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a-stock-prediction-system-with-deep-learning

Try to predict stock price with LSTM、GAN and DRL, exploring the features of news and technical indicators，which help improving perfomance of predictions.

adv-alstm

Code for paper "Enhancing Stock Movement Prediction with Adversarial Training" IJCAI 2019

adversarial_gmm

Prototype code for paper: Adversarial Generalized Method of Moments, Greg Lewis and Vasilis Syrgkanis

aioquant

Asynchronous event I/O driven quantitative trading framework.

algoplus

AlgoPlus 2.0是使用c++语言开发的用于全市场交易的SDK，提供c++/python/java接口。

algorithm-component-library

A collection of code snippets that can be constructed into larger trading algorithms.

algorithmic-trading

Trading Algorithms using technical indicators

alphagen

Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.

alphalens

Performance analysis of predictive (alpha) stock factors

alphanetv3

Recurrent Neural Network for predicting Stock Returns

an-application-of-deep-reinforcement-learning-to-algorithmic-trading

Experimental code supporting the results presented in the scientific research paper entitled "An Application of Deep Reinforcement Learning to Algorithmic Trading"

analytic_shrinkage

Non-Linear Covariance Shrinkage

anomaliesinoptions

In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.

asset-pricing-model

PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics

attention-clx-stock-prediction

Attention-based CNN-LSTM and XGBoost hybrid model for stock prediction

augboost

AugBoost: Gradient Boosting Enhanced with Step-Wise Feature Augmentation (2019 IJCAI paper)

autoencoder-asset-pricing-models

Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)

autoformer

About Code release for "Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting" (NeurIPS 2021), https://arxiv.org/abs/2106.13008

awesome-ai-in-finance

🔬 A curated list of awesome machine learning strategies & tools in financial market.

awesome-of-time-series-prediction

backtest

backtrader_template

Basic template for managing Backtrader backtests.

barrastep

bgnn

capmarket

cloud_ml_platform

cnn-for-trading

Reimplementation of Paper: (Re-)Imag(in)ing Price Trends

combo

(AAAI' 20) A Python Toolbox for Machine Learning Model Combination

coral-pytorch

CORAL and CORN implementations for ordinal regression with deep neural networks.

covshrink

Python implementation of a sample covariance matrix shrinkage experiment