Awesome AI in Finance

A curated list of useful resources for Financial AI

Machine learning algorithm and useful tools use in financial market, include traditional market like stock/futures/currencies and crypto currency markets.

[English Resource] [中文资源]

Contents

• Papers
• Courses & Book
• Strategies & Research
  • Time Series Data
  • Portfolio Management
  • High Frequency Trading
  • Event Drive
  • Crypto Currencies Strategies
  • Technical Analysis
  • Lottery & Gamble
  • Arbitrage
• Data Sources
• Research Tools
• Trading System
• TA Lib
• Exchange API
• Articles
• Others

Papers

• THE THEORY OF SPECULATION L. BACHELIER 1900 - The influences which determine the movements of the Stock Exchange are.
• Brownian Motion in the Stock Market Osborne,1959 - Events past, present or even anticipated, often showing no apparent.
• An Investigation into the Use of Reinforcement Learning Techniques within the Algorithmic Trading Domain(2015)
• Ten Financial Applications of Machine Learning (Presentation Slides)
• A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem
• Reinforcement Learning for Trading 1994
• Dragon-Kings, Black Swans and the Prediction of Crises Didier Sornette - We develop the concept of “dragon-kings” corresponding to meaningful outliers, which are found to coexist with power laws in the distributions of event sizes under a broad range of conditions in a large variety of systems.
• Financial Trading as a Game: A Deep Reinforcement Learning Approach - An automatic program that generates constant profit from the financial market is lucrative for every market practitioner. Recent advance in deep reinforcement learning provides a framework toward end-to-end training of such trading agent.
• MACHINE LEARNING FOR TRADING - With an appropriate choice of the reward function, reinforcement learning techniques (specifically, Q-learning) can successfully handle the risk-averse case.
• Ten Financial Applications of Machine Learning (Seminar Slides) (2018)

Courses & Book

• NYU: Overview of Advanced Methods of Reinforcement Learning in Finance
• Udacity: Artificial Intelligence for Trading
• AI in Finance - Learn Fintech Online.
• Advanced-Deep-Trading - Mostly experiments based on "Advances in financial machine learning" book.
• Advances in Financial Machine Learning - Readers will learn how to structure Big data in a way that is amenable to ML algorithms; how to conduct research with ML algorithms on that data; how to use supercomputing methods.

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.
• 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).
• 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

• 🌟 SGX-Full-OrderBook-Tick-Data-Trading-Strategy - Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
• HFT_Bitcoin - Analysis of High Frequency Trading on Bitcoin exchanges.

Event Drive

• 🌟🌟 stockpredictionai - In this noteboook I will create a complete process for predicting stock price movements.
• 🌟 trump2cash - A stock trading bot powered by Trump tweets.

Crypto Currencies Strategies

• LSTM-Crypto-Price-Prediction - Predicting price trends in cryptomarkets using an lstm-RNN for the use of a trading bot.
• tforce_btc_trader - TensorForce Bitcoin Trading Bot.
• Tensorflow-NeuroEvolution-Trading-Bot - Using tensorflow to build a population of models that trade cyrpto and breed and mutate iteratively.
• gekkoga - Genetic Algorithm for solving optimization of trading strategies using Gekko.
• Gekko_ANN_Strategies - ANN trading strategies for the Gekko trading bot.
• gekko-neuralnet - Neural network strategy for Gekko.
• bitcoin_prediction - This is the code for "Bitcoin Prediction" by Siraj Raval on YouTube.

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

• LotteryPredict - Use LSTM to predict lottery.

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.
• Gekko-Datasets - Gekko Trading Bot dataset dumps. Ready to use and download 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 - 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

• pylivetrader - Python live trade execution library with zipline interface.
• CoinMarketCapBacktesting - As backtesting frameworks for coin trading strategy.

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

• The-Economist - The Economist.
• nyu-mlif-notes - NYU machine learning in finance notes.
• Using LSTMs to Turn Feelings Into Trades

Others

• zipline-tensorboard - TensorBoard as a Zipline dashboard http://jimgoo.com/tensorboard-and-zip.
• gekko-quasar-ui - An UI port for gekko trading bot using Quasar framework.

Other Resource

• 🌟 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).
• awesome-quant-china - Quant resource in china.
• awesome-rl