Topics: html  javascript  lda  nlp  r  cron_job  django  futures  html  javascript  keras  lasso  linux  mysql  python  reinforcement_learning  risk_factor  trading_strategy  webscraping 

Topic Relevance Among Korean Stocks

The interaction between media and stock market is a hot topic, which has received a lot of attention in the finance literature. In this post, I will utilize Latent Dirichlet...

Tags: python  nlp  lda  lasso  webscraping 

Short Term Reversal

In my first post, I’ve talked about momentum in South Korea. Following the methodology of Jegadeesh and Titman (1993), I’ve shown that decile portfolios based on 9 month past return...

Tags: r  trading_strategy  futures 

Data Server 3 (stockprice file download)

For the last part of django data server setup, I will implement a file download feature. The completed page can be previewed here. Since I’ve created a browser side (data/templates/stockprice.html)and...

Tags: python  mysql  django  html  javascript 

Building Stockprice Database 3 (adjusted stock price)

So far I’ve created a self updating stock prices of KOSPI and KOSDAQ listed prices. However, simply computing stock returns based on closing prices can lead to erroneous returns since...

Tags: python  cron_job 

Data Server 2 (stockprice history with handsontable)

In the previous post, I’ve discussed setting up a django based webserver. In this post, I will build a simple webpage, which displays historical stockprices for selected stocks. The completed...

Tags: python  mysql  django  html  javascript