Discover

Stars
1
Language
Jupyter Notebook
Created over 4 years ago
Updated over 4 years ago

laurenponsonby

There are no reviews yet. Be the first to send feedback to the community and the maintainers!

I use a variety of Machine Learning techniques (Supervised and Unsupervised) to predict when a stock price is going up or down, this in tern is an indication of stock market movements and help the trader By Sell Stocks

Value-Investing-Greenblatt-s-Magic-Formula-in-Python

I have taken Joel Greenblatt's book and applied his magic formula to listed stock to identify under priced stocks.

Jupyter Notebook

Black-Scholes-Algorithmic-Delta-Hedging

Algorithmic Delta Hedging

Jupyter Notebook

Portfolio-Analytics---Regime-Based-Asset-allocation-

Regime based Asset Allocation, back test for period of 2 years versus SWIX Regimes o Weaker rand versus stronger rand (use rolling 3 week historic correlation) o High realised versus low realised volatility (use rolling 3 week historic volatility)

Jupyter Notebook

Investment-Portfolio-Analysis-In-R-Part-2

Pricing Models: CAPM, Fama-French and Arbitrage Pricing Theory

Jupyter Notebook

Portfolio-Construction-SWIX-INDEX

Portfolio construction (Mergence Capital Africa)- Decomposing the SWIX index minimising the tracking error and increasing the return correlation using a basket of no more than 20 stocks. Research Project for Mergence Capital Africa

Jupyter Notebook

DEBT-COLLECTION-PROBABILITY-QUESTION

QUESTION: Based on demographics, what action or combination of action taken against a debtor will have said debtor pay their outstanding debt. The available actions to take are a "Phone Call', "Text Message' Or "Legal Summons"

Jupyter Notebook

Investment-Portfolio-Analysis-in-R-part-3

Portfolio Construction and Optimisation

Jupyter Notebook

laurenponsonby/Machine-Learning-Techniques-for-Stock-Movement-Predictions-in-R

laurenponsonby

Reviews

Repository Details

More Repositories