rohinishimpatwar / The-NLP-News-Sentiment-Trading-StrategyLinks
The NLP News Sentiment Factor Trading Strategy for a Portfolio of S&P 500 Stocks
☆12Updated 5 years ago
Alternatives and similar repositories for The-NLP-News-Sentiment-Trading-Strategy
Users that are interested in The-NLP-News-Sentiment-Trading-Strategy are comparing it to the libraries listed below
Sorting:
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆30Updated 6 years ago
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 5 years ago
- Replication of the 5 Fama-French factors as constructed in their 2015 paper.☆24Updated 3 years ago
- This project would demonstrate the following capabilities: 1. Extraction Loading and Transformation of S&P 500 data and company fundament…☆13Updated 3 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆33Updated 2 years ago
- ☆19Updated 8 years ago
- This repository contains dataset for paper FedNLP: An interpretable NLP System to Decode Federal Reserve Communications, published in SIG…☆13Updated last year
- ☆9Updated 5 years ago
- US equity (portfolio) characteristics, the main file is in SAS.☆20Updated last year
- Calculate technical indicators from historical stock data Create features and targets out of the historical stock data. Prepare features …☆32Updated 6 years ago
- Implements different approaches to tactical and strategic asset allocation☆38Updated 7 months ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- Portfolio Risk Assessment leveraging Probabilistic Deep Neural Networks☆18Updated 3 months ago
- Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS☆14Updated 5 years ago
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆40Updated 7 years ago
- Quantitative Finance & Algorithmic Trading in Python course of Udemy☆11Updated 7 years ago
- This module is a simple trading system. I will compelete it gradually☆12Updated 3 years ago
- Code and documents from Econ 690 at Duke☆9Updated 3 years ago
- Plotting the Efficient Frontier in Python. Inspired by Markowitz Modern Portfolio Theory.☆18Updated 4 years ago
- Using Python and Tushare financial database☆28Updated last year
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆49Updated 5 years ago
- 基于机器学习的多因子研究框架☆14Updated 5 years ago
- Codes to clean data and construct variables for empirical finance.☆11Updated 3 years ago
- ☆27Updated last year
- A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.☆15Updated 4 years ago
- ☆18Updated 3 years ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆22Updated 3 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- Testing trading signals of commodity futures☆17Updated 5 years ago
- applications for risk management through computational portfolio construction methods☆43Updated 4 years ago