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| 1 | name | url | comment | category | last_update | star_count | fork_count | contributors_count | created_at | last_commit |
|---|---|---|---|---|---|---|---|---|---|---|
| 2 | Deep Learning | https://github.com/keon/deepstock | Technical experimentations to beat the stock market using deep learning. | Deep Learning | 2021-03-24 14:45:00 | 427.0 | 154.0 | 2.0 | 2016-12-12 02:15:12 | 2017-03-04 08:37:29 |
| 3 | Deep Learning II | https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks | Tensorflow Regression. | Deep Learning | 2021-03-21 06:53:56 | 174.0 | 68.0 | 1.0 | 2016-07-12 12:56:10 | 2018-02-16 02:43:36 |
| 4 | Deep Learning III | https://github.com/Rachnog/Deep-Trading | Algorithmic trading with deep learning experiments. | Deep Learning | 2021-03-26 06:28:38 | 1262.0 | 675.0 | 1.0 | 2016-06-18 18:23:06 | 2018-08-07 15:24:45 |
| 5 | Deep Learning IV | https://github.com/achillesrasquinha/bulbea | Bulbea: Deep Learning based Python Library. | Deep Learning | 2021-03-28 15:58:19 | 1448.0 | 416.0 | 1.0 | 2017-03-09 06:11:06 | 2017-03-19 07:42:49 |
| 6 | LTSM GRU | https://github.com/RajatHanda/Finance-Forecasting | Stock Market Forecasting using LSTM\GRU. | Deep Learning | 2021-03-29 23:59:32 | 11.0 | 6.0 | 1.0 | 2018-05-13 02:39:32 | 2019-02-25 00:26:42 |
| 7 | LTSM Recurrent | https://github.com/VivekPa/AIAlpha | OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network. | Deep Learning | 2021-03-30 03:12:21 | 1198.0 | 370.0 | 2.0 | 2018-10-07 03:58:26 | 2019-08-03 09:00:44 |
| 8 | ARIMA-LTSM Hybrid | https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid | Hybrid model to predict future price correlation coefficients of two assets. | Deep Learning | 2021-03-16 04:35:29 | 218.0 | 83.0 | 1.0 | 2018-08-05 02:13:21 | 2018-10-01 11:25:53 |
| 9 | Neural Network | https://github.com/VivekPa/IntroNeuralNetworks | Neural networks to predict stock prices. | Deep Learning | 2021-03-26 01:22:42 | 487.0 | 177.0 | 2.0 | 2018-09-10 06:34:53 | 2018-11-21 07:39:31 |
| 10 | AI Trading | https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md | AI to predict stock market movements. | Deep Learning | 2021-03-29 14:35:26 | 2852.0 | 1379.0 | 1.0 | 2019-01-09 08:02:47 | 2019-02-11 16:32:47 |
| 11 | RL Trading | https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW | A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab. | Reinforcement Learning | ||||||
| 12 | RL | https://github.com/kh-kim/stock_market_reinforcement_learning | OpenGym with Deep Q-learning and Policy Gradient. | Reinforcement Learning | 2021-03-28 22:14:59 | 712.0 | 299.0 | 1.0 | 2016-10-04 14:42:19 | 2016-12-23 07:34:08 |
| 13 | RL II | https://github.com/deependersingla/deep_trader | reinforcement learning on stock market and agent tries to learn trading. | Reinforcement Learning | 2021-03-29 11:10:37 | 1340.0 | 490.0 | 3.0 | 2016-06-11 07:27:10 | 2018-01-22 14:35:50 |
| 14 | RL III | https://github.com/samre12/deep-trading-agent | Github -Deep Reinforcement Learning based Trading Agent for Bitcoin. | Reinforcement Learning | 2021-03-29 01:02:47 | 575.0 | 204.0 | 1.0 | 2017-09-21 17:05:19 | 2018-04-13 16:33:21 |
| 15 | RL IV | https://github.com/jjakimoto/DQN | Reinforcement Learning for finance. | Reinforcement Learning | 2021-03-25 19:14:20 | 140.0 | 55.0 | 1.0 | 2016-10-21 02:47:17 | 2017-04-07 08:11:57 |
| 16 | RL V | https://github.com/gstenger98/rl-finance | Building an Agent to Trade with Reinforcement Learning. | Reinforcement Learning | 2021-01-03 04:36:11 | 32.0 | 7.0 | 5.0 | 2019-01-16 00:43:36 | 2020-03-19 20:28:08 |
| 17 | Pair Trading RL | https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading | Using deep actor-critic model to learn best strategies in pair trading. | Reinforcement Learning | 2021-03-27 02:19:29 | 241.0 | 114.0 | 1.0 | 2017-05-18 16:47:11 | 2017-05-18 16:56:38 |
