jnenx's repositories
awesome-ai-in-finance
π¬ A collection for those AI (RL / DL / SL / Evoluation / Genetic Algorithm) used in financial market. otherwise, we add Technology Analysis / Alpha Research / Arbitrage and other useful strategies tools & docs in quantitative finance market.
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
compendium
The Greatest Collection of anything related to finance and crypto
Crypto-Signal
Github.com/CryptoSignal - #1 Quant Trading & Technical Analysis Bot - 2,100 + stars, 580 + forks
ddpg-rl-portfolio-management
Using Reinforcement Learning with Deep Deterministic Policy Gradient for Portfolio Optimization
Deep-Reinforcement-Learning-Algorithms-with-PyTorch
PyTorch implementations of deep reinforcement learning algorithms and environments
eiten
Statistical and Algorithmic Investing Strategies for Everyone
EliteQuant
A list of online resources for quantitative modeling, trading, portfolio management
financial-machine-learning-2
A curated list of practical financial machine learning (FinML) tools and applications in Python (by @firmai)
FinNLP-Progress
NLP progress in Fintech. A repository to track the progress in Natural Language Processing (NLP) related to the domain of Finance, including the datasets, papers, and current state-of-the-art results for the most popular tasks.
gym-continuousDoubleAuction
A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray (RLLib) is used for training.
hft-1
real high-frequency-trading system based on c++
jesse
An advanced crypto trading framework
LOBpipeline
Limit order book processing GPU pipeline
Machine-Learning-for-Asset-Managers
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos LΓ³pez de Prado.
machine-learning-for-trading
Code and resources for Machine Learning for Algorithmic Trading, 2nd edition.
NeuroEvolutionMarketTrader
Neuro evolution agent to buy and sell stocks atumatically
PGPortfolio
PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).
PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
reinforcement_trader
Final Year Project (NTU SCSE AY1920): Reinforcement Trading for Multi-Market Portfolio with Crisis Avoidance
skoltech-dl-project
Skoltech Deep Learning course 2020 project - Convolutional RNNs for Portfolio Investments of Cryptocurrencies using Order Book Data
Stock-Prediction-Models
Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations
surpriver
Find big moving stocks before they move using machine learning and anomaly detection
T-1000
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trading_gym
a unified environment for supervised learning and reinforcement learning in the context of quantitative trading