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factor-data

Here are 2 public repositories matching this topic...

purvasingh96 / StockGram-Intelligent-Portfolio-Manager

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

portfolio sharpe-ratio cosine-similarity factor-returns alpha-factors nlp-analysis factor-data alphalens turnover-analysis factor-rank-autocorrelation

Updated Dec 4, 2020
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StockGram / Intelligent-Portfolio-Manager

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

sharpe-ratio cosine-similarity factor-returns alpha-factors portfolo nlp-analysis factor-data alphalens turnover-analysis factor-rank-autocorrelation

Updated Jun 22, 2022
Jupyter Notebook

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