| 18 | Mixture Models I | https://github.com/BlackArbsCEO/Mixture_Models | Mixture models to predict market bottoms. | Other Models | 2021-03-02 19:44:01 | 31.0 | 31.0 | 1.0 | 2017-03-20 18:54:24 | 2017-04-25 23:35:20 |
| 19 | Mixture Models II | https://github.com/BlackArbsCEO/mixture_model_trading_public | Mixture models and stock trading. | Other Models | 2021-03-12 13:21:17 | 166.0 | 73.0 | 1.0 | 2017-12-11 17:05:38 | 2020-05-13 23:50:47 |
| 20 | Scikit-learn Stock Prediction | https://github.com/robertmartin8/MachineLearningStocks | Using python and scikit-learn to make stock predictions. | Other Models | 2021-03-28 03:33:04 | 918.0 | 344.0 | 2.0 | 2017-02-12 04:50:44 | 2021-02-04 03:48:33 |
| 21 | Fundamental LT Forecasts | https://github.com/Hvass-Labs/FinanceOps | Research in investment finance for long term forecasts. | Other Models | 2021-03-21 19:26:51 | 379.0 | 126.0 | 1.0 | 2018-07-22 08:14:46 | 2021-02-17 14:39:30 |
| 22 | Short-Term Movement Cues | https://github.com/anfederico/Clairvoyant | Identify social/historical cues for short term stock movement. | Other Models | 2021-03-28 16:31:16 | 2157.0 | 678.0 | 1.0 | 2016-09-12 18:38:17 | 2018-08-29 20:27:19 |
| 23 | Trend Following | http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html | A futures trend following portfolio investment strategy. | Other Models | ||||||
| 24 | Advanced ML | https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises | Exercises too Financial Machine Learning (De Prado). | Data Processing Techniques and Transformations | 2021-03-30 14:20:26 | 957.0 | 434.0 | 4.0 | 2018-04-25 17:22:40 | 2020-01-16 17:25:41 |
| 25 | Advanced ML II | https://github.com/hudson-and-thames/research | More implementations of Financial Machine Learning (De Prado). | Data Processing Techniques and Transformations | ||||||
| 26 | Distribution Characteristic Optimisation | https://github.com/VivekPa/OptimalPortfolio | Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account. | Portfolio Selection and Optimisation | 2021-03-18 22:35:10 | 229.0 | 82.0 | 3.0 | 2018-11-16 12:20:25 | 2019-07-04 01:41:46 |
| 27 | Reinforcement Learning | https://github.com/filangel/qtrader | Reinforcement Learning for Portfolio Management. | Portfolio Selection and Optimisation | 2021-03-29 03:47:07 | 364.0 | 150.0 | 1.0 | 2017-10-07 09:14:33 | 2018-06-26 09:22:27 |
| 28 | Efficient Frontier | https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb | Modern Portfolio Theory. | Portfolio Selection and Optimisation | 2021-03-30 00:01:39 | 104.0 | 57.0 | 1.0 | 2018-02-17 08:19:46 | 2018-02-27 13:16:57 |
| 29 | PyPortfolioOpt | https://github.com/robertmartin8/PyPortfolioOpt | Financial portfolio optimisation, including classical efficient frontier and advanced methods. | Portfolio Selection and Optimisation | 2021-03-30 03:37:20 | 1865.0 | 476.0 | 16.0 | 2018-05-29 13:30:30 | 2021-02-25 13:01:56 |
| 30 | Policy Gradient Portfolio | https://github.com/ZhengyaoJiang/PGPortfolio | A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. | Portfolio Selection and Optimisation | 2021-03-30 14:21:01 | 1274.0 | 629.0 | 6.0 | 2017-11-12 16:08:44 | 2019-05-09 09:50:18 |
| 31 | Deep Portfolio Theory | https://github.com/tcloaa/Deep-Portfolio-Theory | Autoencoder framework for portfolio selection. | Portfolio Selection and Optimisation | 2021-01-30 13:50:57 | 104.0 | 58.0 | 1.0 | 2017-02-10 09:03:08 | 2018-03-08 16:47:00 |
| 32 | 401K Portfolio Optimisation | https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb | Portfolio analyses and optimisation for 401K. | Portfolio Selection and Optimisation | 2020-12-25 09:39:33 | 14.0 | 5.0 | 1.0 | 2018-08-01 19:48:24 | 2019-09-05 11:18:56 |
| 33 | Online Portfolio Selection | https://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb | ****Comparing OLPS algorithms on a diversified set of ETFs. | Portfolio Selection and Optimisation | ||||||
| 34 | OLMAR Algorithm | https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb | Relative importance of each component of the OLMAR algorithm. | Portfolio Selection and Optimisation | 2020-12-16 17:28:05 | 6.0 | 3.0 | 1.0 | 2016-07-26 16:20:10 | 2016-12-30 11:40:53 |
