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List: Awesome_AI4Finance

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# Awesome AI4Finance


[ChatGPT for FinTech](https://github.com/AI4Finance-Foundation/ChatGPT-for-FinTech)

[FinRL Blogs](https://github.com/AI4Finance-Foundation/FinRL-Blogs)

A good survey paper:

Hambly, Ben, Renyuan Xu, and Huining Yang. "[Recent advances in reinforcement learning in finance.](https://arxiv.org/abs/2112.04553)" *arXiv preprint arXiv:2112.04553, 2021*.

## Selection Criteria

It is a byproduct from our weekly meetings, may be useful for newcomers.

The selection procedure is as follows: 1). recommendation from group members, 2). evaluation by core members after survey, 3). discussion and evalutation at our weekly meetings.

## Financial Big Data

Giller, Graham L. Adventures in Financial Data Science: The empirical properties of financial data and some other things that interested me. Vol. 1. Giller Investments (New Jersey), LLC, 2020.

### Data Source

| Project | Stars | Recommendation | Description |
|----|----|----|----|
|[FinRL-Meta](https://github.com/AI4Finance-Foundation/FinRL-Meta)| 550+ | :star::star::star::star::star: | A metaverse for financial deep reinforcement learning. Now providing dynamic market environments for stock, cryptocurrency, forex, paper/live trading, etc.|
|[CCXT](https://github.com/ccxt/ccxt) | 26.9k | :star::star::star::star::star: | A JavaScript/Python/PHP crypto trading API |
|[StockSharp](https://github.com/StockSharp/StockSharp)| 5.4k | :star::star::star::star: | Algorithmic trading for stock markets, forex, bitcoins and options |
|[TuShare](https://github.com/waditu/tushare)| 11.9k | :star::star::star: | Crawling historical data of CN stocks|
|[yfinance](https://github.com/ranaroussi/yfinance)| 8.5k | :star::star::star: | Provide market historical data, easy to connect and use|
|[Binance](https://github.com/binance) | 3.0k | :star::star::star: | A well developed crypto trading platform|
|[Alpaca](https://github.com/alpacahq/marketstore) |1.7k| :star::star::star: | API for free stock trading, supporting paper/live trading|
|[WRDS](https://github.com/wharton/wrds) | 96 | :star::star: | A python data access library for academic usage|

### Features and Technical Indicators

| Project | Stars | Recommendation | Description |
|---|---|---|-------------|
|[TA-Lib](https://github.com/mrjbq7/ta-lib)| 7.3k | :star::star::star::star::star: | For trading software developers requiring to perform technical analysis of financial market data|
|[Clairvoyant](https://github.com/anfederico/Clairvoyant)| 2.3k | :star::star::star: | Identify and monitor social/historical cues for short term stock movement|
|[FinanceDatabase](https://github.com/JerBouma/FinanceDatabase)| 1.5k | :star::star::star: | Database of symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets|

## Artificial Intelligence

### Machine Learning

| Project | Stars | Recommendation | Description |
|---|---|---|-------------|
|[ML for Trading](https://github.com/stefan-jansen/machine-learning-for-trading)| 6.6k | :star::star::star::star::star: | A book shows how ML can add value to algorithmic trading strategies in a practical yet comprehensive way|
|[Qlib](https://github.com/microsoft/qlib)| 10.2k | :star::star::star::star: | An AI-oriented quantitative investment platform with full ML pipeline|
|[Stock-Prediction-Models](https://github.com/huseinzol05/Stock-Prediction-Models)| 5.8k | :star::star::star::star: | Machine learning and deep learning models for Stock forecasting|
|[TF Quant Finance](https://github.com/google/tf-quant-finance)| 3.6k | :star::star::star: | A TensorFlow library for quantitative finance by Google|
|[Adv_Fin_ML_Exercises](https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises)| 1.4k | :star::star::star: | Experimental solutions to selected exercises from the book Advances in Financial Machine Learning by Marcos Lopez De Prado|
|[AlphaPy](https://github.com/ScottfreeLLC/AlphaPy)| 840+ | :star::star::star: | A machine learning framework for both speculators and data scientists|
|[fin-ml](https://github.com/tatsath/fin-ml)| 400+ | :star::star::star: | Code to the case studies in the book *Machine Learning and Data Science Blueprints for Finance*|
|[stockpredictionai](https://github.com/borisbanushev/stockpredictionai)| 3.6k | :star::star: | A notebook of complete process for predicting stock price movements|
|[MLFinLab](https://github.com/hudson-and-thames/mlfinlab) | 3.3k | :star::star: | Using ML to design strategies. Now close source, codes no longer available|

