【人工智能】真棒的金融界AI

全球金融市场每天都有数百万笔交易。 数据增长非常快，人们很难理解。 借助最新人工智能研究的力量，人们可以自动、智能地进行分析和交易。 此列表包含人们用来击败市场的研究、工具和代码。

Contents

• Papers
• Courses & Books
• Strategies & Research
  • Time Series Data
  • Portfolio Management
  • High Frequency Trading
  • Event Drive
  • Crypto Currencies Strategies
  • Technical Analysis
  • Lottery & Gamble
  • Arbitrage
• Data Sources
• Research Tools
• Trading System
• TA Lib
• Exchange API
• Articles
• Others

Papers

• The Theory of Speculation L. Bachelier, 1900 - The influences which determine the movements of the Stock Exchange are.
• Brownian Motion in the Stock Market Osborne, 1959 - The common-stock prices can be regarded as an ensemble of decisions in statistical equilibrium.
• An Investigation into the Use of Reinforcement Learning Techniques within the Algorithmic Trading Domain, 2015
• A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem
• Reinforcement Learning for Trading, 1994
• Dragon-Kings, Black Swans and the Prediction of Crises Didier Sornette - The power laws in the distributions of event sizes under a broad range of conditions in a large variety of systems.
• Financial Trading as a Game: A Deep Reinforcement Learning Approach - Deep reinforcement learning provides a framework toward end-to-end training of such trading agent.
• Machine Learning for Trading - With an appropriate choice of the reward function, reinforcement learning techniques can successfully handle the risk-averse case.
• Ten Financial Applications of Machine Learning, 2018 - Slides review few important financial ML applications.
• FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance, 2020 - Introduce a DRL library FinRL that facilitates beginners to expose themselves to quantitative finance and to develop their own stock trading strategies.
• Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy, 2020 - Propose an ensemble strategy that employs deep reinforcement schemes to learn a stock trading strategy by maximizing investment return.

Courses & Books

• NYU: Overview of Advanced Methods of Reinforcement Learning in Finance
• Udacity: Artificial Intelligence for Trading
• AI in Finance - Learn Fintech Online.
• Advanced-Deep-Trading - Experiments based on "Advances in financial machine learning" book.
• Advances in Financial Machine Learning - Using advanced ML solutions to overcome real-world investment problems.
• Mastering Python for Finance - Sources codes for: Mastering Python for Finance, Second Edition.

Strategies & Research

Time Series Data

Price and Volume process with Technology Analysis Indices

• 🌟🌟 stockpredictionai - A complete process for predicting stock price movements.
• 🌟 Personae - Implements and environment of Deep Reinforcement Learning & Supervised Learning for Quantitative Trading.
• 🌟 Ensemble-Strategy - Deep Reinforcement Learning for Automated Stock Trading.
• FinRL - A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance.
• AutomatedStockTrading-DeepQ-Learning - Build a Deep Q-learning reinforcement agent model as automated trading robot.
• tf_deep_rl_trader - Trading environment(OpenAI Gym) + PPO(TensorForce).
• trading-gym - Trading agent to train with episode of short term trading itself.
• trading-rl - Deep Reinforcement Learning for Financial Trading using Price Trailing.
• deep_rl_trader - Trading environment(OpenAI Gym) + DDQN (Keras-RL).
• Quantitative-Trading - Papers and code implementing Quantitative-Trading.
• gym-trading - Environment for reinforcement-learning algorithmic trading models.
• zenbrain - A framework for machine-learning bots.
• DeepLearningNotes - Machine learning in quant analysis.
• stock_market_reinforcement_learning - Stock market trading OpenAI Gym environment with Deep Reinforcement Learning using Keras.
• Chaos Genius - ML powered analytics engine for outlier/anomaly detection and root cause analysis..

Portfolio Management

• Deep-Reinforcement-Stock-Trading - A light-weight deep reinforcement learning framework for portfolio management.
• qtrader - Reinforcement Learning for portfolio management.
• PGPortfolio - A Deep Reinforcement Learning framework for the financial portfolio management problem.
• DeepDow - Portfolio optimization with deep learning.

High Frequency Trading

• High-Frequency-Trading-Model-with-IB - A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion.
• 🌟 SGX-Full-OrderBook-Tick-Data-Trading-Strategy - Solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
• HFT_Bitcoin - Analysis of High Frequency Trading on Bitcoin exchanges.

Event Drive

• 🌟🌟 stockpredictionai - Complete process for predicting stock price movements.
• 🌟 trump2cash - A stock trading bot powered by Trump tweets.

Crypto Currencies Strategies

• LSTM-Crypto-Price-Prediction - Predicting price trends in crypto markets using an LSTM-RNN for trading.
• tforce_btc_trader - TensorForce Bitcoin trading bot.
• Tensorflow-NeuroEvolution-Trading-Bot - A population model that trade cyrpto and breed and mutate iteratively.
• gekkoga - Genetic algorithm for solving optimization of trading strategies using Gekko.
• Gekko_ANN_Strategies - ANN trading strategies for the Gekko trading bot.
• gekko-neuralnet - Neural network strategy for Gekko.
• bitcoin_prediction - Code for "Bitcoin Prediction" by Siraj Raval on YouTube.

