Topic: python

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 

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 

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