applying k means clustering to a dataset of the returns of a basket of ETF strategies and returning the best strategy from each cluster in attempt to create a diversified portfolio. also used methods like pca to reduce dimensionality and generated features
Repository from Github https://github.comleft-nullspace/clustering-portfolio-opt-python
applying k means clustering to a dataset of the returns of a basket of ETF strategies and returning the best strategy from each cluster in attempt to create a diversified portfolio. also used methods like pca to reduce dimensionality and generated features