| 35 | Modern Portfolio Theory | https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb | Universal portfolios; modern portfolio theory. | Portfolio Selection and Optimisation | ||||||
| 36 | DeepDow | https://github.com/jankrepl/deepdow | Portfolio optimization with deep learning. | Portfolio Selection and Optimisation | 2021-03-30 13:34:40 | 303.0 | 57.0 | 2.0 | 2020-02-02 08:46:33 | 2021-02-16 18:50:53 |
| 37 | Various Risk Measures | https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb | Risk measures and factors for alternative and responsible investments. | Factor and Risk Analysis: | 2020-11-04 07:04:38 | 4.0 | 5.0 | 1.0 | 2017-08-07 14:44:32 | 2017-08-08 22:52:11 |
| 38 | Pyfolio | https://github.com/quantopian/pyfolio | Portfolio and risk analytics in Python. | Factor and Risk Analysis: | 2021-03-30 15:14:24 | 3633.0 | 1143.0 | 42.0 | 2015-06-01 15:31:39 | 2020-02-28 17:30:19 |
| 39 | Risk Basic | https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb | Active portfolio risk management . | Factor and Risk Analysis: | 2021-03-01 13:53:42 | 31.0 | 18.0 | 1.0 | 2016-05-10 11:03:48 | 2016-05-17 03:44:56 |
| 40 | CAPM | https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb | Expected returns using CAPM. | Factor and Risk Analysis: | 2021-03-01 13:53:42 | 31.0 | 18.0 | 1.0 | 2016-05-10 11:03:48 | 2016-05-17 03:44:56 |
| 41 | Factor Analysis | https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb | Factor analysis for mutual funds. | Factor and Risk Analysis: | 2020-12-21 14:26:46 | 3.0 | 4.0 | 1.0 | 2018-03-13 07:39:20 | 2018-03-13 07:42:36 |
| 42 | VaR GaN | https://github.com/hamaadshah/market_risk_gan_keras | Estimate Value-at-Risk for market risk management using Keras and TensorFlow. | Factor and Risk Analysis: | 2021-03-20 21:53:18 | 41.0 | 28.0 | 1.0 | 2018-08-06 16:09:44 | 2020-11-22 19:02:07 |
| 43 | VaR | https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb | Value-at-risk calculations. | Factor and Risk Analysis: | 2020-10-06 20:29:28 | 9.0 | 9.0 | 1.0 | 2016-11-15 19:24:17 | 2017-01-14 21:19:30 |
| 44 | Python for Finance | https://github.com/yhilpisch/py4fi/tree/master/jupyter36 | Various financial notebooks. | Factor and Risk Analysis: | 2021-03-27 13:15:22 | 1294.0 | 791.0 | 1.0 | 2014-12-15 11:23:34 | 2018-07-10 06:38:12 |
| 45 | Performance Analysis | https://github.com/quantopian/alphalens | Performance analysis of predictive (alpha) stock factors. | Factor and Risk Analysis: | 2021-03-30 06:28:54 | 1835.0 | 691.0 | 17.0 | 2016-06-03 21:49:15 | 2020-04-27 18:40:41 |
| 46 | Quant Finance | https://github.com/mrefermat/quant_finance | General quant repository. | Factor and Risk Analysis: | 2021-03-30 00:09:34 | 31.0 | 15.0 | 1.0 | 2018-08-11 22:59:53 | 2019-11-12 04:49:01 |
| 47 | Risk and Return | https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials | Riskiness of portfolios and assets. | Factor and Risk Analysis: | 2021-03-19 22:01:05 | 139.0 | 61.0 | 2.0 | 2017-09-12 13:35:09 | 2020-08-06 12:35:44 |
| 48 | Convex Optimisation | https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb | Convex Optimization for Finance. | Factor and Risk Analysis: | 2020-11-04 07:19:22 | 17.0 | 9.0 | 1.0 | 2018-06-26 20:36:47 | 2019-10-22 21:56:46 |
| 49 | Factor Analysis | https://github.com/alpha-miner/alpha-mind/tree/master/notebooks | Factor strategy notebooks. | Factor and Risk Analysis: | 2021-03-12 22:42:55 | 171.0 | 59.0 | 3.0 | 2017-05-01 07:36:54 | 2021-02-09 09:36:41 |
| 50 | Statistical Finance | https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments | Various financial experiments. | Factor and Risk Analysis: | 2021-03-30 00:09:28 | 21.0 | 16.0 | 1.0 | 2015-10-04 09:10:54 | 2020-03-28 18:33:58 |
| 51 | PCA Pairs Trading | https://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_Trading | PCA, Factor Returns, and trading strategies. | Unsupervised: | ||||||
