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AI in Finance

Awesome AI in Finance

Awesome

Machine learning algorithm and useful tools use in financial market.

We collect all market include traditional market like stock/futures/currencies and crypto currency markets.

We're right 50.75 percent of the time, but we're 100 percent right 50.75 percent of the time, you can make billions that way. --- Robert Mercer, co-CEO of Renaissance Technologies

Papers

Courses & Book

Strategies & Research

Time Series Data

Price and Volume process with Technology Analysis Indices

  • 🌟🌟 stockpredictionai - 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.
  • 🌟 Personae - Personae is a repo of implements and environment of Deep Reinforcement Learning & Supervised Learning for Quantitative Trading.
  • AutomatedStockTrading-DeepQ-Learning - 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.
  • tf_deep_rl_trader - Trading Environment(OpenAI Gym) + PPO(TensorForce).
  • trading-gym - This trading-gym is the first trading for 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).
  • 🌟 RL-Stock - 如何用深度强化学习自动炒股.
  • Quantitative-Trading - Papers and Code Implements for 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 Trading Market 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. This project explores the possibility of applying deep reinforcement learning algorithms to stock trading in a highly modular and scalable framework.
  • qtrader - Reinforcement Learning for Portfolio Management.
  • PGPortfolio - PGPortfolio - Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.
  • DeepDow - Portfolio optimization with deep learning.

High Frequency Trading

Event Drive

  • 🌟🌟 stockpredictionai - 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.
  • 🌟 trump2cash - A stock trading bot powered by Trump tweets.

Crypto Currencies Strategies

Technical Analysis

  • quant-trading - Python quantitative trading strategies.
  • Gekko-Bot-Resources - Gekko bot resources.
  • gekko_tools - Gekko strategies, tools etc.
  • gekko RSI_WR - Gekko RSI_WR strategies.
  • gekko HL - Calculate down peak and trade on.
  • EthTradingAlgorithm - Ethereum trading algorithm using Python 3.5 and the library ZipLine.
  • gekko_trading_stuff - A dumping ground for my files I use with this awesome crypto currency trading platform.
  • forex.analytics - Node.js native library performing technical analysis over an OHLC dataset with use of genetic algorithmv.
  • Bitcoin_MACD_Strategy - Bitcoin - MACD Crossover Trading Strategy Backtest.
  • crypto-signal - Automated Crypto Trading & Technical Analysis (TA) Bot for Bittrex, Binance, GDAX, and more! (250+ coins).
  • Gekko-Strategies - Strategies to Gekko trading bot with backtests results and some useful tools.
  • gekko-gannswing - Gann's Swing trade strategy for Gekko trade bot.

Lottery & Gamble

Arbitrage

  • ArbitrageBot - Arbitrage bot that currently works on bittrex & poloniex.
  • r2 - R2 Bitcoin Arbitrager is an automatic arbitrage trading system powered by Node.js + TypeScript.
  • cryptocurrency-arbitrage - A cryptocurrency arbitrage opportunity calculator. Over 800 currencies and 50 markets.
  • bitcoin-arbitrage - Bitcoin arbitrage - opportunity detector.
  • blackbird - Blackbird Bitcoin Arbitrage: a long/short market-neutral strategy.

Data Sources

Traditional Markets

  • 🌟 Quandl - Get millions of financial and economic datasets from hundreds of publishers via a single free API.
  • yahoo-finance - Python module to get stock data from Yahoo! Finance.
  • Tushare - TuShare is a utility for crawling historical data of China stocks.

Crypto Currencies

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

Research Tools

  • 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 - Zipline, a Pythonic Algorithmic Trading Library.
  • 🌟 TradingView - Get real-time information and market insights.
  • rqalpha - A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities.
  • backtrader - Python Backtesting library for trading strategies.
  • kungfu - Kungfu Master Trading System.

Combine & Rebuild

Crypto Currencies

  • zenbot - Zenbot is a command-line cryptocurrency trading bot using Node.js and MongoDB.
  • bot18 - Bot18 is a high-frequency cryptocurrency trading bot developed by Zenbot.
  • magic8bot - Magic8bot is a cryptocurrency 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

  • easytrader
  • CoinMarketCapBacktesting - This project 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. With one command you will run any number of backtests.

TA Lib

  • pandas_talib - A Python Pandas implementation of technical analysis indicators.
  • finta - Common financial technical indicators implemented in Python-Pandas (70+ indicators).
  • tulipnode - Tulip Node is the official Node.js wrapper for Tulip Indicators. It 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 or simple rule base algo.
  • TradzQAI - Trading environnement for RL agents, backtesting and training.
  • btgym - Scalable, event-driven, deep-learning-friendly backtesting library.

Articles

Others

Other Resource