StockGram

Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio management and optimization.

📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)

💳 Creates a new gym environment for credit-card anomaly detection using Deep Q-Networks (DQN) and leverages Open AI's Gym toolkit to allocate appropriate awards to the RL agent.

This repo contains the code for summarizing financial reports with increased factual correctness for quantitative researchers.