AA228-Portfolio-management

Project on Portfolio Management This folder contains the two methods used for portfolio management system Files: qlearning_asset_allocation.py - Q learning approach. Takes in asset.csv as input. Will train the Q values and the results are tested against a benchmark of 60:40 stocks:bonds. Outputs : policy.csv for a 30 year investing period from 1986-2016, plot of comparision of portfolio value for a 10 year investing period from 1988-1998 for Q learning vs benchamrk and plot for 4 different 10 year periods showing improvement using Q learning