Follow my series on 'AI for Trading' on Medium: The AI for Trading Series.

📈 This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance such as portfolio optimization, researching alpha factors, leveraging Alphalens and backtesting your strategy via Zipline.

• Term 1

  • Theorey and Quizes
    • Stock Prices
    • Quant Workflow
    • Regression
    • Time Series and Modelling
    • Volatility
    • Pairs Trading and Mean Reversion
    • Stock, Indices and Funds
    • ETFs
    • Portfolio Risks and Returns
    • Portfolio Optimization
    • Factors
    • Factor Models and Types of Factors
    • Risk Factor Models
    • Time Series and Cross Sectional Risk Models
    • Alpha Factors
    • Alpha Factor Research Methods
  • Projects
    • Project 1: Momentum Trading strategy
    • Project 2: Breakout Strategy
    • Project 3: Smart Beta and Portfolio Optimization
    • Project 4 : Alpha Research and Factor Modelling

• Term 2

  • Projects
    • Project 5: NLP on Financial 10-K Statements
    • Project 6: Sentiment Analysis of Financial Statements
    • Project 7: Combining Signals for Enhanced Alpha
    • Project 8: Backtesting

• Purva Singh

Please feel free to open a Pull Request to contribute towards this repository. Also, if you think there's any section that requires more/better explanation, please use the issue tracker to let me know about the same.

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