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financial-machine-learning/raw_data/url_list.csv
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2021-03-31 23:54:37 -04:00

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1nameurlcommentcategorylast_updatestar_countfork_countcontributors_countcreated_atlast_commitrepo_pathrepo_statusratingfinml_added_date
2Venture Capital NNhttps://github.com/tr7200/National-Culture-and-Venture-Capital-MonitoringCox-PH neural network predictions for VC/innovations finance research.Alternative Financetr7200/National-Culture-and-Venture-Capital-Monitoring
3Private Equityhttps://github.com/TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity/blob/master/RightNow%20Technologies/RightNow%20Technologies.ipynbValuation models.Alternative Finance11/26/20 3:348621/27/16 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-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 Learning3/31/21 6:59528135111/26/18 3:231/1/21 9:41cbailes/awesome-deep-tradingactive43/31/21 8:00
43trading-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 Learning3/31/21 9:4628513718/13/18 10:441/23/20 4:41pskrunner14/trading-botactive33/31/21 8:00
44Advanced-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 Learning3/30/21 7:2931915822/16/19 21:1811/29/20 20:12Rachnog/Advanced-Deep-Tradingactive33/31/21 8:00
45deep-RL-tradinghttps://github.com/golsun/deep-RL-tradingNEWDeep Learning3/25/21 17:5223110912/25/18 17:4112/1/20 22:06golsun/deep-RL-tradingactive33/31/21 8:00
46FinRL-Libraryhttps://github.com/AI4Finance-LLC/FinRL-LibraryNEWDeep Learning3/31/21 15:401780423227/26/20 13:183/28/21 13:46AI4Finance-LLC/FinRL-Libraryactive53/31/21 8:00
47RLTraderhttps://github.com/notadamking/RLTraderNEWDeep Learning3/30/21 14:021300448154/27/19 18:3510/17/19 16:25notadamking/RLTraderactive53/31/21 8:00
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-2020active43/31/21 8:00
49BitcoinForecasthttps://github.com/PiSimo/BitcoinForecastNEWDeep Learning3/29/21 5:3828712733/10/17 10:526/11/18 8:07PiSimo/BitcoinForecastinactive33/31/21 8:00
50AutomatedStockTrading-DeepQ-Learninghttps://github.com/sachink2010/AutomatedStockTrading-DeepQ-LearningNEWDeep Learning3/24/21 1:111345122/23/19 12:012/25/20 18:16sachink2010/AutomatedStockTrading-DeepQ-Learningactive33/31/21 8:00
51Personaehttps://github.com/Ceruleanacg/PersonaeNEWDeep Learning3/31/21 15:38114233223/10/18 11:229/2/18 17:21Ceruleanacg/Personaeinactive53/31/21 8:00
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-Tradingactive33/31/21 8:00
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-Stockactive33/31/21 8:00
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-rlactive33/31/21 8:00
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_Tradingactive33/31/21 8:00
56Stock-Prediction-Modelshttps://github.com/huseinzol05/Stock-Prediction-ModelsNEWDeep Learning3/31/21 8:3835841520212/18/17 10:491/5/21 10:31huseinzol05/Stock-Prediction-Modelsactive53/31/21 8:00
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-Tradingactive33/31/21 8:00
58crypto-rlhttps://github.com/sadighian/crypto-rlNEWDeep Learning3/29/21 21:1733911016/21/18 1:0611/5/20 11:08sadighian/crypto-rlactive33/31/21 8:00
59DeepLearningInFinancehttps://github.com/sonaam1234/DeepLearningInFinanceNEWDeep Learning3/8/21 13:0926614518/21/17 16:008/21/17 17:23sonaam1234/DeepLearningInFinanceinactive33/31/21 8:00
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-Forecastingactive3
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/deepstockinactive4
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-algotradinginactive3
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-Tradinginactive5
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/bulbeaactive5
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/stockpredictionaiinactive5
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/IntroNeuralNetworksinactive4
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_Hybridactive3
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/AIAlphaactive4
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