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Awesome AI in Finance

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

Here you can see meta information about this topic like the time we last updated this page, the original creator of the awesome list and a link to the original GitHub repository.

Last Update: Oct. 27, 2021, 6:08 a.m.

Thank you georgezouq & contributors
View Topic on GitHub:
georgezouq/awesome-ai-in-finance

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Further filter the resources on this page by type (repository/other resource), number of stars on GitHub and time of last commit in months.

Papers

The influences which determine the movements of the Stock Exchange are.

The common-stock prices can be regarded as an ensemble of decisions in statistical equilibrium.

The power laws in the distributions of event sizes under a broad range of conditions in a large variety of systems.

Deep reinforcement learning provides a framework toward end-to-end training of such trading agent.

With an appropriate choice of the reward function, reinforcement learning techniques can successfully handle the risk-averse case.

Courses & Books

Time Series Data

In this noteboook I will create a complete process for predicting stock price movements. Follow along and we will achieve some pretty good results. For that purpose we will use a Generative Adversarial Network (GAN) with LSTM, a type of Recurrent Neural Network, as generator, and a Convolutional Neural Network, CNN, as a discriminator. We use LSTM for the obvious reason that we are trying to predict time series data. Why we use GAN and specifically CNN as a discriminator? That is a good question: there are special sections on that later.

2.46K
1.21K
1y 77d
n/a

📈 Personae is a repo of implements and environment of Deep Reinforcement Learning & Supervised Learning for Quantitative Trading.

1.08K
315
2y 11m
MIT

Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy. ICAIF 2020.

243
110
11m
MIT

A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance, NeurIPS 2020 DRL workshop.

315
40
11m
MIT

Every day, millions of traders around the world are trying to make money by trading stocks. These days, physical traders are also being replaced by automated trading robots. Algorithmic trading market has experienced significant growth rate and large number of firms are using it. I have tried to build a Deep Q-learning reinforcement agent model to do automated stock trading.

129
51
1y 8m
MIT

Trading Environment(OpenAI Gym) + PPO(TensorForce)

133
38
3y 64d
n/a

This trading-gym is the first trading for agent to train with episode of short term trading itself.

188
37
2y 7m
n/a

Deep Reinforcement Learning for Financial Trading using Price Trailing @ ICASSP 2019

167
38
1y 29d
n/a

Trading Environment(OpenAI Gym) + DDQN (Keras-RL)

212
62
3y 64d
n/a

💸 Papers and Code Implements for Quantitative-Trading

30
9
3y 5m
MIT

Environment for reinforcement-learning algorithmic trading models

567
187
3y 10m
MIT

A framework for machine-learning bots

37
18
5y 60d
n/a

机器学习和量化分析学习进行中

298
203
3y 8m
MIT

This project provides a stock market environment using OpenGym with Deep Q-learning and Policy Gradient.

704
297
4y 10m
n/a

Portfolio Management

A light-weight deep reinforcement learning framework for portfolio management. This project explores the possibility of applying deep reinforcement learning algorithms to stock trading in a highly modular and scalable framework.

122
35
1y 30d
GPL-3.0

Reinforcement Learning for Portfolio Management

358
149
3y 4m
Apache-2.0

PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).

1.24K
616
2y 5m
GPL-3.0

Portfolio optimization with deep learning.

286
54
8m
Apache-2.0

High Frequency Trading

A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python

1.71K
518
1y 5m
MIT

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

562
272
4y 8m
n/a

Analysis of High Frequency Trading on Bitcoin exchanges

69
23
4y 68d
n/a

Event Drive

In this noteboook I will create a complete process for predicting stock price movements. Follow along and we will achieve some pretty good results. For that purpose we will use a Generative Adversarial Network (GAN) with LSTM, a type of Recurrent Neural Network, as generator, and a Convolutional Neural Network, CNN, as a discriminator. We use LSTM for the obvious reason that we are trying to predict time series data. Why we use GAN and specifically CNN as a discriminator? That is a good question: there are special sections on that later.

