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nn-portfolio-optimizer's Introduction

Neural Network Portfolio Optimizer

Motive

Use neural network to determine new weights of a portfolio by using Sharpe Ratio as the loss function.

Goals

  • get_stock_data
    1. retrieves individual stock prices from csv files
    2. checks that all the stocks exist and have same time frame
    3. prepares data for NN model
  • portfolio_optimizer
    1. imports stock_portfolio from get_stock_data and feeds it into model
    2. model returns weights of stocks in portfolio

Links to Sources

Neural Network Model https://github.com/shilewenuw/deep-learning-portfolio-optimization/blob/main/Model.py

Stock Data https://www.kaggle.com/datasets/jacksoncrow/stock-market-dataset/data

nn-portfolio-optimizer's People

Contributors

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