edgetrader / stock-selection-with-machine-learningLinks
Portfolio management using automated stock selection through the use of Machine Learning techniques
☆12Updated 5 years ago
Alternatives and similar repositories for stock-selection-with-machine-learning
Users that are interested in stock-selection-with-machine-learning are comparing it to the libraries listed below
Sorting:
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆94Updated 4 years ago
- ☆25Updated 7 years ago
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆41Updated 8 years ago
- Implements different approaches to tactical and strategic asset allocation☆42Updated last year
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆77Updated 5 years ago
- ☆16Updated 9 years ago
- Modern Portfolio Theory (MPT), a hypothesis put forth by Harry Markowitz in his paper “Portfolio Selection,” (published in 1952 by the Jo…☆14Updated 7 years ago
- Fama-French models, idiosyncratic volatility, event study☆34Updated 3 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆30Updated 2 years ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆31Updated 4 years ago
- quantitative asset allocation strategy☆35Updated 11 months ago
- Quantative Trading, building a trading strategy by generating alpha, optimizing a portfolio.☆19Updated 2 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆64Updated last year
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model☆52Updated 5 years ago
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆22Updated 3 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆35Updated last year
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 4 years ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆32Updated 7 years ago
- Financial risk analysis on a stocks portfolio through the VaR (Value at Risk), using Monte Carlo Simulation and Multiple Linear Regressio…☆22Updated 5 years ago
- ☆17Updated 7 years ago
- Implementation of the famous Black-Litterman model in Jupyter notebook☆41Updated 5 years ago
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆31Updated 6 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆37Updated 7 years ago
- Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.☆31Updated 2 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆89Updated 3 years ago
- This project studies the intrinsic relationship between the stocks’ multiple factors and the investment value of the stocks listed in Chi…☆91Updated 4 years ago
- Implementation of 5-factor Fama French Model☆137Updated 4 years ago
- This repo contains lecture notes and projects for Spring 2017 MTH9894 Systematic Trading course☆16Updated 8 years ago
- ☆24Updated 4 years ago