Réalisé avec Geri Leka dans le cadre du cours “Finance Quantitative” de M2 MoSEF.
A retrouver sur Github
Create and manage a fund in order to ourperform the S&P500 and an absolute index The idea behind the project was the usage of ML prediction in portfolio construction and manage an active portfolio strategy.
We were given the task to create a portfolio given the equities and compare the results with a benchmark.
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