Well, it is a byproduct from our weekly meetings, may be useful for newcommers.
Our selection procedure is academic: 1). recomendation (via PRs) from our community members, 2). evaluation by core members after survey, 3). discussion and evalutation at our weekly meetings.
Giller, Graham L. Adventures in Financial Data Science: The empirical properties of financial data and some other things that interested me. Vol. 1. Giller Investments (New Jersey), LLC, 2020.
| Project | Stars | Recommendation | Description |
|---|---|---|---|
| FinRL-Meta | 260+ | ⭐⭐⭐⭐⭐ | direct data support for FinRL |
| CCXT | 23.4k | ⭐⭐⭐⭐⭐ | crypto trading |
| StockSharp | 4.7k | ⭐⭐⭐⭐ | stock markets, forex, bitcoins and options |
| TuShare | 11.4k | ⭐⭐⭐ | |
| yfinance | 6.7k | ⭐⭐⭐ | easy to connect |
| Binance | 2.2k | ⭐⭐⭐ | |
| Alpaca | 1.5k | ⭐⭐⭐ | free stock trading |
| WRDS | 85 | ⭐⭐ | academic usage |
| Project | Stars | Recommendation | Description |
|---|---|---|---|
| TA-Lib | 6.3k | ⭐⭐⭐⭐⭐ | |
| Clairvoyant | 2.3k | ⭐⭐⭐ | |
| FinanceDatabase | 950+ | ⭐⭐⭐ |
| Project | Stars | Recommendation | Description |
|---|---|---|---|
| ML for Trading | 5.3k | ⭐⭐⭐⭐⭐ | |
| Qlib | 8.1k | ⭐⭐⭐⭐ | |
| Stock-Prediction-Models | 4.9k | ⭐⭐⭐⭐ | |
| Advances in Financial ML Exercises | 1.2k | ⭐⭐⭐⭐ | |
| TF Quant Finance | 3k | ⭐⭐⭐ | |
| AlphaPy | 700+ | ⭐⭐⭐ | |
| ML and DS Blueprints for Finance | 200+ | ⭐⭐⭐ | |
| stockpredictionai | 3.3k | ⭐⭐ | |
| MLFinLab | 2.8k | ⭐⭐ |
| Project | Stars | Recommendation | Description |
|---|---|---|---|
| FinRL | 3.5k | ⭐⭐⭐⭐⭐ | The first open-source project for financial reinforcement learning. |
| ElegantRL | 1.7k | ⭐⭐⭐⭐⭐ | Scalable and elastic deep reinforcement learning library using PyTorch. |
| tensortrade | 3.8k | ⭐⭐⭐⭐ | |
| DRL-Ensemble-ICAIF-2020 | 1k | ⭐⭐⭐⭐ | |
| gym-anytrading | 950+ | ⭐⭐⭐ |
| Project | Stars | Recommendation | Description |
|---|
| Project | Stars | Recommendation | Description |
|---|---|---|---|
| Ensemble | 25 | ⭐⭐ |
| Project | Stars | Recommendation | Description |
|---|---|---|---|
| HFT-LOB-Trading-ML | 900+ | ⭐⭐⭐ |
| Project | Stars | Recommendation | Description |
|---|---|---|---|
| PyPortfolioOpt | 2.6k | ⭐⭐⭐⭐ | |
| OLPS | 279 | ⭐⭐ | On-Line Portfolio Selection |
| Project | Stars | Recommendation | Description |
|---|---|---|---|
| NumPy | 19.7k | ⭐⭐⭐⭐⭐ | |
| Azure HPC | ➖ | ⭐⭐⭐ |
| Project | Stars | Recommendation | Description |
|---|---|---|---|
| QuantConnect | 5.9k | ⭐⭐⭐⭐ | |
| HFT-LOB-Trading-ML | 900+ | ⭐⭐⭐ |
Feedback: If you have any ideas or you want any other content to be added to this list, feel free to recommend.