gavindiaz/financial-machine-learning
1
0
Fork 0
mirror of https://github.com/firmai/financial-machine-learning.git synced 2026-08-03 14:17:47 +00:00
Code Issues Packages Projects Releases Wiki Activity
Files
b7fbc3f98417fb937098f5e00dc269ecb47349b5
financial-machine-learning/raw_data/url_list.csv
T
github-actions[bot] b0187e5702 {chore: autopublish 2021-04-12T16:39:28Z}
2021-04-12 16:39:28 +00:00

53 KiB
Raw Blame History

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 Finance2020-11-26 03:34:458.06.02.02016-01-27 21:13:332016-03-14 20:03:52TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquityinactive
4VC OLShttps://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynbVC regression.Alternative Finance2020-10-06 20:56:142.01.01.02018-03-29 23:31:132018-03-29 23:33:19fionawhitefield/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 Finance2021-01-14 22:41:084.02.01.02017-02-08 18:39:292017-04-27 22:55:55alporter08/Luxury-Watch-Valuationinactive
6Art Valuationhttps://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynbArt evaluation analytics.Alternative Finance2021-02-26 12:10:539.05.01.02014-12-11 00:25:392014-12-12 21:25:46ahmedhosny/theGreenCanvasinactive
7Blockchainhttps://github.com/nud3l/dInvestRepository for distributed autonomous investment banking.Alternative Finance2021-02-06 07:38:2812.07.02.02016-09-05 19:12:402017-04-24 10:48:56nud3l/dInvestinactive
8Venture Capitalhttps://github.com/julian-chan/etothexInsight into a new founder to make data-driven investment decisions.Alternative Finance2020-10-06 20:56:083.02.01.02017-12-04 08:59:442017-12-13 05:35:27julian-chan/etothexinactive
9Kiva Crowdfundinghttps://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynbExploratory data analysis.Alternative Finance2021-02-19 13:40:335.01.01.02018-02-27 16:46:022019-02-13 00:15:27CJL89/Kiva-Crowdfundinginactive
10Stanford Advanced Financial Technologieshttps://fintech.stanford.edu/Stanford Advanced Financial Technologies LaboratoryColleges Centers and Departments
11NYU FREhttps://engineering.nyu.edu/academics/departments/finance-and-risk-engineeringFinance and Risk Engineering (NYU Tandon)Colleges Centers and Departments
12Cornell Universityhttps://www.cornell.edu/Colleges Centers and Departments
13Berkeley Lab CIFThttps://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/Colleges Centers and Departments
14Oxford Manhttps://www.oxford-man.ox.ac.uk/Oxford-Man Institute of Quantitative FinanceColleges Centers and Departments
15NYU Couranthttps://cims.nyu.edu/Courant Institute of Mathematical Sciences, New York UniversityColleges Centers and Departments
16Mathematical Financehttps://github.com/yadongli/nyumath2048NYU Math-GA 2048: Scientific Computing in Finance.Courses2021-01-14 18:01:0869.063.06.02015-01-25 21:10:372020-03-25 04:24:25yadongli/nyumath2048active
17Python for Financehttps://github.com/siaen/python_finance_courseCEU python for finance course material.Courses2021-03-31 02:08:5516.015.04.02017-12-12 11:54:462020-02-25 20:31:41siaen/python_finance_courseactive
18Algo Tradinghttps://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_TradingIntro to algo trading.Courses2021-03-12 11:02:0464.025.01.02017-10-29 20:34:542019-01-22 06:56:08JCreeks/Machine-Learning-in-Financeinactive
19Machine Learning for Tradinghttps://github.com/stefan-jansen/machine-learning-for-tradingNotebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading.Courses2021-04-12 16:18:263842.01225.08.02018-05-09 12:33:082021-04-10 22:21:29stefan-jansen/machine-learning-for-tradingactive
20Basic Derivativeshttps://github.com/SeanMcOwen/FinanceAndPython.com-DerivativesBasic forward contracts and hedging.Courses2021-03-31 02:08:394.04.01.02017-08-24 00:11:372017-10-13 01:32:23SeanMcOwen/FinanceAndPython.com-Derivativesinactive
21Handson Python for Financehttps://github.com/PacktPublishing/Hands-on-Python-for-FinanceHands-on Python for Finance published by Packt.Courses2021-04-12 00:49:10121.0110.03.02018-08-20 14:10:372021-01-15 08:57:06PacktPublishing/Hands-on-Python-for-Financeactive
22Basic Investmentshttps://github.com/SeanMcOwen/FinanceAndPython.com-InvestmentsBasic investment tools in python.Courses2021-03-23 06:32:109.05.01.02017-08-02 21:52:192017-08-17 03:24:53SeanMcOwen/FinanceAndPython.com-Investmentsinactive
23ML Specialisationhttps://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-SpecializationMachine Learning in Finance.Courses2021-04-05 13:37:3334.032.01.02019-01-24 02:55:012020-01-03 21:54:16Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specializationactive
24Basic Financehttps://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinanceSource code notebooks basic finance applications.Courses2021-03-31 02:09:1610.08.01.02017-05-06 02:39:052017-06-21 04:04:09SeanMcOwen/FinanceAndPython.com-BasicFinanceinactive
25Risk Managementhttps://github.com/andrey-lukyanov/Risk-ManagementFinance risk engagement course resources.Courses2020-11-12 00:49:516.05.03.02018-10-03 16:26:142018-12-13 08:04:15andrey-lukyanov/Risk-Managementinactive
26http://finance.yahoo.com/http://finance.yahoo.com/Data
27Rating Industrieshttp://www.ratingshistory.info/Data
28https://fred.stlouisfed.org/https://fred.stlouisfed.org/Data
29Financial Corporatehttp://raw.rutgers.edu/Corporate%20Financial%20Data.htmlData
30https://stooq.comhttps://stooq.comData
31Non-financial Corporatehttp://raw.rutgers.edu/Non-Financial%20Corporate%20Data.htmlData
32https://github.com/timestocome/StockMarketDatahttps://github.com/timestocome/StockMarketDataData2021-03-26 22:35:047.05.01.02017-05-10 21:49:452017-08-06 19:23:18timestocome/StockMarketDatainactive
