7u4 / financial-machine-learning

A curated list of practical financial machine learning tools and applications.

Home Page:https://www.ml-quant.com/

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Future of the Community

Two things:

  1. We have decided to start a Slack group (invite) & a website ML-Quant see a screenshot of the website below. https://www.ml-quant.com/

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Financial Machine Learning and Data Science

A curated list of practical financial machine learning (FinML) tools and applications. This collection is primarily in Python.

A listed repository should be deprecated if:

  • Repository's owner explicitly say that "this library is not maintained".
  • Not committed for long time (2~3 years).

This repo is officially under revamp as of 3/29/2021!!

  • TODOs and roadmap is under the github project here
  • If you would like to contribute to this repo, please send us a pull request or contact @dereknow or @bin-yang-algotune
  • Join us in the gitter chat here

  • All repos/links status including last commit date is updated daily
  • Only 15 Highest ranked repos/links for each section are displayed on main README.md and full list is available within the wiki page
  • Both Wikis/README.md is updated in realtime as soon as new information are pushed to the repo

Trading

Deep Learning & Reinforcement Learning (Wiki)

repo comment created_at last_commit star_count repo_status rating
Stock-Prediction-Models very 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) 2017-12-18 10:49:59 2021-01-05 10:31:50 4635.0 ✔️ ⭐x5
AI Trading AI to predict stock market movements. 2019-01-09 08:02:47 2019-02-11 16:32:47 3200.0 ✖️ ⭐x5
FinRL-Library started 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 use pyfolio for showing backtesting stats. Big contributions on Proximal Policy Optimization (PPO) advantage actor critic (A2C) and Deep Deterministic Policy Gradient (DDPG) agents for trading 2020-07-26 13:18:16 2021-12-11 08:01:50 2982.0 ✔️ ⭐x5
Deep Learning IV Bulbea: Deep Learning based Python Library. 2017-03-09 06:11:06 2017-03-19 07:42:49 1582.0 ✖️ ⭐x5
RLTrader predecessor to tensortrade uses open api gym and neat way to render matplotlib plots in real time. Also explains LSTM/data stationarity/Bayesian optimization using Optuna etc. 2019-04-27 18:35:15 2019-10-17 16:25:49 1463.0 ✖️ ⭐x5
Deep Learning III Algorithmic trading with deep learning experiments. 2016-06-18 18:23:06 2018-08-07 15:24:45 1307.0 ✖️ ⭐x5
Personae implementation of deep reinforcement learning and supervised learnings covering areas: deep deterministic policy gradient (DDPG) and DDQN etc. Data are being pulled from rqalpha which is a python backtest engine and have a nice docker image to run training/testing 2018-03-10 11:22:00 2018-09-02 17:21:38 1179.0 ✖️ ⭐x5
RL Trading A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab. nan nan nan ✔️ ⭐x4
Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 Part of FinRL and provided code for paper deep reinformacement learning for automated stock trading focuses on ensemble. 2020-07-26 13:12:53 2021-01-21 18:11:59 928.0 ✔️ ⭐x4
awesome-deep-trading curated 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 cbailes 2018-11-26 03:23:04 2021-01-01 09:41:21 781.0 ✔️ ⭐x4
Neural Network Neural networks to predict stock prices. 2018-09-10 06:34:53 2018-11-21 07:39:31 562.0 ✖️ ⭐x4
Deep Learning Technical experimentations to beat the stock market using deep learning. 2016-12-12 02:15:12 2017-03-04 08:37:29 439.0 ✖️ ⭐x4
LTSM Recurrent OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network. 2018-10-07 03:58:26 2019-08-03 09:00:44 1336.0 ✖️ ⭐x4
RL III Github -Deep Reinforcement Learning based Trading Agent for Bitcoin. 2017-09-21 17:05:19 2018-04-13 16:33:21 627.0 ✖️ ⭐x3
crypto-rl Retrieve limit order book level data from coinbase pro and bitfinex -> record in arctic timeseries database then implemented trend following strategies (market orders) and market making (limit orders). Uses reinforcement learning (DQN) keras-rl to create agents and uses openai gym to implement POMDP (partially observable markov decision process) 2018-06-21 01:06:01 2021-11-30 13:52:18 475.0 ✔️ ⭐x3

