Skip to content
A curated list of practical financial machine learning (FinML) tools and applications in Python.
Branch: master
Clone or download
Latest commit d846bd6 Jul 27, 2019
Type Name Latest commit message Commit time
Failed to load latest commit information. Update Jul 26, 2019

Financial Machine Learning and Data Science

A curated list of practical financial machine learning (FinML) tools and applications. This collection is primarily in Python.

If you want to contribute to this list (please do), send me a pull request or contact me @dereknow or on linkedin. Also, a listed repository should be deprecated if:

  • Repository's owner explicitly say that "this library is not maintained".
  • Not committed for long time (2~3 years).


Deep Learning

  • Deep Learning - Technical experimentations to beat the stock market using deep learning.
  • Deep Learning II - Tensorflow Regression.
  • Deep Learning III - Algorithmic trading with deep learning experiments.
  • Deep Learning IV - Bulbea: Deep Learning based Python Library.
  • LTSM GRU - Stock Market Forecasting using LSTM\GRU.
    • Multilayer neural network architecture for stock return prediction.
  • LTSM Recurrent - OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network.
  • ARIMA-LTSM Hybrid - Hybrid model to predict future price correlation coefficients of two assets.
  • Neural Network - Neural networks to predict stock prices.
  • AI Trading - AI to predict stock market movements.

Reinforcement Learning

  • RL Trading - A collection of 25+ Reinforcement Learning Trading Strategies - Google Colab.
  • RL - OpenGym with Deep Q-learning and Policy Gradient.
  • RL II - reinforcement learning on stock market and agent tries to learn trading.
  • RL III - Github - Deep Reinforcement Learning based Trading Agent for Bitcoin.
  • RL IV - Reinforcement Learning for finance.
  • RL V - Building an Agent to Trade with Reinforcement Learning.
  • Pair Trading RL - Using deep actor-critic model to learn best strategies in pair trading.

Other Models

Data Processing Techniques and Transformations

  • Advanced ML - Exercises too Financial Machine Learning (De Prado).
  • Advanced ML II - More implementations of Financial Machine Learning (De Prado).

Portfolio Management

Portfolio Selection and Optimisation

Factor and Risk Analysis:




Other Assets

Derivatives and Hedging:

Fixed Income

  • Vasicek - Bootstrapping and interpolation.
  • Binomial Tree - Utility functions in fixed income securities.
  • Corporate Bonds - Predicting the buying and selling volume of the corporate bonds.

Alternative Finance

Extended Research:



Personal Papers

You can’t perform that action at this time.