This page contains a number of machine learning, big data and asset pricing resources I have found helpful. I have compiled this evolving set of resources in the hope it will also help others. You will find resources for both the TensorFlow and Pytorch implementations of neural networks in Python, although I have started leaning more and more towards TensorFlow. I have also gathered a consolidated (but in no way comprehensive) list of anomaly factors used in the published asset pricing literature in an effort to make utilizing these factors in new research easier.