GitHub / georgegkol / Macro-based-Asset-Allocation
This repository contains code to cluster and predict ETF returns and construct a minimum variance portfolio from a selection of bullish ETFs
JSON API: http://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/georgegkol%2FMacro-based-Asset-Allocation
PURL: pkg:github/georgegkol/Macro-based-Asset-Allocation
Stars: 1
Forks: 0
Open issues: 0
License: None
Language: Jupyter Notebook
Size: 1.15 MB
Dependencies parsed at: Pending
Created at: 8 months ago
Updated at: 4 months ago
Pushed at: 4 months ago
Last synced at: 4 months ago
Topics: asset-allocation, clustering, etf, gradient-boosting-classifier