ngaiyin1760 / Cluster-analysis-for-stock-selection
See how cluster analysis help us to get rid of the sea of financial metrics during portfolio construction
☆13Updated 4 years ago
Alternatives and similar repositories for Cluster-analysis-for-stock-selection:
Users that are interested in Cluster-analysis-for-stock-selection are comparing it to the libraries listed below
- This tool is developed to scrape twitter data, process the data, and then create either an unsupervised network to identify interesting p…☆17Updated last year
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 3 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 8 months ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆17Updated 5 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆25Updated 3 years ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆31Updated 6 years ago
- A project about text mining on earnings call conference☆9Updated 2 years ago
- ☆10Updated 5 years ago
- ☆13Updated last year
- Library for simulation and analysis of vanilla and exotic options☆31Updated 4 years ago
- Development space for PhD in Finance☆33Updated 4 years ago
- Semi-automated investing strategy (risk parity)☆26Updated 8 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 6 years ago
- ML pipeline for SmartBeta momentum factor on equity portfolio☆12Updated 9 years ago
- Code for Machine Learning for Algorithmic Trading, 2nd edition.☆18Updated 2 years ago
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆10Updated 2 years ago
- Algorithmic approach to analysing performance and the similarity of different stocks in S&P 500 via cluster analysis.☆9Updated 7 years ago
- Learn the mathematics behind machine learning and explore various mathematical concepts within machine learning.☆40Updated last year
- A public available dataset for using market sentiment for financial asset allocation.☆22Updated 5 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 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
- Python Program to predict Intra-day stocks☆12Updated 6 years ago
- ☆26Updated 5 months ago
- ALGORITHM TRADING AND STOCK PREDICTION USING MACHINE LEARNING☆15Updated 6 years ago
- Financial and Investment Data Science: FinDS Python library and examples for applying quantitative and machine learning methods on struct…☆39Updated 8 months ago
- Machine Learning for Quantitative Finance☆24Updated 6 years ago
- Stochastic volatility models☆18Updated 6 years ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆23Updated 2 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆30Updated 2 years ago