Repo of projects related to applications of machine learning within finance, with a focus on quantitative asset management.
Folder descriptions (alphabetical):
mutual_info_pairs: A pairs trading strategy utilizing mean reverting nonlinear relationships between U.S. equities
portfolio_optimizations: A comparison of clustering techniques for optimal asset allocation
unsupervised_pairs: Applying PCA and OPTICS clustering to find securities for pairs trading
Feel free to reach out to collaborate!
Cheers
Franklin
streater@uw.edu