sjufan84 / ESG_clustering
A tool to cluster ESG stocks and cryptocurrency by return data to identify similar assets with higher ESG scores.
☆10Updated last year
Alternatives and similar repositories for ESG_clustering
Users that are interested in ESG_clustering are comparing it to the libraries listed below
Sorting:
- Resources for the Machine Learning for Finance workshop at Texas State University (November 2022).☆16Updated 2 years ago
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆42Updated last month
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆10Updated 3 years ago
- EcoFin is a quantitative economic library☆14Updated 4 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Integrating ESG scores into asset allocation and portfolio optimization through a GUI application.☆26Updated 2 years ago
- Python webapp running on Streamlit to scan the Nasdaq 100 and S&P 500 for 60+ candlestick patterns. For each matching pattern, show Tradi…☆13Updated 2 years ago
- ☆26Updated 8 months ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- Portfolio optimization with cvxopt☆38Updated 3 months ago
- Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.☆75Updated 4 years ago
- 'Portfolio Analysis, methods for portfolio optimization'☆23Updated 4 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- Event-Driven BackTesting Framework☆15Updated 6 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 3 years ago
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 5 years ago
- A Quantitative Finance Engineering Project☆12Updated 2 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆46Updated 4 years ago
- Underlying package for the 10-line cta☆12Updated this week
- ☆22Updated 5 years ago
- applications for risk management through computational portfolio construction methods☆41Updated 4 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- 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…☆62Updated last month
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆14Updated 2 years ago
- ☆10Updated 5 years ago
- ☆13Updated 6 years ago
- ☆27Updated 3 years ago
- Filters stocks using Magic Formula, F-score and 6-month index which enables users to find the most undervalued stocks based on financial…☆16Updated 3 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year