🔬 A curated list of awesome machine learning strategies & tools in financial market.

Overview

Awesome AI in Finance Awesome Community

There are millions of trades made in the global financial market every day. Data grows very quickly and people are hard to understand. With the power of the latest artificial intelligence research, people analyze & trade automatically and intelligently. This list contains the research, tools and code that people use to beat the market.

[中文资源]

Contents

Papers

Courses & Books

Strategies & Research

Time Series Data

Price and Volume process with Technology Analysis Indices

  • 🌟 🌟 stockpredictionai - A complete process for predicting stock price movements.
  • 🌟 Personae - Implements and environment of Deep Reinforcement Learning & Supervised Learning for Quantitative Trading.
  • 🌟 Ensemble-Strategy - Deep Reinforcement Learning for Automated Stock Trading.
  • FinRL - A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance.
  • AutomatedStockTrading-DeepQ-Learning - Build a Deep Q-learning reinforcement agent model as automated trading robot.
  • tf_deep_rl_trader - Trading environment(OpenAI Gym) + PPO(TensorForce).
  • trading-gym - Trading agent to train with episode of short term trading itself.
  • trading-rl - Deep Reinforcement Learning for Financial Trading using Price Trailing.
  • deep_rl_trader - Trading environment(OpenAI Gym) + DDQN (Keras-RL).
  • Quantitative-Trading - Papers and code implementing Quantitative-Trading.
  • gym-trading - Environment for reinforcement-learning algorithmic trading models.
  • zenbrain - A framework for machine-learning bots.
  • DeepLearningNotes - Machine learning in quant analysis.
  • stock_market_reinforcement_learning - Stock market trading OpenAI Gym environment with Deep Reinforcement Learning using Keras.

Portfolio Management

  • Deep-Reinforcement-Stock-Trading - A light-weight deep reinforcement learning framework for portfolio management.
  • qtrader - Reinforcement Learning for portfolio management.
  • PGPortfolio - A Deep Reinforcement Learning framework for the financial portfolio management problem.
  • DeepDow - Portfolio optimization with deep learning.

High Frequency Trading

Event Drive

  • 🌟 🌟 stockpredictionai - Complete process for predicting stock price movements.
  • 🌟 trump2cash - A stock trading bot powered by Trump tweets.

Crypto Currencies Strategies

Technical Analysis

Lottery & Gamble

Arbitrage

  • ArbitrageBot - Arbitrage bot that currently works on bittrex & poloniex.
  • r2 - Automatic arbitrage trading system powered by Node.js + TypeScript.
  • cryptocurrency-arbitrage - A crypto currency arbitrage opportunity calculator. Over 800 currencies and 50 markets.
  • bitcoin-arbitrage - Bitcoin arbitrage opportunity detector.
  • blackbird - 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.
  • yahoo-finance - Python module to get stock data from Yahoo! Finance.
  • Tushare - Crawling historical data of Chinese stocks.

Crypto Currencies

  • CryptoInscriber - A live crypto currency historical trade data blotter. Download live historical trade data from any crypto exchange.
  • Gekko-Datasets - Gekko trading bot dataset dumps. Download and use history files in SQLite format.

Research Tools

  • 🌟 🌟 TensorTrade - Trade efficiently with reinforcement learning.
  • JAQS - An open source quant strategies research platform.
  • pyfolio - Portfolio and risk analytics in Python.
  • alphalens - Performance analysis of predictive (alpha) stock factors.
  • empyrical - Common financial risk and performance metrics. Used by Zipline and pyfolio.
  • zvt - Zero vector trader.

Trading System

For Back Test & Live trading

Traditional Market

System

  • 🌟 🌟 zipline - A python algorithmic trading library.
  • 🌟 TradingView - Get real-time information and market insights.
  • rqalpha - A extendable, replaceable Python algorithmic backtest & trading framework.
  • backtrader - Python backtesting library for trading strategies.
  • kungfu - Kungfu Master trading system.
  • lean - Algorithmic trading engine built for easy strategy research, backtesting and live trading.

