tjevgerres / Awesome_AI4Finance

A collection of practical resources by the AI4Finance Foundation

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Awesome AI4Finance

Criteria of Selection and Evaluation

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

Our selection procedure is academic: 1). recommendation (via PRs/MRs) from our community 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 340+ ⭐⭐⭐⭐⭐ meta universe for financial markets
CCXT 23.4k ⭐⭐⭐⭐⭐ crypto trading
StockSharp 4.7k ⭐⭐⭐⭐ stock markets, forex, bitcoins and options
TuShare 11.4k ⭐⭐⭐ CN stocks
yfinance 6.7k ⭐⭐⭐ easy to connect
Binance 2.2k ⭐⭐⭐ crypto
Alpaca 1.5k ⭐⭐⭐ free stock trading
WRDS 85 ⭐⭐ academic usage

Features and Technical Indicators

Project Stars Recommendation Description
TA-Lib 6.3k ⭐⭐⭐⭐⭐
Clairvoyant 2.3k ⭐⭐⭐
FinanceDatabase 950+ ⭐⭐⭐

Artificial Intelligence

Machine Learning

Project Stars Recommendation Description
ML for Trading 5.3k ⭐⭐⭐⭐⭐
Qlib 8.1k ⭐⭐⭐⭐
Stock-Prediction-Models 4.9k ⭐⭐⭐⭐
Advances in Financial ML Exercises 1.2k ⭐⭐⭐⭐
TF Quant Finance 3k ⭐⭐⭐
AlphaPy 700+ ⭐⭐⭐
ML and DS Blueprints for Finance 200+ ⭐⭐⭐
stockpredictionai 3.3k ⭐⭐
MLFinLab 2.8k ⭐⭐

Reinforcement Learning

Project Stars Recommendation Description
FinRL 5.0k ⭐⭐⭐⭐⭐ The first open-source project for financial reinforcement learning.
ElegantRL 2.0k ⭐⭐⭐⭐⭐ Scalable and elastic deep reinforcement learning library using PyTorch.
tensortrade 3.8k ⭐⭐⭐⭐
DRL-Ensemble-ICAIF-2020 1k ⭐⭐⭐⭐
gym-anytrading 950+ ⭐⭐⭐

Others

Project Stars Recommendation Description

Finance

Stock Recommendation

Project Stars Recommendation Description
Ensemble 25 ⭐⭐

Trading

Project Stars Recommendation Description
HFT-LOB-Trading-ML 900+ ⭐⭐⭐

Portfolio Management

Project Stars Recommendation Description
PyPortfolioOpt 2.6k ⭐⭐⭐⭐
OLPS 279 ⭐⭐ On-Line Portfolio Selection

High Performance Computing

Project Stars Recommendation Description
NumPy 19.7k ⭐⭐⭐⭐⭐
Azure HPC ⭐⭐⭐

Intepretation & Explainability

Trading Platform

Project Stars Recommendation Description
QuantConnect 5.9k ⭐⭐⭐⭐
HFT-LOB-Trading-ML 900+ ⭐⭐⭐

Rendering Tools

Project Stars Recommendation Description
TradingGym 1k ⭐⭐⭐ "A toolkit for training and backtesting the reinforcement learning algorithms". Has pretty good dynamic rendering.
mplfinance 2.1k ⭐⭐⭐ 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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A collection of practical resources by the AI4Finance Foundation

License:MIT License