machine-learning-asset-management

Unverified ML strategy on Multi by firmai. BotFinder score 18 out of 100.

Machine Learning in Asset Management (by @firmai)

Source: github

Explorer/Multi/machine-learning-asset-management
18
Data index
MultiMLMedium risk⚠ Unverified

machine-learning-asset-management

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Sharpe
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Track record
7.3y
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About

machine-learning-asset-management

Machine Learning in Asset Management If you like this type of content then visit ML Quant site below: ---------- https://www.ml-quant.com/ --------- Part One Follow this link for SSRN paper. If you feel like citing something you can use: Snow, D (2020). Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies. The Journal of Financial Data Science, Winter 2020, 2 (1) 10-23. This is the first in a series of articles dealing with machine learning in asset management. Asset management can be broken into the following tasks: (1) portfolio construction, (2) risk management, (3) capital management, (4) infrastructure and deployment, and (5) sales and marketing. This article focuses on portfolio construction using machine learning. Historically, algorithmic trading could be more narrowly defined as the automation of sell-side trade execution, but since the introduction of more advanced algorithms, the definition has grown to include idea generation, alpha factor design, asset allocation, position sizing, and the testing of strategies. Machine learning, from the

Jupyter NotebookOpen-sourcealgorithmic-tradingassets-managementgoogle-colabjupyter-notebookmachine-learningportfolio-optimizationquantquantitative-finance
Track record

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Source
firmai
Since 2015 · 3 bots

Open-source maintainer on GitHub.

Trust 0Profile
Score & reliability18/100
Perf data0/35
Community0/25
Evidence8/20
Recency10/10
Verification0/10

Data-completeness & trust index (not a profitability rating)

Source facts
Stars1,754
Forks465
Open issues2
LanguageJupyter Notebook
License—
Last update2021-12-17
Created2019-07-11
Website
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