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  1. pca_dea_stock_select pca_dea_stock_select Public

    Using PCA(Principle Component Analysis) and DEA(Data Envelope Analysis) techniques to identify relative efficient firms (stocks).

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    Enhanced the Black-Litterman model by incorporating vine-copula models for market equilibrium returns and ensemble machine learning for forecasting asset returns. Used ML model errors to quantify …

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    This trial explores enhancing HRP portfolio optimization by using sliced-Wasserstein distance for clustering. Results are preliminary and may not outperform the original method, but further resear…

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  5. Simple_Fibonacci_trade Simple_Fibonacci_trade Public

    A simple Fibonacci trading strategy, with some backtest results.

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