Other Models (Wiki)

repo comment created_at last_commit star_count repo_status rating
Hands-On-Machine-Learning-for-Algorithmic-Trading repo for book hands-on-machine learning for algorithmic trading covering topic from data/unsupervised learning/NPL/RNN & CNN/reinforcement learning etc. Leverage zipline/alphalens/sklearn/openai-gym etc as well. Good references to have 2019-05-07 11:04:25 2021-01-19 07:51:00 760.0 ✔️ ⭐x5
Microservices-Based-Algorithmic-Trading-System docker based platfrom for developing algo trading strategies. Very interesting combinations of open source components were used including backtrader for backtest strategies / mlflow for managing the machine learning model life cycle (i.e. training and developing machine learning models) / airflow used as workflow management including schedule data download etc. / superset web data visualization tool similar to tableau / minio for fast object storage (i.e. storing saved models and model artifacts) / postgresql used to store security master and daily and minute data. Also contains some details on deployment on cloud 2020-01-06 00:21:58 2021-05-29 18:07:29 180.0 ✔️ ⭐x5
Awesome-Quant-Machine-Learning-Trading curated list of books/online courses/youtube videos/blogs/interviews/papers/code etc. Updates are pretty infrequent 2018-11-05 21:09:06 2020-10-08 16:48:18 1278.0 ✔️ ⭐x5
AlphaPy machine learning framework built on sklearn and pandas. Support pyfolio/xgboost/lightgmb/catboost(gradient boosting on decision tress) etc. Examples include financial market prediction/sports prediction/kaggle. Configurations are set though yaml file for all model process including feature selection/grid search on parameters and aggregate results for each model 2016-02-14 00:47:32 2021-10-23 07:17:16 672.0 ✔️ ⭐x4
Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original official repo for machine learning for algorithmic trading book. Covering topics including backtesting/boosting/nlp/deep&reinforcement learning. Leverage open source libraries including backtrader zipline and talib 2019-11-15 08:51:40 2021-01-21 07:56:08 443.0 ✔️ ⭐x4
fin-ml accompanying materials for book Machine Learning and Data Science Blueprints for Finance on top of basic machine learning models i.e. nlp/reinforcement learning/supervised & unsupervised learning it covers wider topics including robo-advisors/fraud detection/loan default/derivative pricing/yield curve construction. 2020-05-10 00:25:56 2021-01-23 17:15:07 207.0 ✔️ ⭐x4
Fundamental LT Forecasts Research in investment finance for long term forecasts and a curated list of notebooks. Each topic contains a youtube video explaining in details. Interesting topics including using price per book ratio and other multiples for future return prediction and portfolio optimization. data sourced form simfin yahoo finance and s&p 500 earnings and estimate report etc. 2018-07-22 08:14:46 2021-11-05 10:58:02 507.0 ✔️ ⭐x3
MathAndScienceNotes Collections of news/articles on various topics including quant trading and machine learning. Some articles are from ycombinator message board and rediit algotrading forum 2016-03-11 19:13:00 2020-12-21 03:54:51 467.0 ✔️ ⭐x3
stock-trading-ml lstm model using keras to predict msft prices. Data is from alphavantage which provides some free data through web services. Showing how to use concatenation layer to join timeseries data with TA data. Might be abit of overfitting on the model though 2019-10-10 09:44:02 2019-10-12 11:38:49 422.0 ✖️ ⭐x3
Stock.Indicators list of technical indicators implemented in c#. Full list and explanation available here. This list contains several indicators that ta-lib does not cover 2019-12-29 05:18:07 2021-12-03 04:33:54 349.0 ✔️ ⭐x3
ML_Finance_Codes accompanying materials for book Machine Learning in Finance covering probabilistic modeling/sequence modeling/neural networks/reinforcement learning etc. 2019-09-27 16:13:50 2020-06-13 21:20:26 342.0 ✔️ ⭐x3
mlfinlab open source library maintained by hudson and thames though much of the content has moved to a subscription model. Idea is to implement academic research in python code and aggregate it as a package. Sources from Journal of financial data science / journal of portfolio management / journal of algorithmic finance / cambridge university press 2019-02-13 16:57:25 2021-12-01 08:04:50 2664.0 ✔️ ⭐x3
mosquito base framework trading bot for crypto. Stores data in local mongodb instance and supports backtest and live trading on poloniex and bittrex which are 12-15th ranked crypto exchanges by volume. Leverage talib for ta data and plotly for visualization 2017-06-18 19:57:17 2021-10-03 22:11:01 245.0 ✔️ ⭐x3
Machine-Learning-for-Algorithmic-Trading-Bots-with-Python code repo for machine learning for algorithmic trading bots video series. Contains notebooks and deep dive using zipline 2018-12-06 11:35:08 2021-01-18 06:40:53 233.0 ✔️ ⭐x3
Short-Term Movement Cues Identify social/historical cues for short term stock movement. Sklearn SVM model is used and good visualization coded in matplotlib 2016-09-12 18:38:17 2021-06-24 15:43:54 2243.0 ✔️ ⭐x3

