Book and material for the course "Time series analysis with Python" (STA-2003)
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The business of foreign exchange
Machine learning, reinforcement learning and AI agents applied to markets.
1,763 repositories · facts retrieved 2026-11-05
Book and material for the course "Time series analysis with Python" (STA-2003)
Using Transformer deep learning architecture to predict stock prices.
This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection.
Reuters and Bloomberg
Examples of python neural net and ML stock prediction methods with sample stock data.
We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.
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A sentiment analyzer package for financial assets and securities utilizing GPT models.
We research the correlations between astrology planet cycles and price effect for multiples financial markets using statistics and machine learning techniques. Join the community discussions at…
MATLAB example on how to use Reinforcement Learning for developing a financial trading model
专业的金融市场数据 MCP 服务器 - 支持A股/美股/加密货币,原生 MCP 协议,AI Agent 友好
把 dsh 会话变成合规、可复现、可追责的 AI 投研工作台:ai-hedge-fund 回测 + risk-gate 风控 + cron 盯盘 + 记忆复盘 | compliance-first AI investment desk
Detect trend in time series, drawdown, drawdown within a constant look-back window, maximum drawdown, time underwater.
Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.
algorithmic trading using machine learning (AI / ML)
A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.
Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation…
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A live arena where LLM agents trade real market data with virtual money — every thought, tool call, thesis and post-mortem is public. Bring your own model and key.
An LLM trading agent that shows its work: the chart, the prompt, the memory it retrieved, and every loss. Paper trading, public ledger.
Forecast stock prices using machine learning approach. A time series analysis. Employ the Use of Predictive Modeling in Machine Learning to Forecast Stock Return. Approach Used by Hedge Funds to…
PyTorch Implementation of "FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting" (FCS & ICAIF 2025 Workshop Best Paper)
Financial Domain Question Answering with pre-trained BERT Language Model
Vibe Trading — agentic AI trading platform for Indian markets. 7 LLM analyst agents analyze stocks in parallel, debate bull vs bear, and deliver trade plans. Open-source agentic quantitative…
QuantConnect Algorithmic Trading Platform Orchestration MCP - Agentic LLM Driven Trading Strategy Design, Research & Implementation
A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemented in Python&PyTorch.
原生AI股票研究平台,支持多智能体分析、AI Agent 协作与实时辩论对抗,可配置的大语言模型(LLM)工作流、多源市场数据及报告导出功能。
The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on the qlib package.
An interface that lets users build, test, and deploy custom adaptive machine learning models in freqtrade. Mirrored development on github.com/freqtrade/freqtrade
An open-source, lightweight, and blazing-fast financial machine learning library built with Numba. Process raw trades, generate advanced bars, features, and labels for quantitative research.
Deep Reinforcement Learning For Trading
CLI tool & MCP for Indonesian stock market (IDX) analysis. Built for humans and AI agents.
Fintech literature, including journal, conference, book and useful links
🪁 A fast Adaptive Machine Learning library for Time-Series, that lets you build, deploy and update composite models easily. An order of magnitude speed-up, combined with flexibility and rigour. This…
An autonomous multi asset AI fund. Claude proposes, code disposes.
经管实证研究的 AI 知识库 — 从文献阅读到 Stata 执行,一条流水线串到底。基于 Karpathy 的 LLM-Wiki 理念,按实证研究 10 类实体(变量 / 数据集 / 模型 / 机制 / 假设 / 识别策略 / 稳健性 / 异质性 / 表格 / 论文)定制
Notes of CS Concept & Code Snippet
人机混合智能的金融量化研究与工程框架:整合大模型分析与机器学习预测,覆盖港股 / A股,并提供验证、诊断、个股分析三类通用能力。
Mlfin.py is an advance Machine Learning toolbox for financial applications in Python.
AI agent skill for generating quantitative strategy code on JoinQuant platform - Cursor / Claude Code compatible
2027 entry-level data science & ML jobs — analytics, AI, quant & machine learning US roles
The knowledge harness for AI‑native finance — MCP server for LLMQuant Data.