Track Awesome Ai in Finance Updates Daily
🔬 A curated list of awesome machine learning strategies & tools in financial market.
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Nov 03, 2022
Exchange API / Plugins
- PENDAX (⭐54) - Javascript SDK for Trading/Data API and Websockets for cryptocurrency exchanges like FTX, FTXUS, OKX, Bybit, & More
Oct 06, 2022
Others / Other Resource
- Explore Finance Service Libraries & Projects - Explore a curated list of Fintech popular & new libraries, top authors, trending project kits, discussions, tutorials & learning resources on kandi.
Aug 10, 2022
Time Series Data
- mlforecast (⭐97) - Scalable machine learning based time series forecasting.
Aug 09, 2022
Others / Other Resource
- FinancePy (⭐1.1k) - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Jul 18, 2022
Courses & Books & Blogs
- 🌟 QuantResearch (⭐937) - Quantitative analysis, strategies and backtests https://letianzj.github.io/
Visualizing / Plugins
- KLineChart (⭐1.2k) - Highly customizable professional lightweight financial charts
Mar 14, 2022
Papers
- FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance, 2020 - Introduce a DRL library FinRL that facilitates beginners to expose themselves to quantitative finance and to develop their own stock trading strategies.
Mar 08, 2022
Time Series Data
- Chaos Genius (⭐485) - ML powered analytics engine for outlier/anomaly detection and root cause analysis..
Dec 17, 2021
Research Tools / Crypto Currencies
- ML-Quant - Quant resources from ArXiv (sanity), SSRN, RePec, Journals, Podcasts, Videos, and Blogs.
Apr 25, 2021
Others / Other Resource
- 🌟🌟🌟 Stock-Prediction-Models (⭐5.5k) - Stock-Prediction-Models, Gathers machine learning and deep learning models for Stock forecasting, included trading bots and simulations.
- 🌟🌟 Financial Machine Learning (⭐2.9k) - A curated list of practical financial machine learning (FinML) tools and applications. This collection is primarily in Python.
Nov 27, 2020
Papers
- Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy, 2020 - Propose an ensemble strategy that employs deep reinforcement schemes to learn a stock trading strategy by maximizing investment return.
Time Series Data
- 🌟 Ensemble-Strategy (⭐1.2k) - Deep Reinforcement Learning for Automated Stock Trading.
- FinRL (⭐6.2k) - A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance.
Oct 27, 2020
Courses & Books & Blogs
- Mastering Python for Finance (⭐233) - Sources codes for: Mastering Python for Finance, Second Edition.
High Frequency Trading
- High-Frequency-Trading-Model-with-IB (⭐2k) - A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion.
Oct 14, 2020
Time Series Data
- AutomatedStockTrading-DeepQ-Learning (⭐208) - Build a Deep Q-learning reinforcement agent model as automated trading robot.
- Quantitative-Trading (⭐29) - Papers and code implementing Quantitative-Trading.
Aug 21, 2020
Traditional Market / Crypto Currencies
- lean (⭐6.7k) - Algorithmic trading engine built for easy strategy research, backtesting and live trading.
Aug 01, 2020
Time Series Data
- tf_deep_rl_trader (⭐205) - Trading environment(OpenAI Gym) + PPO(TensorForce).
- deep_rl_trader (⭐337) - Trading environment(OpenAI Gym) + DDQN (Keras-RL).
- stock_market_reinforcement_learning (⭐766) - Stock market trading OpenAI Gym environment with Deep Reinforcement Learning using Keras.
Portfolio Management
- qtrader (⭐402) - Reinforcement Learning for portfolio management.
- PGPortfolio (⭐1.5k) - A Deep Reinforcement Learning framework for the financial portfolio management problem.
Crypto Currencies Strategies
- tforce_btc_trader (⭐775) - TensorForce Bitcoin trading bot.
- gekkoga (⭐303) - Genetic algorithm for solving optimization of trading strategies using Gekko.
Technical Analysis
- Bitcoin_MACD_Strategy (⭐8) - Bitcoin MACD crossover trading strategy backtest.
- crypto-signal (⭐4.2k) - Automated crypto trading & technical analysis (TA) bot for Bittrex, Binance, GDAX, and more.
Data Sources / Crypto Currencies
- Gekko-Datasets (⭐153) - Gekko trading bot dataset dumps. Download and use history files in SQLite format.
Research Tools / Crypto Currencies
- 🌟🌟 TensorTrade (⭐4k) - Trade efficiently with reinforcement learning.
- empyrical (⭐986) - Common financial risk and performance metrics. Used by Zipline and pyfolio.
Traditional Market / Crypto Currencies
- 🌟🌟 zipline (⭐16k) - A python algorithmic trading library.