| 52 | Fund Clusters | https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb | Data exploration of fund clusters. | Unsupervised: | 2020-10-06 18:46:48 | 3.0 | 2.0 | 1.0 | 2018-04-16 22:18:55 | 2018-06-07 22:01:32 |
| 53 | VRA Stock Embedding | https://github.com/ml-hongkong/stock2vec | Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history. | Unsupervised: | 2020-10-20 11:05:55 | 32.0 | 12.0 | 1.0 | 2017-06-21 04:47:14 | 2017-06-21 04:51:13 |
| 54 | Industry Clustering | https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries | Clustering of industries. | Unsupervised: | 2020-10-06 18:51:22 | 4.0 | 5.0 | 1.0 | 2017-07-21 02:12:51 | 2017-07-23 02:53:37 |
| 55 | Pairs Trading | https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb | Finding pairs with cluster analysis. | Unsupervised: | 2021-03-08 11:01:33 | 78.0 | 36.0 | 0.0 | 2017-09-05 19:19:19 | 2017-09-27 20:42:14 |
| 56 | Industry Clustering | https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries | Project to cluster industries according to financial attributes. | Unsupervised: | 2020-10-06 18:51:22 | 4.0 | 5.0 | 1.0 | 2017-07-21 02:12:51 | 2017-07-23 02:53:37 |
| 57 | NLP | https://github.com/toamitesh/NLPinFinance | This project assembles a lot of NLP operations needed for finance domain. | Textual: | ||||||
| 58 | Earning call transcripts | https://github.com/lin882/WebAnalyticsProject | Correlation between mutual fund investment decision and earning call transcripts. | Textual: | 2020-12-17 08:24:20 | 3.0 | 3.0 | 1.0 | 2017-12-30 08:56:03 | 2018-01-11 02:11:11 |
| 59 | Buzzwords | https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds | Return performance and mutual fund selection. | Textual: | 2020-10-06 18:54:58 | 1.0 | 4.0 | 1.0 | 2018-02-04 21:51:16 | 2018-02-04 21:57:09 |
| 60 | Fund classification | https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb | Fund classification using text mining and NLP. | Textual: | 2020-10-06 18:46:48 | 3.0 | 2.0 | 1.0 | 2018-04-16 22:18:55 | 2018-06-07 22:01:32 |
| 61 | NLP Event | https://github.com/yuriak/DLQuant | Applying Deep Learning and NLP in Quantitative Trading. | Textual: | 2021-03-24 02:52:49 | 68.0 | 31.0 | 1.0 | 2018-07-02 23:50:52 | 2019-01-31 14:08:20 |
| 62 | Financial Sentiment Analysis | https://github.com/EricHe98/Financial-Statements-Text-Analysis | Sentiment, distance and proportion analysis for trading signals. | Textual: | 2021-01-21 08:07:21 | 47.0 | 27.0 | 1.0 | 2017-06-23 00:05:49 | 2019-01-26 03:35:55 |
| 63 | Financial Statement Sentiment | https://github.com/MAydogdu/TextualAnalysis | Extracting sentiment from financial statements using neural networks. | Textual: | 2020-10-22 16:32:34 | 7.0 | 7.0 | 1.0 | 2018-06-04 20:54:14 | 2018-06-04 20:56:02 |
| 64 | Extensive NLP | https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb | Comprehensive NLP techniques for accounting research. | Textual: | 2021-03-21 07:39:02 | 73.0 | 42.0 | 1.0 | 2017-10-25 07:10:26 | 2020-06-05 03:28:46 |
| 65 | Accounting Anomalies | https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb | Using deep-learning frameworks to identify accounting anomalies. | Textual: | 2021-03-30 03:25:31 | 106.0 | 50.0 | 2.0 | 2017-05-24 12:36:38 | 2019-08-07 21:47:08 |
| 66 | Options | https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D | Introduction to options. | Derivatives and Hedging: | 2021-03-27 22:51:59 | 328.0 | 164.0 | 36.0 | 2017-07-28 15:48:29 | 2021-03-17 17:17:08 |
| 67 | Derivative Markets | https://github.com/broughtj/Fin6470/tree/master/Notebooks | The economics of futures, futures, options, and swaps. | Derivatives and Hedging: | 2021-03-18 03:47:54 | 8.0 | 8.0 | 1.0 | 2016-02-09 05:30:27 | 2021-03-18 03:47:47 |
| 68 | Black Scholes | https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb | Options pricing. | Derivatives and Hedging: | 2020-10-06 20:36:29 | 1.0 | 2.0 | 0.0 | 2017-12-09 18:50:20 | 2018-07-09 09:48:36 |
