10/6/20 20:37	4	6	1	6/6/18 22:06	6/6/18 22:27	rstreppa/valuation-callables-HullWhite	inactive
71	Derivative Markets	https://github.com/broughtj/Fin6470/tree/master/Notebooks	The economics of futures, futures, options, and swaps.	Derivatives and Hedging	3/18/21 3:47	8	8	1	2/9/16 5:30	3/18/21 3:47	broughtj/Fin6470	active
72	Options	https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D	Introduction to options.	Derivatives and Hedging	4/4/21 0:48	332	165	36	7/28/17 15:48	3/17/21 17:17	QuantConnect/Tutorials	active
73	Volatility and Variance Derivatives	https://github.com/yhilpisch/lvvd/tree/master/lvvd	Volatility derivatives analytics.	Derivatives and Hedging	3/23/21 12:10	78	77	1	10/21/16 4:12	2/22/21 13:32	yhilpisch/lvvd	active
74	Reinforcement Learning	https://github.com/FinTechies/HedgingRL	Hedging portfolios with reinforcement learning.	Derivatives and Hedging	1/20/21 8:12	16	9	1	4/21/17 10:58	8/2/17 21:41	FinTechies/HedgingRL	inactive
75	Option Strategies	https://github.com/rstreppa/valuation-OptionStrategies	Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations.	Derivatives and Hedging	2/27/21 8:50	2	3	1	5/22/18 18:27	5/22/18 18:30	rstreppa/valuation-OptionStrategies	inactive
76	Options	https://github.com/PHBS/2018.M1.ASP/tree/master/py	Black Scholes and Copula.	Derivatives and Hedging							PHBS/2018.M1.ASP
77	Derivatives Python	https://github.com/yhilpisch/dawp/tree/master/python36	Derivative analytics with Python.	Derivatives and Hedging	3/23/21 15:35	387	297	1	7/9/15 12:27	2/22/21 13:29	yhilpisch/dawp	active
78	Options Risk Measures	https://github.com/wanglouis49/risk_estimation	Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling).	Derivatives and Hedging	10/6/20 20:37	1	2	1	4/29/16 3:51	1/16/18 1:24	wanglouis49/risk_estimation	inactive
79	Delta Hedging	https://github.com/RobinsonGarcia/delta-hedging	Advanced derivatives.	Derivatives and Hedging	2/27/21 8:48	3	2	1	3/2/18 23:53	7/17/18 23:32	RobinsonGarcia/delta-hedging	inactive
80	Computational Derivatives	https://github.com/chenbowen184/Computational_Finance	Projects focusing on investigating simulations and computational techniques applied in finance.	Derivatives and Hedging	1/12/21 12:22	17	12	1	1/29/18 5:01	8/2/18 5:56	chen-bowen/Computational_Finance	inactive
81	Black Scholes	https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb	Options pricing.	Derivatives and Hedging	10/6/20 20:36	1	2	0	12/9/17 18:50	7/9/18 9:48	irajwani/numerical_methods_python	inactive
82	Life-cycle	https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb	Company life cycle.	Extended Research	12/21/20 14:42	3	3	1	1/19/19 18:16	2/18/19 16:57	atulram/Finance-and-Stocks	inactive
83	Computational Finance	https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance	Applied Computational Economics and Finance.	Extended Research	3/7/21 17:47	12	13	1	8/27/17 3:46	8/26/17 4:26	lnsongxf/Applied_Computational_Economics_and_Finance	inactive
84	Bayesian Finance	https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb	Notebook PyMC3 implementation.	Extended Research	4/3/21 15:17	231	55	1	8/28/18 14:45	8/6/20 22:03	marketneutral/alphatools	active
85	Corporate Finance	https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance	Basic corporate finance.	Extended Research	1/16/21 19:01	9	4	1	9/9/17 3:35	9/9/17 23:04	SeanMcOwen/FinanceAndPython.com-CorporateFinance	inactive
86	Mathematical Finance	https://github.com/Auquan/Tutorials	Notebooks for math and financial tutorials.	Extended Research	3/31/21 18:05	662	426	9	1/21/17 11:24	8/1/20 17:03	Auquan/Tutorials	active
