Use AI to generate a optimized stock portfolio

Greg James

Last update: Dec 22, 2022

Related tags

Deep Learning python portfolio finance numpy scikit-learn yahoo pandas python3 stock stock-market stocks

Overview

Use AI, Modern Portfolio Theory, and Monte Carlo simulation's to generate a optimized stock portfolio that minimizes risk while maximizing returns.

How does it work?

The app works by pulling the stock close data from the yahoo finance api. We then calculate the log returns and the volitility of the data to see what the overall trend for the stocks look like. We then generate random portfolio weights and use scipy to maximize a function that calculates the the best portfolio weights for a portfolio with a maximum return to volitility ration (this is known as the sharpe ratio). This is effectivly a monte carlo simulation to find the optimal stock portfolio.

Resources and Readings

License

MIT License

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

DISCLAIMER

This project and it's generated portfolios are NOT investment advice. This is purly educational.

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Comments

Restyle Just a silly typo errors ...
A duplicate of #6 with additional commits that automatically address incorrect style, created by Restyled.

:warning: Even though this PR is not a Fork, it contains outside contributions. Please review accordingly.

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opened by restyled-io[bot] 0
Bump certifi from 2022.6.15 to 2022.12.7
Bumps certifi from 2022.6.15 to 2022.12.7.

Commits

9e9e840 2022.12.07

b81bdb2 2022.09.24

939a28f 2022.09.14

aca828a 2022.06.15.2

de0eae1 Only use importlib.resources's new files() / Traversable API on Python ≥3.11 ...

b8eb5e9 2022.06.15.1

47fb7ab Fix deprecation warning on Python 3.11 (#199)

b0b48e0 fixes #198 -- update link in license

See full diff in compare view

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dependencies
opened by dependabot[bot] 0
Bump pillow from 9.2.0 to 9.3.0
Bumps pillow from 9.2.0 to 9.3.0.

Release notes

Sourced from pillow's releases.

9.3.0

https://pillow.readthedocs.io/en/stable/releasenotes/9.3.0.html

Changes

Initialize libtiff buffer when saving #6699 [@radarhere]

Limit SAMPLESPERPIXEL to avoid runtime DOS #6700 [@wiredfool]

Inline fname2char to fix memory leak #6329 [@nulano]

Fix memory leaks related to text features #6330 [@nulano]

Use double quotes for version check on old CPython on Windows #6695 [@hugovk]

GHA: replace deprecated set-output command with GITHUB_OUTPUT file #6697 [@nulano]

Remove backup implementation of Round for Windows platforms #6693 [@cgohlke]

Upload fribidi.dll to GitHub Actions #6532 [@nulano]

Fixed set_variation_by_name offset #6445 [@radarhere]

Windows build improvements #6562 [@nulano]

Fix malloc in _imagingft.c:font_setvaraxes #6690 [@cgohlke]

Only use ASCII characters in C source file #6691 [@cgohlke]

Release Python GIL when converting images using matrix operations #6418 [@hmaarrfk]

Added ExifTags enums #6630 [@radarhere]

Do not modify previous frame when calculating delta in PNG #6683 [@radarhere]

Added support for reading BMP images with RLE4 compression #6674 [@npjg]

Decode JPEG compressed BLP1 data in original mode #6678 [@radarhere]

pylint warnings #6659 [@marksmayo]

Added GPS TIFF tag info #6661 [@radarhere]

Added conversion between RGB/RGBA/RGBX and LAB #6647 [@radarhere]

Do not attempt normalization if mode is already normal #6644 [@radarhere]

Fixed seeking to an L frame in a GIF #6576 [@radarhere]

Consider all frames when selecting mode for PNG save_all #6610 [@radarhere]

Don't reassign crc on ChunkStream close #6627 [@radarhere]

Raise a warning if NumPy failed to raise an error during conversion #6594 [@radarhere]

Only read a maximum of 100 bytes at a time in IMT header #6623 [@radarhere]

Show all frames in ImageShow #6611 [@radarhere]

Allow FLI palette chunk to not be first #6626 [@radarhere]