Data Processing Techniques and Transformations (Wiki)

repo comment created_at last_commit star_count repo_status rating
Advanced ML Exercises to book advances in financial machine learning. Relevant topics include data cleaning and outlier detection (using MAD) 2018-04-25 17:22:40 2020-01-16 17:25:41 1124.0 ✔️ ⭐x4
Twitter-Trends sentiment analysis baed on twitter data. Relevant topics include data cleaning/tokenization/data aggregation using mangodb etc. 2017-05-22 17:07:45 2017-05-23 08:06:27 74.0 ✖️ ⭐x3
Google-Finance-Stock-Data-Analysis data processing platform which stream data from kafka. The example shows two incoming data stream stock vs tweets and two spark streams are created to consume the kafka data then end results are stored in cassandra. Older tech stacks were used and not actively maintained. 2017-07-23 02:59:59 2017-07-23 03:10:35 71.0 ✖️ ⭐x3
finserv-application-blueprint generate streamable data using mapr converged data platfrom built mostly in java. Uses apache zepplin for web visualization 2016-09-26 19:42:54 2021-06-07 17:38:13 76.0 ✔️ ⭐x2
cointrader java based platform for trading crypto. Relevant sections including using esper event queries to transform data and place orders 2014-06-01 01:14:12 2021-10-05 18:44:36 381.0 ✔️ ⭐x2
CryptoNets CryptoNets is a demonstration of the use of Neural-Networks over data encrypted with Homomorphic Encryption. Homomorphic Encryptions allow performing operations such as addition and multiplication over data while it is encrypted. 2019-06-02 05:48:39 2019-09-12 13:03:05 179.0 ✖️ ⭐x2

Portfolio Management

Portfolio Selection and Optimisation (Wiki)

repo comment created_at last_commit star_count repo_status rating
Modern Portfolio Theory Universal portfolios; modern portfolio theory. nan nan nan ✔️
Online Portfolio Selection ****Comparing OLPS algorithms on a diversified set of ETFs. nan nan nan ✔️
OLMAR Algorithm Relative importance of each component of the OLMAR algorithm. 2016-07-26 16:20:10 2016-12-30 11:40:53 9.0 ✖️
Riskfolio-Lib NEW 2020-03-02 19:49:06 2021-10-11 04:31:03 791.0 ✔️
DeepDow Portfolio optimization with deep learning. 2020-02-02 08:46:33 2021-07-09 14:59:21 446.0 ✔️
Reinforcement Learning Reinforcement Learning for Portfolio Management. 2017-10-07 09:14:33 2018-06-26 09:22:27 384.0 ✖️
Distribution Characteristic Optimisation Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account. 2018-11-16 12:20:25 2021-10-10 11:03:23 273.0 ✔️
PyPortfolioOpt Financial portfolio optimisation, including classical efficient frontier and advanced methods. 2018-05-29 13:30:30 2021-10-19 20:54:46 2492.0 ✔️
riskparity.py NEW 2019-07-13 21:30:55 2021-06-10 12:25:08 167.0 ✔️
401K Portfolio Optimisation Portfolio analyses and optimisation for 401K. 2018-08-01 19:48:24 2019-09-05 11:18:56 15.0 ✖️
Policy Gradient Portfolio A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. 2017-11-12 16:08:44 2021-07-30 15:03:59 1419.0 ✔️
Efficient Frontier Modern Portfolio Theory. 2018-02-17 08:19:46 2018-02-27 13:16:57 121.0 ✖️
Deep Portfolio Theory Autoencoder framework for portfolio selection. 2017-02-10 09:03:08 2018-03-08 16:47:00 111.0 ✖️
node-finance NEW 2011-09-17 17:49:56 2021-04-05 08:01:12 106.0 ✔️