2.46K
1.21K
1y 77d
n/a

A stock trading bot powered by Trump tweets

5.55K
803
1y 4m
MIT

Crypto Currencies Strategies

Predicting price trends in cryptomarkets using an lstm-RNN for the use of a trading bot

129
20
11m
MIT

TensorForce Bitcoin Trading Bot

710
220
2y 8m
AGPL-3.0

Using tensorflow to build a population of models that trade crypto and breed/mutate iteratively

102
31
2y 99d
n/a

Genetic Algorithm for solving optimization of trading strategies using Gekko

298
103
2y 8m
n/a

My algorithmic trading strategies with the Gekko cryptocurrency trading bot.

43
21
1y 7m
n/a

Neural network strategy for Gekko

94
24
1y 103d
MIT

This is the code for "Bitcoin Prediction" by Siraj Raval on Youtube

215
127
3y 8m
n/a

Technical Analysis

Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD

1.55K
436
8m
Apache-2.0

Gekko bot resources.

190
77
1y 8m
n/a

Gekko strategies

2
0
3y 7m
n/a

calculate down peak and trade on

10
16
3y 7m
n/a

Ethereum trading algorithm using Python 3.5 and the library ZipLine

1
0
3y 4m
n/a

A dumping ground for my files I use with this awesome crypto currency trading platform https://github.com/askmike/gekko

110
27
3y 6m
GPL-3.0

Node.js native library performing technical analysis over an OHLC dataset with use of genetic algorithm

166
71
4y 48d
MIT

Bitcoin - MACD Crossover Trading Strategy Backtest

7
2
4y 48d
MIT

Github.com/CryptoSignal - #1 Quant Trading & Technical Analysis Bot - 2,100 + stars, 580 + forks

2.6K
724
1y 54d
MIT

Strategies to Gekko trading bot with backtests results and some useful tools.

1K
358
3y 5m
n/a

Gann's Swing trade strategy for Gekko trade bot

61
20
4y 10m
MIT

Lottery & Gamble

TensorFlow实战,使用LSTM预测彩票

261
157
2y 4m
MIT

Arbitrage

Arbitrage bot that currently works on bittrex & poloniex

139
63
4y 48d
MIT

R2 Bitcoin Arbitrager is an automatic arbitrage trading system powered by Node.js + TypeScript.

646
240
3y 7m
MIT

A cryptocurrency arbitrage opportunity calculator. Over 800 currencies and 50 markets.

824
246
3y 9m
GPL-3.0

Bitcoin arbitrage - opportunity detector

2.01K
752
1y 10m
MIT

Blackbird Bitcoin Arbitrage: a long/short market-neutral strategy

5.07K
967
1y 62d
MIT

Traditional Markets

Python module to get stock data from Yahoo! Finance

982
328
4y 10m
n/a

TuShare is a utility for crawling historical data of China stocks

10.54K
3.96K
1y 7m
BSD-3-Clause

Get millions of financial and economic dataset from hundreds of publishers via a single free API.

Crypto Currencies

A live cryptocurrency historical trade data blotter. Download live historical trade data from any cryptoexchange, be it for machine learning, backtesting/visualizing trading strategies or for Quantopian/Zipline.

27
5
3y 11m
MIT

Gekko Trading Bot dataset dumps. Ready to use and download history files in SQLite format.

146
36
3y 5m
MIT

Research Tools

An open source reinforcement learning framework for training, evaluating, and deploying robust trading agents.

1.78K
481
1y 61d
Apache-2.0
520
304
2y 6m
n/a

Portfolio and risk analytics in Python

3.5K
1.11K
1y 8m
Apache-2.0

Performance analysis of predictive (alpha) stock factors

1.78K
671
1y 6m
Apache-2.0

Common financial risk and performance metrics. Used by zipline and pyfolio.

721
231
1y 13d
Apache-2.0

modular quant framework.

