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applying k means clustering to a dataset of the returns of a basket of ETF strategies and returning the best strategy from each cluster in attempt to create a diversified portfolio. also used methods like pca to reduce dimensionality and generated features
left-nullspace/clustering-portfolio-opt-python
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applying k means clustering to a dataset of the returns of a basket of ETF strategies and returning the best strategy from each cluster in attempt to create a diversified portfolio. also used methods like pca to reduce dimensionality and generated features
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