Bhanu Prasanna commited on
Commit
8fa480e
1 Parent(s): 85dbc15
.ipynb_checkpoints/CapiPort-checkpoint.ipynb ADDED
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+ {
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+ "cells": [
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+ {
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+ "cell_type": "markdown",
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+ "id": "ef21dac5",
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+ "metadata": {},
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+ "source": [
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+ "# CapiPort - PORTFOLIO OPTIMISATION"
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+ ]
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+ },
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+ {
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+ "cell_type": "markdown",
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+ "id": "40001fdc",
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+ "metadata": {},
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+ "source": [
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+ " Two things to consider for Portfolio Optimisation:\n",
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+ " \n",
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+ " 1) Minimising Risk\n",
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+ " 2) Maximising Return"
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+ ]
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+ },
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+ {
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+ "cell_type": "markdown",
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+ "id": "92c4e47e",
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+ "metadata": {},
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+ "source": [
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+ " Basic process of Portfolio Optimisation:\n",
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+ " \n",
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+ " 1) Select the Asset class to work on.\n",
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+ " 1.1) Asset Class choosen - Equity (Stocks)\n",
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+ " 2) Select the Companies which you want to use to build a Portfolio.\n",
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+ " 2.1) Companies choosen - \n",
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+ " 3) To try various Statistical Methods relating to Portfolio Optimisation.\n",
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+ " 3.1) Method 1 - Result\n",
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+ " 3.2) Method 2 - Result\n",
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+ " 4) You will obtain Weigths or Percentages of Portfolio to invest.\n",
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+ " 4.1) Method 1 - Weights\n",
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+ " 4.2) Method 2 - Weights\n",
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+ " 5) Testing the Portfolio for the future.\n",
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+ " 5.1) Method 1 - Result\n",
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+ " 5.2) Method 2 - Result\n",
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+ " 6) Final Result"
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+ ]
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+ },
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+ {
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+ "cell_type": "markdown",
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+ "id": "b9d59c90",
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+ "metadata": {},
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+ "source": [
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+ "## <u>STEPS FOR IMPLEMENTING<u>\n",
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+ "\n",
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+ " 1) IMPORTING THE LIBRARIES\n",
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+ " 2) TWEETS EXTRACTION FROM STOCKNET\n",
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+ " 3) TWITTER DATA PRE-PROCESSING\n",
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+ " 4) ZERO-SHOT SENTIMENT CLASSIFICATION\n",
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+ " 5) FEATURE ENGINEERING OF TWEETS SENTIMENT VALUES\n",
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+ " 5.1) Number of Tweets for each individual days\n",
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+ " 5.2) Average of Emotion for each individual days\n",
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+ " 5.3) Median of Sentiment for each Single Day\n",
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+ " 5.4) Maximum Sentiment Value for each Single day\n",
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+ " 5.5) Minimum Sentiment Value for Each Single Day\n",
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+ " 5.6) Combining all the dataframes\n",
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+ " 6) STOCK DATA FROM STOCKNET\n",
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+ " 7) STOCK DATA AND FEATURE ENGINEERED SENTIMENT VALUES MERGING STEP\n",
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+ " 9) WITH SENTIMENT\n",
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+ " 9.1) DATASET PREPARATION FOR TRAINING\n",