33Web Scraping (FirmAI)https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/dataData2021-04-10 17:19:48577.0184.02.02019-02-19 19:02:592020-07-22 16:48:21firmai/business-machine-learningactive
34SEC Parsinghttps://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynbData2021-02-27 06:34:559.06.01.02018-06-16 14:30:062018-06-16 17:23:46healthgradient/sec-doc-info-extractioninactive
35Open Edgarhttps://github.com/LexPredict/openedgarData2021-04-09 12:15:03169.061.06.02018-05-07 15:32:312019-05-15 08:32:30LexPredict/openedgaractive
36EDGARhttps://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynbData2021-01-23 19:22:5911.010.01.02018-06-11 22:51:572018-07-10 18:03:52TiesdeKok/UW_Python_Campinactive
37Employee Count SEC Filingshttps://github.com/healthgradient/sec_employee_information_extractionData2021-02-27 03:33:3110.02.01.02018-06-26 23:33:512018-08-14 01:31:13healthgradient/sec_employee_information_extractioninactive
38IRShttp://social-metrics.org/sox/Data
39Capital Markets Datahttps://www.capitalmarketsdata.com/Data
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 Transformations2021-04-12 02:20:21973.0435.04.02018-04-25 17:22:402020-01-16 17:25:41BlackArbsCEO/Adv_Fin_ML_Exercisesactive
42BitcoinForecasthttps://github.com/PiSimo/BitcoinForecastRNN 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 And Reinforcement Learning2021-04-06 02:06:05289.0128.03.02017-03-10 10:52:022018-06-11 08:07:02PiSimo/BitcoinForecastinactive3.03/31/21 8:00
43Pair-Trading-Reinforcement-Learninghttps://github.com/wai-i/Pair-Trading-Reinforcement-LearningNEWDeep Learning And Reinforcement Learning2021-04-10 04:53:28136.056.01.02019-06-09 22:50:372020-01-03 15:36:22wai-i/Pair-Trading-Reinforcement-Learningactive2021-04-12 16:39:11.055181
44rl_tradinghttps://github.com/ucaiado/rl_tradingNEWDeep Learning And Reinforcement Learning2021-04-08 15:34:33207.089.01.02017-05-29 22:19:002017-08-29 14:54:50ucaiado/rl_tradinginactive2021-04-12 16:39:11.055181
45Trading-Gymhttps://github.com/thedimlebowski/Trading-GymNEWDeep Learning And Reinforcement Learning2021-04-10 08:00:08507.0147.03.02017-06-13 13:14:482017-07-10 08:09:30thedimlebowski/Trading-Gyminactive2021-04-12 16:39:11.055181
46DQN-DDPG_Stock_Tradinghttps://github.com/AI4Finance-LLC/DQN-DDPG_Stock_Tradingmerged into FinRL library and uses [gym](https://gym.openai.com/) and implementation of DQNDeep Learning And Reinforcement Learning2021-04-07 12:42:22136.049.04.02018-09-19 03:17:062020-11-26 16:58:00AI4Finance-LLC/DQN-DDPG_Stock_Tradingactive3.03/31/21 8:00
47pairstrade-fyp-2019https://github.com/wywongbd/pairstrade-fyp-2019NEWDeep Learning And Reinforcement Learning2021-04-04 23:47:56110.041.02.02018-09-07 07:51:062020-05-13 05:06:51wywongbd/pairstrade-fyp-2019active2021-04-12 16:39:11.055181
48Machine-Learning-and-Reinforcement-Learning-in-Financehttps://github.com/joelowj/Machine-Learning-and-Reinforcement-Learning-in-FinanceNEWDeep Learning And Reinforcement Learning2021-03-30 09:11:21175.098.01.02018-06-26 04:30:082018-09-23 16:50:33joelowj/Machine-Learning-and-Reinforcement-Learning-in-Financeinactive2021-04-12 16:39:11.055181
49marohttps://github.com/microsoft/maroNEWDeep Learning And Reinforcement Learning2021-04-12 02:22:41386.066.017.02019-12-27 06:48:272021-04-07 15:49:38microsoft/maroactive2021-04-12 16:39:11.055181
50RLQuanthttps://github.com/yuriak/RLQuantNEWDeep Learning And Reinforcement Learning2021-04-09 05:01:03277.092.01.02018-04-05 05:42:442018-08-13 04:18:29yuriak/RLQuantinactive2021-04-12 16:39:11.055181
51TradingGymhttps://github.com/cove9988/TradingGymNEWDeep Learning And Reinforcement Learning2021-03-28 05:37:33112.039.03.02017-11-06 00:50:012017-11-15 23:55:32cove9988/TradingGyminactive2021-04-12 16:39:11.055181
52a3c_tradinghttps://github.com/evgps/a3c_tradingNEWDeep Learning And Reinforcement Learning2021-04-10 12:49:10311.098.01.02018-06-04 15:30:162020-05-23 14:47:54evgps/a3c_tradingactive2021-04-12 16:39:11.055181
53RL IIIhttps://github.com/samre12/deep-trading-agentGithub -Deep Reinforcement Learning based Trading Agent for Bitcoin.Deep Learning And Reinforcement Learning2021-04-03 20:48:36576.0203.01.02017-09-21 17:05:192018-04-13 16:33:21samre12/deep-trading-agentinactive3.0
54TradingGymhttps://github.com/Yvictor/TradingGymNEWDeep Learning And Reinforcement Learning2021-04-11 20:20:33841.0237.02.02017-05-01 13:53:322018-02-14 13:58:18Yvictor/TradingGyminactive2021-04-12 16:39:11.055181
55QLearning_Tradinghttps://github.com/ucaiado/QLearning_TradingNEWDeep Learning And Reinforcement Learning2021-04-06 22:09:31433.0168.01.02016-08-10 06:02:232016-10-15 02:36:09ucaiado/QLearning_Tradinginactive2021-04-12 16:39:11.055181
56gym-tradinghttps://github.com/hackthemarket/gym-tradingNEWDeep Learning And Reinforcement Learning2021-04-12 09:06:22581.0195.02.02016-12-09 20:46:192017-12-24 15:34:37hackthemarket/gym-tradinginactive2021-04-12 16:39:11.055181
57Pair Trading RLhttps://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-TradingUsing deep actor-critic model to learn best strategies in pair trading.Deep Learning And Reinforcement Learning2021-03-27 02:19:29241.0113.01.02017-05-18 16:47:112017-05-18 16:56:38shenyichen105/Deep-Reinforcement-Learning-in-Stock-Tradinginactive3.0
58RL IIhttps://github.com/deependersingla/deep_traderreinforcement learning on stock market and agent tries to learn trading.Deep Learning And Reinforcement Learning2021-04-11 20:21:251340.0489.03.02016-06-11 07:27:102018-01-22 14:35:50deependersingla/deep_traderinactive3.0
59RLhttps://github.com/kh-kim/stock_market_reinforcement_learningOpenGym with Deep Q-learning and Policy Gradient.Deep Learning And Reinforcement Learning2021-04-11 12:27:18715.0298.01.02016-10-04 14:42:192016-12-23 07:34:08kh-kim/stock_market_reinforcement_learninginactive2.0