Technical Analysis

• quant-trading - Python quantitative trading strategies.
• Gekko-Bot-Resources - Gekko bot resources.
• gekko_tools - Gekko strategies, tools etc.
• gekko RSI_WR - Gekko RSI_WR strategies.
• gekko HL - Calculate down peak and trade on.
• EthTradingAlgorithm - Ethereum trading algorithm using Python 3.5 and the library ZipLine.
• gekko_trading_stuff - Awesome crypto currency trading platform.
• forex.analytics - Node.js native library performing technical analysis over an OHLC dataset with use of genetic algorithmv.
• Bitcoin_MACD_Strategy - Bitcoin MACD crossover trading strategy backtest.
• crypto-signal - Automated crypto trading & technical analysis (TA) bot for Bittrex, Binance, GDAX, and more.
• Gekko-Strategies - Strategies to Gekko trading bot with backtests results and some useful tools.
• gekko-gannswing - Gann's Swing trade strategy for Gekko trade bot.

Lottery & Gamble

• LotteryPredict - Use LSTM to predict lottery.

Arbitrage

• ArbitrageBot - Arbitrage bot that currently works on bittrex & poloniex.
• r2 - Automatic arbitrage trading system powered by Node.js + TypeScript.
• cryptocurrency-arbitrage - A crypto currency arbitrage opportunity calculator. Over 800 currencies and 50 markets.
• bitcoin-arbitrage - Bitcoin arbitrage opportunity detector.
• blackbird - Long / short market-neutral strategy.

Data Sources

Traditional Markets

• 🌟 Quandl - Get millions of financial and economic dataset from hundreds of publishers via a single free API.
• yahoo-finance - Python module to get stock data from Yahoo! Finance.
• Tushare - Crawling historical data of Chinese stocks.

Crypto Currencies

• CryptoInscriber - A live crypto currency historical trade data blotter. Download live historical trade data from any crypto exchange.
• Gekko-Datasets - Gekko trading bot dataset dumps. Download and use history files in SQLite format.

Research Tools

• 🌟🌟 TensorTrade - Trade efficiently with reinforcement learning.
• ML-Quant - Quant resources from ArXiv (sanity), SSRN, RePec, Journals, Podcasts, Videos, and Blogs.
• JAQS - An open source quant strategies research platform.
• pyfolio - Portfolio and risk analytics in Python.
• alphalens - Performance analysis of predictive (alpha) stock factors.
• empyrical - Common financial risk and performance metrics. Used by Zipline and pyfolio.
• zvt - Zero vector trader.

Trading System

For Back Test & Live trading

Traditional Market

System

• 🌟🌟 zipline - A python algorithmic trading library.
• 🌟 TradingView - Get real-time information and market insights.
• rqalpha - A extendable, replaceable Python algorithmic backtest & trading framework.
• backtrader - Python backtesting library for trading strategies.
• kungfu - Kungfu Master trading system.
• lean - Algorithmic trading engine built for easy strategy research, backtesting and live trading.

Combine & Rebuild

• pylivetrader - Python live trade execution library with zipline interface.
• CoinMarketCapBacktesting - As backtest frameworks for coin trading strategy.

Crypto Currencies

• zenbot - Command-line crypto currency trading bot using Node.js and MongoDB.
• bot18 - High-frequency crypto currency trading bot developed by Zenbot.
• magic8bot - Crypto currency trading bot using Node.js and MongoDB.
• catalyst - An algorithmic trading library for Crypto-Assets in python.
• QuantResearchDev - Quant Research dev & Traders open source project.
• MACD - Zenbot MACD Auto-Trader.
• abu - A quant trading system base on python.

Plugins

• CoinMarketCapBacktesting - Tests bt and Quantopian Zipline as backtesting frameworks for coin trading strategy.
• Gekko-BacktestTool - Batch backtest, import and strategy params optimalization for Gekko Trading Bot.

TA Lib

• pandas_talib - A Python Pandas implementation of technical analysis indicators.
• finta - Common financial technical indicators implemented in Python-Pandas (70+ indicators).
• tulipnode - Official Node.js wrapper for Tulip Indicators. Provides over 100 technical analysis overlay and indicator functions.
• techan.js - A visual, technical analysis and charting (Candlestick, OHLC, indicators) library built on D3.

Exchange API

Do it in real world!

• IbPy - Python API for the Interactive Brokers on-line trading system.
• HuobiFeeder - Connect HUOBIPRO exchange, get market/historical data for ABAT trading platform backtest analysis and live trading.
• ctpwrapper - Shanghai future exchange CTP api.

Framework

• tf-quant-finance - High-performance TensorFlow library for quantitative finance.

Visualizing

• playground - Play with neural networks.
• netron - Visualizer for deep learning and machine learning models.

GYM Environment

• 🌟 TradingGym - Trading and Backtesting environment for training reinforcement learning agent.
• TradzQAI - Trading environment for RL agents, backtesting and training.
• btgym - Scalable, event-driven, deep-learning-friendly backtesting library.

Articles

• The-Economist - The Economist.
• nyu-mlif-notes - NYU machine learning in finance notes.
• Using LSTMs to Turn Feelings Into Trades

Others

• zipline-tensorboard - TensorBoard as a Zipline dashboard.
• gekko-quasar-ui - An UI port for gekko trading bot using Quasar framework.

Other Resource

• 🌟🌟🌟 Stock-Prediction-Models - Stock-Prediction-Models, Gathers machine learning and deep learning models for Stock forecasting, included trading bots and simulations.
• 🌟🌟 Financial Machine Learning - A curated list of practical financial machine learning (FinML) tools and applications. This collection is primarily in Python.
• 🌟 Awesome-Quant-Machine-Learning-Trading - Quant / Algorithm trading resources with an emphasis on Machine Learning.
• awesome-quant - A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance).

原文：https://github.com/georgezouq/awesome-ai-in-finance