alsm6169 / nlp_on_10k
Tool performing NLP on annual 10K filings using Spacy, Gensim etc.
☆10Updated last year
Related projects ⓘ
Alternatives and complementary repositories for nlp_on_10k
- Using fastai and CNNs to predict stock prices☆25Updated 5 years ago
- Financial risk analysis on a stocks portfolio through the VaR (Value at Risk), using Monte Carlo Simulation and Multiple Linear Regressio…☆19Updated 4 years ago
- Earnings Call Sentiment Analysis. This repository includes my work on extracting the focus area of companies from their earnings calls tr…☆15Updated 3 years ago
- Repository for teachings on Quant Finance☆48Updated 5 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆41Updated 2 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆21Updated last year
- Deep Neural Networks for Options Pricing (Python)☆42Updated 6 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆25Updated 2 years ago
- ☆27Updated 7 years ago
- Tactical Asset Allocation Advisor using Deep Learning☆16Updated 4 years ago
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 4 years ago
- ☆69Updated 2 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆60Updated last year
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆28Updated 4 years ago
- ☆55Updated last year
- ☆12Updated 3 years ago
- WQU capstone project - short term currency trading strategy utilizing machine learning☆10Updated last year
- Standardised Bloomberg Fixed Income Processing☆20Updated 4 years ago
- Implements different approaches to tactical and strategic asset allocation☆26Updated last year
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆31Updated 6 years ago
- Various python scripts to introduce mean reversion concepts.☆21Updated 6 years ago
- ☆37Updated 3 years ago
- Code for Machine Learning for Algorithmic Trading, 2nd edition.☆16Updated 2 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆46Updated 4 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆34Updated 6 months ago
- ☆35Updated 2 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆68Updated 4 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆60Updated 3 months ago
- A simple python script for scraping earnings transcripts from Seeking Alpha☆14Updated 6 years ago
- ☆26Updated 2 years ago