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| <sub>repo</sub> | <sub>comment</sub> | <sub>created_at</sub> | <sub>last_commit</sub> | <sub>star_count</sub> | <sub>repo_status</sub> | <sub>rating</sub> |
|:-----------------------------------------------------------------------------------------------------------------------------------------------|:-----------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------|
| <sub>[Machine_learning_In_Finance](https://github.com/chaudharigauravi/Machine_learning_In_Finance)</sub> | <sub>NEW</sub> | <sub>8/3/19 4:04</sub> | <sub>8/3/19 4:05</sub> | <sub>8.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[stock-market-analysis-using-python-numpy-pandas](https://github.com/Ashishsinha10/stock-market-analysis-using-python-numpy-pandas)</sub> | <sub>NEW</sub> | <sub>4/10/18 5:15</sub> | <sub>4/10/18 5:28</sub> | <sub>8.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[-L-](https://github.com/jettbrains/-L-)</sub> | <sub>NEW</sub> | <sub>10/28/19 21:50</sub> | <sub>10/28/19 21:51</sub> | <sub>6.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[TradeFinexLive](https://github.com/XinFinOrg/TradeFinexLive)</sub> | <sub>NEW</sub> | <sub>3/21/18 10:05</sub> | <sub>3/18/21 9:48</sub> | <sub>5.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[VaR GaN](https://github.com/hamaadshah/market_risk_gan_keras)</sub> | <sub>Estimate Value-at-Risk for market risk management using Keras and TensorFlow.</sub> | <sub>8/6/18 16:09</sub> | <sub>11/22/20 19:02</sub> | <sub>41.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Various Risk Measures](https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb)</sub> | <sub>Risk measures and factors for alternative and responsible investments.</sub> | <sub>8/7/17 14:44</sub> | <sub>8/8/17 22:52</sub> | <sub>4.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Pyfolio](https://github.com/quantopian/pyfolio)</sub> | <sub>Portfolio and risk analytics in Python.</sub> | <sub>6/1/15 15:31</sub> | <sub>2/28/20 17:30</sub> | <sub>3673.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[CAPM](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb)</sub> | <sub>Expected returns using CAPM.</sub> | <sub>5/10/16 11:03</sub> | <sub>5/17/16 3:44</sub> | <sub>31.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Risk Basic](https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb)</sub> | <sub>Active portfolio risk management .</sub> | <sub>5/10/16 11:03</sub> | <sub>5/17/16 3:44</sub> | <sub>31.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Quant Finance](https://github.com/mrefermat/quant_finance)</sub> | <sub>General quant repository.</sub> | <sub>8/11/18 22:59</sub> | <sub>11/12/19 4:49</sub> | <sub>31.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Factor Analysis](https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb)</sub> | <sub>Factor analysis for mutual funds.</sub> | <sub>3/13/18 7:39</sub> | <sub>3/13/18 7:42</sub> | <sub>3.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Statistical Finance](https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments)</sub> | <sub>Various financial experiments.</sub> | <sub>10/4/15 9:10</sub> | <sub>3/28/20 18:33</sub> | <sub>21.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Performance Analysis](https://github.com/quantopian/alphalens)</sub> | <sub>Performance analysis of predictive (alpha) stock factors.</sub> | <sub>6/3/16 21:49</sub> | <sub>4/27/20 18:40</sub> | <sub>1847.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Convex Optimisation](https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb)</sub> | <sub>Convex Optimization for Finance.</sub> | <sub>6/26/18 20:36</sub> | <sub>10/22/19 21:56</sub> | <sub>18.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Factor Analysis](https://github.com/alpha-miner/alpha-mind/tree/master/notebooks)</sub> | <sub>Factor strategy notebooks.</sub> | <sub>5/1/17 7:36</sub> | <sub>4/7/21 15:25</sub> | <sub>172.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[AlphaTrading](https://github.com/jerryxyx/AlphaTrading)</sub> | <sub>NEW</sub> | <sub>5/18/18 22:09</sub> | <sub>8/7/18 18:05</sub> | <sub>149.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Risk and Return](https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials)</sub> | <sub>Riskiness of portfolios and assets.</sub> | <sub>9/12/17 13:35</sub> | <sub>8/6/20 12:35</sub> | <sub>140.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Python for Finance](https://github.com/yhilpisch/py4fi/tree/master/jupyter36)</sub> | <sub>Various financial notebooks.</sub> | <sub>12/15/14 11:23</sub> | <sub>7/10/18 6:38</sub> | <sub>1298.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Stock-Prediction](https://github.com/Ronak-59/Stock-Prediction)</sub> | <sub>NEW</sub> | <sub>3/18/18 4:54</sub> | <sub>2/28/20 11:43</sub> | <sub>129.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[simulate](https://github.com/leolle/simulate)</sub> | <sub>NEW</sub> | <sub>6/4/17 15:18</sub> | <sub>11/11/18 14:03</sub> | <sub>11.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[VaR](https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb)</sub> | <sub>Value-at-risk calculations.</sub> | <sub>11/15/16 19:24</sub> | <sub>1/14/17 21:19</sub> | <sub>10.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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