87	Economic Foundations	https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations	Basic economic models.	Extended Research	10/6/20 21:01	2	3	1	5/25/17 2:27	6/30/17 3:53	SeanMcOwen/FinanceAndPython.com-EconomicFoundations	inactive
88	Financial Economics	https://github.com/rsvp/fecon235/tree/master/nb	Financial Economics Models.	Extended Research	3/29/21 8:31	709	273	2	11/9/14 4:49	12/3/18 16:30	rsvp/fecon235	inactive
89	Finance Graph Theory	https://github.com/AvijitGhosh82/Finance_Graph_Theory	Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents.	Extended Research	3/28/21 2:22	17	7	3	8/2/18 2:48	3/16/19 18:39	evijit/Finance_Graph_Theory	inactive
90	Market Crash Prediction	https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb	Predicting market crashes using an LPPL model.	Extended Research	10/6/20 21:01	1	3	1	1/24/19 13:37	2/13/19 16:48	sarachmax/MarketCrashes_Prediction	inactive
91	M&A	https://github.com/atulram/Finance-and-Stocks	Mergers and Acquisitions.	Extended Research	12/21/20 14:42	3	3	1	1/19/19 18:16	2/18/19 16:57	atulram/Finance-and-Stocks	inactive
92	Behavioural Economics	https://github.com/pcmichaud/notebooks	Behavioural Economics and Finance Python Notebooks.	Extended Research	2/3/21 7:22	9	4	1	12/20/18 0:21	3/26/19 11:51	pcmichaud/notebooks	inactive
93	Applied Corporate Finance	https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance	Studies the empirical behaviours in stock market.	Extended Research	2/19/21 13:40	8	9	1	1/29/18 5:14	7/19/18 6:25	chen-bowen/Data_Science_in_Applied_Corporate_Finance	inactive
94	HFT	https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy	High frequency trading.	Extended Research	4/1/21 15:27	743	331	1	7/21/16 5:14	2/14/17 16:47	rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy	inactive
95	Critical Transitions	https://github.com/ryanholbrook/critical-transitions	Detecting critical transitions in financial networks with topological data analysis.	Extended Research	1/30/21 11:50	10	3	1	1/22/19 10:59	3/12/19 18:35	ryanholbrook/critical-transitions	inactive
96	Real Estate Property Fraud	https://github.com/aviroop1/Real_Estate_Property_Fraud	Unsupervised fraud detection model that can identify likely candidates of fraud.	Extended Research							aviroop1/Real_Estate_Property_Fraud
97	Deep Portfolio	https://github.com/DLColumbia/DL_forFinance	Deep learning for finance Predict volume of bonds.	Extended Research	1/12/21 11:48	27	20	2	5/8/18 19:34	5/9/18 15:39	DLColumbia/DL_forFinance	inactive
98	NLP Finance Papers	https://github.com/chenbowen184/Research_Documents_Curation_with_NLP	Curating quantitative finance papers using machine learning.	Extended Research	2/27/21 6:33	8	9	1	10/11/18 20:32	12/24/18 23:27	chen-bowen/Research_Documents_Curation_with_NLP	inactive
99	Simulation	https://github.com/chenbowen184/Computational_Finance	Investigating simulations as part of computational finance.	Extended Research	1/12/21 12:22	17	12	1	1/29/18 5:01	8/2/18 5:56	chen-bowen/Computational_Finance	inactive
100	Liquidity and Momentum	https://github.com/mrefermat/quant_finance	Various factors and portfolio constructions.	Extended Research	3/30/21 0:09	31	15	1	8/11/18 22:59	11/12/19 4:49	mrefermat/quant_finance	active
101	Bayesian Finance I	https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb	Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs.	Extended Research	11/28/20 3:02	25	6	0	1/4/19 12:30	2/18/19 9:55	AlexIoannides/pymc-stochastic-process	inactive
