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other_models
firmai edited this page Oct 4, 2024
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| repo | comment | created_at | last_commit | star_count | repo_status | rating |
|---|---|---|---|---|---|---|
| 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 | 2024-04-08 19:33:16 | 443.0 | ✔️ | ⭐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 | 2675.0 | ✖️ | ⭐x5 |
| 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 | 2023-01-18 09:16:47 | 1418.0 | ✔️ | ⭐x5 |
| 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 | 2023-01-26 22:03:20 | 846.0 | ✔️ | ⭐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 | 2023-01-18 09:11:25 | 1192.0 | ✔️ | ⭐x4 |
| 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 | 2024-02-10 16:41:20 | 1137.0 | ✔️ | ⭐x4 |
| 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 | 2024-09-09 18:29:11 | 963.0 | ✔️ | ⭐x3 |
| 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 | 2022-02-12 13:26:40 | 838.0 | ✖️ | ⭐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 | 597.0 | ✖️ | ⭐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 | 504.0 | ✖️ | ⭐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 | 3933.0 | ✖️ | ⭐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 | 2023-01-30 09:31:10 | 381.0 | ✔️ | ⭐x3 |
| Machine-Learning-for-Finance | repo for book machine learning for finance with heavier focus on machine learning and less on finance. Topics covered including computer vision/time series/nlp/generative models (i.e. autoencoder)/reinforcement learning/debugging ml systems | 2018-03-15 06:28:00 | 2023-01-30 09:45:35 | 356.0 | ✔️ | ⭐x3 |
| awesome-ai-in-finance | curated list of books/online courses/papers on AI and finance. Topics include crypto trading strategies/ta/backter etc. | 2018-08-29 02:07:02 | 2024-06-10 07:13:13 | 3411.0 | ✔️ | ⭐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 | 2023-04-23 21:39:31 | 261.0 | ✔️ | ⭐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 | 2410.0 | ✖️ | ⭐x3 |
| Mixture Models II | Mixture models and stock trading. | 2017-12-11 17:05:38 | 2020-05-13 23:50:47 | 193.0 | ✖️ | ⭐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 | 1777.0 | ✖️ | ⭐x3 |
| surpriver | Machine learning algo to detect anomaly in equities data. Uses sklearn IsolationForest model and price/volume based technical signals as features using ta library. Opensourced by tradytics. Code structures are less extensible | 2020-08-30 07:56:22 | 2020-09-21 04:32:05 | 1755.0 | ✖️ | ⭐x3 |
| Scikit-learn Stock Prediction | using fundamental and pricing data to predict future stock returns. Sklearn's randomforest classifier is trainded and author claimed positive live trading results. Not actively mainained | 2017-02-12 04:50:44 | 2021-02-04 03:48:33 | 1744.0 | ✖️ | ⭐x3 |
| Speculator | python code to predict crypto prices using machine learning models. Two models used here tensorflow DNNClassifier and sklearn randomforest. Exposes the functionality as web services api using flask. Some idea are based on this paper predicting the direction of stock market prices | 2017-09-03 17:43:03 | 2018-09-12 18:58:38 | 103.0 | ✖️ | ⭐x3 |
| Machine-Learning-and-AI-in-Trading | repo covering lstm and other sklearn model for trading. Code is not structured well and less extensible | 2017-08-30 06:14:59 | 2019-10-29 08:14:39 | 389.0 | ✖️ | ⭐x2 |
| CryptoBot | Hard fork of bitpredit and form the trading strategy as a classification problem with -1 (sell) 0 (hold) 1 (buy). Models used are XGBClassifier/RandomForest/GradientBoosting. Not mentained | 2017-01-17 12:44:52 | 2017-01-17 12:48:17 | 358.0 | ✖️ | ⭐x2 |
