Using Genetic Programming for Portfolio generation

🚀 Setup

1. Install python
2. Install the virtual enviroment package with python3 -m pip install --user virtualenv
3. Create an virtual enviroment with python3 -m venv venv
4. Start the virtual enviroment source venv/bin/activate
5. Install all required packages python -m pip install -r requirements.txt
6. Start the Jupyter server jupyter notebook

Adding the data:

1. Go to kaggle and download the data
2. Creating a data folder in the root directory
3. Extract the files and put the etf and stocks folder directly into the ./data folder

🔗 References

Packages

Deap Package: https://deap.readthedocs.io/en/master/

numpy: https://numpy.org/

pandas: https://pandas.pydata.org/

Data

Data from: https://www.kaggle.com/dsv/1054465