60RL Vhttps://github.com/gstenger98/rl-financeBuilding an Agent to Trade with Reinforcement Learning.Deep Learning And Reinforcement Learning2021-04-08 18:57:5333.08.05.02019-01-16 00:43:362020-03-19 20:28:08gstenger98/rl-financeactive2.0
61RL Tradinghttps://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sWA collection of 25+ Reinforcement Learning Trading Strategies -Google Colab.Deep Learning And Reinforcement Learning4.0
62RL IVhttps://github.com/jjakimoto/DQNReinforcement Learning for finance.Deep Learning And Reinforcement Learning2021-04-05 11:42:45142.055.01.02016-10-21 02:47:172017-04-07 08:11:57jjakimoto/DQNinactive
63tensortradehttps://github.com/tensortrade-org/tensortradeNEWDeep Learning And Reinforcement Learning2021-04-12 16:05:193101.0715.039.02019-07-30 21:28:322021-03-24 16:25:28tensortrade-org/tensortradeactive2021-04-12 16:39:11.055181
64Deep-Learning-Machine-Learning-Stockhttps://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stockcurated 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 upgradeDeep Learning And Reinforcement Learning2021-04-12 02:58:32275.099.01.02018-09-29 23:38:062021-03-18 03:16:36LastAncientOne/Deep-Learning-Machine-Learning-Stockactive3.03/31/21 8:00
65Deep-Reinforcement-Learning-in-Tradinghttps://github.com/saeed349/Deep-Reinforcement-Learning-in-TradingDeep 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 And Reinforcement Learning2021-04-10 13:17:25138.066.01.02018-05-11 00:52:142019-10-26 14:22:44saeed349/Deep-Reinforcement-Learning-in-Tradingactive3.03/31/21 8:00
66Personaehttps://github.com/Ceruleanacg/Personaeimplementation 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/testingDeep Learning And Reinforcement Learning2021-04-11 20:20:481144.0330.02.02018-03-10 11:22:002018-09-02 17:21:38Ceruleanacg/Personaeinactive5.03/31/21 8:00
67awesome-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 Learning And Reinforcement Learning2021-04-11 09:02:46551.0140.01.02018-11-26 03:23:042021-01-01 09:41:21cbailes/awesome-deep-tradingactive4.03/31/21 8:00
68trading-rlhttps://github.com/Kostis-S-Z/trading-rlDeep 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 maintainedDeep Learning And Reinforcement Learning2021-04-10 04:59:14180.038.02.02019-04-22 10:03:212020-09-28 09:07:18Kostis-S-Z/trading-rlactive3.03/31/21 8:00
69RLTraderhttps://github.com/notadamking/RLTraderpredecessor 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 And Reinforcement Learning2021-04-12 02:50:221312.0451.015.02019-04-27 18:35:152019-10-17 16:25:49notadamking/RLTraderactive5.03/31/21 8:00
70Stock-Prediction-Modelshttps://github.com/huseinzol05/Stock-Prediction-Modelsvery 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 And Reinforcement Learning2021-04-12 13:54:153655.01542.02.02017-12-18 10:49:592021-01-05 10:31:50huseinzol05/Stock-Prediction-Modelsactive5.03/31/21 8:00
71Deep Learning IIIhttps://github.com/Rachnog/Deep-TradingAlgorithmic trading with deep learning experiments.Deep Learning And Reinforcement Learning2021-04-09 10:39:541266.0675.01.02016-06-18 18:23:062018-08-07 15:24:45Rachnog/Deep-Tradinginactive5.0
72LTSM Recurrenthttps://github.com/VivekPa/AIAlphaOHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.Deep Learning And Reinforcement Learning2021-04-12 02:39:501207.0370.02.02018-10-07 03:58:262019-08-03 09:00:44VivekPa/AIAlphaactive4.0
73ARIMA-LTSM Hybridhttps://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_HybridHybrid model to predict future price correlation coefficients of two assets.Deep Learning And Reinforcement Learning2021-04-11 04:12:38222.086.01.02018-08-05 02:13:212018-10-01 11:25:53imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predictinactive3.0
74AI Tradinghttps://github.com/borisbanushev/stockpredictionai/blob/master/readme2.mdAI to predict stock market movements.Deep Learning And Reinforcement Learning2021-04-12 15:42:202876.01384.01.02019-01-09 08:02:472019-02-11 16:32:47borisbanushev/stockpredictionaiinactive5.0
75Deep Learning IVhttps://github.com/achillesrasquinha/bulbeaBulbea: Deep Learning based Python Library.Deep Learning And Reinforcement Learning2021-04-09 20:38:161467.0416.01.02017-03-09 06:11:062017-03-19 07:42:49achillesrasquinha/bulbeainactive5.0
76Neural Networkhttps://github.com/VivekPa/IntroNeuralNetworksNeural networks to predict stock prices.Deep Learning And Reinforcement Learning2021-04-03 11:59:40489.0176.02.02018-09-10 06:34:532018-11-21 07:39:31VivekPa/IntroNeuralNetworksinactive4.0
77Deep Learning IIhttps://github.com/LiamConnell/deep-algotrading/tree/master/notebooksTensorflow Regression.Deep Learning And Reinforcement Learning2021-04-10 06:06:01175.067.01.02016-07-12 12:56:102018-02-16 02:43:36LiamConnell/deep-algotradinginactive3.0
78Deep Learninghttps://github.com/keon/deepstockTechnical experimentations to beat the stock market using deep learning.Deep Learning And Reinforcement Learning2021-03-24 14:45:00427.0154.02.02016-12-12 02:15:122017-03-04 08:37:29keon/deepstockinactive4.0
79LTSM GRUhttps://github.com/RajatHanda/Finance-ForecastingStock Market Forecasting using LSTM\GRU.Deep Learning And Reinforcement Learning2021-03-29 23:59:3211.06.01.02018-05-13 02:39:322019-02-25 00:26:42RajatHanda/Finance-Forecastinginactive3.0
80DeepLearningInFinancehttps://github.com/sonaam1234/DeepLearningInFinanceBased 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 And Reinforcement Learning2021-03-08 13:09:27266.0145.01.02017-08-21 16:00:422017-08-21 17:23:48sonaam1234/DeepLearningInFinanceinactive3.03/31/21 8:00
