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Awesome_AI4Finance

Resources
https://github.com/AI4Finance-Foundation/Awesome_AI4Finance

Last synced: 14 days ago
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AI4Finance Foundation Ecosystem

  • AI4Finance Foundation - stack open-source ecosystem for AI-driven finance, from data to deployment.
  • FinGPT - Foundation/FinGPT?style=flat-square) | Open-source financial large language models. Fine-tuning LLMs (LLaMA, ChatGLM, etc.) with financial data for sentiment analysis, robo-advising, and quantitative trading. |
  • FinRL - Foundation/FinRL?style=flat-square) | The first open-source framework for financial reinforcement learning. Full pipeline from data processing to DRL-based trading (stock, crypto, forex). |
  • FinRobot - Foundation/FinRobot?style=flat-square) | Open-source AI agent platform for financial analysis using LLMs. Multi-agent architecture for report generation, analysis, and trading decisions. |
  • FinRL-X - Foundation/FinRL-Trading?style=flat-square) | AI-native modular infrastructure for quantitative trading. Unifies data, strategy, backtesting, and execution. Paper |
  • FinNLP - Foundation/FinNLP?style=flat-square) | Democratizing internet-scale financial data. NLP toolkit for financial news and social media data processing. |
  • FinRL-Tutorials - Foundation/FinRL-Tutorials?style=flat-square) | Jupyter notebook tutorials covering stock trading, portfolio allocation, crypto trading, and more. |
  • FinRL-Podracer - Foundation/FinRL_Podracer?style=flat-square) | Cloud-based framework for massively parallel financial RL training. |
  • RLSolver - Foundation/RLSolver?style=flat-square) | RL-based solver for combinatorial optimization problems in finance. |
  • Helium MCP - time news with 37-dimension bias scoring, ML options pricing, and live market data. Interactive demo · REST API

AI Agents for Finance

  • TradingAgents - square) | Multi-agent LLM financial trading framework. Specialized agents (fundamentals, sentiment, technical) debate and reach consensus on trades. |
  • ai-hedge-fund - hedge-fund?style=flat-square) | Multi-agent AI hedge fund simulator with 18 agents modeled after legendary investors (Buffett, Munger, etc.) plus specialist agents. |
  • daily_stock_analysis - square) | LLM-powered A/H/US stock analysis system. Multi-source market data + real-time news + LLM decision dashboard + multi-channel push notifications. |
  • Anthropic Financial Services - services?style=flat-square) | Anthropic's official reference agents for finance: 10 specialized agents for earnings review, KYC screening, pitch generation, model building, and more. |
  • TradingAgents-CN - CN?style=flat-square) | Chinese multi-agent LLM trading framework simulating professional trading firm workflows for A/HK/US markets. |
  • AI-Trader - Trader?style=flat-square) | Fully-automated agent-native trading platform from HKU. Cross-platform signal sync and one-click copy trading. |
  • Qbot - Me/Qbot?style=flat-square) | AI-powered quantitative investment research platform with 300+ models from 40+ papers, fully local deployment. |
  • nofx - square) | AI trading terminal for stocks, commodities, forex, and crypto. 7 exchanges + 7 AI models competing in real-time. |
  • Vibe-Trading - Trading?style=flat-square) | Personal trading agent from HKU for research, simulation, backtesting, and autonomous broker-authorized trading. |
  • Polymarket Agents - square) | Official Polymarket framework for building autonomous AI agents that trade prediction markets. |
  • AutoHedge - Swarm-Corporation/AutoHedge?style=flat-square) | Swarm-intelligence-powered autonomous hedge fund with Director, Quant, Risk, and Execution agents. |
  • AlphaGen - MLDM/alphagen?style=flat-square) | Generates synergistic formulaic alpha factors via reinforcement learning (KDD 2023). |
  • QuantaAlpha - square) | LLM + evolutionary strategies framework for automatic alpha factor mining. |
  • FinMem - LLM-StockTrading?style=flat-square) | LLM-based trading agent with layered memory (short/mid/long-term) for evolving market understanding. |
  • QVeris - agent-toolkit?style=flat-square) | Capability routing network for AI agents to discover, inspect, and call 10,000+ real-world financial capabilities through one unified MCP protocol. |
  • Superhighway M&A Research Agent - per-call, no signup. |
  • Pineify - assisted trading workflow with Pine Script, MQL5, and cTrader coding agents, financial research tools, market screening, strategy optimization, and backtest analysis. |
  • NeuPortal - accountability lab. Every AI forecast is locked pre-event, Bitcoin-timestamped via OpenTimestamps, and Brier-scored in public against prediction markets across crypto, macro, and sports. Hosted, closed-source service. |

