A good survey paper:
Hambly, Ben, Renyuan Xu, and Huining Yang. "Recent advances in reinforcement learning in finance." arXiv preprint arXiv:2112.04553, 2021.
It is a byproduct from our weekly meetings, may be useful for newcomers.
The selection procedure is as follows: 1). recommendation from group 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 | 550+ | ⭐⭐⭐⭐⭐ | A metaverse for financial deep reinforcement learning. Now providing dynamic market environments for stock, cryptocurrency, forex, paper/live trading, etc. |
| CCXT | 26.9k | ⭐⭐⭐⭐⭐ | A JavaScript/Python/PHP crypto trading API |
| StockSharp | 5.4k | ⭐⭐⭐⭐ | Algorithmic trading for stock markets, forex, bitcoins and options |
| TuShare | 11.9k | ⭐⭐⭐ | Crawling historical data of CN stocks |
| yfinance | 8.5k | ⭐⭐⭐ | Provide market historical data, easy to connect and use |
| Binance | 3.0k | ⭐⭐⭐ | A well developed crypto trading platform |
| Alpaca | 1.7k | ⭐⭐⭐ | API for free stock trading, supporting paper/live trading |
| WRDS | 96 | ⭐⭐ | A python data access library for academic usage |
| Project | Stars | Recommendation | Description |
|---|---|---|---|
| TA-Lib | 7.3k | ⭐⭐⭐⭐⭐ | For trading software developers requiring to perform technical analysis of financial market data |
| Clairvoyant | 2.3k | ⭐⭐⭐ | Identify and monitor social/historical cues for short term stock movement |
| FinanceDatabase | 1.5k | ⭐⭐⭐ | Database of symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets |
| Project | Stars | Recommendation | Description |
|---|---|---|---|
| ML for Trading | 6.6k | ⭐⭐⭐⭐⭐ | A book shows how ML can add value to algorithmic trading strategies in a practical yet comprehensive way |
| Qlib | 10.2k | ⭐⭐⭐⭐ | An AI-oriented quantitative investment platform with full ML pipeline |
| Stock-Prediction-Models | 5.8k | ⭐⭐⭐⭐ | Machine learning and deep learning models for Stock forecasting |
| TF Quant Finance | 3.6k | ⭐⭐⭐ | A TensorFlow library for quantitative finance by Google |
| Adv_Fin_ML_Exercises | 1.4k | ⭐⭐⭐ | Experimental solutions to selected exercises from the book Advances in Financial Machine Learning by Marcos Lopez De Prado |
| AlphaPy | 840+ | ⭐⭐⭐ | A machine learning framework for both speculators and data scientists |
| fin-ml | 400+ | ⭐⭐⭐ | Code to the case studies in the book Machine Learning and Data Science Blueprints for Finance |
| stockpredictionai | 3.6k | ⭐⭐ | A notebook of complete process for predicting stock price movements |
| MLFinLab | 3.3k | ⭐⭐ | Using ML to design strategies. Now close source, codes no longer available |
| Project | Stars | Recommendation | Description |
|---|---|---|---|
| FinRL | 6.6k | ⭐⭐⭐⭐⭐ | The first open-source project for financial reinforcement learning, provide full pipeline of using DRL in financial tasks |
| ElegantRL | 2.5k | ⭐⭐⭐⭐⭐ | Scalable and elastic deep reinforcement learning library using PyTorch |
| tensortrade | 4.1k | ⭐⭐⭐⭐ | An RL framework for training, evaluating, and deploying robust trading agents |
| FinRL-Trading | 1.3k | ⭐⭐⭐⭐ | Ensemble strategy and live trading using DRL |
| gym-anytrading | 1.4k | ⭐⭐⭐ | OpenAI Gym trading environment |
| Project | Stars | Recommendation | Description |
|---|
| Project | Stars | Recommendation | Description |
|---|---|---|---|
| ML_for_Stock_Recomm | 34 | ⭐⭐ | A Practical Machine Learning Approach for Dynamic Stock Recommendation |
| Project | Stars | Recommendation | Description |
|---|---|---|---|
| HFT-LOB-Trading-ML | 1.3k | ⭐⭐⭐ | Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data. |
| Project | Stars | Recommendation | Description |
|---|---|---|---|
| PyPortfolioOpt | 3.2k | ⭐⭐⭐⭐ | Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity |
| OLPS | 300 | ⭐⭐ | A toolbox for On-Line Portfolio Selection |
| Project | Stars | Recommendation | Description |
|---|---|---|---|
| NumPy | 21.5k | ⭐⭐⭐⭐⭐ | The fundamental package for scientific computing with Python, used by many other python libraries |
| Azure HPC | ➖ | ⭐⭐⭐ | Azure high-performance computing (HPC) for financial services, provided by Microsoft Azure |
| Project | Stars | Recommendation | Description |
|---|---|---|---|
| QuantConnect | 7.0k | ⭐⭐⭐⭐ | An algorithmic trading engine built for easy strategy research, backtesting and live trading |
| HFT-LOB-Trading-ML | 1.3k | ⭐⭐⭐ | Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data |
| Project | Stars | Recommendation | Description |
|---|---|---|---|
| TradingGym | 1。1k | ⭐⭐⭐ | "A toolkit for training and backtesting the reinforcement learning algorithms". Has pretty good dynamic rendering. |
| mplfinance | 2.5k | ⭐⭐⭐ | Using Matplotlib to visualize financial data and market data |
| Rendering using Matplotlib and Gym | - | ⭐⭐⭐ | A blog written by the main contributor of TensorTrading |
Feedback: If you have any ideas or you want any other content to be added to this list, feel free to recommend.