Awesome-Quant-Machine-Learning-Trading
by grananqvist
Quant/Algorithm trading resources with an emphasis on Machine Learning
AI summary
Trading toolkit
Curated collection of resources and tools for machine learning in quantitative trading
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What's in the list
120 links in 9 sections, with live GitHub stats.activeno commit in 2y
Books
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Marcos López de Prado - Advances in Financial Machine Learning
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Dr Howard B Bandy - Quantitative Technical Analysis: An integrated approach to trading system development and trading management
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Tony Guida - Big Data and Machine Learning in Quantitative Investment
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Michael Halls-Moore - Advanced Algorithmic Trading
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Jannes Klaas - Machine Learning for Finance: Data algorithms for the markets and deep learning from the ground up for financial experts and economics
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Stefan Jansen - Hands-On Machine Learning for Algorithmic Trading: Design and implement smart investment strategies to analyze market behavior using the Python ecosystem
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Ali N. Akansu et al. - Financial Signal Processing and Machine Learning
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David Aronson - Evidence-Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading
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David Aronson - Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments
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Ernest P. Chan - Machine Trading: Deploying Computer Algorithms to Conquer the Markets
Online series and courses
Youtube videos
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Siraj Raval - Videos about stock market prediction using Deep Learning
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QuantInsti Youtube - webinars about Machine Learning for trading
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Quantopian - Webinars about Machine Learning for trading
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Sentdex - Machine Learning for Forex and Stock analysis and algorithmic trading
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Sentdex - Python programming for Finance (a few videos including Machine Learning)
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QuantNews - Machine Learning for Algorithmic Trading 3 part series
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Howard Bandy - Machine Learning Trading System Development Webinar
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Ernie Chan - Machine Learning for Quantitative Trading Webinar
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Hitoshi Harada, CTO at Alpaca - Deep Learning in Finance Talk
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Prediction Machines - Deep Learning with Python in Finance Talk
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Master Thesis presentation, Uni of Essex - Analyzing the Limit Order Book, A Deep Learning Approach
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Tucker Balch - Applying Deep Reinforcement Learning to Trading
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Krish Naik - Machine learning tutorials and their Application in Stock Prediction
Blogs and content websites
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Quantstart - Machine Learning for Trading articles
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Quantopian - Lecture notebooks on ML-related statistics
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Quantopian - Tutorials and notebooks tagged with Machine Learning
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AAA Quants, Tom Starke Blog
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RobotWealth, Kris Longmore Blog
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Quantsportal, Jacques Joubert's Blog
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Blackarbs blog
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Hardikp, Hardik Patel blog
Interviews
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Chat with Traders EP042 - Machine learning for algorithmic trading with Bert Mouler
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Chat with Traders EP142 - Algo trader using automation to bypass human flaws with Bert Mouler
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Chat with Traders EP147 - Detective work leading to viable trading strategies with Tom Starke
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Chat with Traders Quantopian 5 - Good Uses of Machine Learning in Finance with Max Margenot
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Chat With Traders EP131 - Trading strategies, powered by machine learning with Morgan Slade
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Better System Trader EP023 - Portfolio manager Michael Himmel talks AI and machine learning in trading
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Better System Trader EP028 - David Aronson shares research into indicators that identify Bull and Bear markets
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Better System Trader EP082 - Machine Learning With Kris Longmore
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Better System Trader EP064 - Cryptocurrencies and Machine Learning with Bert Mouler
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Better System Trader EP090 - This quants’ approach to designing algo strategies with Michael Halls-Moore
Papers
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James Cumming - An Investigation into the Use of Reinforcement Learning Techniques within the Algorithmic Trading Domain
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Marcos López de Prado - The 10 reasons most Machine Learning Funds fails
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Zhuoran Xiong et al. - Practical Deep Reinforcement Learning Approach for Stock Trading
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Gordon Ritter - Machine Learning for Trading
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J.B. Heaton et al. - Deep Learning for Finance: Deep Portfolios
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Justin Sirignano et al. - Universal Features of Price Formation in Financial Markets: Perspectives From Deep Learning
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Marcial Messmer - Deep Learning and the Cross-Section of Expected Returns
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Marcos Lopez de Prado - Ten Financial Applications of Machine Learning (Presentation Slides)
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Marcos Lopez de Prado - The Myth and Reality of Financial Machine Learning (Presentation Slides)
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Artur Sepp - Machine Learning for Volatility Trading (Presentation Slides)
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Marcos Lopez de Prado - Market Microstructure in the Age of Machine Learning
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Jonathan Brogaard - Machine Learning and the Stock Market
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Xinyao Qian - Financial Series Prediction: Comparison Between Precision of Time Series Models and Machine Learning Methods
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Milan Fičura - Forecasting Foreign Exchange Rate Movements with k-Nearest-Neighbour, Ridge Regression and Feed-Forward Neural Networks
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Samuel Edet - Recurrent Neural Networks in Forecasting S&P 500 Index Amin Hedayati et al. - Stock Market Index Prediction Using Artificial Neural Network
