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PortfolioStrategyBacktestUS
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ImprovingMVPortfolio PublicThis code tests the basic idea of my Master thesis. I propose an improved estimator of the covariance matrix of asset returns, employed in the computation of the minimum-variance portfolio. The mai…
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PortfolioStrategy
PortfolioStrategy PublicEnhanced version of the Master thesis project. The original code has been enriched with a module that automatically downloads and stores new intraday data from Yahoo Finance, to serve as a real rob…
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RNN-for-prediction-of-SP500
RNN-for-prediction-of-SP500 PublicPrediction of SP500 up/down movements via Recurrent Neural Network
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