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1. factor_model factor_model Public

   Production ready prototype factor model, alpha factors based on hypothesis proposed in the paper Overnight Returns and Firm-Specific Investor Sentiment by David Aboody et al

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2. combining_alpha_signals combining_alpha_signals Public

   Combines alpha signals using a random forest, and demonstrates solutions to overlapping labels issue (rolling autocorrelation) proposed by Marcos Lopez de Prado in Advances in Financial Machine Lea…

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3. nlp_10k_statements nlp_10k_statements Public

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4. tstables tstables Public

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5. backtesting backtesting Public

   Equity portfolio backtesting prototype, with an emphasis on computational efficiency

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