81crypto-rlhttps://github.com/sadighian/crypto-rlRetrieve 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 And Reinforcement Learning2021-04-12 10:24:43347.0111.01.02018-06-21 01:06:012020-11-05 11:08:19sadighian/crypto-rlactive3.03/31/21 8:00
82trading-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 Learning And Reinforcement Learning2021-04-11 05:10:55292.0143.01.02018-08-13 10:44:082020-01-23 04:41:20pskrunner14/trading-botactive3.03/31/21 8:00
83Deep-Reinforcement-Stock-Tradinghttps://github.com/Albert-Z-Guo/Deep-Reinforcement-Stock-Tradinginspired 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 statsDeep Learning And Reinforcement Learning2021-04-03 22:50:43141.042.02.02019-05-19 22:20:052020-09-27 19:22:28Albert-Z-Guo/Deep-Reinforcement-Stock-Tradingactive3.03/31/21 8:00
84Advanced-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 Learning And Reinforcement Learning2021-03-30 07:29:06319.0158.02.02019-02-16 21:18:002020-11-29 20:12:59Rachnog/Advanced-Deep-Tradingactive3.03/31/21 8:00
85Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020https://github.com/AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020Part 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 And Reinforcement Learning2021-04-12 16:24:32560.0249.06.02020-07-26 13:12:532021-01-21 18:11:59AI4Finance-LLC/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020active4.03/31/21 8:00
86AutomatedStockTrading-DeepQ-Learninghttps://github.com/sachink2010/AutomatedStockTrading-DeepQ-Learningcornerstone 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 reportDeep Learning And Reinforcement Learning2021-03-24 01:11:36134.051.02.02019-02-23 12:01:212020-02-25 18:16:34sachink2010/AutomatedStockTrading-DeepQ-Learningactive3.03/31/21 8:00
87deep-RL-tradinghttps://github.com/golsun/deep-RL-tradingtrading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916)Deep Learning And Reinforcement Learning2021-04-10 07:09:48235.0108.01.02018-02-25 17:41:422020-12-01 22:06:39golsun/deep-RL-tradingactive3.03/31/21 8:00
88FinRL-Libraryhttps://github.com/AI4Finance-LLC/FinRL-Librarystarted 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 tradingDeep Learning And Reinforcement Learning2021-04-12 12:45:151857.0447.022.02020-07-26 13:18:162021-04-11 22:02:16AI4Finance-LLC/FinRL-Libraryactive5.03/31/21 8:00
89Dermanhttps://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynbBinomial tree for American call.Derivatives and Hedging2020-10-06 20:37:151.03.01.02018-05-18 18:08:162018-09-21 19:59:01rstreppa/valuation-convertibles-Goldman1994inactive
90Hull Whitehttps://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynbCallable Bond, Hull White.Derivatives and Hedging2020-10-06 20:37:164.06.01.02018-06-06 22:06:062018-06-06 22:27:02rstreppa/valuation-callables-HullWhiteinactive
91Derivative Marketshttps://github.com/broughtj/Fin6470/tree/master/NotebooksThe economics of futures, futures, options, and swaps.Derivatives and Hedging2021-04-06 20:49:508.08.01.02016-02-09 05:30:272021-04-06 20:49:41broughtj/Fin6470active
92Optionshttps://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5DIntroduction to options.Derivatives and Hedging2021-04-09 21:17:26335.0163.036.02017-07-28 15:48:292021-03-17 17:17:08QuantConnect/Tutorialsactive
93Volatility and Variance Derivativeshttps://github.com/yhilpisch/lvvd/tree/master/lvvdVolatility derivatives analytics.Derivatives and Hedging2021-04-07 19:21:1579.078.01.02016-10-21 04:12:502021-02-22 13:32:00yhilpisch/lvvdactive
94Reinforcement Learninghttps://github.com/FinTechies/HedgingRLHedging portfolios with reinforcement learning.Derivatives and Hedging2021-01-20 08:12:1316.09.01.02017-04-21 10:58:562017-08-02 21:41:06FinTechies/HedgingRLinactive
95Optionshttps://github.com/PHBS/2018.M1.ASP/tree/master/pyBlack Scholes and Copula.Derivatives and HedgingPHBS/2018.M1.ASP
96Derivatives Pythonhttps://github.com/yhilpisch/dawp/tree/master/python36Derivative analytics with Python.Derivatives and Hedging2021-04-12 14:39:55388.0299.01.02015-07-09 12:27:292021-02-22 13:29:18yhilpisch/dawpactive
97Options Risk Measureshttps://github.com/wanglouis49/risk_estimationEfficient financial risk estimation via computer experiment design (regression + variance-reduced sampling).Derivatives and Hedging2020-10-06 20:37:021.02.01.02016-04-29 03:51:252018-01-16 01:24:07wanglouis49/risk_estimationinactive
98Delta Hedginghttps://github.com/RobinsonGarcia/delta-hedgingAdvanced derivatives.Derivatives and Hedging2021-02-27 08:48:273.02.01.02018-03-02 23:53:532018-07-17 23:32:23RobinsonGarcia/delta-hedginginactive
99Computational Derivativeshttps://github.com/chenbowen184/Computational_FinanceProjects focusing on investigating simulations and computational techniques applied in finance.Derivatives and Hedging2021-01-12 12:22:3117.012.01.02018-01-29 05:01:522018-08-02 05:56:49chen-bowen/Computational_Financeinactive
100Black Scholeshttps://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynbOptions pricing.Derivatives and Hedging2020-10-06 20:36:291.02.00.02017-12-09 18:50:202018-07-09 09:48:36irajwani/numerical_methods_pythoninactive
101Option Strategieshttps://github.com/rstreppa/valuation-OptionStrategiesValuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations.Derivatives and Hedging2021-02-27 08:50:162.03.01.02018-05-22 18:27:262018-05-22 18:30:24rstreppa/valuation-OptionStrategiesinactive
102Commodityhttps://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynbCommodity influence over Brazilian stocks.Extended Researchfelipessalvatore/fin2vec