Factor and Risk Analysis (Wiki)

repo comment created_at last_commit star_count repo_status rating
Long-Term-Stock-Price-Growth-Prediction-using-NLP-on-10-K-Financial-Reports NEW 2019-12-21 07:14:30 2020-07-06 11:21:13 9.0 ✔️
stock-market-analysis-using-python-numpy-pandas NEW 2018-04-10 05:15:49 2018-04-10 05:28:54 9.0 ✖️
TradeFinexLive NEW 2018-03-21 10:05:22 2021-08-16 11:40:03 7.0 ✔️
SafetyAndTrade NEW 2020-04-11 20:18:03 2020-04-12 17:00:36 6.0 ✔️
VaR GaN Estimate Value-at-Risk for market risk management using Keras and TensorFlow. 2018-08-06 16:09:44 2020-11-22 19:02:07 50.0 ✔️
Empirical-Method-in-Finance NEW 2021-01-13 23:48:30 2021-01-13 23:57:32 5.0 ✔️
Various Risk Measures Risk measures and factors for alternative and responsible investments. 2017-08-07 14:44:32 2017-08-08 22:52:11 5.0 ✖️
Pyfolio Portfolio and risk analytics in Python. 2015-06-01 15:31:39 2020-02-28 17:30:19 4153.0 ✔️
Factor Analysis Factor analysis for mutual funds. 2018-03-13 07:39:20 2018-03-13 07:42:36 4.0 ✖️
Quant Finance General quant repository. 2018-08-11 22:59:53 2019-11-12 04:49:01 34.0 ✖️
Quantropy NEW 2020-06-13 15:34:25 2021-03-15 01:49:23 34.0 ✔️
CAPM Expected returns using CAPM. 2016-05-10 11:03:48 2016-05-17 03:44:56 33.0 ✖️
Risk Basic Active portfolio risk management . 2016-05-10 11:03:48 2016-05-17 03:44:56 33.0 ✖️
Statistical Finance Various financial experiments. 2015-10-04 09:10:54 2020-03-28 18:33:58 23.0 ✔️
Performance Analysis Performance analysis of predictive (alpha) stock factors. 2016-06-03 21:49:15 2020-04-27 18:40:41 2119.0 ✔️

Techniques

Unsupervised (Wiki)

repo comment created_at last_commit star_count repo_status rating
PCA Pairs Trading PCA, Factor Returns, and trading strategies. nan nan nan ✔️
Pairs Trading Finding pairs with cluster analysis. 2017-09-05 19:19:19 2017-09-27 20:42:14 95.0 ✖️
Fund Clusters Data exploration of fund clusters. 2018-04-16 22:18:55 2018-06-07 22:01:32 6.0 ✖️
Industry Clustering Clustering of industries. 2017-07-21 02:12:51 2017-07-23 02:53:37 5.0 ✖️
Industry Clustering Project to cluster industries according to financial attributes. 2017-07-21 02:12:51 2017-07-23 02:53:37 5.0 ✖️
all-classification-templetes-for-ML NEW 2020-05-05 10:28:52 2020-05-05 10:30:32 44.0 ✔️
Eigen-Portfolio NEW 2018-09-05 05:29:18 2020-04-09 21:40:04 41.0 ✔️
Stock_Support_Resistance_ML NEW 2019-12-22 20:25:48 2021-05-02 04:25:21 37.0 ✔️
VRA Stock Embedding Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history. 2017-06-21 04:47:14 2017-06-21 04:51:13 34.0 ✖️
hmm_market_behavior NEW 2019-09-08 17:37:39 2020-05-10 14:36:03 28.0 ✔️
AnomalyDetectionOnRisk NEW 2018-05-31 15:53:02 2018-05-31 16:18:28 12.0 ✖️
Credit-Card-Fraud-Detection NEW 2019-03-31 05:33:17 2019-03-31 05:38:43 11.0 ✖️

