Awesome-Quant-Machine-Learning-Trading

Trading toolkit

Curated collection of resources and tools for machine learning in quantitative trading

Quant/Algorithm trading resources with an emphasis on Machine Learning

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awesomeawesome-listdeep-learningfinancial-machine-learningmachine-learningmachine-learning-tradingstock-tradingtrading-strategies

Financial Machine Learning / Books
[Link] Marcos López de Prado - Advances in Financial Machine Learning
[Link] Dr Howard B Bandy - Quantitative Technical Analysis: An integrated approach to trading system development and trading management
[Link] Tony Guida - Big Data and Machine Learning in Quantitative Investment
[Link] Michael Halls-Moore - Advanced Algorithmic Trading
[Link] Jannes Klaas - Machine Learning for Finance: Data algorithms for the markets and deep learning from the ground up for financial experts and economics
[Link] Stefan Jansen - Hands-On Machine Learning for Algorithmic Trading: Design and implement smart investment strategies to analyze market behavior using the Python ecosystem
[Link] Ali N. Akansu et al. - Financial Signal Processing and Machine Learning
[Link] David Aronson - Evidence-Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading
[Link] David Aronson - Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments
[Link] Ernest P. Chan - Machine Trading: Deploying Computer Algorithms to Conquer the Markets

Financial Machine Learning / Online series and courses
[Link] Coursera, NYU - Guided Tour of Machine Learning in Finance
[Link] Coursera, NYU - Fundamentals of Machine Learning in Finance
[Link] Coursera, NYU - Reinforcement Learning in Finance
[Link] Coursera, NYU - Overview of Advanced Methods for Reinforcement Learning in Finance

Financial Machine Learning / Youtube videos
[Link] Siraj Raval - Videos about stock market prediction using Deep Learning
[Link] QuantInsti Youtube - webinars about Machine Learning for trading
[Link] Quantopian - Webinars about Machine Learning for trading
[Link] Sentdex - Machine Learning for Forex and Stock analysis and algorithmic trading
[Link] Sentdex - Python programming for Finance (a few videos including Machine Learning)
[Link] QuantNews - Machine Learning for Algorithmic Trading 3 part series
[Link] Howard Bandy - Machine Learning Trading System Development Webinar
[Link] Ernie Chan - Machine Learning for Quantitative Trading Webinar
[Link] Hitoshi Harada, CTO at Alpaca - Deep Learning in Finance Talk
[Link] Prediction Machines - Deep Learning with Python in Finance Talk
[Link] Master Thesis presentation, Uni of Essex - Analyzing the Limit Order Book, A Deep Learning Approach
[Link] Tucker Balch - Applying Deep Reinforcement Learning to Trading
[Link] Krish Naik - Machine learning tutorials and their Application in Stock Prediction

Financial Machine Learning / Blogs and content websites
[Link] Quantstart - Machine Learning for Trading articles
[Link] Quantopian - Lecture notebooks on ML-related statistics
[Link] Quantopian - Tutorials and notebooks tagged with Machine Learning
[Link] AAA Quants, Tom Starke Blog
[Link] RobotWealth, Kris Longmore Blog
[Link] Quantsportal, Jacques Joubert's Blog
[Link] Blackarbs blog
[Link] Hardikp, Hardik Patel blog

Financial Machine Learning / Interviews
[Link] Chat with Traders EP042 - Machine learning for algorithmic trading with Bert Mouler
[Link] Chat with Traders EP142 - Algo trader using automation to bypass human flaws with Bert Mouler
[Link] Chat with Traders EP147 - Detective work leading to viable trading strategies with Tom Starke
[Link] Chat with Traders Quantopian 5 - Good Uses of Machine Learning in Finance with Max Margenot
[Link] Chat With Traders EP131 - Trading strategies, powered by machine learning with Morgan Slade
[Link] Better System Trader EP023 - Portfolio manager Michael Himmel talks AI and machine learning in trading
[Link] Better System Trader EP028 - David Aronson shares research into indicators that identify Bull and Bear markets
[Link] Better System Trader EP082 - Machine Learning With Kris Longmore
[Link] Better System Trader EP064 - Cryptocurrencies and Machine Learning with Bert Mouler
[Link] Better System Trader EP090 - This quants’ approach to designing algo strategies with Michael Halls-Moore