103High Frequencyhttps://github.com/cswaney/prickleA Python toolkit for high-frequency trade research.Extended Research2021-03-22 02:19:1524.017.02.02016-07-06 20:32:212018-06-09 10:53:51cswaney/prickleinactive
104Bayesian Finance Ihttps://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynbStochastic Process Calibration using Bayesian Inference & Probabilistic Programs.Extended Research2020-11-28 03:02:4825.06.00.02019-01-04 12:30:412019-02-18 09:55:21AlexIoannides/pymc-stochastic-processinactive
105Currency PCAhttps://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynbForex spots PCA.Extended Research2020-10-26 00:55:203.01.01.02019-03-12 21:11:292019-03-12 22:09:10shanemulqueen/python-finance-pcainactive
106Liquidity and Momentumhttps://github.com/mrefermat/quant_financeVarious factors and portfolio constructions.Extended Research2021-03-30 00:09:3431.015.01.02018-08-11 22:59:532019-11-12 04:49:01mrefermat/quant_financeactive
107Simulationhttps://github.com/chenbowen184/Computational_FinanceInvestigating simulations as part of computational finance.Extended Research2021-01-12 12:22:3117.012.01.02018-01-29 05:01:522018-08-02 05:56:49chen-bowen/Computational_Financeinactive
108NLP Finance Papershttps://github.com/chenbowen184/Research_Documents_Curation_with_NLPCurating quantitative finance papers using machine learning.Extended Research2021-02-27 06:33:238.09.01.02018-10-11 20:32:372018-12-24 23:27:55chen-bowen/Research_Documents_Curation_with_NLPinactive
109Deep Portfoliohttps://github.com/DLColumbia/DL_forFinanceDeep learning for finance Predict volume of bonds.Extended Research2021-01-12 11:48:2727.019.02.02018-05-08 19:34:172018-05-09 15:39:25DLColumbia/DL_forFinanceinactive
110Real 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
111Critical Transitionshttps://github.com/ryanholbrook/critical-transitionsDetecting critical transitions in financial networks with topological data analysis.Extended Research2021-01-30 11:50:2210.03.01.02019-01-22 10:59:502019-03-12 18:35:02ryanholbrook/critical-transitionsinactive
112Computational Financehttps://github.com/lnsongxf/Applied_Computational_Economics_and_FinanceApplied Computational Economics and Finance.Extended Research2021-03-07 17:47:0112.013.01.02017-08-27 03:46:332017-08-26 04:26:04lnsongxf/Applied_Computational_Economics_and_Financeinactive
113Bayesian Financehttps://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynbNotebook PyMC3 implementation.Extended Research2021-04-10 19:50:47233.055.01.02018-08-28 14:45:002020-08-06 22:03:47marketneutral/alphatoolsactive
114Backtestshttps://github.com/AlgoTraders/stock-analysis-engineTrading data and algorithms.Extended Research2021-04-12 02:28:59620.0165.03.02018-09-16 20:00:362020-09-05 13:01:05AlgoTraders/stock-analysis-engineactive
115Corporate Financehttps://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinanceBasic corporate finance.Extended Research2021-01-16 19:01:319.04.01.02017-09-09 03:35:242017-09-09 23:04:48SeanMcOwen/FinanceAndPython.com-CorporateFinanceinactive
116Mathematical Financehttps://github.com/Auquan/TutorialsNotebooks for math and financial tutorials.Extended Research2021-04-08 19:37:16664.0425.09.02017-01-21 11:24:182020-08-01 17:03:32Auquan/Tutorialsactive
117Economic Foundationshttps://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundationsBasic economic models.Extended Research2020-10-06 21:01:592.03.01.02017-05-25 02:27:362017-06-30 03:53:59SeanMcOwen/FinanceAndPython.com-EconomicFoundationsinactive
118Financial Economicshttps://github.com/rsvp/fecon235/tree/master/nbFinancial Economics Models.Extended Research2021-04-10 17:02:20713.0275.02.02014-11-09 04:49:012018-12-03 16:30:28rsvp/fecon235inactive
119Finance Graph Theoryhttps://github.com/AvijitGhosh82/Finance_Graph_TheoryModelling Contentedness of Firms in Financial Markets with Heterogeneous Agents.Extended Research2021-03-28 02:22:2217.07.03.02018-08-02 02:48:242019-03-16 18:39:38evijit/Finance_Graph_Theoryinactive
120Market Crash Predictionhttps://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynbPredicting market crashes using an LPPL model.Extended Research2020-10-06 21:01:421.03.01.02019-01-24 13:37:452019-02-13 16:48:00sarachmax/MarketCrashes_Predictioninactive
121M&Ahttps://github.com/atulram/Finance-and-StocksMergers and Acquisitions.Extended Research2020-12-21 14:42:433.03.01.02019-01-19 18:16:472019-02-18 16:57:19atulram/Finance-and-Stocksinactive
122Behavioural Economicshttps://github.com/pcmichaud/notebooksBehavioural Economics and Finance Python Notebooks.Extended Research2021-02-03 07:22:409.04.01.02018-12-20 00:21:382019-03-26 11:51:46pcmichaud/notebooksinactive
123Life-cyclehttps://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynbCompany life cycle.Extended Research2020-12-21 14:42:433.03.01.02019-01-19 18:16:472019-02-18 16:57:19atulram/Finance-and-Stocksinactive
124Applied Corporate Financehttps://github.com/chenbowen184/Data_Science_in_Applied_Corporate_FinanceStudies the empirical behaviours in stock market.Extended Research2021-02-19 13:40:378.09.01.02018-01-29 05:14:522018-07-19 06:25:36chen-bowen/Data_Science_in_Applied_Corporate_Financeinactive
125HFThttps://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-StrategyHigh frequency trading.Extended Research2021-04-11 23:36:10748.0333.01.02016-07-21 05:14:142017-02-14 16:47:25rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategyinactive
126Factor Analysishttps://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynbFactor analysis for mutual funds.Factor and Risk Analysis2020-12-21 14:26:463.04.01.02018-03-13 07:39:202018-03-13 07:42:36garvit-kudesia91/factor_analysisinactive
