| Hands-On-Machine-Learning-for-Algorithmic-Trading |
repo for book hands-on-machine learning for algorithmic trading covering topic from data/unsupervised learning/NPL/RNN & CNN/reinforcement learning etc. Leverage zipline/alphalens/sklearn/openai-gym etc as well. Good references to have |
2019-05-07 11:04:25 |
2021-01-19 07:51:00 |
760.0 |
✔️ |
⭐x5 |
| Microservices-Based-Algorithmic-Trading-System |
docker based platfrom for developing algo trading strategies. Very interesting combinations of open source components were used including backtrader for backtest strategies / mlflow for managing the machine learning model life cycle (i.e. training and developing machine learning models) / airflow used as workflow management including schedule data download etc. / superset web data visualization tool similar to tableau / minio for fast object storage (i.e. storing saved models and model artifacts) / postgresql used to store security master and daily and minute data. Also contains some details on deployment on cloud |
2020-01-06 00:21:58 |
2021-05-29 18:07:29 |
180.0 |
✔️ |
⭐x5 |
| Awesome-Quant-Machine-Learning-Trading |
curated list of books/online courses/youtube videos/blogs/interviews/papers/code etc. Updates are pretty infrequent |
2018-11-05 21:09:06 |
2020-10-08 16:48:18 |
1278.0 |
✔️ |
⭐x5 |
| AlphaPy |
machine learning framework built on sklearn and pandas. Support pyfolio/xgboost/lightgmb/catboost(gradient boosting on decision tress) etc. Examples include financial market prediction/sports prediction/kaggle. Configurations are set though yaml file for all model process including feature selection/grid search on parameters and aggregate results for each model |
2016-02-14 00:47:32 |
2021-10-23 07:17:16 |
672.0 |
✔️ |
⭐x4 |
| Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original |
official repo for machine learning for algorithmic trading book. Covering topics including backtesting/boosting/nlp/deep&reinforcement learning. Leverage open source libraries including backtrader zipline and talib |
2019-11-15 08:51:40 |
2021-01-21 07:56:08 |
443.0 |
✔️ |
⭐x4 |
| fin-ml |
accompanying materials for book Machine Learning and Data Science Blueprints for Finance on top of basic machine learning models i.e. nlp/reinforcement learning/supervised & unsupervised learning it covers wider topics including robo-advisors/fraud detection/loan default/derivative pricing/yield curve construction. |
2020-05-10 00:25:56 |
2021-01-23 17:15:07 |
207.0 |
✔️ |
⭐x4 |
| Fundamental LT Forecasts |
Research in investment finance for long term forecasts and a curated list of notebooks. Each topic contains a youtube video explaining in details. Interesting topics including using price per book ratio and other multiples for future return prediction and portfolio optimization. data sourced form simfin yahoo finance and s&p 500 earnings and estimate report etc. |
2018-07-22 08:14:46 |
2021-11-05 10:58:02 |
507.0 |
✔️ |
⭐x3 |
| MathAndScienceNotes |
Collections of news/articles on various topics including quant trading and machine learning. Some articles are from ycombinator message board and rediit algotrading forum |
2016-03-11 19:13:00 |
2020-12-21 03:54:51 |
467.0 |
✔️ |
⭐x3 |
| stock-trading-ml |
lstm model using keras to predict msft prices. Data is from alphavantage which provides some free data through web services. Showing how to use concatenation layer to join timeseries data with TA data. Might be abit of overfitting on the model though |
2019-10-10 09:44:02 |
2019-10-12 11:38:49 |
422.0 |
✖️ |
⭐x3 |
| Stock.Indicators |
list of technical indicators implemented in c#. Full list and explanation available here. This list contains several indicators that ta-lib does not cover |
2019-12-29 05:18:07 |
2021-12-03 04:33:54 |
349.0 |
✔️ |
⭐x3 |
| ML_Finance_Codes |
accompanying materials for book Machine Learning in Finance covering probabilistic modeling/sequence modeling/neural networks/reinforcement learning etc. |
2019-09-27 16:13:50 |
2020-06-13 21:20:26 |
342.0 |
✔️ |
⭐x3 |
| mlfinlab |
open source library maintained by hudson and thames though much of the content has moved to a subscription model. Idea is to implement academic research in python code and aggregate it as a package. Sources from Journal of financial data science / journal of portfolio management / journal of algorithmic finance / cambridge university press |
2019-02-13 16:57:25 |
2021-12-01 08:04:50 |
2664.0 |
✔️ |
⭐x3 |
| mosquito |
base framework trading bot for crypto. Stores data in local mongodb instance and supports backtest and live trading on poloniex and bittrex which are 12-15th ranked crypto exchanges by volume. Leverage talib for ta data and plotly for visualization |
2017-06-18 19:57:17 |
2021-10-03 22:11:01 |
245.0 |
✔️ |
⭐x3 |
| Machine-Learning-for-Algorithmic-Trading-Bots-with-Python |
code repo for machine learning for algorithmic trading bots video series. Contains notebooks and deep dive using zipline |
2018-12-06 11:35:08 |
2021-01-18 06:40:53 |
233.0 |
✔️ |
⭐x3 |
| Short-Term Movement Cues |
Identify social/historical cues for short term stock movement. Sklearn SVM model is used and good visualization coded in matplotlib |
2016-09-12 18:38:17 |
2021-06-24 15:43:54 |
2243.0 |
✔️ |
⭐x3 |
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