1.37K
468
8m
MIT

Traditional Market

Zipline, a Pythonic Algorithmic Trading Library

13.41K
3.86K
1y 13d
Apache-2.0

A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities

4.1K
1.41K
8m
n/a

Python Backtesting library for trading strategies

5.72K
1.81K
8m
GPL-3.0

Kungfu Trader

2.22K
834
1y 4m
Apache-2.0

Lean Algorithmic Trading Engine by QuantConnect (C#, Python)

4.63K
2.12K
8m
Apache-2.0

Python live trade execution library with zipline interface.

462
168
9m
Apache-2.0

This project tests bt(http://pmorissette.github.io/bt) and Quantopian Zipline(https://github.com/quantopian/zipline) as backtesting frameworks for coin trading strategy.

3
1
4y 50d
MIT

Get real-time information and market insights.

Crypto Currencies

Zenbot is a command-line cryptocurrency trading bot using Node.js and MongoDB.

7.27K
1.89K
8m
MIT

Bot18 is a high-frequency cryptocurrency trading bot developed by Zenbot creator @carlos8f

155
29
3y 11d
n/a

Magic8bot is a cryptocurrency trading bot using Node.js and MongoDB.

168
42
10m
MIT

An Algorithmic Trading Library for Crypto-Assets in Python

2.01K
606
10m
Apache-2.0

Quantitative crypto bot framework

25
12
2y 11m
n/a

阿布量化交易系统(股票,期权,期货,比特币,机器学习) 基于python的开源量化交易,量化投资架构

7.46K
2.76K
2y 4m
GPL-3.0

Plugins

This project tests bt(http://pmorissette.github.io/bt) and Quantopian Zipline(https://github.com/quantopian/zipline) as backtesting frameworks for coin trading strategy.

3
1
4y 50d
MIT

Batch backtest, import and strategy params optimalization for Gekko Trading Bot. With one command you will run any number of backtests.

202
77
1y 7m
MIT

TA Lib

A Python Pandas implementation of technical analysis indicators

465
165
3y 5m
MIT

Common financial technical indicators implemented in Pandas.

847
299
9m
LGPL-3.0

Tulip Node is the official node.js wrapper for Tulip Indicators. It provides over 100 technical analysis overlay and indicator functions.

301
51
2y 98d
LGPL-3.0

A visual, technical analysis and charting (Candlestick, OHLC, indicators) library built on D3.

2.16K
518
5y 18d
MIT

Exchange API

Python API for the Interactive Brokers on-line trading system.

1.21K
470
4y 9m
n/a

【停止维护】新版本更新已迁移到 IBATS 项目组对应名称项目中。连接火币交易所,获取火币实时行情、火币历史行情,保存到mysql数据库同时redis广播,供 ABAT 交易平台进行策略回测、分析,交易使用

32
15
2y 11m
GPL-3.0

上海期货交易所CTP接口 Shanghai Future CTP Interface CTP Python API Wrapper

259
96
9m
LGPL-3.0

Framework

High-performance TensorFlow library for quantitative finance.

2.47K
313
8m
Apache-2.0

Visualizing

Play with neural networks!

9.67K
2.11K
10m
Apache-2.0

Visualizer for neural network, deep learning, and machine learning models

13.41K
1.62K
8m
MIT

GYM Environment

Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.

639
198
2y 55d
MIT

Trading environnement for RL agents, backtesting and training.

149
39
2y 9m
Apache-2.0

Scalable, event-driven, deep-learning-friendly backtesting library

751
219
1y 21d
LGPL-3.0

Articles

The Economist 经济学人,持续更新

2.95K
519
2y 55d
n/a

NYU 金融机器学习 中文笔记

71
13
3y 4d
n/a

Others

TensorBoard as a Zipline dashboard

109
33
5y 5m
MIT

An UI port for gekko trading bot using Quasar framework.

108
45
9m
MIT

Other Resource

Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations

4K
1.65K
7m
Apache-2.0

A curated list of practical financial machine learning tools and applications.

1.85K
581
4m
n/a

Quant/Algorithm trading resources with an emphasis on Machine Learning

759
255
2y 5m
n/a

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

5.79K
1.11K
8m
n/a