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Awesome AI in Finance Awesome Community

There are millions of trades made in the global financial market every day. Data grows very quickly and people are hard to understand. With the power of the latest artificial intelligence research, people analyze & trade automatically and intelligently. This list contains the research, tools and code that people use to beat the market.

[中文资源]

Contents

Papers

Courses & Books

Strategies & Research

Time Series Data

Price and Volume process with Technology Analysis Indices

  • 🌟🌟 stockpredictionai - A complete process for predicting stock price movements.
  • 🌟 Personae - Implements and environment of Deep Reinforcement Learning & Supervised Learning for Quantitative Trading.
  • 🌟 Ensemble-Strategy - Deep Reinforcement Learning for Automated Stock Trading.
  • FinRL - A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance.
  • AutomatedStockTrading-DeepQ-Learning - Build a Deep Q-learning reinforcement agent model as automated trading robot.
  • tf_deep_rl_trader - Trading environment(OpenAI Gym) + PPO(TensorForce).
  • trading-gym - Trading agent to train with episode of short term trading itself.
  • trading-rl - Deep Reinforcement Learning for Financial Trading using Price Trailing.
  • deep_rl_trader - Trading environment(OpenAI Gym) + DDQN (Keras-RL).
  • Quantitative-Trading - Papers and code implementing Quantitative-Trading.
  • gym-trading - Environment for reinforcement-learning algorithmic trading models.
  • zenbrain - A framework for machine-learning bots.
  • DeepLearningNotes - Machine learning in quant analysis.
  • stock_market_reinforcement_learning - Stock market trading OpenAI Gym environment with Deep Reinforcement Learning using Keras.

Portfolio Management

  • Deep-Reinforcement-Stock-Trading - A light-weight deep reinforcement learning framework for portfolio management.
  • qtrader - Reinforcement Learning for portfolio management.
  • PGPortfolio - A Deep Reinforcement Learning framework for the financial portfolio management problem.
  • DeepDow - Portfolio optimization with deep learning.

High Frequency Trading

Event Drive

  • 🌟🌟 stockpredictionai - Complete process for predicting stock price movements.
  • 🌟 trump2cash - A stock trading bot powered by Trump tweets.

Crypto Currencies Strategies

Technical Analysis

Lottery & Gamble

Arbitrage

  • ArbitrageBot - Arbitrage bot that currently works on bittrex & poloniex.
  • r2 - Automatic arbitrage trading system powered by Node.js + TypeScript.
  • cryptocurrency-arbitrage - A crypto currency arbitrage opportunity calculator. Over 800 currencies and 50 markets.
  • bitcoin-arbitrage - Bitcoin arbitrage opportunity detector.
  • blackbird - Long / short market-neutral strategy.

Data Sources

Traditional Markets

  • 🌟 Quandl - Get millions of financial and economic dataset from hundreds of publishers via a single free API.
  • yahoo-finance - Python module to get stock data from Yahoo! Finance.
  • Tushare - Crawling historical data of Chinese stocks.

Crypto Currencies

  • CryptoInscriber - A live crypto currency historical trade data blotter. Download live historical trade data from any crypto exchange.
  • Gekko-Datasets - Gekko trading bot dataset dumps. Download and use history files in SQLite format.

Research Tools

  • 🌟🌟 TensorTrade - Trade efficiently with reinforcement learning.
  • JAQS - An open source quant strategies research platform.
  • pyfolio - Portfolio and risk analytics in Python.
  • alphalens - Performance analysis of predictive (alpha) stock factors.
  • empyrical - Common financial risk and performance metrics. Used by Zipline and pyfolio.
  • zvt - Zero vector trader.

Trading System

For Back Test & Live trading

Traditional Market

System

  • 🌟🌟 zipline - A python algorithmic trading library.
  • 🌟 TradingView - Get real-time information and market insights.
  • rqalpha - A extendable, replaceable Python algorithmic backtest & trading framework.
  • backtrader - Python backtesting library for trading strategies.
  • kungfu - Kungfu Master trading system.
  • lean - Algorithmic trading engine built for easy strategy research, backtesting and live trading.

Combine & Rebuild

Crypto Currencies

  • zenbot - Command-line crypto currency trading bot using Node.js and MongoDB.
  • bot18 - High-frequency crypto currency trading bot developed by Zenbot.
  • magic8bot - Crypto currency trading bot using Node.js and MongoDB.
  • catalyst - An algorithmic trading library for Crypto-Assets in python.
  • QuantResearchDev - Quant Research dev & Traders open source project.
  • MACD - Zenbot MACD Auto-Trader.
  • abu - A quant trading system base on python.

Plugins

  • CoinMarketCapBacktesting - Tests bt and Quantopian Zipline as backtesting frameworks for coin trading strategy.
  • Gekko-BacktestTool - Batch backtest, import and strategy params optimalization for Gekko Trading Bot.

TA Lib

  • pandas_talib - A Python Pandas implementation of technical analysis indicators.
  • finta - Common financial technical indicators implemented in Python-Pandas (70+ indicators).
  • tulipnode - Official Node.js wrapper for Tulip Indicators. Provides over 100 technical analysis overlay and indicator functions.
  • techan.js - A visual, technical analysis and charting (Candlestick, OHLC, indicators) library built on D3.

Exchange API

Do it in real world!

  • IbPy - Python API for the Interactive Brokers on-line trading system.
  • HuobiFeeder - Connect HUOBIPRO exchange, get market/historical data for ABAT trading platform backtest analysis and live trading.
  • ctpwrapper - Shanghai future exchange CTP api.

Framework

  • tf-quant-finance - High-performance TensorFlow library for quantitative finance.

Visualizing

  • playground - Play with neural networks.
  • netron - Visualizer for deep learning and machine learning models.

GYM Environment

  • 🌟 TradingGym - Trading and Backtesting environment for training reinforcement learning agent.
  • TradzQAI - Trading environment for RL agents, backtesting and training.
  • btgym - Scalable, event-driven, deep-learning-friendly backtesting library.

Articles

Others

Other Resource

  • 🌟🌟🌟 Stock-Prediction-Models - Stock-Prediction-Models, Gathers machine learning and deep learning models for Stock forecasting, included trading bots and simulations.
  • 🌟🌟 Financial Machine Learning - A curated list of practical financial machine learning (FinML) tools and applications. This collection is primarily in Python.
  • 🌟 Awesome-Quant-Machine-Learning-Trading - Quant / Algorithm trading resources with an emphasis on Machine Learning.
  • awesome-quant - A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance).

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

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