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JBaldys
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APlusBernstein-Project
Repo containing all material for the factor-timing project with Alliance Bernstein
MIT License
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Long strategy
#63
Anubha101
closed
2 years ago
0
fix and update with conviction and long-short term
#62
yutingmeivu
closed
2 years ago
0
Upload long_short_etf and conviction
#61
yutingmeivu
closed
2 years ago
0
upload weight-fix
#60
yutingmeivu
closed
2 years ago
0
Upload weighted
#59
yutingmeivu
closed
2 years ago
0
Porfolio Analysis
#58
Anubha101
closed
2 years ago
0
Modify porfolio
#57
yutingmeivu
closed
2 years ago
0
Adding portfolio analysis
#56
Anubha101
closed
2 years ago
0
update prediction data to include prob
#55
qiushiyan
closed
2 years ago
0
Use expanding window to train model
#54
JBaldys
opened
2 years ago
0
Conviction weighted portfolio
#53
JBaldys
opened
2 years ago
0
add returns to pred
#52
qiushiyan
closed
2 years ago
0
update pred data
#51
qiushiyan
closed
2 years ago
0
add lstm prediction data
#50
qiushiyan
closed
2 years ago
0
Add features as well
#49
yutingmeivu
closed
2 years ago
0
Upload cnn and logistic and balanced
#48
yutingmeivu
closed
2 years ago
0
add rolling volatilities and svm
#47
qiushiyan
closed
2 years ago
0
Portfolio Construction Pt. 2
#46
JBaldys
opened
2 years ago
0
Adding MLP Model and performance metrics codes
#45
Anubha101
closed
2 years ago
1
update model data
#44
qiushiyan
closed
2 years ago
0
final model dataset
#43
qiushiyan
closed
2 years ago
0
Performance metrics
#42
JBaldys
opened
2 years ago
0
Feature importance
#41
JBaldys
opened
2 years ago
0
Construct a portfolio strategy
#40
JBaldys
opened
2 years ago
0
Try other models for ETFs
#39
JBaldys
opened
2 years ago
0
Feature Engineering_FINAL
#38
JBaldys
opened
2 years ago
0
Winsorize variables
#37
JBaldys
opened
2 years ago
0
Consolidate dataset(s)
#36
JBaldys
opened
2 years ago
0
use quantile scaler
#35
qiushiyan
closed
2 years ago
0
draft lstm model
#34
qiushiyan
closed
2 years ago
0
add prophet model
#33
qiushiyan
closed
2 years ago
0
Adding tree based model and feature engineering
#32
Anubha101
closed
2 years ago
1
include train test split
#31
qiushiyan
closed
2 years ago
0
Upload weight method for filling NA
#30
yutingmeivu
closed
2 years ago
0
impute with average return
#29
qiushiyan
closed
2 years ago
0
Feature engineering
#28
JBaldys
opened
2 years ago
0
Model ETF assignments
#27
JBaldys
opened
2 years ago
1
Reconfigure missing data
#26
JBaldys
opened
2 years ago
0
Upload dealing with multicollinearity
#25
yutingmeivu
closed
2 years ago
0
added data dealing with NA values
#24
Anubha101
closed
2 years ago
0
Begin trying out models on completed dataset
#23
JBaldys
opened
2 years ago
0
Submit paragraph to Anubha to turn in before Friday 4/8 at midnight
#22
JBaldys
opened
2 years ago
0
Finish sentiment analysis
#21
JBaldys
opened
2 years ago
0
Multicollinearity analysis
#20
JBaldys
opened
2 years ago
0
Finish missing values
#19
JBaldys
opened
2 years ago
0
remove out index
#18
qiushiyan
closed
2 years ago
0
remove highly missing columns
#17
qiushiyan
closed
2 years ago
0
Upload eda part
#16
yutingmeivu
closed
2 years ago
0
refactor split_df to make it more atomic
#15
qiushiyan
closed
2 years ago
0
Questions for project
#14
JBaldys
opened
2 years ago
2
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