| 69 | Computational Derivatives | https://github.com/chenbowen184/Computational_Finance | Projects focusing on investigating simulations and computational techniques applied in finance. | Derivatives and Hedging: | 2021-01-12 12:22:31 | 17.0 | 12.0 | 1.0 | 2018-01-29 05:01:52 | 2018-08-02 05:56:49 |
| 70 | Reinforcement Learning | https://github.com/FinTechies/HedgingRL | Hedging portfolios with reinforcement learning. | Derivatives and Hedging: | 2021-01-20 08:12:13 | 16.0 | 9.0 | 1.0 | 2017-04-21 10:58:56 | 2017-08-02 21:41:06 |
| 71 | Delta Hedging | https://github.com/RobinsonGarcia/delta-hedging | Advanced derivatives. | Derivatives and Hedging: | 2021-02-27 08:48:27 | 3.0 | 2.0 | 1.0 | 2018-03-02 23:53:53 | 2018-07-17 23:32:23 |
| 72 | Options Risk Measures | https://github.com/wanglouis49/risk_estimation | Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). | Derivatives and Hedging: | 2020-10-06 20:37:02 | 1.0 | 2.0 | 1.0 | 2016-04-29 03:51:25 | 2018-01-16 01:24:07 |
| 73 | Derivatives Python | https://github.com/yhilpisch/dawp/tree/master/python36 | Derivative analytics with Python. | Derivatives and Hedging: | 2021-03-23 15:35:23 | 387.0 | 297.0 | 1.0 | 2015-07-09 12:27:29 | 2021-02-22 13:29:18 |
| 74 | Volatility and Variance Derivatives | https://github.com/yhilpisch/lvvd/tree/master/lvvd | Volatility derivatives analytics. | Derivatives and Hedging: | 2021-03-23 12:10:07 | 78.0 | 77.0 | 1.0 | 2016-10-21 04:12:50 | 2021-02-22 13:32:00 |
| 75 | Options | https://github.com/PHBS/2018.M1.ASP/tree/master/py | Black Scholes and Copula. | Derivatives and Hedging: | ||||||
| 76 | Option Strategies | https://github.com/rstreppa/valuation-OptionStrategies | Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations. | Derivatives and Hedging: | 2021-02-27 08:50:16 | 2.0 | 3.0 | 1.0 | 2018-05-22 18:27:26 | 2018-05-22 18:30:24 |
| 77 | Derman | https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb | Binomial tree for American call. | Derivatives and Hedging: | 2020-10-06 20:37:15 | 1.0 | 3.0 | 1.0 | 2018-05-18 18:08:16 | 2018-09-21 19:59:01 |
| 78 | Hull White | https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb | Callable Bond, Hull White. | Derivatives and Hedging: | 2020-10-06 20:37:16 | 4.0 | 6.0 | 1.0 | 2018-06-06 22:06:06 | 2018-06-06 22:27:02 |
| 79 | Vasicek | https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb | Bootstrapping and interpolation. | Fixed Income | 2020-12-10 21:20:03 | 3.0 | 3.0 | 1.0 | 2018-07-18 19:26:54 | 2018-07-18 19:34:48 |
| 80 | Binomial Tree | https://github.com/hy-lei/math-finance-exercise | Utility functions in fixed income securities. | Fixed Income | 2020-10-06 20:55:18 | 1.0 | 2.0 | 1.0 | 2019-02-02 08:44:14 | 2019-05-03 17:16:52 |
| 81 | Corporate Bonds | https://github.com/ishank011/gs-quantify-bond-prediction | Predicting the buying and selling volume of the corporate bonds. | Fixed Income | 2021-01-03 21:46:55 | 7.0 | 5.0 | 1.0 | 2017-09-27 19:57:13 | 2017-09-27 20:00:29 |
| 82 | Kiva Crowdfunding | https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb | Exploratory data analysis. | Alternative Finance | 2021-02-19 13:40:33 | 5.0 | 1.0 | 1.0 | 2018-02-27 16:46:02 | 2019-02-13 00:15:27 |
| 83 | Venture Capital | https://github.com/julian-chan/etothex | Insight into a new founder to make data-driven investment decisions. | Alternative Finance | 2020-10-06 20:56:08 | 3.0 | 2.0 | 1.0 | 2017-12-04 08:59:44 | 2017-12-13 05:35:27 |
| 84 | Venture Capital NN | https://github.com/tr7200/National-Culture-and-Venture-Capital-Monitoring | Cox-PH neural network predictions for VC/innovations finance research. | Alternative Finance | ||||||
| 85 | Private Equity | https://github.com/TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity/blob/master/RightNow%20Technologies/RightNow%20Technologies.ipynb | Valuation models. | Alternative Finance | 2020-11-26 03:34:45 | 8.0 | 6.0 | 2.0 | 2016-01-27 21:13:33 | 2016-03-14 20:03:52 |