102	Currency PCA	https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb	Forex spots PCA.	Extended Research	10/26/20 0:55	3	1	1	3/12/19 21:11	3/12/19 22:09	shanemulqueen/python-finance-pca	inactive
103	Backtests	https://github.com/AlgoTraders/stock-analysis-engine	Trading data and algorithms.	Extended Research	4/3/21 21:19	615	163	3	9/16/18 20:00	9/5/20 13:01	AlgoTraders/stock-analysis-engine	active
104	High Frequency	https://github.com/cswaney/prickle	A Python toolkit for high-frequency trade research.	Extended Research	3/22/21 2:19	24	17	2	7/6/16 20:32	6/9/18 10:53	cswaney/prickle	inactive
105	Commodity	https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb	Commodity influence over Brazilian stocks.	Extended Research							felipessalvatore/fin2vec
106	VaR GaN	https://github.com/hamaadshah/market_risk_gan_keras	Estimate Value-at-Risk for market risk management using Keras and TensorFlow.	Factor and Risk Analysis	3/20/21 21:53	41	28	1	8/6/18 16:09	11/22/20 19:02	hamaadshah/market_risk_gan_tensorflow	active
107	Pyfolio	https://github.com/quantopian/pyfolio	Portfolio and risk analytics in Python.	Factor and Risk Analysis	4/3/21 15:55	3647	1147	42	6/1/15 15:31	2/28/20 17:30	quantopian/pyfolio	active
108	Performance Analysis	https://github.com/quantopian/alphalens	Performance analysis of predictive (alpha) stock factors.	Factor and Risk Analysis	4/2/21 19:02	1839	693	17	6/3/16 21:49	4/27/20 18:40	quantopian/alphalens	active
109	Python for Finance	https://github.com/yhilpisch/py4fi/tree/master/jupyter36	Various financial notebooks.	Factor and Risk Analysis	4/3/21 11:16	1297	792	1	12/15/14 11:23	7/10/18 6:38	yhilpisch/py4fi	inactive
110	Convex Optimisation	https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb	Convex Optimization for Finance.	Factor and Risk Analysis	11/4/20 7:19	17	9	1	6/26/18 20:36	10/22/19 21:56	ssanderson/convex-optimization-for-finance	active
111	Statistical Finance	https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments	Various financial experiments.	Factor and Risk Analysis	3/30/21 0:09	21	16	1	10/4/15 9:10	3/28/20 18:33	mrefermat/FinancePhD	active
112	VaR	https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb	Value-at-risk calculations.	Factor and Risk Analysis	3/31/21 2:06	10	9	1	11/15/16 19:24	1/14/17 21:19	willb/var-notebook	inactive
113	Factor Analysis	https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb	Factor analysis for mutual funds.	Factor and Risk Analysis	12/21/20 14:26	3	4	1	3/13/18 7:39	3/13/18 7:42	garvit-kudesia91/factor_analysis	inactive
114	Risk and Return	https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials	Riskiness of portfolios and assets.	Factor and Risk Analysis	3/19/21 22:01	139	61	2	9/12/17 13:35	8/6/20 12:35	PyDataBlog/Python-for-Data-Science	active
115	Risk Basic	https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb	Active portfolio risk management .	Factor and Risk Analysis	3/1/21 13:53	31	18	1	5/10/16 11:03	5/17/16 3:44	RJT1990/Active-Portfolio-Management-Notes	inactive
116	Factor Analysis	https://github.com/alpha-miner/alpha-mind/tree/master/notebooks	Factor strategy notebooks.	Factor and Risk Analysis	3/12/21 22:42	171	59	3	5/1/17 7:36	2/9/21 9:36	alpha-miner/alpha-mind	active
117	Various Risk Measures	https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb	Risk measures and factors for alternative and responsible investments.	Factor and Risk Analysis	11/4/20 7:04	4	5	1	8/7/17 14:44	8/8/17 22:52	Jorgencr/Alternative-and-Responsible-Investments	inactive