Artificial Intelligence

Machine Learning

Reinforcement Learning

Data Sources

  • OpenBB Terminal - finance/OpenBBTerminal?style=flat-square) | Open-source investment research platform. Access stock, crypto, forex, and macro data with built-in analysis tools. |
  • FinceptTerminal - Corporation/FinceptTerminal?style=flat-square) | Modern finance terminal with advanced market analytics, investment research, and economic data tools for interactive exploration. |
  • AKShare - square) | Elegant Python financial data interface covering A-shares, futures, options, funds, forex, bonds, indices, and crypto from authoritative Chinese sources. |
  • OpenStock - Dev-Society/OpenStock?style=flat-square) | Free open-source market platform alternative with real-time prices, alerts, and company insights. |
  • FinanceToolkit - square) | Transparent financial analysis with 150+ ratios, indicators, and performance measurements. |
  • AData - square) | Free open-source A-share quant trading database with multi-source data fusion and dynamic proxy. |
  • Binance - connector-python?style=flat-square) | Official Python connector for Binance APIs. Spot, futures, and market data. |
  • ArcticDB - group/ArcticDB?style=flat-square) | High-performance serverless DataFrame database by Man Group for petabyte-scale time-series and tick data. |
  • EdgarTools - square) | Read and analyze SEC EDGAR filings in Python (10-K, 8-K, XBRL, 13F). |
  • Alpaca - py?style=flat-square) | Official Python SDK for Alpaca. Commission-free stock trading API with paper/live trading. |
  • jqdatasdk - square) | JoinQuant's Python data SDK for Chinese financial market data. |
  • DeFiLlama Adapters - Adapters?style=flat-square) | Open-source DeFi TVL calculation adapters for 2,400+ protocols across 180+ blockchains. |
  • The Stall - stall?style=flat-square) | MCP server with 173 financial market data capabilities — stocks, ETFs, crypto, DeFi, options, SEC filings, earnings, analyst ratings, and macro indicators. Pay-per-call via x402 micropayments on Base; no API keys required. |
  • 0xArchive - time and historical Hyperliquid and Lighter market data via REST and WebSocket APIs. |

Finance

High Performance Computing

  • NumPy
  • Azure HPC - performance computing (HPC) for financial services, provided by Microsoft Azure|

Portfolio Management

Rendering Tools

Stock Recommendation

Trading Platform

Financial Big Data

Data Source

Features and Technical Indicators

LLMs for Finance

  • FinGLM - square) | Open financial LLM by Zhipu AI built on ChatGLM, with annual report datasets and challenge competition code. |
  • FinBERT - square) | Pre-trained NLP model to analyze sentiment of financial text. Built on BERT, fine-tuned on financial corpus. |
  • XuanYuan - DI/XuanYuan?style=flat-square) | Chinese financial chat LLM from Du Xiaoman Financial. Hundreds of billions of parameters, fine-tuned on financial domain data. |
  • DISC-FinLLM - FinLLM?style=flat-square) | Chinese financial LLM from Fudan University. Multi-expert fine-tuning for QA, domain NLP, math computation, and RAG-based consulting. |
  • PIXIU (FinMA) - FinAI/PIXIU?style=flat-square) | Open-source financial LLM evaluation framework with FinMA models (7B/30B), FinBen benchmark, and 136K instruction-tuning dataset. |
  • Fin-R1 - AIFLM-Lab/Fin-R1?style=flat-square) | Financial reasoning LLM based on Qwen2.5-7B, trained with SFT + RL on 60K chain-of-thought samples. SOTA on FinQA and ConvFinQA. |
  • InvestLM - square) | Investment-focused LLM fine-tuned on LLaMA-65B using CFA exams, SEC filings, and quant finance data. Rated comparable to GPT-4 by hedge fund managers. |

Machine Learning

  • ai_quant_trade - square) | Comprehensive AI stock trading platform covering LLMs, factor mining, ML/DL/RL, graph networks, and HFT strategies. |
  • QuantsPlaybook - square) | Reproduces 100+ quantitative investment strategies from Chinese brokerage research reports. |
  • ml-quant-trading - d/ml-quant-trading?style=flat-square) | Paper-backed PyTorch research stack for mask-aware multi-factor modeling, ML baselines, portfolio optimization, and vectorized backtesting. |

