Skip to content

@etccapital ETC Investment Group

Change the repository type filter

All

    Repositories list

    4 repositories

    • Equity_Research

      Public
      This depository contains ETC equity reports derived from macroeconomic, industry-level analysis and fundamental research. It is mainly used as the equity component of the ETC Academy portfolio and benchmark stock pool for later stock selection algorithms and managed portfolios in the ETC student fund. Starting from the third quarter of 2020, the…
      portfolio-selection
      Jupyter Notebook
      •
      Apache License 2.0
      •3•4•1•1•Updated May 22, 2023May 22, 2023

    • Survey_PortfolioSelection

      Public
      Online portfolio selection is a fundamental problem in computational finance, which has been extensively studied across several research communities, including finance, statistics, artificial intelligence, machine learning, and data mining, etc. This article aims to provide a comprehensive survey and a structural understanding of published online p…
      portfolio-selectionmachine-learningcomprehensive-surveyquantitative-portfolio-managers
      Python
      •
      Apache License 2.0
      •10•14•0•17•Updated Dec 8, 2022Dec 8, 2022

    • MultiFactor

      Public
      Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report. Steps include factor data collection and preprocessing, factor combination, portfolio optimization and risk return analysis.
      quantitative-financemultifactor-modelalphalenspython-for-finance
      Jupyter Notebook
      •21•55•2•0•Updated Oct 11, 2022Oct 11, 2022

    • SVM-Genetic_Alpha

      Public
      This is derivative work from literature review of a paper, intending to serve as main alpha for the research project developed under ETC Investment Group, Academy Division. The underlying logic and technique follows through with the abstract: "This paper presents an integrated approach for portfolio selection in a multicriteria decision making f…
      multi-objective-optimizationsupport-vector-machinesclassifying-financial-assets
      Python
      •
      Apache License 2.0
      •3•7•1•0•Updated Mar 28, 2020Mar 28, 2020