purvasingh96 / StockGram-Intelligent-Portfolio-Manager Star 10 Code Issues Pull requests 📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor) portfolio sharpe-ratio cosine-similarity factor-returns alpha-factors nlp-analysis factor-data alphalens turnover-analysis factor-rank-autocorrelation Updated Dec 4, 2020 Jupyter Notebook
StockGram / Intelligent-Portfolio-Manager Star 5 Code Issues Pull requests 📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor) sharpe-ratio cosine-similarity factor-returns alpha-factors portfolo nlp-analysis factor-data alphalens turnover-analysis factor-rank-autocorrelation Updated Jun 22, 2022 Jupyter Notebook