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github-actions[bot] 39c0d87557 chore: autopublish 2021-12-17T06:56:40Z
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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>[Long-Term-Stock-Price-Growth-Prediction-using-NLP-on-10-K-Financial-Reports](https://github.com/deepak223098/Long-Term-Stock-Price-Growth-Prediction-using-NLP-on-10-K-Financial-Reports)</sub> | <sub>NEW</sub> | <sub>2019-12-21 07:14:30</sub> | <sub>2020-07-06 11:21:13</sub> | <sub>9.0</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>2018-04-10 05:15:49</sub> | <sub>2018-04-10 05:28:54</sub> | <sub>9.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[TradeFinexLive](https://github.com/XinFinOrg/TradeFinexLive)</sub> | <sub>NEW</sub> | <sub>2018-03-21 10:05:22</sub> | <sub>2021-08-16 11:40:03</sub> | <sub>7.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[SafetyAndTrade](https://github.com/vrdcas/SafetyAndTrade)</sub> | <sub>NEW</sub> | <sub>2020-04-11 20:18:03</sub> | <sub>2020-04-12 17:00:36</sub> | <sub>6.0</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>2018-08-06 16:09:44</sub> | <sub>2020-11-22 19:02:07</sub> | <sub>50.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Empirical-Method-in-Finance](https://github.com/yitaohu88/Empirical-Method-in-Finance)</sub> | <sub>NEW</sub> | <sub>2021-01-13 23:48:30</sub> | <sub>2021-01-13 23:57:32</sub> | <sub>5.0</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>2017-08-07 14:44:32</sub> | <sub>2017-08-08 22:52:11</sub> | <sub>5.0</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>2015-06-01 15:31:39</sub> | <sub>2020-02-28 17:30:19</sub> | <sub>4153.0</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>2018-03-13 07:39:20</sub> | <sub>2018-03-13 07:42:36</sub> | <sub>4.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Quant Finance](https://github.com/mrefermat/quant_finance)</sub> | <sub>General quant repository.</sub> | <sub>2018-08-11 22:59:53</sub> | <sub>2019-11-12 04:49:01</sub> | <sub>34.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Quantropy](https://github.com/AlainDaccache/Quantropy)</sub> | <sub>NEW</sub> | <sub>2020-06-13 15:34:25</sub> | <sub>2021-03-15 01:49:23</sub> | <sub>34.0</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>2016-05-10 11:03:48</sub> | <sub>2016-05-17 03:44:56</sub> | <sub>33.0</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>2016-05-10 11:03:48</sub> | <sub>2016-05-17 03:44:56</sub> | <sub>33.0</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>2015-10-04 09:10:54</sub> | <sub>2020-03-28 18:33:58</sub> | <sub>23.0</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>2016-06-03 21:49:15</sub> | <sub>2020-04-27 18:40:41</sub> | <sub>2119.0</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>2018-06-26 20:36:47</sub> | <sub>2019-10-22 21:56:46</sub> | <sub>19.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Factor Analysis](https://github.com/alpha-miner/alpha-mind/tree/master/notebooks)</sub> | <sub>Factor strategy notebooks.</sub> | <sub>2017-05-01 07:36:54</sub> | <sub>2021-06-26 07:13:21</sub> | <sub>186.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[AlphaTrading](https://github.com/jerryxyx/AlphaTrading)</sub> | <sub>NEW</sub> | <sub>2018-05-18 22:09:52</sub> | <sub>2018-08-07 18:05:37</sub> | <sub>173.0</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>2017-09-12 13:35:09</sub> | <sub>2020-08-06 12:35:44</sub> | <sub>153.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Stock-Prediction](https://github.com/Ronak-59/Stock-Prediction)</sub> | <sub>NEW</sub> | <sub>2018-03-18 04:54:45</sub> | <sub>2020-02-28 11:43:07</sub> | <sub>152.0</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>2014-12-15 11:23:34</sub> | <sub>2018-07-10 06:38:12</sub> | <sub>1402.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[simulate](https://github.com/leolle/simulate)</sub> | <sub>NEW</sub> | <sub>2017-06-04 15:18:21</sub> | <sub>2018-11-11 14:03:40</sub> | <sub>12.0</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>2016-11-15 19:24:17</sub> | <sub>2017-01-14 21:19:30</sub> | <sub>11.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[-L-](https://github.com/jettbrains/-L-)</sub> | <sub>NEW</sub> | <sub>2019-10-28 21:50:26</sub> | <sub>2019-10-28 21:51:19</sub> | <sub>10.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Machine_learning_In_Finance](https://github.com/chaudharigauravi/Machine_learning_In_Finance)</sub> | <sub>NEW</sub> | <sub>2019-08-03 04:04:51</sub> | <sub>2019-08-03 04:05:32</sub> | <sub>10.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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