Financial Machine Learning / Papers
[Link] James Cumming - An Investigation into the Use of Reinforcement Learning Techniques within the Algorithmic Trading Domain
[Link] Marcos López de Prado - The 10 reasons most Machine Learning Funds fails
[Link] Zhuoran Xiong et al. - Practical Deep Reinforcement Learning Approach for Stock Trading
[Link] Gordon Ritter - Machine Learning for Trading
[Link] J.B. Heaton et al. - Deep Learning for Finance: Deep Portfolios
[Link] Justin Sirignano et al. - Universal Features of Price Formation in Financial Markets: Perspectives From Deep Learning
[Link] Marcial Messmer - Deep Learning and the Cross-Section of Expected Returns
[Link] Marcos Lopez de Prado - Ten Financial Applications of Machine Learning (Presentation Slides)
[Link] Marcos Lopez de Prado - The Myth and Reality of Financial Machine Learning (Presentation Slides)
[Link] Artur Sepp - Machine Learning for Volatility Trading (Presentation Slides)
[Link] Marcos Lopez de Prado - Market Microstructure in the Age of Machine Learning
[Link] Jonathan Brogaard - Machine Learning and the Stock Market
[Link] Xinyao Qian - Financial Series Prediction: Comparison Between Precision of Time Series Models and Machine Learning Methods
[Link] Milan Fičura - Forecasting Foreign Exchange Rate Movements with k-Nearest-Neighbour, Ridge Regression and Feed-Forward Neural Networks
[Link] Samuel Edet - Recurrent Neural Networks in Forecasting S&P 500 Index Amin Hedayati et al. - Stock Market Index Prediction Using Artificial Neural Network
[Link] Jaydip Sen et al. - A Robust Predictive Model for Stock Price Forecasting
[Link] O.B. Sezer et al. - An Artificial Neural Network-based Stock Trading System Using Technical Analysis and Big Data Framework
[Link] Ritika Singh et al. - Stock prediction using deep learning
[Link] Thomas Fischera et al. - Deep learning with long short-term memory networks for financial market predictions
[Link] R.C.Cavalcante et al. - Computational Intelligence and Financial Markets: A Survey and Future Directions
[Link] E. Chong et al. - Deep Learning Networks for Stock Market Analysis and Prediction: Methodology, Data Representations, and Case Studies
[Link] Chien Yi Huang - Financial Trading as a Game: A Deep Reinforcement Learning Approach
[Link] W. Bao et al. - A deep learning framework for financial time series using stacked autoencoders and longshort term memory
[Link] Xingyu Zhou et al. - Stock Market Prediction on High-Frequency Data Using Generative Adversarial Nets
[Link] Fuli Feng et al. - Improving Stock Movement Prediction with Adversarial Training
[Link] Z. Zhao et al. - Time-Weighted LSTM Model with Redefined Labeling for Stock Trend Prediction
[Link] Arthur le Calvez, Dave Cliff - Deep Learning can Replicate Adaptive Traders in a Limit-Order-Book Financial Market
[Link] Dang Lien Minh et al. - Deep Learning Approach for Short-Term Stock Trends Prediction Based on Two-Stream Gated Recurrent Unit Network
[Link] Yue Deng et al. - Deep Direct Reinforcement Learning for Financial Signal Representation and Trading
[Link] Xiao Zhong - A comprehensive cluster and classification mining procedure for daily stock market return forecasting
[Link] J. Zhang et al. - A novel data-driven stock price trend prediction system
[Link] Ehsan Hoseinzade et al. - CNNPred: CNN-based stock market prediction using several data sources
[Link] Hyejung Chung et al. - Genetic Algorithm-Optimized Long Short-Term Memory Network for Stock Market Prediction
[Link] Yujin Baek et al. - ModAugNet: A new forecasting framework for stock market index value with an overfitting prevention LSTM module and a prediction LSTM module
[Link] Rajashree Dash et al. - A hybrid stock trading framework integrating technical analysis with machine learning techniques
[Link] E.A. Gerlein et al. - Evaluating machine learning classification for financial trading: an empirical approach
[Link] Justin Sirignano - Deep Learning for Limit Order Books