### Reinforcement Learning

| Project | Stars | Recommendation | Description |
|----|----|----|----|
|[FinRL](https://github.com/AI4Finance-LLC/FinRL-Library)| 6.6k | :star::star::star::star::star: | The first open-source project for financial reinforcement learning, provide full pipeline of using DRL in financial tasks|
|[ElegantRL](https://github.com/AI4Finance-Foundation/ElegantRL)| 2.5k | :star::star::star::star::star: | Scalable and elastic deep reinforcement learning library using PyTorch|
|[tensortrade](https://github.com/tensortrade-org/tensortrade) | 4.1k | :star::star::star::star: | An RL framework for training, evaluating, and deploying robust trading agents|
|[FinRL-Trading](https://github.com/AI4Finance-Foundation/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020)| 1.3k | :star::star::star::star: | Ensemble strategy and live trading using DRL|
|[gym-anytrading](https://github.com/AminHP/gym-anytrading) | 1.4k | :star::star::star: | OpenAI Gym trading environment|

### Others

| Project | Stars | Recommendation | Description |
|----|----|----|----|

## Finance

### Stock Recommendation

| Project | Stars | Recommendation | Description |
|----|----|----|----|
|[ML_for_Stock_Recomm](https://github.com/AI4Finance-Foundation/Machine-Learning-for-Stock-Recommendation-IEEE-2018)| 34 | :star::star: | A Practical Machine Learning Approach for Dynamic Stock Recommendation|

### Trading

| Project | Stars | Recommendation | Description |
|----|----|----|----|
|[HFT-LOB-Trading-ML](https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy)| 1.3k | :star::star::star: | Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.|

### Portfolio Management

| Project | Stars | Recommendation | Description |
|----|----|----|----|
|[PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt)| 3.2k | :star::star::star::star: | Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity|
|[OLPS](https://github.com/OLPS/OLPS)| 300 | :star::star: | A toolbox for On-Line Portfolio Selection |

### High Performance Computing
| Project | Stars | Recommendation | Description |
|----|----|----|----|
|[NumPy](https://github.com/numpy/numpy)| 21.5k | :star::star::star::star::star: | The fundamental package for scientific computing with Python, used by many other python libraries|
|[Azure HPC](https://azure.microsoft.com/en-us/solutions/high-performance-computing/financial-services/#solutions)| :heavy_minus_sign: | :star::star::star: | Azure high-performance computing (HPC) for financial services, provided by Microsoft Azure|

### Intepretation & Explainability

### Trading Platform

| Project | Stars | Recommendation | Description |
|----|----|----|----|
|[QuantConnect](https://github.com/QuantConnect/Lean) | 7.0k | :star::star::star::star: | An algorithmic trading engine built for easy strategy research, backtesting and live trading|
|[HFT-LOB-Trading-ML](https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy)| 1.3k | :star::star::star: | Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data|

### Rendering Tools
| Project | Stars | Recommendation | Description |
|----|----|----|----|
|[TradingGym](https://github.com/Yvictor/TradingGym) | 1。1k | :star::star::star: | "A toolkit for training and backtesting the reinforcement learning algorithms". Has pretty good dynamic rendering. |
|[mplfinance](https://github.com/matplotlib/mplfinance) | 2.5k | :star::star::star: | Using Matplotlib to visualize financial data and market data |
| [Rendering using Matplotlib and Gym](https://towardsdatascience.com/visualizing-stock-trading-agents-using-matplotlib-and-gym-584c992bc6d4) | - | :star::star::star: | A blog written by the main contributor of TensorTrading |

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**Feedback: If you have any ideas or you want any other content to be added to this list, feel free to recommend.**