Combine & Rebuild

Crypto Currencies

  • zenbot - Command-line crypto currency trading bot using Node.js and MongoDB.
  • bot18 - High-frequency crypto currency trading bot developed by Zenbot.
  • magic8bot - Crypto currency trading bot using Node.js and MongoDB.
  • catalyst - An algorithmic trading library for Crypto-Assets in python.
  • QuantResearchDev - Quant Research dev & Traders open source project.
  • MACD - Zenbot MACD Auto-Trader.
  • abu - A quant trading system base on python.

Plugins

  • CoinMarketCapBacktesting - Tests bt and Quantopian Zipline as backtesting frameworks for coin trading strategy.
  • Gekko-BacktestTool - Batch backtest, import and strategy params optimalization for Gekko Trading Bot.

TA Lib

  • pandas_talib - A Python Pandas implementation of technical analysis indicators.
  • finta - Common financial technical indicators implemented in Python-Pandas (70+ indicators).
  • tulipnode - Official Node.js wrapper for Tulip Indicators. Provides over 100 technical analysis overlay and indicator functions.
  • techan.js - A visual, technical analysis and charting (Candlestick, OHLC, indicators) library built on D3.

Exchange API

Do it in real world!

  • IbPy - Python API for the Interactive Brokers on-line trading system.
  • HuobiFeeder - Connect HUOBIPRO exchange, get market/historical data for ABAT trading platform backtest analysis and live trading.
  • ctpwrapper - Shanghai future exchange CTP api.

Framework

  • tf-quant-finance - High-performance TensorFlow library for quantitative finance.

Visualizing

  • playground - Play with neural networks.
  • netron - Visualizer for deep learning and machine learning models.

GYM Environment

  • 🌟 TradingGym - Trading and Backtesting environment for training reinforcement learning agent.
  • TradzQAI - Trading environment for RL agents, backtesting and training.
  • btgym - Scalable, event-driven, deep-learning-friendly backtesting library.

Articles

Others

Other Resource

  • 🌟 🌟 🌟 Stock-Prediction-Models - Stock-Prediction-Models, Gathers machine learning and deep learning models for Stock forecasting, included trading bots and simulations.
  • 🌟 🌟 Financial Machine Learning - A curated list of practical financial machine learning (FinML) tools and applications. This collection is primarily in Python.
  • 🌟 Awesome-Quant-Machine-Learning-Trading - Quant / Algorithm trading resources with an emphasis on Machine Learning.
  • awesome-quant - A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance).
Neighbourhood Retrieval (Nearest Neighbours) with Distance Correlation.

Neighbourhood Retrieval with Distance Correlation Assign Pseudo class labels to datapoints in the latent space. NNDC is a slim wrapper around FAISS. N

The Learning Machines 1 Jan 16, 2022
Optuna is an automatic hyperparameter optimization software framework, particularly designed for machine learning

Optuna is an automatic hyperparameter optimization software framework, particularly designed for machine learning. It features an imperative, define-by-run style user API.

7.4k Jan 04, 2023
Polyglot Machine Learning example for scraping similar news articles.

Polyglot Machine Learning example for scraping similar news articles In this example, we will see how we can work with Machine Learning applications w

MetaCall 15 Mar 28, 2022
A python library for easy manipulation and forecasting of time series.

Time Series Made Easy in Python darts is a python library for easy manipulation and forecasting of time series. It contains a variety of models, from

Unit8 5.2k Jan 04, 2023
Customers Segmentation with RFM Scores and K-means

Customer Segmentation with RFM Scores and K-means RFM Segmentation table: K-Means Clustering: Business Problem Rule-based customer segmentation machin

5 Aug 10, 2022
Predict the output which should give a fair idea about the chances of admission for a student for a particular university

Predict the output which should give a fair idea about the chances of admission for a student for a particular university.

