Backtesting Project Description: Build a fairly realistic backtester that uses the Barra data. The backtester will perform portfolio optimization that…
Combining Signals for Enhanced Alpha Project Description: Combine signals on a random forest for enhanced alpha, and solve the problem…
Sentiment Analysis with Neural Networks Project Description: Here you will build your own deep learning model to classify the sentiment…
Natural Language Processing on Financial Statements Project Description: NLP Analysis on 10-k financial statements to generate an alpha factor. For…
Alpha Research and Factor Modeling Project Description: Build a statistical risk model using PCA. Youβll use this model to build…
Smart Beta and Portifolio Optimization Project Description: Build a smart beta portfolio and compare it to a benchmark index. To…