nick9914 / machine_learning_for_trading

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Machine Learning For Trading

analysis.py

This code uses pandas to asses a portfolio. This code calculates cumulative return, average period return, standard deviation of daily return, and sharpe ratio.

optimization.py

This code finds how much of a portfolio's funds should be allocated to each stock in order to optimize performance. This code finds the inputs that maximize the the sharpe ratio function, thus finding the optimal allocations for a portfolio.

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