- backtrader (⭐9.5k) - Python backtesting library for trading strategies.
- kungfu (⭐2.7k) - Kungfu Master trading system.
Crypto Currencies / Crypto Currencies
- catalyst (⭐2.4k) - An algorithmic trading library for Crypto-Assets in python.
TA Lib / Plugins
- tulipnode (⭐440) - Official Node.js wrapper for Tulip Indicators. Provides over 100 technical analysis overlay and indicator functions.
Jul 30, 2020
Papers
- Ten Financial Applications of Machine Learning, 2018 - Slides review few important financial ML applications.
Data Sources / Traditional Markets
- Tushare (⭐12k) - Crawling historical data of Chinese stocks.
Jul 28, 2020
Courses & Books & Blogs
- Advanced-Deep-Trading (⭐414) - Experiments based on "Advances in financial machine learning" book.
Event Drive
- 🌟🌟 stockpredictionai (⭐3.5k) - Complete process for predicting stock price movements.
Time Series Data
- trading-gym (⭐221) - Trading agent to train with episode of short term trading itself.
- DeepLearningNotes (⭐332) - Machine learning in quant analysis.
Portfolio Management
- Deep-Reinforcement-Stock-Trading (⭐315) - A light-weight deep reinforcement learning framework for portfolio management.
High Frequency Trading
- 🌟 SGX-Full-OrderBook-Tick-Data-Trading-Strategy (⭐1.2k) - Solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
Crypto Currencies Strategies
- LSTM-Crypto-Price-Prediction (⭐235) - Predicting price trends in crypto markets using an LSTM-RNN for trading.
- Tensorflow-NeuroEvolution-Trading-Bot (⭐137) - A population model that trade cyrpto and breed and mutate iteratively.
- bitcoin_prediction (⭐231) - Code for "Bitcoin Prediction" by Siraj Raval on YouTube.
Technical Analysis
- gekko_trading_stuff (⭐110) - Awesome crypto currency trading platform.
Arbitrage
- r2 (⭐719) - Automatic arbitrage trading system powered by Node.js + TypeScript.
- cryptocurrency-arbitrage (⭐1k) - A crypto currency arbitrage opportunity calculator. Over 800 currencies and 50 markets.
- bitcoin-arbitrage (⭐2.2k) - Bitcoin arbitrage opportunity detector.
- blackbird (⭐5.6k) - Long / short market-neutral strategy.
Data Sources / Traditional Markets
- 🌟 Quandl - Get millions of financial and economic dataset from hundreds of publishers via a single free API.
Data Sources / Crypto Currencies
- CryptoInscriber (⭐35) - A live crypto currency historical trade data blotter. Download live historical trade data from any crypto exchange.
Research Tools / Crypto Currencies
- JAQS (⭐577) - An open source quant strategies research platform.
Traditional Market / Crypto Currencies
- rqalpha (⭐4.7k) - A extendable, replaceable Python algorithmic backtest & trading framework.
Crypto Currencies / Plugins
- CoinMarketCapBacktesting (⭐3) - Tests bt and Quantopian Zipline as backtesting frameworks for coin trading strategy.
- Gekko-BacktestTool (⭐219) - Batch backtest, import and strategy params optimalization for Gekko Trading Bot.
Crypto Currencies / Crypto Currencies
- zenbot (⭐8.2k) - Command-line crypto currency trading bot using Node.js and MongoDB.
- bot18 (⭐188) - High-frequency crypto currency trading bot developed by Zenbot.
- magic8bot (⭐312) - Crypto currency trading bot using Node.js and MongoDB.
- MACD - Zenbot MACD Auto-Trader.
Exchange API / Plugins
- HuobiFeeder (⭐38) - Connect HUOBIPRO exchange, get market/historical data for ABAT trading platform backtest analysis and live trading.
GYM Environment / Plugins
- 🌟 TradingGym (⭐1.1k) - Trading and Backtesting environment for training reinforcement learning agent.
- TradzQAI (⭐163) - Trading environment for RL agents, backtesting and training.
Others / Plugins
- zipline-tensorboard (⭐107) - TensorBoard as a Zipline dashboard.
Others / Other Resource
- 🌟 Awesome-Quant-Machine-Learning-Trading (⭐1.6k) - Quant / Algorithm trading resources with an emphasis on Machine Learning.
Jul 26, 2020
Papers
- The Theory of Speculation L. Bachelier, 1900 - The influences which determine the movements of the Stock Exchange are.
- Brownian Motion in the Stock Market Osborne, 1959 - The common-stock prices can be regarded as an ensemble of decisions in statistical equilibrium.
- Dragon-Kings, Black Swans and the Prediction of Crises Didier Sornette - The power laws in the distributions of event sizes under a broad range of conditions in a large variety of systems.
