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mlforfinance's Introduction

MLforFinance

Repo of projects related to applications of machine learning within finance, with a focus on quantitative asset management.

Folder descriptions (alphabetical):

mutual_info_pairs: A pairs trading strategy utilizing mean reverting nonlinear relationships between U.S. equities
portfolio_optimizations: A comparison of clustering techniques for optimal asset allocation
unsupervised_pairs: Applying PCA and OPTICS clustering to find securities for pairs trading

Feel free to reach out to collaborate!

Cheers
Franklin
[email protected]

mlforfinance's People

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