Project portfolio of work created while doing the AI for Trading Nano Degree program on Udacity

Run the following commands to setup environment

# install with conda
conda env create -f quantenv.yml
conda activate quantenv

# install with pip
pip install -r requirements.txt

Start Jupyter Notebook

jupyter notebook

• Notes

• Advanced Opt
• Advanced Portfolio Optimization using cvxpy
• Autoregression Quiz
• calculate Returns
• Clean Forward Returns
• Covariance Matrix Assets
• CVXPY Optimize Two Assets
• Factor Model Asset Return
• Factor Model Portfolio Return
• Factor Returns
• Historical Variance
• m3l4 Covariance
• Momentum-dtype
• Overnight Returns
• Pairs Candidates
• PCA Toy Problem
• PCA Basics
• PCA Core
• PCA Factor Model
• Portfolio Variance
• Quantiles
• Rank IC
• Rank
• Regression Against Time
• Regression
• Resample Data
• Rolling Windows
• Sector Neutral
• Sharpe Ratio
• Smoothing
• Stock Data
• T Test
• Test Normality
• Top and Bottom Performing
• Transfer Coefficient
• Turnover
• Zipline Pipeline
• Z Score

• Projects
  • Trading with Momentum
  • Breakout Strategy
  • Smart Beta and Portfolio Optimization