Textual (Wiki)

repo comment created_at last_commit star_count repo_status rating
NLP This project assembles a lot of NLP operations needed for finance domain. nan nan nan ✔️
Extensive NLP Comprehensive NLP techniques for accounting research. 2017-10-25 07:10:26 2020-06-05 03:28:46 86.0 ✔️
NLP Event Applying Deep Learning and NLP in Quantitative Trading. 2018-07-02 23:50:52 2019-01-31 14:08:20 77.0 ✖️
Fund classification Fund classification using text mining and NLP. 2018-04-16 22:18:55 2018-06-07 22:01:32 6.0 ✖️
Financial Sentiment Analysis Sentiment, distance and proportion analysis for trading signals. 2017-06-23 00:05:49 2019-01-26 03:35:55 54.0 ✖️
Earning call transcripts Correlation between mutual fund investment decision and earning call transcripts. 2017-12-30 08:56:03 2018-01-11 02:11:11 5.0 ✖️
awesome-financial-nlp NEW 2019-10-03 03:53:20 2020-02-01 08:28:16 264.0 ✔️
news-emotion NEW 2017-09-14 02:59:03 2018-06-11 13:47:51 262.0 ✖️
FinNLP-Progress NEW 2020-05-21 09:59:56 2021-09-30 08:26:25 222.0 ✔️
Buzzwords Return performance and mutual fund selection. 2018-02-04 21:51:16 2018-02-04 21:57:09 2.0 ✖️
financial-news-dataset NEW 2016-08-23 13:29:07 2021-03-04 06:34:24 160.0 ✔️
FinBERT NEW 2019-07-09 16:34:27 2020-05-19 02:02:20 156.0 ✔️
Accounting Anomalies Using deep-learning frameworks to identify accounting anomalies. 2017-05-24 12:36:38 2019-08-07 21:47:08 130.0 ✖️
Financial Statement Sentiment Extracting sentiment from financial statements using neural networks. 2018-06-04 20:54:14 2018-06-04 20:56:02 13.0 ✖️
BDCI2019-Negative_Finance_Info_Judge NEW 2019-12-27 03:49:31 2020-12-04 03:38:57 115.0 ✔️

Other Assets

Derivatives and Hedging (Wiki)

repo comment created_at last_commit star_count repo_status rating
Options Black Scholes and Copula. nan nan nan ✔️
Volatility and Variance Derivatives Volatility derivatives analytics. 2016-10-21 04:12:50 2021-05-15 10:12:38 91.0 ✔️
FinanceDatabase NEW 2021-01-28 18:36:09 2021-12-03 12:10:52 900.0 ✔️
Derivative Markets The economics of futures, futures, options, and swaps. 2016-02-09 05:30:27 2021-04-15 16:02:59 9.0 ✔️
gs-quant NEW 2018-12-14 21:10:40 2021-12-02 14:00:47 890.0 ✔️
tda-api NEW 2020-04-03 21:19:12 2021-12-05 03:01:16 881.0 ✔️
wallstreet NEW 2016-01-20 22:03:39 2021-07-09 21:03:50 723.0 ✔️
FinancePy NEW 2019-10-27 15:04:56 2021-12-03 18:58:50 689.0 ✔️
Strata NEW 2014-06-16 11:45:55 2021-12-09 18:16:26 650.0 ✔️
algotrader NEW 2018-04-10 02:31:26 2020-08-27 08:16:44 521.0 ✔️
Hull White Callable Bond, Hull White. 2018-06-06 22:06:06 2018-06-06 22:27:02 5.0 ✖️
optopsy NEW 2017-09-17 01:49:54 2021-06-04 16:13:34 496.0 ✔️
StockSharp NEW 2014-12-08 07:53:44 2021-12-10 19:03:27 4584.0 ✔️
Derivatives Python Derivative analytics with Python. 2015-07-09 12:27:29 2021-02-22 13:29:18 431.0 ✔️
akshare NEW 2019-10-01 07:34:12 2021-12-11 16:29:11 4309.0 ✔️