118	CAPM	https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb	Expected returns using CAPM.	Factor and Risk Analysis	3/1/21 13:53	31	18	1	5/10/16 11:03	5/17/16 3:44	RJT1990/Active-Portfolio-Management-Notes	inactive
119	Quant Finance	https://github.com/mrefermat/quant_finance	General quant repository.	Factor and Risk Analysis	3/30/21 0:09	31	15	1	8/11/18 22:59	11/12/19 4:49	mrefermat/quant_finance	active
120	Vasicek	https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb	Bootstrapping and interpolation.	Fixed Income	12/10/20 21:20	3	3	1	7/18/18 19:26	7/18/18 19:34	RobinsonGarcia/fixed-income	inactive
121	Binomial Tree	https://github.com/hy-lei/math-finance-exercise	Utility functions in fixed income securities.	Fixed Income	10/6/20 20:55	1	2	1	2/2/19 8:44	5/3/19 17:16	hy-lei/math-finance-toolbox	active
122	Corporate Bonds	https://github.com/ishank011/gs-quantify-bond-prediction	Predicting the buying and selling volume of the corporate bonds.	Fixed Income	1/3/21 21:46	7	5	1	9/27/17 19:57	9/27/17 20:00	ishank011/gs-quantify-bond-prediction	inactive
123	Trend Following	http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html	A futures trend following portfolio investment strategy.	Other Models
124	Mixture Models I	https://github.com/BlackArbsCEO/Mixture_Models	Mixture models to predict market bottoms.	Other Models	3/2/21 19:44	31	31	1	3/20/17 18:54	4/25/17 23:35	BlackArbsCEO/Mixture_Models	inactive
125	Mixture Models II	https://github.com/BlackArbsCEO/mixture_model_trading_public	Mixture models and stock trading.	Other Models	3/12/21 13:21	166	73	1	12/11/17 17:05	5/13/20 23:50	BlackArbsCEO/mixture_model_trading_public	active
126	Fundamental LT Forecasts	https://github.com/Hvass-Labs/FinanceOps	Research in investment finance for long term forecasts.	Other Models	4/3/21 10:59	381	126	1	7/22/18 8:14	2/17/21 14:39	Hvass-Labs/FinanceOps	active
127	Scikit-learn Stock Prediction	https://github.com/robertmartin8/MachineLearningStocks	Using python and scikit-learn to make stock predictions.	Other Models	4/3/21 11:22	922	344	2	2/12/17 4:50	2/4/21 3:48	robertmartin8/MachineLearningStocks	active
128	Short-Term Movement Cues	https://github.com/anfederico/Clairvoyant	Identify social/historical cues for short term stock movement.	Other Models	3/31/21 20:19	2158	676	1	9/12/16 18:38	8/29/18 20:27	anfederico/clairvoyant	inactive
129	Financial Event Prediction using Machine Learning	https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555		Personal Papers
130	Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization	https://jfds.pm-research.com/content/2/2/17		Personal Papers
131	Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies	https://jfds.pm-research.com/content/2/1/10		Personal Papers
132	Machine Learning in Asset Management	https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952		Personal Papers
133	PyPortfolioOpt	https://github.com/robertmartin8/PyPortfolioOpt	Financial portfolio optimisation, including classical efficient frontier and advanced methods.	Portfolio Selection and Optimisation	4/3/21 15:57	1875	478	16	5/29/18 13:30	2/25/21 13:01	robertmartin8/PyPortfolioOpt	active
134	DeepDow	https://github.com/jankrepl/deepdow	Portfolio optimization with deep learning.	Portfolio Selection and Optimisation	4/1/21 16:06	306	57	2	2/2/20 8:46	2/16/21 18:50	jankrepl/deepdow	active
