Factor research
Factor research, machine-learning stock selection and quantitative research tools.
29 projects · sorted by GitHub stars · data refreshed daily (last )
The Chinese category lists 56 tools. This page lists the 29 that have an English summary, so the two are not treated as translations of each other. Full Chinese category
Performance analysis of predictive alpha stock factors
Open-source reinforcement learning platform for quantitative trading
Companion notebooks for the Machine Learning in Finance textbook
Jupyter notebooks accompanying Packt's machine learning trading book
Cryptocurrency trading environment using deep reinforcement learning
Jupyter notebooks applying deep learning to stock prediction
Jupyter notebooks reproducing machine learning asset management research
Deep learning portfolio optimization in Python
Worked answers to Advances in Financial Machine Learning exercises
OpenAI Gym environment for reinforcement learning trading
Lightweight deep reinforcement learning framework for portfolio management
Performance analysis of predictive stock factors
Curated resources on AI and machine learning for quant investing
Reinforcement learning environment for developing trading algorithms
Learning to trade with Q-learning reinforcement learning
Collection of classic derivatives research notes
Trading with recurrent actor-critic reinforcement learning
Modular reinforcement learning framework for algorithmic trading
Deep reinforcement learning on idealised trading games
Research code applying reinforcement learning to quant trading
Deep actor-critic model for learning pair trading strategies
Research framework for RL-enhanced Avellaneda-Stoikov market making
Comparing distance, cointegration and RL approaches to pair trading
Deep reinforcement learning for trading with price trailing
Open-source reinforcement learning environment for trading
Experiment code for a deep RL algorithmic trading paper
Feature engineering and feature importance for financial ML
Quant finance tutorials with Python and QuantLib
Reimplementation of autoencoder asset pricing models