历史最全量化交易书籍、视频教程、博客、代码、算法整理

由polll创建，最终由polll更新于2021-11-17 08:18 被浏览 83 用户

本文主要整理量化交易相关的资源，主要是机器学习相关的资源。

我已经把一些我认为一些低质的资源。

⭐表示我认为优质的资源。

资源整理自网络，原文地址：https://github.com/grananqvist/Awesome-Quant-Machine-Learning-Trading

金融机器学习

经典书籍

· ⭐️ Marcos López de Prado - Advances in Financial Machine Learning ..

· ⭐️ Dr Howard B Bandy - Quantitative Technical Analysis: An integrated approach to trading system development and trading management .

· Tony Guida - Big Data and Machine Learning in Quantitative Investment .

· ⭐️ Michael Halls-Moore - Advanced Algorithmic Trading .

· Jannes Klaas - Machine Learning for Finance: Data algorithms for the markets and deep learning from the ground up for financial experts and economics .

· Stefan Jansen - Hands-On Machine Learning for Algorithmic Trading: Design and implement smart investment strategies to analyze market behavior using the Python ecosystem .

· Ali N. Akansu et al. - Financial Signal Processing and Machine Learning .

· David Aronson - Evidence-Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading .

· David Aronson - Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments .

· Ernest P. Chan - Machine Trading: Deploying Computer Algorithms to Conquer the Markets .

在线课程

The selection of online courses for ML for trading is very poor in my opinion.

Udacity, Georgia Tech - Machine Learning for Trading .

Udacity, WorldQuant - Artificial Intelligence for Trading .

Coursera, NYU - Machine Learning and Reinforcement Learning in Finance Specialization (Weakly related to trading)

Coursera, NYU - Guided Tour of Machine Learning in Finance .

Coursera, NYU - Fundamentals of Machine Learning in Finance .

Coursera, NYU - Reinforcement Learning in Finance .

Coursera, NYU - Overview of Advanced Methods for Reinforcement Learning in Finance .

Youtube视频资源

· ⭐️ Siraj Raval - Videos about stock market prediction using Deep Learning .

· QuantInsti Youtube - webinars about Machine Learning for trading .

· ⭐️ Quantopian - Webinars about Machine Learning for trading .

· Sentdex - Machine Learning for Forex and Stock analysis and algorithmic trading .

· Sentdex - Python programming for Finance (a few videos including Machine Learning) .

· QuantNews - Machine Learning for Algorithmic Trading 3 part series .

· ⭐️ Howard Bandy - Machine Learning Trading System Development Webinar .

· Ernie Chan - Machine Learning for Quantitative Trading Webinar .

· Hitoshi Harada, CTO at Alpaca - Deep Learning in Finance Talk .

· Prediction Machines - Deep Learning with Python in Finance Talk .

· Master Thesis presentation, Uni of Essex - Analyzing the Limit Order Book, A Deep Learning Approach .

· Tucker Balch - Applying Deep Reinforcement Learning to Trading .

博客及在线网站资源

· ⭐️ Quantstart - Machine Learning for Trading articles .

· ⭐️ Quantopian - Lecture notebooks on ML-related statistics .

· ⭐️ Quantopian - Tutorials and notebooks tagged with Machine Learning .

· AAA Quants, Tom Starke Blog .

· RobotWealth, Kris Longmore Blog .

· Quantsportal, Jacques Joubert's Blog .

· Blackarbs blog .

· Hardikp, Hardik Patel blog .

个人访谈相关视频

· ⭐️ Chat with Traders EP042 - Machine learning for algorithmic trading with Bert Mouler .

· ⭐️ Chat with Traders EP142 - Algo trader using automation to bypass human flaws with Bert Mouler .

· Chat with Traders EP147 - Detective work leading to viable trading strategies with Tom Starke .

· ⭐️ Chat with Traders Quantopian 5 - Good Uses of Machine Learning in Finance with Max Margenot .

· Chat With Traders EP131 - Trading strategies, powered by machine learning with Morgan Slade .

· Better System Trader EP023 - Portfolio manager Michael Himmel talks AI and machine learning in trading .

· ⭐️ Better System Trader EP028 - David Aronson shares research into indicators that identify Bull and Bear markets. .

· Better System Trader EP082 - Machine Learning With Kris Longmore .

· ⭐️ Better System Trader EP064 - Cryptocurrencies and Machine Learning with Bert Mouler .

· Better System Trader EP090 - This quants’ approach to designing algo strategies with Michael Halls-Moore .

经典论文

· ⭐️ James Cumming - An Investigation into the Use of Reinforcement Learning Techniques within the Algorithmic Trading Domain .

· ⭐️ Marcos López de Prado - The 10 reasons most Machine Learning Funds fails .

· Zhuoran Xiong et al. - Practical Deep Reinforcement Learning Approach for Stock Trading .

· Gordon Ritter - Machine Learning for Trading .

· J.B. Heaton et al. - Deep Learning for Finance: Deep Portfolios .

· Justin Sirignano et al. - Universal Features of Price Formation in Financial Markets: Perspectives From Deep Learning .

· Marcial Messmer - Deep Learning and the Cross-Section of Expected Returns .

· ⭐️ Marcos Lopez de Prado - Ten Financial Applications of Machine Learning (Presentation Slides) .

· ⭐️ Marcos Lopez de Prado - The Myth and Reality of Financial Machine Learning (Presentation Slides) .

· Artur Sepp - Machine Learning for Volatility Trading (Presentation Slides) .

· Marcos Lopez de Prado - Market Microstructure in the Age of Machine Learning .

· Jonathan Brogaard - Machine Learning and the Stock Market .