135	Modern Portfolio Theory	https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb	Universal portfolios; modern portfolio theory.	Portfolio Selection and Optimisation
136	OLMAR Algorithm	https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb	Relative importance of each component of the OLMAR algorithm.	Portfolio Selection and Optimisation	12/16/20 17:28	6	3	1	7/26/16 16:20	12/30/16 11:40	charlessutton/OLMAR	inactive
137	Online Portfolio Selection	https://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb	****Comparing OLPS algorithms on a diversified set of ETFs.	Portfolio Selection and Optimisation
138	401K Portfolio Optimisation	https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb	Portfolio analyses and optimisation for 401K.	Portfolio Selection and Optimisation	12/25/20 9:39	14	5	1	8/1/18 19:48	9/5/19 11:18	otosman/Python-for-Finance	active
139	Policy Gradient Portfolio	https://github.com/ZhengyaoJiang/PGPortfolio	A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.	Portfolio Selection and Optimisation	3/31/21 9:42	1276	628	6	11/12/17 16:08	5/9/19 9:50	ZhengyaoJiang/PGPortfolio	active
140	Deep Portfolio Theory	https://github.com/tcloaa/Deep-Portfolio-Theory	Autoencoder framework for portfolio selection.	Portfolio Selection and Optimisation	1/30/21 13:50	104	58	1	2/10/17 9:03	3/8/18 16:47	tcloaa/Deep-Portfolio-Theory	inactive
141	Efficient Frontier	https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb	Modern Portfolio Theory.	Portfolio Selection and Optimisation	3/30/21 0:01	104	57	1	2/17/18 8:19	2/27/18 13:16	tthustla/efficient_frontier	inactive
142	Reinforcement Learning	https://github.com/filangel/qtrader	Reinforcement Learning for Portfolio Management.	Portfolio Selection and Optimisation	3/29/21 3:47	364	151	1	10/7/17 9:14	6/26/18 9:22	filangelos/qtrader	inactive
143	Distribution Characteristic Optimisation	https://github.com/VivekPa/OptimalPortfolio	Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account.	Portfolio Selection and Optimisation	3/18/21 22:35	229	82	3	11/16/18 12:20	7/4/19 1:41	VivekPa/OptimalPortfolio	active
144	RL IV	https://github.com/jjakimoto/DQN	Reinforcement Learning for finance.	Reinforcement Learning	3/25/21 19:14	140	55	1	10/21/16 2:47	4/7/17 8:11	jjakimoto/DQN	inactive
145	RL Trading	https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW	A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab.	Reinforcement Learning
146	RL V	https://github.com/gstenger98/rl-finance	Building an Agent to Trade with Reinforcement Learning.	Reinforcement Learning	1/3/21 4:36	32	7	5	1/16/19 0:43	3/19/20 20:28	gstenger98/rl-finance	active
147	RL	https://github.com/kh-kim/stock_market_reinforcement_learning	OpenGym with Deep Q-learning and Policy Gradient.	Reinforcement Learning	4/1/21 14:04	713	299	1	10/4/16 14:42	12/23/16 7:34	kh-kim/stock_market_reinforcement_learning	inactive
148	RL II	https://github.com/deependersingla/deep_trader	reinforcement learning on stock market and agent tries to learn trading.	Reinforcement Learning	3/29/21 11:10	1340	490	3	6/11/16 7:27	1/22/18 14:35	deependersingla/deep_trader	inactive
149	Pair Trading RL	https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading	Using deep actor-critic model to learn best strategies in pair trading.	Reinforcement Learning	3/27/21 2:19	241	114	1	5/18/17 16:47	5/18/17 16:56	shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading	inactive
150	RL III	https://github.com/samre12/deep-trading-agent	Github -Deep Reinforcement Learning based Trading Agent for Bitcoin.	Reinforcement Learning	4/3/21 20:48	576	204	1	9/21/17 17:05	4/13/18 16:33	samre12/deep-trading-agent	inactive
