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data
orders
plots
README.md
assessment.py
market_sim.py
optimization.py
q_learner.py
rf_learner.py
technical_feats.py
test_q_learner.py

README.md

stock_trading_algorithms

Assessing stock portfolio performances and making predictions

Developed and written by Arnold Yeung unless stated otherwise.

The goal of this project is to create applications for managing stock portfolios. This may include assessing performance and algorithmic trading to optimize gain.

Currently, this project includes:

  • assessment of statistical portfolio performances
  • optimization of portfolio stock distribution based on indicated performance statistic
  • simulation of buying/selling commands in an active market and calculation of daily portfolio value
  • prediction of index return based on external factors (e.g. other index returns) using Random Forest Regressor
  • a Q-Learner with Dyna API (to be used in later applications)

For more information, please visit www.arnoldyeung.com

If you have any questions or comments, feel free to contact me at contact@arnoldyeung.com