· Xinyao Qian - Financial Series Prediction: Comparison Between Precision of Time Series Models and Machine Learning Methods .

· Milan Fičura - Forecasting Foreign Exchange Rate Movements with k-Nearest-Neighbour, Ridge Regression and Feed-Forward Neural Networks .

· Samuel Edet - Recurrent Neural Networks in Forecasting S&P 500 Index . Amin Hedayati et al. - Stock Market Index Prediction Using Artificial Neural Network .

· Jaydip Sen et al. - A Robust Predictive Model for Stock Price Forecasting .

· O.B. Sezer et al. - An Artificial Neural Network-based Stock Trading System Using Technical Analysis and Big Data Framework .

· Ritika Singh et al. - Stock prediction using deep learning .

· Thomas Fischera et al. - Deep learning with long short-term memory networks for financial market predictions .

· R.C.Cavalcante et al. - Computational Intelligence and Financial Markets: A Survey and Future Directions .

· E. Chong et al. - Deep Learning Networks for Stock Market Analysis and Prediction: Methodology, Data Representations, and Case Studies .

· Chien Yi Huang - Financial Trading as a Game: A Deep Reinforcement Learning Approach .

· W. Bao et al. - A deep learning framework for financial time series using stacked autoencoders and longshort term memory .

· Xingyu Zhou et al. - Stock Market Prediction on High-Frequency Data Using Generative Adversarial Nets .

· Fuli Feng et al. - Improving Stock Movement Prediction with Adversarial Training .

· Z. Zhao et al. - Time-Weighted LSTM Model with Redefined Labeling for Stock Trend Prediction .

· Arthur le Calvez, Dave Cliff - Deep Learning can Replicate Adaptive Traders in a Limit-Order-Book Financial Market .

· Dang Lien Minh et al. - Deep Learning Approach for Short-Term Stock Trends Prediction Based on Two-Stream Gated Recurrent Unit Network .

· Yue Deng et al. - Deep Direct Reinforcement Learning for Financial Signal Representation and Trading .

· Xiao Zhong - A comprehensive cluster and classification mining procedure for daily stock market return forecasting .

· J. Zhang et al. - A novel data-driven stock price trend prediction system .

· Ehsan Hoseinzade et al. - CNNPred: CNN-based stock market prediction using several data sources .

· Hyejung Chung et al. - Genetic Algorithm-Optimized Long Short-Term Memory Network for Stock Market Prediction .

· Yujin Baek et al. - ModAugNet: A new forecasting framework for stock market index value with an overfitting prevention LSTM module and a prediction LSTM module .

· Rajashree Dash et al. - A hybrid stock trading framework integrating technical analysis with machine learning techniques .

· E.A. Gerlein et al. - Evaluating machine learning classification for financial trading: an empirical approach .

· Justin Sirignano - Deep Learning for Limit Order Books .

事件 & Sentiment交易

· Frank Z. Xing et al. - Natural language based financial forecasting: a survey .

· Ziniu Hu et al. - Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Prediction .

· J.W. Leung, Master Thesis, MIT - Application of Machine Learning: Automated Trading Informed by Event Driven Data .

· Xiao Ding et al. - Deep Learning for Event-Driven Stock Prediction .

强化学习环境

· ⭐️ TradingGym .

· Trading-Gym .

· btym .

· TradzQAI .

代码

· marketneutral - pairs trading with ML .

· BlackArbsCEO - Advances in Financial Machine Learning Exercises .

· mlfinlab - Package for Advances in Financial Machine Learning .

· MachineLearningStocks - Using python and scikit-learn to make stock predictions .

· AlphaAI - Use unsupervised and supervised learning to predict stocks .

· SGX-Full-OrderBook-Tick-Data-Trading-Strategy - Providing the solutions for high-frequency trading (HFT) strategies using ML .

· NeuralNetworkStocks - Using Python and keras to make stock predictions .

· Stock-Price-Prediction-LSTM - OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network .

· SravB - Algorithmic trading using machine learning .

· Flow - High frequency AI based algorithmic trading module .

· timestocome - Test-stock-prediction-algorithms .

· deepstock - Technical experimentations to beat the stock market using deep learning .

· qtrader - Reinforcement Learning for Portfolio Management .

· stockPredictor - Predict stock movement with Machine Learning and Deep Learning algorithms .

· stock_market_reinforcement_learning - Stock market environment using OpenGym with Deep Q-learning and Policy Gradient .

· deep-algotrading - deep learning techniques from regression to LSTM using financial data .

· deep_trader - Use reinforcement learning on stock market and agent tries to learn trading .

· Deep-Trading - Algorithmic trading with deep learning experiments .

· Deep-Trading - Algorithmic Trading using RNN .

· Multidimensional-LSTM-BitCoin-Time-Series - Using multidimensional LSTM neural networks to create a forecast for Bitcoin price .

· QLearning_Trading - Learning to trade under the reinforcement learning framework .

· Day-Trading-Application - Use deep learning to make accurate future stock return predictions .

· bulbea - Deep Learning based Python Library for Stock Market Prediction and Modelling .

· PGPortfolio - source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem" .

· Thesis - Reinforcement Learning for Automated Trading .

· DQN - Reinforcement Learning for finance .

· Deep-Trading-Agent - Deep Reinforcement Learning based Trading Agent for Bitcoin .

· deep_portfolio - Use Reinforcement Learning and Supervised learning to Optimize portfolio allocation .

· Deep-Reinforcement-Learning-in-Stock-Trading - Using deep actor-critic model to learn best strategies in pair trading .

· Stock-Price-Prediction-LSTM - OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network .

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