factor-data

There are 0 repository under factor-data 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)
sharpe-ratio alpha-factors factor-returns turnover-analysis nlp-analysis cosine-similarity alphalens factor-rank-autocorrelation portfolio factor-data
Language:Jupyter Notebook 10
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 alpha-factors factor-returns turnover-analysis nlp-analysis cosine-similarity alphalens factor-rank-autocorrelation portfolo factor-data
Language:Jupyter Notebook 5