Yoontae6719/Signature-Informed-Transformer-For-Asset-Allocation
SIT (Signature-Informed Transformer For Asset Allocation)
This project helps quantitative analysts and portfolio managers develop and test asset allocation strategies. It takes daily asset prices or returns as input and produces optimized portfolio weights, along with performance metrics like equity curves and Sharpe ratios. The goal is to inform investment decisions and improve portfolio management.
Use this if you manage investment portfolios and want to apply advanced machine learning techniques to optimize asset allocation based on historical market data.
Not ideal if you are looking for a simple, off-the-shelf trading bot, or if you don't have experience with quantitative finance concepts and Python programming.
Stars
19
Forks
3
Language
Jupyter Notebook
License
MIT
Category
Last pushed
Nov 26, 2025
Commits (30d)
0
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