If first GIF frame has transparency for RGB_ALWAYS loading strategy, use RGBA mode #6592 [@radarhere]

Round box position to integer when pasting embedded color #6517 [@radarhere]

Removed EXIF prefix when saving WebP #6582 [@radarhere]

Pad IM palette to 768 bytes when saving #6579 [@radarhere]

Added DDS BC6H reading #6449 [@ShadelessFox]

Added support for opening WhiteIsZero 16-bit integer TIFF images #6642 [@JayWiz]

Raise an error when allocating translucent color to RGB palette #6654 [@jsbueno]

Moved mode check outside of loops #6650 [@radarhere]

Added reading of TIFF child images #6569 [@radarhere]

Improved ImageOps palette handling #6596 [@PososikTeam]

Defer parsing of palette into colors #6567 [@radarhere]

Apply transparency to P images in ImageTk.PhotoImage #6559 [@radarhere]

Use rounding in ImageOps contain() and pad() #6522 [@bibinhashley]

Fixed GIF remapping to palette with duplicate entries #6548 [@radarhere]

Allow remap_palette() to return an image with less than 256 palette entries #6543 [@radarhere]

Corrected BMP and TGA palette size when saving #6500 [@radarhere]

... (truncated)

Changelog

Sourced from pillow's changelog.

9.3.0 (2022-10-29)

Limit SAMPLESPERPIXEL to avoid runtime DOS #6700 [wiredfool]

Initialize libtiff buffer when saving #6699 [radarhere]

Inline fname2char to fix memory leak #6329 [nulano]

Fix memory leaks related to text features #6330 [nulano]

Use double quotes for version check on old CPython on Windows #6695 [hugovk]

Remove backup implementation of Round for Windows platforms #6693 [cgohlke]

Fixed set_variation_by_name offset #6445 [radarhere]

Fix malloc in _imagingft.c:font_setvaraxes #6690 [cgohlke]

Release Python GIL when converting images using matrix operations #6418 [hmaarrfk]

Added ExifTags enums #6630 [radarhere]

Do not modify previous frame when calculating delta in PNG #6683 [radarhere]

Added support for reading BMP images with RLE4 compression #6674 [npjg, radarhere]

Decode JPEG compressed BLP1 data in original mode #6678 [radarhere]

Added GPS TIFF tag info #6661 [radarhere]

Added conversion between RGB/RGBA/RGBX and LAB #6647 [radarhere]

Do not attempt normalization if mode is already normal #6644 [radarhere]

... (truncated)

Commits

d594f4c Update CHANGES.rst [ci skip]

909dc64 9.3.0 version bump

1a51ce7 Merge pull request #6699 from hugovk/security-libtiff_buffer

2444cdd Merge pull request #6700 from hugovk/security-samples_per_pixel-sec

744f455 Added release notes

0846bfa Add to release notes

799a6a0 Fix linting

00b25fd Hide UserWarning in logs

05b175e Tighter test case

13f2c5a Prevent DOS with large SAMPLESPERPIXEL in Tiff IFD

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dependencies
opened by dependabot[bot] 0

Owner

Greg James

Computer Science Major at the Illinois Institute of Technology.

GitHub

Official Pytorch implementation of 'GOCor: Bringing Globally Optimized Correspondence Volumes into Your Neural Network' (NeurIPS 2020)

Official implementation of GOCor This is the official implementation of our paper : GOCor: Bringing Globally Optimized Correspondence Volumes into You

71 Nov 18, 2022

Use AI to generate a optimized stock portfolio

Related tags

Overview

How does it work?

Resources and Readings

License

DISCLAIMER

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Deploy optimized transformer based models on Nvidia Triton server

Deploy optimized transformer based models on Nvidia Triton server

Optimized primitives for collective multi-GPU communication

Comments

Restyle Just a silly typo errors ...

Bump certifi from 2022.6.15 to 2022.12.7

Bump pillow from 9.2.0 to 9.3.0

9.3.0

Changes

9.3.0 (2022-10-29)

Owner

Greg James

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