Fixed Income (Wiki)

repo comment created_at last_commit star_count repo_status rating
Vasicek Bootstrapping and interpolation. 2018-07-18 19:26:54 2018-07-18 19:34:48 4.0 ✖️
Binomial Tree Utility functions in fixed income securities. 2019-02-02 08:44:14 2019-05-03 17:16:52 3.0 ✖️
rating_history NEW 2017-11-23 22:52:14 2017-12-03 20:42:49 29.0 ✖️
market-data NEW 2012-12-07 13:42:48 2012-12-15 12:10:06 26.0 ✖️
woe NEW 2017-09-11 07:15:04 2018-03-01 10:45:40 235.0 ✖️
punk.protocol NEW 2021-04-29 08:39:42 2021-08-13 11:53:11 21.0 ✔️
DROP-Fixed-Income NEW 2017-08-10 20:58:18 2018-09-26 19:21:02 21.0 ✖️
Corporate Bonds Predicting the buying and selling volume of the corporate bonds. 2017-09-27 19:57:13 2017-09-27 20:00:29 12.0 ✖️
MagentoExtensions NEW 2014-07-03 05:45:54 2017-11-24 16:15:49 112.0 ✖️

Alternative Finance (Wiki)

repo comment created_at last_commit star_count repo_status rating
Venture Capital NN Cox-PH neural network predictions for VC/innovations finance research. nan nan nan ✔️
EDMarketConnector NEW 2015-06-02 19:17:34 2021-11-22 11:08:03 796.0 ✔️
Watch Valuation Analysis of luxury watch data to classify whether a certain model is likely to be over-or undervalued. 2017-02-08 18:39:29 2017-04-27 22:55:55 7.0 ✖️
yahoofinancials NEW 2017-10-22 03:10:57 2020-10-18 23:43:29 618.0 ✔️
botupdate NEW 2019-07-01 20:22:44 2020-10-29 02:31:17 582.0 ✔️
Kiva Crowdfunding Exploratory data analysis. 2018-02-27 16:46:02 2019-02-13 00:15:27 5.0 ✖️
Venture Capital Insight into a new founder to make data-driven investment decisions. 2017-12-04 08:59:44 2017-12-13 05:35:27 4.0 ✖️
VC OLS VC regression. 2018-03-29 23:31:13 2018-03-29 23:33:19 3.0 ✖️
pitch_deck NEW 2016-09-17 01:30:26 2021-12-10 23:53:23 177.0 ✔️
pitch-deck NEW 2016-09-17 01:30:26 2021-12-10 23:53:23 177.0 ✔️
Blockchain Repository for distributed autonomous investment banking. 2016-09-05 19:12:40 2017-04-24 10:48:56 13.0 ✖️
Art Valuation Art evaluation analytics. 2014-12-11 00:25:39 2014-12-12 21:25:46 11.0 ✖️
Private Equity Valuation models. 2016-01-27 21:13:33 2016-03-14 20:03:52 10.0 ✖️

Extended Research (Wiki)

repo comment created_at last_commit star_count repo_status rating
Commodity Commodity influence over Brazilian stocks. nan nan nan ✔️
Real Estate Property Fraud Unsupervised fraud detection model that can identify likely candidates of fraud. nan nan nan ✔️
ITCH NEW 2019-03-09 18:20:12 2021-10-22 23:41:53 95.0 ✔️
fraud-detection-handbook NEW 2021-05-03 11:33:12 2021-12-03 09:35:43 94.0 ✔️
NLP Finance Papers Curating quantitative finance papers using machine learning. 2018-10-11 20:32:37 2018-12-24 23:27:55 9.0 ✖️
HFT High frequency trading. 2016-07-21 05:14:14 2017-02-14 16:47:25 886.0 ✖️
FraudDetection-Microservices NEW 2016-06-08 23:24:21 2017-01-18 17:52:01 86.0 ✖️
system NEW 2013-04-11 16:14:53 2021-11-13 22:34:09 86.0 ✔️
fecon236 NEW 2018-04-05 19:34:51 2019-01-11 08:07:56 86.0 ✖️
HFT-CNN NEW 2018-08-18 06:39:32 2018-11-09 02:29:00 85.0 ✖️
fx_systrade NEW 2015-07-24 11:46:28 2020-10-23 10:17:01 82.0 ✔️
Trading-Bot NEW 2017-11-27 21:20:40 2018-01-22 21:00:57 80.0 ✖️
freqtrade_bot NEW 2020-12-21 00:14:25 2021-01-07 19:52:54 80.0 ✔️
go-quantcup NEW 2015-02-04 10:33:12 2015-06-11 12:50:09 76.0 ✖️
HFT_Bitcoin NEW 2017-07-27 07:11:48 2017-08-21 14:50:35 76.0 ✖️