| 86 | VC OLS | https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb | VC regression. | Alternative Finance | 2020-10-06 20:56:14 | 2.0 | 1.0 | 1.0 | 2018-03-29 23:31:13 | 2018-03-29 23:33:19 |
| 87 | Watch Valuation | https://github.com/alporter08/Luxury-Watch-Valuation/blob/master/Luxury-Watch-Valuation.ipynb | Analysis of luxury watch data to classify whether a certain model is likely to be over-or undervalued. | Alternative Finance | 2021-01-14 22:41:08 | 4.0 | 2.0 | 1.0 | 2017-02-08 18:39:29 | 2017-04-27 22:55:55 |
| 88 | Art Valuation | https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynb | Art evaluation analytics. | Alternative Finance | 2021-02-26 12:10:53 | 9.0 | 5.0 | 1.0 | 2014-12-11 00:25:39 | 2014-12-12 21:25:46 |
| 89 | Blockchain | https://github.com/nud3l/dInvest | Repository for distributed autonomous investment banking. | Alternative Finance | 2021-02-06 07:38:28 | 12.0 | 7.0 | 2.0 | 2016-09-05 19:12:40 | 2017-04-24 10:48:56 |
| 90 | HFT | https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy | High frequency trading. | Extended Research: | 2021-03-29 17:04:25 | 742.0 | 331.0 | 1.0 | 2016-07-21 05:14:14 | 2017-02-14 16:47:25 |
| 91 | Deep Portfolio | https://github.com/DLColumbia/DL_forFinance | Deep learning for finance Predict volume of bonds. | Extended Research: | 2021-01-12 11:48:27 | 27.0 | 20.0 | 2.0 | 2018-05-08 19:34:17 | 2018-05-09 15:39:25 |
| 92 | Mathematical Finance | https://github.com/Auquan/Tutorials | Notebooks for math and financial tutorials. | Extended Research: | 2021-03-29 10:26:01 | 661.0 | 426.0 | 9.0 | 2017-01-21 11:24:18 | 2020-08-01 17:03:32 |
| 93 | NLP Finance Papers | https://github.com/chenbowen184/Research_Documents_Curation_with_NLP | Curating quantitative finance papers using machine learning. | Extended Research: | 2021-02-27 06:33:23 | 8.0 | 9.0 | 1.0 | 2018-10-11 20:32:37 | 2018-12-24 23:27:55 |
| 94 | Simulation | https://github.com/chenbowen184/Computational_Finance | Investigating simulations as part of computational finance. | Extended Research: | 2021-01-12 12:22:31 | 17.0 | 12.0 | 1.0 | 2018-01-29 05:01:52 | 2018-08-02 05:56:49 |
| 95 | Market Crash Prediction | https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb | Predicting market crashes using an LPPL model. | Extended Research: | 2020-10-06 21:01:42 | 1.0 | 3.0 | 1.0 | 2019-01-24 13:37:45 | 2019-02-13 16:48:00 |
| 96 | Commodity | https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb | Commodity influence over Brazilian stocks. | Extended Research: | ||||||
| 97 | Finance Graph Theory | https://github.com/AvijitGhosh82/Finance_Graph_Theory | Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents. | Extended Research: | 2021-03-28 02:22:22 | 17.0 | 7.0 | 3.0 | 2018-08-02 02:48:24 | 2019-03-16 18:39:38 |
| 98 | Real Estate Property Fraud | https://github.com/aviroop1/Real_Estate_Property_Fraud | Unsupervised fraud detection model that can identify likely candidates of fraud. | Extended Research: | ||||||
| 99 | Behavioural Economics | https://github.com/pcmichaud/notebooks | Behavioural Economics and Finance Python Notebooks. | Extended Research: | 2021-02-03 07:22:40 | 9.0 | 4.0 | 1.0 | 2018-12-20 00:21:38 | 2019-03-26 11:51:46 |
| 100 | Bayesian Finance | https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb | Notebook PyMC3 implementation. | Extended Research: | 2021-03-25 18:38:09 | 229.0 | 53.0 | 1.0 | 2018-08-28 14:45:00 | 2020-08-06 22:03:47 |
| 101 | Bayesian Finance I | https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb | Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs. | Extended Research: | 2020-11-28 03:02:48 | 25.0 | 6.0 | 0.0 | 2019-01-04 12:30:41 | 2019-02-18 09:55:21 |
| 102 | Currency PCA | https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb | Forex spots PCA. | Extended Research: | 2020-10-26 00:55:20 | 3.0 | 1.0 | 1.0 | 2019-03-12 21:11:29 | 2019-03-12 22:09:10 |
