schampon/skfin
Machine learning for portfolio management and trading with scikit-learn
This project helps quantitative analysts and portfolio managers use machine learning to make better investment decisions. It takes historical financial data, such as asset returns, and applies various machine learning models to predict future performance. The output is a simulated portfolio's profit and loss over time, allowing for the evaluation of different trading strategies.
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Use this if you are a quantitative analyst or portfolio manager looking to systematically test and implement machine learning-driven investment strategies.
Not ideal if you are a casual investor looking for direct trading advice or a platform for live trading, as this focuses on strategy development and backtesting.
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39
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10
Language
Jupyter Notebook
License
MIT
Category
Last pushed
Sep 30, 2025
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