127VaR GaNhttps://github.com/hamaadshah/market_risk_gan_kerasEstimate Value-at-Risk for market risk management using Keras and TensorFlow.Factor and Risk Analysis2021-03-20 21:53:1841.028.01.02018-08-06 16:09:442020-11-22 19:02:07hamaadshah/market_risk_gan_tensorflowactive
128Pyfoliohttps://github.com/quantopian/pyfolioPortfolio and risk analytics in Python.Factor and Risk Analysis2021-04-12 11:55:413673.01157.042.02015-06-01 15:31:392020-02-28 17:30:19quantopian/pyfolioactive
129Performance Analysishttps://github.com/quantopian/alphalensPerformance analysis of predictive (alpha) stock factors.Factor and Risk Analysis2021-04-10 12:58:451847.0700.017.02016-06-03 21:49:152020-04-27 18:40:41quantopian/alphalensactive
130Python for Financehttps://github.com/yhilpisch/py4fi/tree/master/jupyter36Various financial notebooks.Factor and Risk Analysis2021-04-09 08:12:101298.0794.01.02014-12-15 11:23:342018-07-10 06:38:12yhilpisch/py4fiinactive
131Convex Optimisationhttps://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynbConvex Optimization for Finance.Factor and Risk Analysis2021-04-08 19:02:2218.010.01.02018-06-26 20:36:472019-10-22 21:56:46ssanderson/convex-optimization-for-financeactive
132Statistical Financehttps://github.com/mrefermat/FinancePhD/tree/master/FinancialExperimentsVarious financial experiments.Factor and Risk Analysis2021-03-30 00:09:2821.016.01.02015-10-04 09:10:542020-03-28 18:33:58mrefermat/FinancePhDactive
133VaRhttps://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynbValue-at-risk calculations.Factor and Risk Analysis2021-03-31 02:06:4810.09.01.02016-11-15 19:24:172017-01-14 21:19:30willb/var-notebookinactive
134Risk and Returnhttps://github.com/PyDataBlog/Python-for-Data-Science/tree/master/TutorialsRiskiness of portfolios and assets.Factor and Risk Analysis2021-04-06 17:03:06140.062.02.02017-09-12 13:35:092020-08-06 12:35:44PyDataBlog/Python-for-Data-Scienceactive
135Risk Basichttps://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynbActive portfolio risk management .Factor and Risk Analysis2021-03-01 13:53:4231.018.01.02016-05-10 11:03:482016-05-17 03:44:56RJT1990/Active-Portfolio-Management-Notesinactive
136Factor Analysishttps://github.com/alpha-miner/alpha-mind/tree/master/notebooksFactor strategy notebooks.Factor and Risk Analysis2021-04-08 19:02:25172.060.03.02017-05-01 07:36:542021-04-07 15:25:27alpha-miner/alpha-mindactive
137Various 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 Analysis2020-11-04 07:04:384.05.01.02017-08-07 14:44:322017-08-08 22:52:11Jorgencr/Alternative-and-Responsible-Investmentsinactive
138CAPMhttps://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynbExpected returns using CAPM.Factor and Risk Analysis2021-03-01 13:53:4231.018.01.02016-05-10 11:03:482016-05-17 03:44:56RJT1990/Active-Portfolio-Management-Notesinactive
139Quant Financehttps://github.com/mrefermat/quant_financeGeneral quant repository.Factor and Risk Analysis2021-03-30 00:09:3431.015.01.02018-08-11 22:59:532019-11-12 04:49:01mrefermat/quant_financeactive
140Vasicekhttps://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynbBootstrapping and interpolation.Fixed Income2020-12-10 21:20:033.03.01.02018-07-18 19:26:542018-07-18 19:34:48RobinsonGarcia/fixed-incomeinactive
141Corporate Bondshttps://github.com/ishank011/gs-quantify-bond-predictionPredicting the buying and selling volume of the corporate bonds.Fixed Income2021-01-03 21:46:557.05.01.02017-09-27 19:57:132017-09-27 20:00:29ishank011/gs-quantify-bond-predictioninactive
142Binomial Treehttps://github.com/hy-lei/math-finance-exerciseUtility functions in fixed income securities.Fixed Income2020-10-06 20:55:181.02.01.02019-02-02 08:44:142019-05-03 17:16:52hy-lei/math-finance-toolboxactive
143Machine-Learning-for-Financehttps://github.com/PacktPublishing/Machine-Learning-for-FinanceNEWOther Models2021-04-08 16:54:52180.0122.04.02018-03-15 06:28:002021-01-14 15:58:03PacktPublishing/Machine-Learning-for-Financeactive2021-04-12 16:39:24.593899
144ML_Finance_Codeshttps://github.com/mfrdixon/ML_Finance_CodesNEWOther Models2021-04-11 08:30:21250.0104.03.02019-09-27 16:13:502020-06-13 21:20:26mfrdixon/ML_Finance_Codesactive2021-04-12 16:39:24.593899
145Awesome-Quant-Machine-Learning-Tradinghttps://github.com/grananqvist/Awesome-Quant-Machine-Learning-TradingNEWOther Models2021-04-10 13:38:561005.0319.03.02018-11-05 21:09:062020-10-08 16:48:18grananqvist/Awesome-Quant-Machine-Learning-Tradingactive2021-04-12 16:39:24.593899
146Machine-Learning-For-Financehttps://github.com/anthonyng2/Machine-Learning-For-FinanceNEWOther Models2021-04-01 20:11:59205.0119.01.02017-07-11 09:09:152018-02-21 05:36:35anthonyng2/Machine-Learning-For-Financeinactive2021-04-12 16:39:24.593899
147Stock.Indicatorshttps://github.com/DaveSkender/Stock.IndicatorsNEWOther Models2021-04-12 10:47:32175.064.09.02019-12-29 05:18:072021-04-11 19:17:17DaveSkender/Stock.Indicatorsactive2021-04-12 16:39:24.593899
148AlphaPyhttps://github.com/ScottfreeLLC/AlphaPyNEWOther Models2021-04-04 20:02:31576.0130.03.02016-02-14 00:47:322021-02-08 21:35:40ScottfreeLLC/AlphaPyactive2021-04-12 16:39:24.593899
149mlfinlabhttps://github.com/hudson-and-thames/mlfinlabNEWOther Models2021-04-12 10:51:122295.0709.03.02019-02-13 16:57:252021-04-12 10:50:54hudson-and-thames/mlfinlabactive2021-04-12 16:39:24.593899
150Microservices-Based-Algorithmic-Trading-Systemhttps://github.com/saeed349/Microservices-Based-Algorithmic-Trading-SystemNEWOther Models2021-04-10 12:59:57104.056.00.02020-01-06 00:21:582020-03-31 13:02:26saeed349/Microservices-Based-Algorithmic-Trading-Systemactive2021-04-12 16:39:24.593899