| 103 | Backtests | https://github.com/AlgoTraders/stock-analysis-engine | Trading data and algorithms. | Extended Research: | 2021-03-30 02:32:59 | 613.0 | 162.0 | 3.0 | 2018-09-16 20:00:36 | 2020-09-05 13:01:05 |
| 104 | High Frequency | https://github.com/cswaney/prickle | A Python toolkit for high-frequency trade research. | Extended Research: | 2021-03-22 02:19:15 | 24.0 | 17.0 | 2.0 | 2016-07-06 20:32:21 | 2018-06-09 10:53:51 |
| 105 | Financial Economics | https://github.com/rsvp/fecon235/tree/master/nb | Financial Economics Models. | Extended Research: | 2021-03-29 08:31:35 | 709.0 | 273.0 | 2.0 | 2014-11-09 04:49:01 | 2018-12-03 16:30:28 |
| 106 | Critical Transitions | https://github.com/ryanholbrook/critical-transitions | Detecting critical transitions in financial networks with topological data analysis. | Extended Research: | 2021-01-30 11:50:22 | 10.0 | 3.0 | 1.0 | 2019-01-22 10:59:50 | 2019-03-12 18:35:02 |
| 107 | Economic Foundations | https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations | Basic economic models. | Extended Research: | 2020-10-06 21:01:59 | 2.0 | 3.0 | 1.0 | 2017-05-25 02:27:36 | 2017-06-30 03:53:59 |
| 108 | Corporate Finance | https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance | Basic corporate finance. | Extended Research: | 2021-01-16 19:01:31 | 9.0 | 4.0 | 1.0 | 2017-09-09 03:35:24 | 2017-09-09 23:04:48 |
| 109 | Applied Corporate Finance | https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance | Studies the empirical behaviours in stock market. | Extended Research: | 2021-02-19 13:40:37 | 8.0 | 9.0 | 1.0 | 2018-01-29 05:14:52 | 2018-07-19 06:25:36 |
| 110 | M&A | https://github.com/atulram/Finance-and-Stocks | Mergers and Acquisitions. | Extended Research: | 2020-12-21 14:42:43 | 3.0 | 3.0 | 1.0 | 2019-01-19 18:16:47 | 2019-02-18 16:57:19 |
| 111 | Life-cycle | https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb | Company life cycle. | Extended Research: | 2020-12-21 14:42:43 | 3.0 | 3.0 | 1.0 | 2019-01-19 18:16:47 | 2019-02-18 16:57:19 |
| 112 | Computational Finance | https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance | Applied Computational Economics and Finance. | Extended Research: | 2021-03-07 17:47:01 | 12.0 | 13.0 | 1.0 | 2017-08-27 03:46:33 | 2017-08-26 04:26:04 |
| 113 | Liquidity and Momentum | https://github.com/mrefermat/quant_finance | Various factors and portfolio constructions. | Extended Research: | 2021-03-30 00:09:34 | 31.0 | 15.0 | 1.0 | 2018-08-11 22:59:53 | 2019-11-12 04:49:01 |
| 114 | Mathematical Finance | https://github.com/yadongli/nyumath2048 | NYU Math-GA 2048: Scientific Computing in Finance. | Courses | 2021-01-14 18:01:08 | 69.0 | 63.0 | 6.0 | 2015-01-25 21:10:37 | 2020-03-25 04:24:25 |
| 115 | Algo Trading | https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading | Intro to algo trading. | Courses | 2021-03-12 11:02:04 | 64.0 | 25.0 | 1.0 | 2017-10-29 20:34:54 | 2019-01-22 06:56:08 |
| 116 | Python for Finance | https://github.com/siaen/python_finance_course | CEU python for finance course material. | Courses | 2021-03-26 22:33:25 | 15.0 | 15.0 | 4.0 | 2017-12-12 11:54:46 | 2020-02-25 20:31:41 |
| 117 | Handson Python for Finance | https://github.com/PacktPublishing/Hands-on-Python-for-Finance | Hands-on Python for Finance published by Packt. | Courses | 2021-03-26 22:26:32 | 120.0 | 107.0 | 3.0 | 2018-08-20 14:10:37 | 2021-01-15 08:57:06 |
| 118 | Machine Learning for Trading | https://github.com/stefan-jansen/machine-learning-for-trading | Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading. | Courses | 2021-03-30 13:59:04 | 3640.0 | 1133.0 | 7.0 | 2018-05-09 12:33:08 | 2021-03-19 14:10:47 |
| 119 | ML Specialisation | https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization | Machine Learning in Finance. | Courses | 2021-03-13 10:49:36 | 32.0 | 31.0 | 1.0 | 2019-01-24 02:55:01 | 2020-01-03 21:54:16 |
| 120 | Risk Management | https://github.com/andrey-lukyanov/Risk-Management | Finance risk engagement course resources. | Courses | 2020-11-12 00:49:51 | 6.0 | 5.0 | 3.0 | 2018-10-03 16:26:14 | 2018-12-13 08:04:15 |
