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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: Dec. 4, 2020, 12:13 p.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
115d
n/a

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

1.08K
315
2y 6d
MIT

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

243
110
18d
MIT

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

315
40
7d
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.

114
49
9m
MIT

Trading Environment(OpenAI Gym) + PPO(TensorForce)

108
34
2y 102d
n/a

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

172
33
1y 8m
n/a

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

158
36
67d
n/a

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

180
56
2y 102d
n/a

💸 Papers and Code Implements for Quantitative-Trading

30
9
2y 7m
MIT

Environment for reinforcement-learning algorithmic trading models

548
183
2y 11m
MIT

A framework for machine-learning bots

37
18
4y 98d
n/a

机器学习和量化分析学习进行中

290
198
2y 10m
MIT

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

686
290
3y 11m
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.

100
28
68d
GPL-3.0

Reinforcement Learning for Portfolio Management

346
144
2y 5m
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).

1.21K
601
1y 7m
GPL-3.0

Portfolio optimization with deep learning.

255
44
9d
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
6m
MIT

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

562
272
3y 9m
n/a

Analysis of High Frequency Trading on Bitcoin exchanges

64
21
3y 106d
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
115d
n/a

A stock trading bot powered by Trump tweets

5.55K
803
6m
MIT

Crypto Currencies Strategies

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

105
19
4d
MIT

TensorForce Bitcoin Trading Bot

698
216
1y 9m
AGPL-3.0

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

95
26
1y 4m
n/a

Genetic Algorithm for solving optimization of trading strategies using Gekko

291
98
1y 10m
n/a

My algorithmic trading strategies with the Gekko cryptocurrency trading bot.

41
19
8m
n/a

Neural network strategy for Gekko

90
22
4m
MIT

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

216
128
2y 10m
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

1.29K
375
21d
Apache-2.0

Gekko bot resources.

187
75
10m
n/a

Gekko strategies

2
0
2y 9m
n/a

calculate down peak and trade on

10
15
2y 8m
n/a

Ethereum trading algorithm using Python 3.5 and the library ZipLine

1
0
2y 5m
n/a

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

110
27
2y 8m
GPL-3.0

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

161
69
3y 86d
MIT

Bitcoin - MACD Crossover Trading Strategy Backtest

5
2
3y 86d
MIT

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

2.31K
630
92d
MIT

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

931
334
2y 6m
n/a

Gann's Swing trade strategy for Gekko trade bot

61
20
3y 11m
MIT

Lottery & Gamble

TensorFlow实战,使用LSTM预测彩票

251
152
1y 5m
MIT

Arbitrage

Arbitrage bot that currently works on bittrex & poloniex

137
60
3y 86d
MIT

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

632
238
2y 8m
MIT

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

802
239
2y 10m
GPL-3.0

Bitcoin arbitrage - opportunity detector

1.96K
736
12m
MIT

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

4.92K
944
100d
MIT

Traditional Markets

Python module to get stock data from Yahoo! Finance

949
322
3y 12m
n/a

TuShare is a utility for crawling historical data of China stocks

10.18K
3.85K
9m
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 16d
MIT

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

145
33
2y 6m
MIT

Research Tools

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

1.78K
481
99d
Apache-2.0
520
304
1y 7m
n/a

Portfolio and risk analytics in Python

3.26K
1K
9m
Apache-2.0

Performance analysis of predictive (alpha) stock factors

1.62K
584
7m
Apache-2.0

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

650
205
51d
Apache-2.0

modular quant framework.

1.2K
395
1d
MIT

Traditional Market

Zipline, a Pythonic Algorithmic Trading Library

12.84K
3.66K
51d
Apache-2.0

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

3.98K
1.38K
7d
n/a

Python Backtesting library for trading strategies

5.09K
1.64K
5m
GPL-3.0

Kungfu Trader

2.08K
801
6m
Apache-2.0

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

4.16K
1.97K
1d
Apache-2.0

Python live trade execution library with zipline interface.

427
160
6d
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
3y 88d
MIT

Get real-time information and market insights.

Crypto Currencies

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

6.94K
1.79K
1d
MIT

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

143
28
2y 49d
n/a

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

135
33
4d
MIT

An Algorithmic Trading Library for Crypto-Assets in Python

1.88K
574
2y 24d
Apache-2.0

Quantitative crypto bot framework

25
12
2y 22d
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

7.03K
2.61K
1y 5m
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
3y 88d
MIT

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

195
70
8m
MIT

TA Lib

A Python Pandas implementation of technical analysis indicators

444
162
2y 6m
MIT

Common financial technical indicators implemented in Pandas.

724
269
30d
LGPL-3.0

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

279
48
1y 4m
LGPL-3.0

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

2.13K
511
4y 56d
MIT

Exchange API

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

1.17K
466
3y 10m
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 27d
GPL-3.0

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

238
92
22d
LGPL-3.0

Framework

High-performance TensorFlow library for quantitative finance.

1.37K
248
2d
Apache-2.0

Visualizing

Play with neural networks!

9.54K
2.09K
7m
Apache-2.0

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

12.23K
1.5K
2d
MIT

GYM Environment

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

639
198
1y 93d
MIT

Trading environnement for RL agents, backtesting and training.

148
39
1y 10m
Apache-2.0

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

701
207
59d
LGPL-3.0

Articles

The Economist 经济学人,持续更新

2.93K
516
1y 93d
n/a

NYU 金融机器学习 中文笔记

70
12
2y 42d
n/a

Others

TensorBoard as a Zipline dashboard

110
33
4y 6m
MIT

An UI port for gekko trading bot using Quasar framework.

106
43
32d
MIT

Other Resource

Quant/Algorithm trading resources with an emphasis on Machine Learning

759
255
1y 6m
n/a

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

5.16K
989
29d
n/a