Financial Machine Learning / Papers / Events & Sentiment trading
[Link] Frank Z. Xing et al. - Natural language based financial forecasting: a survey
[Link] Ziniu Hu et al. - Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Prediction
[Link] J.W. Leung, Master Thesis, MIT - Application of Machine Learning: Automated Trading Informed by Event Driven Data
[Link] Xiao Ding et al. - Deep Learning for Event-Driven Stock Prediction

Financial Machine Learning / Reinforcement Learning environments
[Link] 1,596 10 months ago TradingGym
[Link] 550 almost 4 years ago Trading-Gym
[Link] 988 about 3 years ago btym
[Link] 165 over 2 years ago TradzQAI

Financial Machine Learning / Code
[Link] 207 about 7 years ago marketneutral - pairs trading with ML
[Link] 1,707 almost 2 years ago BlackArbsCEO - Advances in Financial Machine Learning Exercises
[Link] mlfinlab - Package for Advances in Financial Machine Learning
[Link] 1,764 5 months ago MachineLearningStocks - Using python and scikit-learn to make stock predictions
[Link] 1,734 over 4 years ago AlphaAI - Use unsupervised and supervised learning to predict stocks
[Link] 1,948 about 2 years ago SGX-Full-OrderBook-Tick-Data-Trading-Strategy - Providing the solutions for high-frequency trading (HFT) strategies using ML
[Link] 741 over 5 years ago NeuralNetworkStocks - Using Python and keras to make stock predictions
[Link] 573 over 1 year ago Stock-Price-Prediction-LSTM - OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network
[Link] 113 almost 7 years ago SravB - Algorithmic trading using machine learning
[Link] 69 over 8 years ago Flow - High frequency AI based algorithmic trading module
[Link] 421 about 3 years ago timestocome - Test-stock-prediction-algorithms
[Link] 470 over 7 years ago deepstock - Technical experimentations to beat the stock market using deep learning
[Link] 455 over 6 years ago qtrader - Reinforcement Learning for Portfolio Management
[Link] 49 about 2 years ago stockPredictor - Predict stock movement with Machine Learning and Deep Learning algorithms
[Link] 791 almost 8 years ago stock_market_reinforcement_learning - Stock market environment using OpenGym with Deep Q-learning and Policy Gradient
[Link] 234 6 months ago deep-algotrading - deep learning techniques from regression to LSTM using financial data
[Link] 1,458 almost 7 years ago deep_trader - Use reinforcement learning on stock market and agent tries to learn trading
[Link] 1,431 over 6 years ago Deep-Trading - Algorithmic trading with deep learning experiments
[Link] 32 over 8 years ago Deep-Trading - Algorithmic Trading using RNN
[Link] 335 over 7 years ago Multidimensional-LSTM-BitCoin-Time-Series - Using multidimensional LSTM neural networks to create a forecast for Bitcoin price
[Link] 498 about 8 years ago QLearning_Trading - Learning to trade under the reinforcement learning framework
[Link] Day-Trading-Application - Use deep learning to make accurate future stock return predictions
[Link] 2,052 almost 4 years ago bulbea - Deep Learning based Python Library for Stock Market Prediction and Modelling
[Link] 1,751 about 3 years ago PGPortfolio - source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"
[Link] 85 almost 8 years ago Thesis - Reinforcement Learning for Automated Trading
[Link] 181 over 7 years ago DQN - Reinforcement Learning for finance
[Link] 751 over 6 years ago Deep-Trading-Agent - Deep Reinforcement Learning based Trading Agent for Bitcoin
[Link] 168 about 7 years ago deep_portfolio - Use Reinforcement Learning and Supervised learning to Optimize portfolio allocation
[Link] 309 over 7 years ago Deep-Reinforcement-Learning-in-Stock-Trading - Using deep actor-critic model to learn best strategies in pair trading
[Link] 573 over 1 year ago Stock-Price-Prediction-LSTM - OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network

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