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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: Nov. 30, 2021, 11:19 a.m.

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

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Papers

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.

3.17K
1.49K
6m
n/a

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

1.18K
334
3y 2d
MIT

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

889
361
97d
MIT

Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance. NeurIPS 2020 & ICAIF 2021. 🔥

2.77K
755
27d
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.

157
56
91d
MIT

Trading Environment(OpenAI Gym) + PPO(TensorForce)

168
42
34d
n/a

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

217
36
40d
n/a

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

190
39
97d
n/a

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

267
70
34d
n/a

💸 Papers and Code Implements for Quantitative-Trading

30
9
3y 6m
MIT

Environment for reinforcement-learning algorithmic trading models

610
201
3y 9m
MIT

A framework for machine-learning bots

41
18
5y 94d
n/a

机器学习和量化分析学习进行中

310
216
3y 10m
MIT

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

747
313
4y 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.

198
51
97d
GPL-3.0

Reinforcement Learning for Portfolio Management

382
158
3y 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).

1.4K
662
52d
GPL-3.0

Portfolio optimization with deep learning.

422
78
4m
Apache-2.0

High Frequency Trading

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

1.92K
559
1y 6m
MIT

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

868
372
4y 9m
n/a

Analysis of High Frequency Trading on Bitcoin exchanges

75
26
4y 102d
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.

3.17K
1.49K
6m
n/a

A stock trading bot powered by Trump tweets

6.04K
852
8m
MIT

Crypto Currencies Strategies

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

193
43
112d
MIT

TensorForce Bitcoin Trading Bot

745
227
2y 9m
AGPL-3.0

Building a population of models that trade crypto and mutate iteratively

128
41
8m
n/a

Genetic Algorithm for solving optimization of trading strategies using Gekko

302
106
2y 10m
n/a

My algorithmic trading strategies with the Gekko cryptocurrency trading bot.

49
24
1y 8m
n/a

Neural network strategy for Gekko

98
24
1y 4m
MIT

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

223
132
3y 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

2.3K
578
27d
Apache-2.0

Gekko bot resources.

196
78
1y 9m
n/a
148
72
1y 10m
n/a

Gekko strategies

3
0
3y 9m
n/a

calculate down peak and trade on

10
16
3y 8m
n/a

Ethereum trading algorithm using Python 3.5 and the library ZipLine

1
0
3y 5m
n/a

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

112
29
3y 8m
GPL-3.0

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

171
74
2y 82d
MIT

Bitcoin - MACD Crossover Trading Strategy Backtest

8
2
4y 82d
MIT

Github.com/CryptoSignal - #1 Quant Trading & Technical Analysis Bot - 3,100+ stars, 900+ forks

3.54K
979
42d
MIT

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

1.14K
393
1y 10m
n/a

Gann's Swing trade strategy for Gekko trade bot

63
21
4y 18d
MIT

Lottery & Gamble

TensorFlow实战,使用LSTM预测彩票

292
169
2y 5m
MIT

Arbitrage

Arbitrage bot that currently works on bittrex & poloniex

149
60
4y 82d
MIT

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

687
251
40d
MIT

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

907
264
3y 6m
GPL-3.0

Bitcoin arbitrage - opportunity detector

2.1K
765
1y 47d
MIT

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

5.43K
1.03K
1y 33d
MIT

Traditional Markets

Python module to get stock data from Yahoo! Finance

1.08K
345
1y 57d
n/a

TuShare is a utility for crawling historical data of China stocks

11.18K
4.11K
44d
BSD-3-Clause

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.

30
5
3y 8m
MIT

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

150
40
3y 6m
MIT

Research Tools

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

3.56K
840
32d
Apache-2.0
561
325
2y 7m
n/a

Portfolio and risk analytics in Python

4.1K
1.3K
62d
Apache-2.0

Performance analysis of predictive (alpha) stock factors

2.09K
803
1y 7m
Apache-2.0

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

851
277
1y 47d
Apache-2.0

modular quant framework.

1.75K
575
29d
MIT

Traditional Market

Zipline, a Pythonic Algorithmic Trading Library

14.64K
4.22K
1y 47d
Apache-2.0

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

4.38K
1.47K
28d
n/a

Python Backtesting library for trading strategies

7.57K
2.38K
28d
GPL-3.0

Kungfu Trader

2.5K
898
49d
Apache-2.0

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

5.6K
2.38K
7d
Apache-2.0

Python live trade execution library with zipline interface.

527
181
49d
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
6m
MIT

Crypto Currencies

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

7.99K
2.04K
50d
MIT

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

171
33
6m
n/a

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

246
60
70d
MIT

An Algorithmic Trading Library for Crypto-Assets in Python

2.3K
675
69d
Apache-2.0

Quantitative crypto bot framework

29
12
3y 18d
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

8.45K
3.04K
11m
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
6m
MIT

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

218
82
1y 8m
MIT

TA Lib

A Python Pandas implementation of technical analysis indicators

547
177
3y 6m
MIT

Common financial technical indicators implemented in Pandas.

1.31K
436
42d
LGPL-3.0

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

377
62
26d
LGPL-3.0

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

2.26K
523
1y 59d
MIT

Exchange API

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

1.25K
482
4y 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

35
15
6m
GPL-3.0

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

306
114
31d
LGPL-3.0

Framework

High-performance TensorFlow library for quantitative finance.

2.87K
388
27d
Apache-2.0

Visualizing

Play with neural networks!

10.05K
2.19K
33d
Apache-2.0

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

16.91K
1.94K
7d
MIT

GYM Environment

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

944
254
1y 32d
MIT

Trading environnement for RL agents, backtesting and training.

159
42
2y 10m
Apache-2.0

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

845
240
94d
LGPL-3.0

Articles

The Economist 经济学人,持续更新

2.99K
524
2y 89d
n/a

NYU 金融机器学习 中文笔记

75
12
3y 38d
n/a

Others

TensorBoard as a Zipline dashboard

107
33
5y 6m
MIT

An UI port for gekko trading bot using Quasar framework.

110
51
5m
MIT

Other Resource

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

4.51K
1.82K
4m
Apache-2.0

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

2.11K
664
26d
n/a

Quant/Algorithm trading resources with an emphasis on Machine Learning

1.24K
365
1y 53d
n/a

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

7.97K
1.44K
35d
n/a