Machine Learning Asset Management

What it is

A collection of Python-based Jupyter notebooks accompanying a published paper series on machine learning in asset management, focused on portfolio construction and trading strategies. It reproduces roughly fifteen distinct strategy varieties, including quantamental factor work, CTA and reinforcement learning approaches, bankruptcy prediction, and credit rating arbitrage, with code and data provided where available. Researchers and practitioners who want working implementations to study or extend alongside the original papers will find it useful. As research-oriented reproduction code rather than a finished product, strategies may require additional engineering and data before live use.