In this repo I will try to gather all of the projects related to data science with clean datasets and high accuracy models to solve real world problems.
The data frame consists of the closing prices of 30 different stocks.
The average annual percentage return and volatility of all 30 stocks over a theoretical one-year period are calculated first. The code clusters the 30 stocks according to their mean annual volatilities and Returns using K-means clustering.
The optimum number of clusters is found using the Elbow curve method