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Jaydip Sen et al. - A Robust Predictive Model for Stock Price Forecasting
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O.B. Sezer et al. - An Artificial Neural Network-based Stock Trading System Using Technical Analysis and Big Data Framework
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Ritika Singh et al. - Stock prediction using deep learning
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Thomas Fischera et al. - Deep learning with long short-term memory networks for financial market predictions
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R.C.Cavalcante et al. - Computational Intelligence and Financial Markets: A Survey and Future Directions
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E. Chong et al. - Deep Learning Networks for Stock Market Analysis and Prediction: Methodology, Data Representations, and Case Studies
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Chien Yi Huang - Financial Trading as a Game: A Deep Reinforcement Learning Approach
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W. Bao et al. - A deep learning framework for financial time series using stacked autoencoders and longshort term memory
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Xingyu Zhou et al. - Stock Market Prediction on High-Frequency Data Using Generative Adversarial Nets
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Fuli Feng et al. - Improving Stock Movement Prediction with Adversarial Training
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Z. Zhao et al. - Time-Weighted LSTM Model with Redefined Labeling for Stock Trend Prediction
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Arthur le Calvez, Dave Cliff - Deep Learning can Replicate Adaptive Traders in a Limit-Order-Book Financial Market
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Dang Lien Minh et al. - Deep Learning Approach for Short-Term Stock Trends Prediction Based on Two-Stream Gated Recurrent Unit Network
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Yue Deng et al. - Deep Direct Reinforcement Learning for Financial Signal Representation and Trading
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Xiao Zhong - A comprehensive cluster and classification mining procedure for daily stock market return forecasting
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J. Zhang et al. - A novel data-driven stock price trend prediction system
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Ehsan Hoseinzade et al. - CNNPred: CNN-based stock market prediction using several data sources
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Hyejung Chung et al. - Genetic Algorithm-Optimized Long Short-Term Memory Network for Stock Market Prediction
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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
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Rajashree Dash et al. - A hybrid stock trading framework integrating technical analysis with machine learning techniques
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E.A. Gerlein et al. - Evaluating machine learning classification for financial trading: an empirical approach
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Justin Sirignano - Deep Learning for Limit Order Books
Papers / Events & Sentiment trading
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Frank Z. Xing et al. - Natural language based financial forecasting: a survey
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Ziniu Hu et al. - Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Prediction
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J.W. Leung, Master Thesis, MIT - Application of Machine Learning: Automated Trading Informed by Event Driven Data
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Xiao Ding et al. - Deep Learning for Event-Driven Stock Prediction
Reinforcement Learning environments
Code
[Link]
marketneutral - pairs trading with ML
[Link]
BlackArbsCEO - Advances in Financial Machine Learning Exercises
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mlfinlab - Package for Advances in Financial Machine Learning
[Link]
MachineLearningStocks - Using python and scikit-learn to make stock predictions
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AlphaAI - Use unsupervised and supervised learning to predict stocks
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SGX-Full-OrderBook-Tick-Data-Trading-Strategy - Providing the solutions for high-frequency trading (HFT) strategies using ML
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NeuralNetworkStocks - Using Python and keras to make stock predictions
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Stock-Price-Prediction-LSTM - OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network
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SravB - Algorithmic trading using machine learning
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Flow - High frequency AI based algorithmic trading module
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timestocome - Test-stock-prediction-algorithms
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deepstock - Technical experimentations to beat the stock market using deep learning
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qtrader - Reinforcement Learning for Portfolio Management
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stockPredictor - Predict stock movement with Machine Learning and Deep Learning algorithms
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stock_market_reinforcement_learning - Stock market environment using OpenGym with Deep Q-learning and Policy Gradient
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deep-algotrading - deep learning techniques from regression to LSTM using financial data
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deep_trader - Use reinforcement learning on stock market and agent tries to learn trading
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Deep-Trading - Algorithmic trading with deep learning experiments
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Deep-Trading - Algorithmic Trading using RNN
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Multidimensional-LSTM-BitCoin-Time-Series - Using multidimensional LSTM neural networks to create a forecast for Bitcoin price
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QLearning_Trading - Learning to trade under the reinforcement learning framework
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Day-Trading-Application - Use deep learning to make accurate future stock return predictions
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bulbea - Deep Learning based Python Library for Stock Market Prediction and Modelling
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PGPortfolio - source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"
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Thesis - Reinforcement Learning for Automated Trading
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DQN - Reinforcement Learning for finance
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Deep-Trading-Agent - Deep Reinforcement Learning based Trading Agent for Bitcoin
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deep_portfolio - Use Reinforcement Learning and Supervised learning to Optimize portfolio allocation
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Deep-Reinforcement-Learning-in-Stock-Trading - Using deep actor-critic model to learn best strategies in pair trading
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Stock-Price-Prediction-LSTM - OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network
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