This repo proposes an algorithm that uses the Sharpe ratio and results from K-means clustering conducted on companies’ historical financial ratios to generate stock market portfolios
The easiest way to see the code and results is to run this colab
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al33m501/stock-clustering
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This repo proposes an algorithm that uses the Sharpe ratio and results from K-means clustering conducted on companies’ historical financial ratios to generate stock market portfolios
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