Portfolio Management & Risk

  • QuantStats - square) | Portfolio analytics for quants with in-depth performance metrics, risk analytics, tear sheets, and HTML reports. |
  • Pyfolio - square) | Portfolio and risk analytics in Python with comprehensive tear sheet analysis. |
  • Riskfolio-Lib - Lib?style=flat-square) | Portfolio optimization and quantitative strategic asset allocation. Supports 20+ risk measures. |
  • ffn - square) | Financial functions library for Python: performance measurement, data transformations, and portfolio analytics. |
  • Empyrical - square) | Common financial risk and performance metrics (Sharpe, Sortino, max drawdown). Used by Zipline and Pyfolio. |
  • My AI Investment OS - Free 5-question diagnostic that identifies your investing school (Index/Value/Growth/Trend), delivers an 8-AI committee verdict, and generates a personalized Prompt Library. Includes 6 companion tools: DCA Simulator, Recovery Navigator, Dividend Engine, Kelly Master, Pyramid Builder, Portfolio Clarity. No login required.

Quantitative Finance Libraries

  • gs-quant - quant?style=flat-square) | Goldman Sachs Python toolkit for quantitative finance, derivatives pricing, and risk analytics. |
  • QuantLib - square) | The canonical open-source C++ library for quantitative finance: derivatives pricing, fixed income, and risk management. |
  • RustQuant - square) | Rust library for quantitative finance covering stochastic processes, options pricing, bonds, and Monte Carlo methods. |

Quantitative Trading & Backtesting

  • FreqTrade - square) | Free, open-source crypto trading bot. Supports backtesting, strategy optimization, and live trading on many exchanges. |
  • vnpy/VeighNa - square) | Python-based open-source quant trading platform. Multi-market gateway support for stocks, futures, options, and crypto. |
  • NautilusTrader - square) | Production-grade Rust-native trading engine with nanosecond-resolution clock and Python strategy API. |
  • Backtrader - square) | Feature-rich Python framework for backtesting and live trading. Supports multiple data feeds and brokers. |
  • Zipline - square) | Pythonic event-driven backtesting library, originally powering the Quantopian platform. |
  • Hummingbot - square) | Open-source crypto market making and arbitrage bot. Gateway to CeFi and DeFi exchanges. |
  • Abu - square) | Python quant trading system supporting US/A/HK stocks, futures, options, and Bitcoin with ML-based strategy optimization. |
  • QUANTAXIS - square) | Distributed quant solution for stocks/futures/options with data, backtesting, simulation, and live trading. |
  • Easytrader - square) | Python stock trading automation for Chinese brokers (Tonghuashun/MiniQMT/Xueqiu). |
  • Jesse - ai/jesse?style=flat-square) | Advanced algo-trading framework for crypto. Strategy development, backtesting, and live trading. |
  • VectorBT - square) | Blazing fast vectorized backtesting and trading analysis using NumPy and Pandas. |
  • RQAlpha - square) | Extendable Python algorithmic backtesting and trading framework from RiceQuant. |
  • WonderTrader - square) | High-performance C++ core quant framework with Python layer (wtpy) for research, trading, and operations. |
  • OctoBot - Software/OctoBot?style=flat-square) | Open-source crypto trading bot for AI, Grid, DCA, and TradingView strategies on 15+ exchanges. |
  • Krypto-trading-bot - trading-bot?style=flat-square) | Self-hosted C++ high-frequency crypto market-making bot with sub-millisecond order execution. |
  • Hikyuu - square) | C++/Python ultra-high-speed quant research framework for A-share market. |
  • bt - square) | Flexible backtesting framework for Python with modular algorithm stacks and portfolio-level strategy testing. |
  • barter-rs - rs/barter-rs?style=flat-square) | Open-source Rust framework for building event-driven live-trading and backtesting systems. |
  • Zipline-Reloaded - jansen/zipline-reloaded?style=flat-square) | Community-maintained fork of Zipline, compatible with modern Python. Companion to ML for Algorithmic Trading. |
  • Lumibot - square) | Backtestable AI trading agents for stocks, options, crypto, futures, and forex with real broker integration. |
  • AutoTrader - mackle/AutoTrader?style=flat-square) | Python-based platform for development, optimization, and deployment of automated trading systems. |
  • Funcat - square) | Ports Tongdaxin/Tonghuashun financial formula syntax to Python for technical analysis (e.g., MA(C,5)). |
  • ManifoldBT - square) | High-performance Rust-powered Python backtesting: vectorized signals with realistic fills (fees, slippage, look-ahead), parameter sweeps, walk-forward, Monte Carlo. |

Research Papers & Surveys

Selected Papers

Surveys

Sentiment Analysis & NLP

  • VADER - square) | Valence Aware Dictionary and sEntiment Reasoner. Rule-based sentiment analysis tool, widely used for financial social media and news text. |

Technical Analysis

  • ta - square) | Technical analysis library using Pandas and NumPy. Includes 40+ indicators out of the box. |