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

Data Server 1 (django setup)

In previous posts I’ve discussed building a self-updating stock price database. While the data can be obtained by submitting queries to MySQL databases, having a GUI for interacting with databases...

Tags: python  mysql  django  html  javascript 

Building Stockprice Database 2 (cronjob)

In the previous post, I’ve talked about scraping the Korea Exchange website to create a database of historical stockprices. In this post, I will discuss setting up cron_job so that...

Tags: python  cron_job  linux 

Building Stockprice Database 1 (webscraping)

In next few series of posts, I will build a database of stock prices, which is a core ingredient in any financial analysis. Since stock market prices are public data,...

Tags: python  mysql  webscraping 

Reinforcement Learning Portfolio Management

Mean-variance portfolio problem is a classical problem in Finance. Given the a universe of $N$ stocks with expected returns of $\mu$ and covariance matrix $\Sigma$, mean-variance portfolio problem can be...

Tags: reinforcement_learning  python  keras 

Momentum in South Korea

As my first post in this blog, I will work on replicating the momentum decile portfolios in South Korea. Momentum refers to the tendency that rising(falling) stocks tend to keep...

Tags: r  risk_factor