Improve traditional portfolio optimisation techniques using Sentiments

eleow / roboadvisorSystem

Robo-advisor

MIT License

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Improve traditional portfolio optimisation techniques using Sentiments #12

Closed eleow closed 4 years ago

eleow commented 4 years ago

We will attempt to improve traditional portfolio optimisation techniques by utilising sentiments. The traditional techniques that we will consider are

Constant Rebalancing based on fixed ratios
Modern Portfolio Theory (MPT)
Hierarchical Risk Parity (HRP)

eleow commented 4 years ago

See Jupyter notebook for details: https://github.com/eleow/roboadvisorSystem/blob/master/SystemCode/backend/notebooks/Portfolios.ipynb