deepak223098 / Long-Term-Stock-Price-Growth-Prediction-using-NLP-on-10-K-Financial-Reports
A 10-K FInancial Report is a comprehensive report which must be filed annually by all publicly traded companies about its financial performance. These reports are filed to the US Securities Exchange Commission (SEC). This is even more detailed than the annual report of a company. The 10K documents contain information about the Business' operatio…
☆42Updated 4 years ago
Related projects ⓘ
Alternatives and complementary repositories for Long-Term-Stock-Price-Growth-Prediction-using-NLP-on-10-K-Financial-Reports
- ☆68Updated 4 years ago
- Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.☆67Updated 3 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆60Updated 6 months ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆41Updated 5 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆119Updated 5 years ago
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆40Updated 6 years ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆31Updated 6 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆41Updated 2 years ago
- Repository for teachings on Quant Finance☆48Updated 5 years ago
- Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation fro…☆19Updated 4 years ago
- Implementation of 5-factor Fama French Model☆113Updated 3 years ago
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…☆59Updated 5 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆116Updated 3 years ago
- Documentation and code for downloading, cleaning, munging, and analyzing financial statements filed by publicly traded companies with the…☆98Updated last year
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆25Updated 2 years ago
- The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…☆12Updated 6 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
- Identification of trends in the stock prices of a company by performing fundamental analysis of the company. News articles were provided …☆104Updated 4 years ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆32Updated 6 years ago
- Implementation of a variety of Value-at-Risk backtests☆35Updated 5 years ago
- Stock selection and portfolio performance based on ESG Scores☆13Updated 3 years ago
- Hedge fund replication via machine learning☆10Updated 2 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆81Updated 3 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆21Updated last year
- ☆63Updated last year
- Python for Portfolio Optimization: The Ascent! First working lessons to ascend the hilly terrain of Portfolio Optimization in seven strid…☆73Updated 4 years ago
- Source code for Multicriteria Portfolio Construction with Python☆28Updated 3 years ago
- Factor Investing Library☆22Updated 2 years ago
- generic project files☆37Updated 8 years ago
- In this project, I had backtested the cross-over trading strategy on Google Stock from Jan 2016 to June 2020. By using historical time-se…☆43Updated 4 years ago