karumanchi / Alpha_ML

Machine Learning models applied to financial time series datasets

Alpha_ML

Machine Learning models applied to financial time series datasets

-- RandomForestRegressor implementation with Quandl Fundamental Point-in-time data (sample).

-- KMeans Clustering Algorithm for finding equity pairs / cointegration

-- KNN for determining regimes and fixed universes

Please reach out for pull requests and collaboration

-Zach Oakes