firmai/machine-learning-asset-management
Jupyter notebooks demonstrating machine learning models applied to algorithmic trading, portfolio construction, and asset management.
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This repository provides Python notebooks accompanying an academic paper on machine learning in asset management. It covers various ML-based trading strategies, portfolio optimization techniques, and alpha factor design for quantitative finance. The content includes approximately 15 trading varieties and around 100 trading strategies, with code and data provided for portfolio construction and risk management applications.