- Financial Trading as a Game: A Deep Reinforcement Learning Approach - Deep reinforcement learning provides a framework toward end-to-end training of such trading agent.
- Machine Learning for Trading - With an appropriate choice of the reward function, reinforcement learning techniques can successfully handle the risk-averse case.
Courses & Books & Blogs
- Advances in Financial Machine Learning - Using advanced ML solutions to overcome real-world investment problems.
Time Series Data
- 🌟 Personae (⭐1.2k) - Implements and environment of Deep Reinforcement Learning & Supervised Learning for Quantitative Trading.
Jul 21, 2020
Articles / Plugins
- The-Economist (⭐3.1k) - The Economist.
Jul 15, 2020
Papers
Courses & Books & Blogs
- AI in Finance - Learn Fintech Online.
Time Series Data
- trading-rl (⭐203) - Deep Reinforcement Learning for Financial Trading using Price Trailing.
- gym-trading (⭐638) - Environment for reinforcement-learning algorithmic trading models.
- zenbrain (⭐42) - A framework for machine-learning bots.
Portfolio Management
- DeepDow (⭐594) - Portfolio optimization with deep learning.
High Frequency Trading
- HFT_Bitcoin (⭐97) - Analysis of High Frequency Trading on Bitcoin exchanges.
Event Drive
- 🌟 trump2cash (⭐6.1k) - A stock trading bot powered by Trump tweets.
Crypto Currencies Strategies
- Gekko_ANN_Strategies (⭐50) - ANN trading strategies for the Gekko trading bot.
- gekko-neuralnet (⭐96) - Neural network strategy for Gekko.
Technical Analysis
- quant-trading (⭐3.4k) - Python quantitative trading strategies.
- Gekko-Bot-Resources (⭐196) - Gekko bot resources.
- gekko_tools (⭐148) - Gekko strategies, tools etc.
- gekko RSI_WR (⭐3) - Gekko RSI_WR strategies.
- gekko HL (⭐10) - Calculate down peak and trade on.
- EthTradingAlgorithm (⭐2) - Ethereum trading algorithm using Python 3.5 and the library ZipLine.
- forex.analytics (⭐173) - Node.js native library performing technical analysis over an OHLC dataset with use of genetic algorithmv.
- Gekko-Strategies (⭐1.2k) - Strategies to Gekko trading bot with backtests results and some useful tools.
- gekko-gannswing (⭐65) - Gann's Swing trade strategy for Gekko trade bot.
Lottery & Gamble
- LotteryPredict (⭐317) - Use LSTM to predict lottery.
Arbitrage
- ArbitrageBot (⭐161) - Arbitrage bot that currently works on bittrex & poloniex.
Data Sources / Traditional Markets
- yahoo-finance (⭐1.2k) - Python module to get stock data from Yahoo! Finance.
Research Tools / Crypto Currencies
- pyfolio (⭐4.7k) - Portfolio and risk analytics in Python.
- alphalens (⭐2.4k) - Performance analysis of predictive (alpha) stock factors.
- zvt (⭐2.2k) - Zero vector trader.
Traditional Market / Crypto Currencies
- 🌟 TradingView - Get real-time information and market insights.
- pylivetrader (⭐599) - Python live trade execution library with zipline interface.
Crypto Currencies / Crypto Currencies
- QuantResearchDev (⭐30) - Quant Research dev & Traders open source project.
- abu (⭐9.4k) - A quant trading system base on python.
TA Lib / Plugins
- pandas_talib (⭐632) - A Python Pandas implementation of technical analysis indicators.
- finta (⭐1.8k) - Common financial technical indicators implemented in Python-Pandas (70+ indicators).
- techan.js (⭐2.3k) - A visual, technical analysis and charting (Candlestick, OHLC, indicators) library built on D3.
Exchange API / Plugins
- IbPy (⭐1.3k) - Python API for the Interactive Brokers on-line trading system.
- ctpwrapper (⭐372) - Shanghai future exchange CTP api.
Framework / Plugins
- tf-quant-finance (⭐3.4k) - High-performance TensorFlow library for quantitative finance.
Visualizing / Plugins
- playground (⭐11k) - Play with neural networks.
- netron (⭐20k) - Visualizer for deep learning and machine learning models.
GYM Environment / Plugins
- btgym (⭐912) - Scalable, event-driven, deep-learning-friendly backtesting library.
Articles / Plugins
- nyu-mlif-notes (⭐76) - NYU machine learning in finance notes.
Others / Plugins
- gekko-quasar-ui (⭐111) - An UI port for gekko trading bot using Quasar framework.
Others / Other Resource
- awesome-quant (⭐11k) - A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance).
Apr 12, 2020
Courses & Books & Blogs
Sep 11, 2018
Articles / Plugins