other_models

repo	comment	created_at	last_commit	star_count	repo_status	rating
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	5/7/19 11:04	1/19/21 7:51	600.0	✔️	⭐x5
Awesome-Quant-Machine-Learning-Trading	curated list of books/online courses/youtube videos/blogs/interviews/papers/code etc. Updates are pretty infrequent	11/5/18 21:09	10/8/20 16:48	1005.0	✔️	⭐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	2/14/16 0:47	2/8/21 21:35	576.0	✔️	⭐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	11/15/19 8:51	1/21/21 7:56	279.0	✔️	⭐x4
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	2/12/17 4:50	2/4/21 3:48	931.0	✖️	⭐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	3/11/16 19:13	12/21/20 3:54	460.0	✔️	⭐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	10/10/19 9:44	10/12/19 11:38	340.0	✔️	⭐x3
ML_Finance_Codes	accompanying materials for book Machine Learning in Finance covering probabilistic modeling/sequence modeling/neural networks/reinforcement learning etc.	9/27/19 16:13	6/13/20 21:20	250.0	✔️	⭐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	2/13/19 16:57	4/12/21 10:50	2295.0	✔️	⭐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	6/18/17 19:57	3/14/21 22:22	220.0	✔️	⭐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	8/30/20 7:56	9/21/20 4:32	1189.0	✔️	⭐x3
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	3/20/17 18:54	4/25/17 23:35	31.0	✖️	⭐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	1/17/17 12:44	1/17/17 12:48	234.0	✖️	⭐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	7/11/17 9:09	2/21/18 5:36	205.0	✖️	⭐x2
Pattern-Recognition-for-Forex-Trading	NEW	3/26/15 2:22	3/26/15 2:33	173.0	✖️	⭐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	8/20/18 3:13	5/23/19 14:40	1165.0	✖️	⭐x2
Trend Following	A futures trend following portfolio investment strategy.	nan	nan	nan	✔️
awesome-ai-in-finance	NEW	8/29/18 2:07	11/27/20 9:43	941.0	✔️
Fundamental LT Forecasts	Research in investment finance for long term forecasts.	7/22/18 8:14	2/17/21 14:39	383.0	✔️
finance_ml	NEW	6/29/18 21:21	2/18/19 12:34	282.0	✖️
Machine-Learning-and-AI-in-Trading	NEW	8/30/17 6:14	10/29/19 8:14	261.0	✔️
Short-Term Movement Cues	Identify social/historical cues for short term stock movement.	9/12/16 18:38	8/29/18 20:27	2166.0	✖️
Machine-Learning-for-Finance	NEW	3/15/18 6:28	1/14/21 15:58	180.0	✔️
Stock.Indicators	NEW	12/29/19 5:18	4/11/21 19:17	175.0	✔️
Machine-Learning-for-Algorithmic-Trading-Bots-with-Python	NEW	12/6/18 11:35	1/18/21 6:40	172.0	✔️
Mixture Models II	Mixture models and stock trading.	12/11/17 17:05	5/13/20 23:50	166.0	✔️
fin-ml	NEW	5/10/20 0:25	1/23/21 17:15	116.0	✔️
Microservices-Based-Algorithmic-Trading-System	NEW	1/6/20 0:21	3/31/20 13:02	104.0	✔️
Speculator	NEW	9/3/17 17:43	9/12/18 18:58	101.0	✖️