151	Fund classification	https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb	Fund classification using text mining and NLP.	Textual	3/31/21 2:12	4	2	1	4/16/18 22:18	6/7/18 22:01	frechfrechfrech/Mutual-Fund-Market-Clusters	inactive
152	Financial Sentiment Analysis	https://github.com/EricHe98/Financial-Statements-Text-Analysis	Sentiment, distance and proportion analysis for trading signals.	Textual	3/31/21 23:48	48	27	1	6/23/17 0:05	1/26/19 3:35	EricHe98/Financial-Statements-Text-Analysis	inactive
153	NLP Event	https://github.com/yuriak/DLQuant	Applying Deep Learning and NLP in Quantitative Trading.	Textual	4/1/21 2:16	70	31	1	7/2/18 23:50	1/31/19 14:08	yuriak/DLQuant	inactive
154	Financial Statement Sentiment	https://github.com/MAydogdu/TextualAnalysis	Extracting sentiment from financial statements using neural networks.	Textual	3/31/21 2:10	8	7	1	6/4/18 20:54	6/4/18 20:56	MAydogdu/TextualAnalysis	inactive
155	Extensive NLP	https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb	Comprehensive NLP techniques for accounting research.	Textual	3/21/21 7:39	73	42	1	10/25/17 7:10	6/5/20 3:28	TiesdeKok/Python_NLP_Tutorial	active
156	Accounting Anomalies	https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb	Using deep-learning frameworks to identify accounting anomalies.	Textual	3/31/21 2:11	107	51	2	5/24/17 12:36	8/7/19 21:47	GitiHubi/deepAI	active
157	Buzzwords	https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds	Return performance and mutual fund selection.	Textual	10/6/20 18:54	1	4	1	2/4/18 21:51	2/4/18 21:57	swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds	inactive
158	Earning call transcripts	https://github.com/lin882/WebAnalyticsProject	Correlation between mutual fund investment decision and earning call transcripts.	Textual	12/17/20 8:24	3	3	1	12/30/17 8:56	1/11/18 2:11	lin882/WebAnalyticsProject	inactive
159	NLP	https://github.com/toamitesh/NLPinFinance	This project assembles a lot of NLP operations needed for finance domain.	Textual							toamitesh/NLPinFinance
160	Industry Clustering	https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries	Project to cluster industries according to financial attributes.	Unsupervised	10/6/20 18:51	4	5	1	7/21/17 2:12	7/23/17 2:53	SeanMcOwen/FinanceAndPython.com-ClusteringIndustries	inactive
161	Pairs Trading	https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb	Finding pairs with cluster analysis.	Unsupervised	3/8/21 11:01	78	36	0	9/5/17 19:19	9/27/17 20:42	marketneutral/pairs-trading-with-ML	inactive
162	VRA Stock Embedding	https://github.com/ml-hongkong/stock2vec	Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history.	Unsupervised	10/20/20 11:05	32	12	1	6/21/17 4:47	6/21/17 4:51	ml-hongkong/stock2vec	inactive
163	PCA Pairs Trading	https://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_Trading	PCA, Factor Returns, and trading strategies.	Unsupervised							joelQF/quant-finance
164	Industry Clustering	https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries	Clustering of industries.	Unsupervised	10/6/20 18:51	4	5	1	7/21/17 2:12	7/23/17 2:53	SeanMcOwen/FinanceAndPython.com-ClusteringIndustries	inactive
165	Fund Clusters	https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb	Data exploration of fund clusters.	Unsupervised	3/31/21 2:12	4	2	1	4/16/18 22:18	6/7/18 22:01	frechfrechfrech/Mutual-Fund-Market-Clusters	inactive