151botflowhttps://github.com/kkyon/botflowNEWOther Models2021-03-31 10:56:441165.0102.08.02018-08-20 03:13:312019-05-23 14:40:50kkyon/botflowactive2021-04-12 16:39:24.593899
152surpriverhttps://github.com/tradytics/surpriverNEWOther Models2021-04-12 12:27:291189.0221.06.02020-08-30 07:56:222020-09-21 04:32:05tradytics/surpriveractive2021-04-12 16:39:24.593899
153finance_mlhttps://github.com/jjakimoto/finance_mlNEWOther Models2021-04-08 15:28:17282.0117.01.02018-06-29 21:21:172019-02-18 12:34:54jjakimoto/finance_mlinactive2021-04-12 16:39:24.593899
154awesome-ai-in-financehttps://github.com/georgezouq/awesome-ai-in-financeNEWOther Models2021-04-11 07:43:25941.0162.08.02018-08-29 02:07:022020-11-27 09:43:40georgezouq/awesome-ai-in-financeactive2021-04-12 16:39:24.593899
155Pattern-Recognition-for-Forex-Tradinghttps://github.com/PythonProgramming/Pattern-Recognition-for-Forex-TradingNEWOther Models2021-04-05 03:23:46173.091.01.02015-03-26 02:22:032015-03-26 02:33:51PythonProgramming/Pattern-Recognition-for-Forex-Tradinginactive2021-04-12 16:39:24.593899
156mosquitohttps://github.com/miro-ka/mosquitoNEWOther Models2021-04-12 09:44:40220.044.02.02017-06-18 19:57:172021-03-14 22:22:00miro-ka/mosquitoactive2021-04-12 16:39:24.593899
157Machine-Learning-for-Algorithmic-Trading-Bots-with-Pythonhttps://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-PythonNEWOther Models2021-04-11 06:02:53172.094.05.02018-12-06 11:35:082021-01-18 06:40:53PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Pythonactive2021-04-12 16:39:24.593899
158stock-trading-mlhttps://github.com/yacoubb/stock-trading-mlNEWOther Models2021-04-11 14:46:52340.0186.01.02019-10-10 09:44:022019-10-12 11:38:49yacoubb/stock-trading-mlactive2021-04-12 16:39:24.593899
159Machine-Learning-and-AI-in-Tradinghttps://github.com/PyPatel/Machine-Learning-and-AI-in-TradingNEWOther Models2021-04-08 11:31:22261.0101.01.02017-08-30 06:14:592019-10-29 08:14:39PyPatel/Machine-Learning-and-AI-in-Tradingactive2021-04-12 16:39:24.593899
160Machine-Learning-for-Algorithmic-Trading-Second-Edition_Originalhttps://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_OriginalNEWOther Models2021-04-08 20:01:06279.0126.04.02019-11-15 08:51:402021-01-21 07:56:08PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Originalactive2021-04-12 16:39:24.593899
161Hands-On-Machine-Learning-for-Algorithmic-Tradinghttps://github.com/PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-TradingNEWOther Models2021-04-12 15:41:16600.0386.02.02019-05-07 11:04:252021-01-19 07:51:00PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Tradingactive2021-04-12 16:39:24.593899
162CryptoBothttps://github.com/AdeelMufti/CryptoBotNEWOther Models2021-03-25 09:17:42234.094.01.02017-01-17 12:44:522017-01-17 12:48:17AdeelMufti/CryptoBotinactive2021-04-12 16:39:24.593899
163MathAndScienceNoteshttps://github.com/melling/MathAndScienceNotesNEWOther Models2021-04-12 00:49:50460.054.01.02016-03-11 19:13:002020-12-21 03:54:51melling/MathAndScienceNotesactive2021-04-12 16:39:24.593899
164fin-mlhttps://github.com/tatsath/fin-mlNEWOther Models2021-04-11 03:29:15116.066.02.02020-05-10 00:25:562021-01-23 17:15:07tatsath/fin-mlactive2021-04-12 16:39:24.593899
165Trend Followinghttp://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.htmlA futures trend following portfolio investment strategy.Other Models
166Mixture Models Ihttps://github.com/BlackArbsCEO/Mixture_ModelsMixture models to predict market bottoms.Other Models2021-03-02 19:44:0131.031.01.02017-03-20 18:54:242017-04-25 23:35:20BlackArbsCEO/Mixture_Modelsinactive
167Mixture Models IIhttps://github.com/BlackArbsCEO/mixture_model_trading_publicMixture models and stock trading.Other Models2021-03-12 13:21:17166.073.01.02017-12-11 17:05:382020-05-13 23:50:47BlackArbsCEO/mixture_model_trading_publicactive
168Fundamental LT Forecastshttps://github.com/Hvass-Labs/FinanceOpsResearch in investment finance for long term forecasts.Other Models2021-04-05 23:36:04383.0127.01.02018-07-22 08:14:462021-02-17 14:39:30Hvass-Labs/FinanceOpsactive
169Scikit-learn Stock Predictionhttps://github.com/robertmartin8/MachineLearningStocksUsing python and scikit-learn to make stock predictions.Other Models2021-04-11 10:00:39931.0347.02.02017-02-12 04:50:442021-02-04 03:48:33robertmartin8/MachineLearningStocksactive
170Short-Term Movement Cueshttps://github.com/anfederico/ClairvoyantIdentify social/historical cues for short term stock movement.Other Models2021-04-12 13:11:072166.0678.01.02016-09-12 18:38:172018-08-29 20:27:19anfederico/clairvoyantinactive
171Speculatorhttps://github.com/amicks/SpeculatorNEWOther Models2021-03-15 16:27:16101.031.02.02017-09-03 17:43:032018-09-12 18:58:38amicks/Speculatorinactive2021-04-12 16:39:24.593899
172Machine Learning in Asset Managementhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952Personal Papers
173Financial Event Prediction using Machine Learninghttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555Personal Papers
174Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimizationhttps://jfds.pm-research.com/content/2/2/17Personal Papers
175Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategieshttps://jfds.pm-research.com/content/2/1/10Personal Papers
176401K Portfolio Optimisationhttps://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynbPortfolio analyses and optimisation for 401K.Portfolio Selection and Optimisation2020-12-25 09:39:3314.05.01.02018-08-01 19:48:242019-09-05 11:18:56otosman/Python-for-Financeactive
177Modern Portfolio Theoryhttps://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynbUniversal portfolios; modern portfolio theory.Portfolio Selection and Optimisation
