Portfolio Optimizer
I have a kernel in Kaggle that applies the portfolio optimization and gives me the
weights of the portfolio with the best Sharpe Ratio with each number of assets you want
, but if you put more that 500 assets the time of execution is very large, you can use
and review the kernel as you want, but if you reply it please give me credits. 😄
Portofio Optimizer
- Python
- Efficient Frontier
- Risk-Return
- YahooFinanceAPI
- PyPortopt
LPER Portfolio Adjuster
I made an excel spreadsheet to adjust my portfolio every quarter acording to the changes in the EPS of every stock and the P/E ratio evaluation, to sell part of the thinghs that are expensive and buy those who are cheap.
- P/E ratio
- Fundamental Analysis
- Excel
Optiver Trading at the Close
This Kaggle competition focused on predicting stock prices at market close.
The target variable comprised a weighted price of the stock along with the value of
a synthetic index. Participating in this competition proved to be an exhilarating
challenge, demanding adept feature engineering, meticulous cross-validation training,
fine-tuning of LightGBM hyperparameters, and the implementation of sophisticated
ensemble techniques.
Through perseverance and strategic expertise, I successfully secured a silver medal in this competition, showcasing my ability to excel in the realm of predictive modeling and data science.
Optiver Inference
- GBModel
- Inference Pipeline
- Feature Engineering
- Time Series
- Fine Tunning