| 121 | Basic Investments | https://github.com/SeanMcOwen/FinanceAndPython.com-Investments | Basic investment tools in python. | Courses | 2021-03-23 06:32:10 | 9.0 | 5.0 | 1.0 | 2017-08-02 21:52:19 | 2017-08-17 03:24:53 |
| 122 | Basic Derivatives | https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives | Basic forward contracts and hedging. | Courses | 2020-10-06 18:10:50 | 3.0 | 4.0 | 1.0 | 2017-08-24 00:11:37 | 2017-10-13 01:32:23 |
| 123 | Basic Finance | https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance | Source code notebooks basic finance applications. | Courses | 2021-02-06 21:41:39 | 9.0 | 8.0 | 1.0 | 2017-05-06 02:39:05 | 2017-06-21 04:04:09 |
| 124 | Capital Markets Data | https://www.capitalmarketsdata.com/ | Data | |||||||
| 125 | Employee Count SEC Filings | https://github.com/healthgradient/sec_employee_information_extraction | Data | 2021-02-27 03:33:31 | 10.0 | 2.0 | 1.0 | 2018-06-26 23:33:51 | 2018-08-14 01:31:13 | |
| 126 | SEC Parsing | https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb | Data | 2021-02-27 06:34:55 | 9.0 | 6.0 | 1.0 | 2018-06-16 14:30:06 | 2018-06-16 17:23:46 | |
| 127 | Open Edgar | https://github.com/LexPredict/openedgar | Data | 2021-03-28 14:26:09 | 165.0 | 61.0 | 6.0 | 2018-05-07 15:32:31 | 2019-05-15 08:32:30 | |
| 128 | EDGAR | https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb | Data | 2021-01-23 19:22:59 | 11.0 | 10.0 | 1.0 | 2018-06-11 22:51:57 | 2018-07-10 18:03:52 | |
| 129 | IRS | http://social-metrics.org/sox/ | Data | |||||||
| 130 | Rating Industries | http://www.ratingshistory.info/ | Data | |||||||
| 131 | Web Scraping (FirmAI) | https://github.com/firmai/business-machine-learning/blob/master/www.firmai.org/data | Data | 2021-03-28 12:43:58 | 576.0 | 183.0 | 2.0 | 2019-02-19 19:02:59 | 2020-07-22 16:48:21 | |
| 132 | Financial Corporate | http://raw.rutgers.edu/Corporate%20Financial%20Data.html | Data | |||||||
| 133 | Non-financial Corporate | http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html | Data | |||||||
| 134 | http://finance.yahoo.com/ | http://finance.yahoo.com/ | Data | |||||||
| 135 | https://fred.stlouisfed.org/ | https://fred.stlouisfed.org/ | Data | |||||||
| 136 | https://stooq.com | https://stooq.com | Data | |||||||
| 137 | https://github.com/timestocome/StockMarketData | https://github.com/timestocome/StockMarketData | Data | 2021-03-26 22:35:04 | 7.0 | 6.0 | 1.0 | 2017-05-10 21:49:45 | 2017-08-06 19:23:18 | |
| 138 | Financial Event Prediction using Machine Learning | https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555 | Personal Papers | |||||||
| 139 | Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies | https://jfds.pm-research.com/content/2/1/10 | Personal Papers | |||||||
| 140 | Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization | https://jfds.pm-research.com/content/2/2/17 | Personal Papers | |||||||
| 141 | Machine Learning in Asset Management | https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952 | Personal Papers | |||||||
| 142 | NYU FRE | https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering | Finance and Risk Engineering (NYU Tandon) | Colleges, Centers and Departments | ||||||
| 143 | Cornell University | https://www.cornell.edu/ | Colleges, Centers and Departments | |||||||
| 144 | NYU Courant | https://cims.nyu.edu/ | Courant Institute of Mathematical Sciences, New York University | Colleges, Centers and Departments | ||||||
| 145 | Oxford Man | https://www.oxford-man.ox.ac.uk/ | Oxford-Man Institute of Quantitative Finance | Colleges, Centers and Departments | ||||||
| 146 | Stanford Advanced Financial Technologies | https://fintech.stanford.edu/ | Stanford Advanced Financial Technologies Laboratory | Colleges, Centers and Departments | ||||||
| 147 | Berkeley Lab CIFT | https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/ | Colleges, Centers and Departments |