Jonathan Larkin, August 2017
Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history Often, the stock price of the companies in the same industry will move in tandem with each other. This is because market conditions generally affect the companies in the same industry the same way. With…
Motivation: If I, asset manager x, can find funds similar to my own which are not currently captured by Morningstar Category relationships, I can target those funds for competition.
Automated unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks to construct an optimized diversified intelligent portfolio.
The main features of gustrigos/eigen-portfolio are: Unsupervised Learning.
Open-source alternatives to gustrigos/eigen-portfolio include: frechfrechfrech/mutual-fund-market-clusters — Motivation: If I, asset manager x, can find funds similar to my own which are not currently captured by Morningstar… joelqf/quant-finance. marketneutral/pairs-trading-with-ml — Jonathan Larkin, August 2017. ml-hongkong/stock2vec — Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history Often, the stock price… nj-murphy/learning-technical-trading — We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise… sayantann11/all-classification-templetes-for-ml — This repository contains a comprehensive guide to various classification algorithms in machine learning. This guide…