kenuku / stock-portfolio-selection Public

forked from nmchaves/stock-portfolio-selection

Experiments studying ensemble methods for stock portfolio selection

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Name		Name	Last commit message	Last commit date
Latest commit History 88 Commits
.idea		.idea
data		data
ipython_notebook		ipython_notebook
preprocessing		preprocessing
results		results
train_results		train_results
train_results_mock		train_results_mock
README.md		README.md
__init__.py		__init__.py
constants.py		constants.py
expert_pool.py		expert_pool.py
hyperparms.py		hyperparms.py
market_data.py		market_data.py
mu.npy		mu.npy
nonparametric_markowitz.py		nonparametric_markowitz.py
npm_b_hist.npy		npm_b_hist.npy
npm_dollar_hist.npy		npm_dollar_hist.npy
olmar.py		olmar.py
olmar_b_hist.npy		olmar_b_hist.npy
olmar_dollar_hist.npy		olmar_dollar_hist.npy
optimize_portfolio.py		optimize_portfolio.py
portfolio.py		portfolio.py
rmr.py		rmr.py
run_portfolio.py		run_portfolio.py
semi_const_rebalancing_portfolio.py		semi_const_rebalancing_portfolio.py
sigma.npy		sigma.npy
test_portfolio.ipynb		test_portfolio.ipynb
tune_parameters.py		tune_parameters.py
ubah.py		ubah.py
ucrp.py		ucrp.py
util.py		util.py