Courses (Wiki)

repo comment created_at last_commit star_count repo_status rating
zero-to-mastery-ml NEW 2019-09-23 04:56:51 2021-10-18 02:23:51 980.0 ✔️
datasci_course_materials NEW 2013-04-12 05:54:36 2017-03-21 19:21:02 902.0 ✖️
ciml NEW 2015-08-12 19:26:00 2017-01-20 16:24:19 798.0 ✖️
Octave NEW 2011-10-24 23:50:52 2016-07-08 20:45:40 797.0 ✖️
mlcourse.ai NEW 2017-02-27 08:32:20 2021-12-09 15:20:32 7951.0 ✔️
ml-course-msu NEW 2015-09-11 08:51:24 2018-05-07 15:40:56 795.0 ✖️
DAT4 NEW 2014-12-10 19:38:29 2021-02-15 23:26:27 764.0 ✔️
ML_course NEW 2016-07-13 15:37:38 2021-12-09 18:50:09 756.0 ✔️
coursera-deep-learning-specialization NEW 2020-06-24 05:59:01 2021-11-02 02:27:50 749.0 ✔️
datascience-box NEW 2017-12-29 22:16:17 2021-11-08 01:14:14 734.0 ✔️
Mathematical Finance NYU Math-GA 2048: Scientific Computing in Finance. 2015-01-25 21:10:37 2020-03-25 04:24:25 73.0 ✔️
DataScienceSpCourseNotes NEW 2015-03-09 00:51:32 2016-02-16 06:12:54 719.0 ✖️
china-************ NEW 2015-04-02 20:51:50 2021-11-17 09:20:18 695.0 ✔️
ml-mipt NEW 2019-02-01 16:20:39 2021-11-22 16:23:09 690.0 ✔️
Algo Trading Intro to algo trading. 2017-10-29 20:34:54 2019-01-22 06:56:08 68.0 ✖️

Data (Wiki)

repo comment created_at last_commit star_count repo_status rating
Non-financial Corporate nan nan nan nan ✔️
IRS nan nan nan nan ✔️
Financial Corporate nan nan nan nan ✔️
https://fred.stlouisfed.org/ nan nan nan nan ✔️
Capital Markets Data nan nan nan nan ✔️
http://finance.yahoo.com/ nan nan nan nan ✔️
Tools-termux NEW nan nan nan ✔️
Rating Industries nan nan nan nan ✔️
https://stooq.com nan nan nan nan ✔️
cs-fundamentals NEW 2016-12-29 21:47:23 2020-06-09 00:04:00 948.0 ✔️
element-china-area-data NEW 2017-03-01 06:10:33 2020-09-29 02:55:21 925.0 ✔️
hypercube NEW 2021-09-08 06:47:07 2021-10-14 13:44:17 924.0 ✔️
investpy NEW 2018-11-27 14:51:47 2021-10-26 13:37:05 915.0 ✔️
BitcoinExchangeFH NEW 2016-10-24 13:30:31 2021-11-30 22:16:21 887.0 ✔️
acra NEW 2016-11-14 16:23:25 2021-12-07 18:12:20 880.0 ✔️

Colleges, Centers and Departments (Wiki)

repo comment created_at last_commit star_count repo_status rating
Oxford Man Oxford-Man Institute of Quantitative Finance nan nan nan ✔️
Berkeley Lab CIFT nan nan nan nan ✔️
NYU Courant Courant Institute of Mathematical Sciences, New York University nan nan nan ✔️
Cornell University nan nan nan nan ✔️
Stanford Advanced Financial Technologies Stanford Advanced Financial Technologies Laboratory nan nan nan ✔️
NYU FRE Finance and Risk Engineering (NYU Tandon) nan nan nan ✔️

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A curated list of practical financial machine learning tools and applications.

https://www.ml-quant.com/


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