Project portfolio of work created while doing the AI for Trading Nano Degree program on Udacity
Run the following commands to setup environment
# install with conda
conda env create -f quantenv.yml
conda activate quantenv
# install with pip
pip install -r requirements.txt
Start Jupyter Notebook
jupyter notebook
- Notes
- Advanced Opt
- Advanced Portfolio Optimization using cvxpy
- Autoregression Quiz
- calculate Returns
- Clean Forward Returns
- Covariance Matrix Assets
- CVXPY Optimize Two Assets
- Factor Model Asset Return
- Factor Model Portfolio Return
- Factor Returns
- Historical Variance
- m3l4 Covariance
- Momentum-dtype
- Overnight Returns
- Pairs Candidates
- PCA Toy Problem
- PCA Basics
- PCA Core
- PCA Factor Model
- Portfolio Variance
- Quantiles
- Rank IC
- Rank
- Regression Against Time
- Regression
- Resample Data
- Rolling Windows
- Sector Neutral
- Sharpe Ratio
- Smoothing
- Stock Data
- T Test
- Test Normality
- Top and Bottom Performing
- Transfer Coefficient
- Turnover
- Zipline Pipeline
- Z Score
- Projects
- Trading with Momentum
- Breakout Strategy
- Smart Beta and Portfolio Optimization