178Deep Portfolio Theoryhttps://github.com/tcloaa/Deep-Portfolio-TheoryAutoencoder framework for portfolio selection.Portfolio Selection and Optimisation2021-04-06 11:47:13105.057.01.02017-02-10 09:03:082018-03-08 16:47:00tcloaa/Deep-Portfolio-Theoryinactive
179Efficient Frontierhttps://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynbModern Portfolio Theory.Portfolio Selection and Optimisation2021-03-30 00:01:39104.057.01.02018-02-17 08:19:462018-02-27 13:16:57tthustla/efficient_frontierinactive
180Policy Gradient Portfoliohttps://github.com/ZhengyaoJiang/PGPortfolioA Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.Portfolio Selection and Optimisation2021-04-09 10:41:401281.0629.06.02017-11-12 16:08:442019-05-09 09:50:18ZhengyaoJiang/PGPortfolioactive
181Distribution 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 Optimisation2021-04-12 13:10:31232.082.03.02018-11-16 12:20:252019-07-04 01:41:46VivekPa/OptimalPortfolioactive
182DeepDowhttps://github.com/jankrepl/deepdowPortfolio optimization with deep learning.Portfolio Selection and Optimisation2021-04-07 06:57:39311.058.02.02020-02-02 08:46:332021-02-16 18:50:53jankrepl/deepdowactive
183PyPortfolioOpthttps://github.com/robertmartin8/PyPortfolioOptFinancial portfolio optimisation, including classical efficient frontier and advanced methods.Portfolio Selection and Optimisation2021-04-12 11:54:541895.0479.016.02018-05-29 13:30:302021-02-25 13:01:56robertmartin8/PyPortfolioOptactive
184Online 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
185Reinforcement Learninghttps://github.com/filangel/qtraderReinforcement Learning for Portfolio Management.Portfolio Selection and Optimisation2021-03-29 03:47:07364.0150.01.02017-10-07 09:14:332018-06-26 09:22:27filangelos/qtraderinactive
186OLMAR Algorithmhttps://github.com/charlessutton/OLMAR/blob/master/Part3.ipynbRelative importance of each component of the OLMAR algorithm.Portfolio Selection and Optimisation2021-04-08 19:07:417.04.01.02016-07-26 16:20:102016-12-30 11:40:53charlessutton/OLMARinactive
187NLP Eventhttps://github.com/yuriak/DLQuantApplying Deep Learning and NLP in Quantitative Trading.Textual2021-04-01 02:16:3870.031.01.02018-07-02 23:50:522019-01-31 14:08:20yuriak/DLQuantinactive
188Fund classificationhttps://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynbFund classification using text mining and NLP.Textual2021-03-31 02:12:504.02.01.02018-04-16 22:18:552018-06-07 22:01:32frechfrechfrech/Mutual-Fund-Market-Clustersinactive
189Financial Sentiment Analysishttps://github.com/EricHe98/Financial-Statements-Text-AnalysisSentiment, distance and proportion analysis for trading signals.Textual2021-03-31 23:48:4848.027.01.02017-06-23 00:05:492019-01-26 03:35:55EricHe98/Financial-Statements-Text-Analysisinactive
190Financial Statement Sentimenthttps://github.com/MAydogdu/TextualAnalysisExtracting sentiment from financial statements using neural networks.Textual2021-03-31 02:10:588.07.01.02018-06-04 20:54:142018-06-04 20:56:02MAydogdu/TextualAnalysisinactive
191Extensive NLPhttps://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynbComprehensive NLP techniques for accounting research.Textual2021-03-21 07:39:0273.042.01.02017-10-25 07:10:262020-06-05 03:28:46TiesdeKok/Python_NLP_Tutorialactive
192Accounting Anomalieshttps://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynbUsing deep-learning frameworks to identify accounting anomalies.Textual2021-04-12 07:47:50110.051.02.02017-05-24 12:36:382019-08-07 21:47:08GitiHubi/deepAIactive
193Buzzwordshttps://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-FundsReturn performance and mutual fund selection.Textual2020-10-06 18:54:581.04.01.02018-02-04 21:51:162018-02-04 21:57:09swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Fundsinactive
194Earning call transcriptshttps://github.com/lin882/WebAnalyticsProjectCorrelation between mutual fund investment decision and earning call transcripts.Textual2020-12-17 08:24:203.03.01.02017-12-30 08:56:032018-01-11 02:11:11lin882/WebAnalyticsProjectinactive
195NLPhttps://github.com/toamitesh/NLPinFinanceThis project assembles a lot of NLP operations needed for finance domain.Textualtoamitesh/NLPinFinance
196Industry Clusteringhttps://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustriesProject to cluster industries according to financial attributes.Unsupervised2020-10-06 18:51:224.05.01.02017-07-21 02:12:512017-07-23 02:53:37SeanMcOwen/FinanceAndPython.com-ClusteringIndustriesinactive
197Pairs Tradinghttps://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynbFinding pairs with cluster analysis.Unsupervised2021-04-04 17:55:3579.036.00.02017-09-05 19:19:192017-09-27 20:42:14marketneutral/pairs-trading-with-MLinactive
198VRA Stock Embeddinghttps://github.com/ml-hongkong/stock2vecVariational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history.Unsupervised2020-10-20 11:05:5532.012.01.02017-06-21 04:47:142017-06-21 04:51:13ml-hongkong/stock2vecinactive
199PCA Pairs Tradinghttps://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_TradingPCA, Factor Returns, and trading strategies.UnsupervisedjoelQF/quant-finance
200Industry Clusteringhttps://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustriesClustering of industries.Unsupervised2020-10-06 18:51:224.05.01.02017-07-21 02:12:512017-07-23 02:53:37SeanMcOwen/FinanceAndPython.com-ClusteringIndustriesinactive
201Fund Clustershttps://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynbData exploration of fund clusters.Unsupervised2021-03-31 02:12:504.02.01.02018-04-16 22:18:552018-06-07 22:01:32frechfrechfrech/Mutual-Fund-Market-Clustersinactive
Reference in New Issue View Git Blame Copy Permalink