AI4Finance-Foundation / Awesome_AI4Finance

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Awesome AI4Finance

ChatGPT for FinTech

FinRL Blogs

A good survey paper:

Hambly, Ben, Renyuan Xu, and Huining Yang. "Recent advances in reinforcement learning in finance." arXiv preprint arXiv:2112.04553, 2021.

Selection Criteria

It is a byproduct from our weekly meetings, may be useful for newcomers.

The selection procedure is as follows: 1). recommendation from group members, 2). evaluation by core members after survey, 3). discussion and evalutation at our weekly meetings.

Financial Big Data

Giller, Graham L. Adventures in Financial Data Science: The empirical properties of financial data and some other things that interested me. Vol. 1. Giller Investments (New Jersey), LLC, 2020.

Data Source

Project Stars Recommendation Description
FinRL-Meta 550+ ⭐⭐⭐⭐⭐ A metaverse for financial deep reinforcement learning. Now providing dynamic market environments for stock, cryptocurrency, forex, paper/live trading, etc.
CCXT 26.9k ⭐⭐⭐⭐⭐ A JavaScript/Python/PHP crypto trading API
StockSharp 5.4k ⭐⭐⭐⭐ Algorithmic trading for stock markets, forex, bitcoins and options
TuShare 11.9k ⭐⭐⭐ Crawling historical data of CN stocks
yfinance 8.5k ⭐⭐⭐ Provide market historical data, easy to connect and use
Binance 3.0k ⭐⭐⭐ A well developed crypto trading platform
Alpaca 1.7k ⭐⭐⭐ API for free stock trading, supporting paper/live trading
WRDS 96 ⭐⭐ A python data access library for academic usage

Features and Technical Indicators

Project Stars Recommendation Description
TA-Lib 7.3k ⭐⭐⭐⭐⭐ For trading software developers requiring to perform technical analysis of financial market data
Clairvoyant 2.3k ⭐⭐⭐ Identify and monitor social/historical cues for short term stock movement
FinanceDatabase 1.5k ⭐⭐⭐ Database of symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets

Artificial Intelligence

Machine Learning

Project Stars Recommendation Description
ML for Trading 6.6k ⭐⭐⭐⭐⭐ A book shows how ML can add value to algorithmic trading strategies in a practical yet comprehensive way
Qlib 10.2k ⭐⭐⭐⭐ An AI-oriented quantitative investment platform with full ML pipeline
Stock-Prediction-Models 5.8k ⭐⭐⭐⭐ Machine learning and deep learning models for Stock forecasting
TF Quant Finance 3.6k ⭐⭐⭐ A TensorFlow library for quantitative finance by Google
Adv_Fin_ML_Exercises 1.4k ⭐⭐⭐ Experimental solutions to selected exercises from the book Advances in Financial Machine Learning by Marcos Lopez De Prado
AlphaPy 840+ ⭐⭐⭐ A machine learning framework for both speculators and data scientists
fin-ml 400+ ⭐⭐⭐ Code to the case studies in the book Machine Learning and Data Science Blueprints for Finance
stockpredictionai 3.6k ⭐⭐ A notebook of complete process for predicting stock price movements
MLFinLab 3.3k ⭐⭐ Using ML to design strategies. Now close source, codes no longer available

Reinforcement Learning

Project Stars Recommendation Description
FinRL 6.6k ⭐⭐⭐⭐⭐ The first open-source project for financial reinforcement learning, provide full pipeline of using DRL in financial tasks
ElegantRL 2.5k ⭐⭐⭐⭐⭐ Scalable and elastic deep reinforcement learning library using PyTorch
tensortrade 4.1k ⭐⭐⭐⭐ An RL framework for training, evaluating, and deploying robust trading agents
FinRL-Trading 1.3k ⭐⭐⭐⭐ Ensemble strategy and live trading using DRL
gym-anytrading 1.4k ⭐⭐⭐ OpenAI Gym trading environment

Others

Project Stars Recommendation Description

Finance

Stock Recommendation

Project Stars Recommendation Description
ML_for_Stock_Recomm 34 ⭐⭐ A Practical Machine Learning Approach for Dynamic Stock Recommendation

Trading

Project Stars Recommendation Description
HFT-LOB-Trading-ML 1.3k ⭐⭐⭐ Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

Portfolio Management

Project Stars Recommendation Description
PyPortfolioOpt 3.2k ⭐⭐⭐⭐ Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
OLPS 300 ⭐⭐ A toolbox for On-Line Portfolio Selection

High Performance Computing

Project Stars Recommendation Description
NumPy 21.5k ⭐⭐⭐⭐⭐ The fundamental package for scientific computing with Python, used by many other python libraries
Azure HPC ⭐⭐⭐ Azure high-performance computing (HPC) for financial services, provided by Microsoft Azure

Intepretation & Explainability

Trading Platform

Project Stars Recommendation Description
QuantConnect 7.0k ⭐⭐⭐⭐ An algorithmic trading engine built for easy strategy research, backtesting and live trading
HFT-LOB-Trading-ML 1.3k ⭐⭐⭐ Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data

Rendering Tools

Project Stars Recommendation Description
TradingGym 1。1k ⭐⭐⭐ "A toolkit for training and backtesting the reinforcement learning algorithms". Has pretty good dynamic rendering.
mplfinance 2.5k ⭐⭐⭐ Using Matplotlib to visualize financial data and market data
Rendering using Matplotlib and Gym - ⭐⭐⭐ A blog written by the main contributor of TensorTrading

Feedback: If you have any ideas or you want any other content to be added to this list, feel free to recommend.

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Resources

https://ai4finance.org

License:MIT License