ArvindSandhu 1 Jan 11, 2022
Anomaly Detection and Correlation library

luminol Overview Luminol is a light weight python library for time series data analysis. The two major functionalities it supports are anomaly detecti

LinkedIn 1.1k Jan 01, 2023
Repositório para o #alurachallengedatascience1

1° Challenge de Dados - Alura A Alura Voz é uma empresa de telecomunicação que nos contratou para atuar como cientistas de dados na equipe de vendas.

Sthe Monica 16 Nov 10, 2022
Toolkit for building machine learning models that generalize to unseen domains and are robust to privacy and other attacks.

Toolkit for Building Robust ML models that generalize to unseen domains (RobustDG) Divyat Mahajan, Shruti Tople, Amit Sharma Privacy & Causal Learning

Microsoft 149 Jan 06, 2023
ML Kaggle Titanic Problem using LogisticRegrission

-ML-Kaggle-Titanic-Problem-using-LogisticRegrission here you will find the solution for the titanic problem on kaggle with comments and step by step c

Mahmoud Nasser Abdulhamed 3 Oct 23, 2022
Machine Learning Study 혼자 해보기

Machine Learning Study 혼자 해보기 기여자 (Contributors) ✨ Teddy Lee 🏠 HongJaeKwon 🏠 Seungwoo Han 🏠 Tae Heon Kim 🏠 Steve Kwon 🏠 SW Song 🏠 K1A2 🏠 Wooil

Teddy Lee 1.7k Jan 01, 2023
Relevance Vector Machine implementation using the scikit-learn API.

scikit-rvm scikit-rvm is a Python module implementing the Relevance Vector Machine (RVM) machine learning technique using the scikit-learn API. Quicks

James Ritchie 204 Nov 18, 2022
Scalable, Portable and Distributed Gradient Boosting (GBDT, GBRT or GBM) Library, for Python, R, Java, Scala, C++ and more. Runs on single machine, Hadoop, Spark, Dask, Flink and DataFlow

eXtreme Gradient Boosting Community | Documentation | Resources | Contributors | Release Notes XGBoost is an optimized distributed gradient boosting l

Distributed (Deep) Machine Learning Community 23.6k Jan 03, 2023
Avocado hass time series vs predict price

AVOCADO HASS TIME SERIES VÀ PREDICT PRICE Trước khi vào Heroku muốn giao diện đẹp mọi người chuyển giúp mình theo hình bên dưới https://avocado-hass.h

hieulmsc 3 Dec 18, 2021
ZenML 🙏: MLOps framework to create reproducible ML pipelines for production machine learning.

ZenML is an extensible, open-source MLOps framework to create production-ready machine learning pipelines. It has a simple, flexible syntax, is cloud and tool agnostic, and has interfaces/abstraction

ZenML 2.6k Jan 08, 2023
easyNeuron is a simple way to create powerful machine learning models, analyze data and research cutting-edge AI.

easyNeuron is a simple way to create powerful machine learning models, analyze data and research cutting-edge AI.

Neuron AI 5 Jun 18, 2022
Production Grade Machine Learning Service

This project is made to help you scale from a basic Machine Learning project for research purposes to a production grade Machine Learning web service

Abdullah Zaiter 10 Apr 04, 2022
This is the code repository for LRM Stochastic watershed model.

LRM-Squannacook Input data for generating stochastic streamflows are observed and simulated timeseries of streamflow. their format needs to be CSV wit

1 Feb 14, 2022
Implementation of K-Nearest Neighbors Algorithm Using PySpark

KNN With Spark Implementation of KNN using PySpark. The KNN was used on two separate datasets (https://archive.ics.uci.edu/ml/datasets/iris and https:

Zachary Petroff 4 Dec 30, 2022
The unified machine learning framework, enabling framework-agnostic functions, layers and libraries.

The unified machine learning framework, enabling framework-agnostic functions, layers and libraries. Contents Overview In a Nutshell Where Next? Overv

Ivy 8.2k Dec 31, 2022