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+ " 9.2) TRAINING\n",
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+ " 9.3) EVALUATING\n",
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+ " 9.4) GRAPHS AND METRICS"
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+ ]
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+ },
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+ {
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+ "cell_type": "code",
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+ "execution_count": null,
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+ "id": "2af6aaca",
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+ "metadata": {},
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+ "outputs": [],
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+ "source": []
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+ }
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+ ],
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+ "metadata": {
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+ "kernelspec": {
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+ "display_name": "Python 3 (ipykernel)",
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+ "language": "python",
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+ "name": "python3"
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+ },
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+ "language_info": {
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+ "codemirror_mode": {
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+ "name": "ipython",
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+ "version": 3
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+ },
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+ "file_extension": ".py",
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+ "mimetype": "text/x-python",
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+ "name": "python",
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+ "nbconvert_exporter": "python",
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+ "pygments_lexer": "ipython3",
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+ "version": "3.10.13"
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+ }
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+ },
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+ "nbformat": 4,
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+ "nbformat_minor": 5
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+ }
CapiPort.ipynb ADDED
@@ -0,0 +1,102 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {
2
+ "cells": [
3
+ {
4
+ "cell_type": "markdown",
5
+ "id": "ef21dac5",
6
+ "metadata": {},
7
+ "source": [
8
+ "# CapiPort - PORTFOLIO OPTIMISATION"
9
+ ]
10
+ },
11
+ {
12
+ "cell_type": "markdown",
13
+ "id": "40001fdc",
14
+ "metadata": {},
15
+ "source": [
16
+ " Two things to consider for Portfolio Optimisation:\n",
17
+ " \n",
18
+ " 1) Minimising Risk\n",
19
+ " 2) Maximising Return"
20
+ ]
21
+ },
22
+ {
23
+ "cell_type": "markdown",
24
+ "id": "92c4e47e",
25
+ "metadata": {},
26
+ "source": [
27
+ " Basic process of Portfolio Optimisation:\n",
28
+ " \n",
29
+ " 1) Select the Asset class to work on.\n",
30
+ " 1.1) Asset Class choosen - Equity (Stocks)\n",
31
+ " 2) Select the Companies which you want to use to build a Portfolio.\n",
32
+ " 2.1) Companies choosen - \n",
33
+ " 3) To try various Statistical Methods relating to Portfolio Optimisation.\n",
34
+ " 3.1) Method 1 - Result\n",
35
+ " 3.2) Method 2 - Result\n",
36
+ " 4) You will obtain Weigths or Percentages of Portfolio to invest.\n",
37
+ " 4.1) Method 1 - Weights\n",
38
+ " 4.2) Method 2 - Weights\n",
39
+ " 5) Testing the Portfolio for the future.\n",
40
+ " 5.1) Method 1 - Result\n",
41
+ " 5.2) Method 2 - Result\n",
42
+ " 6) Final Result"
43
+ ]
44
+ },
45
+ {
46
+ "cell_type": "markdown",
47
+ "id": "b9d59c90",
48
+ "metadata": {},
49
+ "source": [
50
+ "## <u>STEPS FOR IMPLEMENTING<u>\n",
51
+ "\n",
52
+ " 1) IMPORTING THE LIBRARIES\n",
53
+ " 2) TWEETS EXTRACTION FROM STOCKNET\n",
54
+ " 3) TWITTER DATA PRE-PROCESSING\n",
55
+ " 4) ZERO-SHOT SENTIMENT CLASSIFICATION\n",
56
+ " 5) FEATURE ENGINEERING OF TWEETS SENTIMENT VALUES\n",
57
+ " 5.1) Number of Tweets for each individual days\n",
58
+ " 5.2) Average of Emotion for each individual days\n",
59
+ " 5.3) Median of Sentiment for each Single Day\n",
60
+ " 5.4) Maximum Sentiment Value for each Single day\n",
61
+ " 5.5) Minimum Sentiment Value for Each Single Day\n",
62
+ " 5.6) Combining all the dataframes\n",
63
+ " 6) STOCK DATA FROM STOCKNET\n",
64
+ " 7) STOCK DATA AND FEATURE ENGINEERED SENTIMENT VALUES MERGING STEP\n",
65
+ " 9) WITH SENTIMENT\n",
66
+ " 9.1) DATASET PREPARATION FOR TRAINING\n",
67
+ " 9.2) TRAINING\n",
68
+ " 9.3) EVALUATING\n",
69
+ " 9.4) GRAPHS AND METRICS"
70
+ ]
71
+ },
72
+ {
73
+ "cell_type": "code",
74
+ "execution_count": null,
75
+ "id": "2af6aaca",
76
+ "metadata": {},
77
+ "outputs": [],
78
+ "source": []
79
+ }
80
+ ],
81
+ "metadata": {
82
+ "kernelspec": {
83
+ "display_name": "Python 3 (ipykernel)",
84
+ "language": "python",
85
+ "name": "python3"
86
+ },
87
+ "language_info": {
88
+ "codemirror_mode": {
89
+ "name": "ipython",
90
+ "version": 3
91
+ },
92
+ "file_extension": ".py",
93
+ "mimetype": "text/x-python",
94
+ "name": "python",
95
+ "nbconvert_exporter": "python",
96
+ "pygments_lexer": "ipython3",
97
+ "version": "3.10.13"
98
+ }
99
+ },
100
+ "nbformat": 4,
101
+ "nbformat_minor": 5
102
+ }