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lannov / hse_project_2022_3d_year_students

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Building regressions for ETF's, and making an algorithm of portfolio-shuffling. #7

Open Gandolier opened 1 year ago

Gandolier commented 1 year ago

Constructing Ridge regularized model's with alpha=0.02 for predicting ETF's prices monthly.

And then creating a program that will estimate the way we should change our portfolio depending on a given prediction of prices next month.

Gandolier commented 1 year ago

The process of completing the task is fully expressed in comments of this collab: https://colab.research.google.com/drive/1tmsa-w4ZdDBx4YoF5-hrPwkxPLgkFSqS?usp=sharing