| Mixture Models I | Mixture models to predict market bottoms and regime changes based on a seminar given to quantinsti in 2017 and summary and video is here. Gaussian mixture models are build on markov models and expectation maximization thoery to detect regimes and seminar reported positive results using features asset returns/tedrate/10y2ysptread/10y3m spread from fred which can be access here fredapi. Though most of the returns came from being long equities after 2009 | 2017-03-20 18:54:24 | 2017-04-25 23:35:20 | 35.0 | ✖️ | ⭐x2 |
| Machine-Learning-For-Finance | accompanying materials for slide here covering more tradition quant trading topics like pair trading/kalman filter/trend following etc. Referecing interesting paper characterization of financial time series | 2017-07-11 09:09:15 | 2018-02-21 05:36:35 | 249.0 | ✖️ | ⭐x2 |
| botflow | python dataflow programming framework. Similar and probably replaceable by sklearn.pipeline module. Uses graphviz for visiualization though not maintained with last commit over 3 years ago | 2018-08-20 03:13:31 | 2019-05-23 14:40:50 | 1197.0 | ✖️ | ⭐x2 |
| finance_ml | unofficial repo based on Advances in Financial Machine Learning. It's incomplete and not updated | 2018-06-29 21:21:17 | 2021-06-07 19:28:50 | 756.0 | ✖️ | ⭐x1 |
| Pattern-Recognition-for-Forex-Trading | repo for article pattern recognization for forex trading not very scalable and not maintained | 2015-03-26 02:22:03 | 2015-03-26 02:33:51 | 231.0 | ✖️ | ⭐x1 |
| Trend Following | A futures trend following portfolio investment strategy. | nan | nan | nan | ✔️ | |
| TradingView-Machine-Learning-GUI | NEW | 2021-01-27 06:42:02 | 2023-11-19 17:43:32 | 741.0 | ✔️ | |
| financial-machine-learning | NEW | 2019-03-21 21:00:35 | 2024-09-27 01:28:02 | 6988.0 | ✔️ | |
| Machine-Learning-for-Asset-Managers | NEW | 2020-06-21 17:56:55 | 2022-09-07 10:03:16 | 473.0 | ✖️ | |
| mlbot_tutorial | NEW | 2021-07-19 14:07:12 | 2022-11-28 08:30:59 | 468.0 | ✔️ | |
| tuneta | NEW | 2021-01-20 01:05:51 | 2023-10-13 21:26:28 | 400.0 | ✔️ | |
| MLSys-NYU-2022 | NEW | 2022-07-29 21:57:24 | 2022-12-11 23:07:15 | 341.0 | ✔️ | |
| fracdiff | NEW | 2021-04-27 06:48:47 | 2023-02-05 02:51:15 | 290.0 | ✔️ | |
| AI-Scalpel-Trading-Bot | NEW | 2019-09-06 07:17:28 | 2023-08-24 22:50:53 | 290.0 | ✔️ | |
| AMLSim | NEW | 2018-12-18 16:14:56 | 2022-02-14 01:00:28 | 255.0 | ✖️ | |
| Stanford-Project-Predicting-stock-prices-using-a-LSTM-Network | NEW | 2019-02-19 17:40:43 | 2023-07-11 16:44:23 | 244.0 | ✔️ | |
| Algorithmic_Trading_Machine_Learning | NEW | 2023-10-13 13:26:45 | 2024-02-04 15:29:13 | 227.0 | ✔️ | |
| StockFormer | NEW | 2023-07-30 07:33:25 | 2023-10-30 12:23:11 | 225.0 | ✔️ | |
| pybroker | NEW | 2023-01-16 01:11:52 | 2024-09-22 22:01:23 | 1942.0 | ✔️ | |
| qlib | NEW | 2020-08-14 06:46:00 | 2024-09-12 15:44:27 | 15251.0 | ✔️ | |
| hyperdrive | NEW | 2020-06-12 01:05:01 | 2023-07-08 05:21:13 | 138.0 | ✔️ | |
| STOCK-RETURN-PREDICTION-USING-KNN-SVM-GUASSIAN-PROCESS-ADABOOST-TREE-REGRESSION-AND-QDA | NEW | 2018-09-05 03:20:52 | 2022-09-08 13:19:53 | 122.0 | ✖️ | |
| Algorithmic-Trading | NEW | 2017-08-02 03:31:47 | 2017-12-27 04:21:55 | 112.0 | ✖️ | |
| Pairs-Trading-with-Machine-Learning | NEW | 2018-05-23 02:29:32 | 2022-05-13 06:02:12 | 110.0 | ✖️ | |
| Binance-Ai-Bot-Starter | NEW | 2019-03-04 17:47:44 | 2022-04-17 10:37:31 | 107.0 | ✖️ | |
| MLiFC | NEW | 2017-09-14 11:47:33 | 2018-02-27 12:15:11 | 105.0 | ✖️ | |
| tfq-finance | NEW | 2024-08-03 05:09:18 | 2024-08-12 04:32:32 | 103.0 | ✔️ | |
| intelligent-trading-bot | NEW | 2021-10-24 08:34:07 | 2024-09-18 11:26:11 | 1011.0 | ✔️ | |
| Stock-Market-Analysis | NEW | 2020-04-13 22:22:29 | 2020-06-13 21:11:47 | 100.0 | ✖️ |