{ "cells": [ { "cell_type": "markdown", "id": "ef21dac5", "metadata": {}, "source": [ "# CapiPort - PORTFOLIO OPTIMISATION" ] }, { "cell_type": "markdown", "id": "40001fdc", "metadata": {}, "source": [ " Two things to consider for Portfolio Optimisation:\n", " \n", " 1) Minimising Risk\n", " 2) Maximising Return" ] }, { "cell_type": "markdown", "id": "92c4e47e", "metadata": {}, "source": [ " Basic process of Portfolio Optimisation:\n", " \n", " 1) Select the Asset class to work on.\n", " 1.1) Asset Class choosen - Equity (Stocks)\n", " 2) Select the Companies which you want to use to build a Portfolio.\n", " 2.1) Companies choosen - \n", " 3) To try various Statistical Methods relating to Portfolio Optimisation.\n", " 3.1) Method 1 - Result\n", " 3.2) Method 2 - Result\n", " 4) You will obtain Weigths or Percentages of Portfolio to invest.\n", " 4.1) Method 1 - Weights\n", " 4.2) Method 2 - Weights\n", " 5) Testing the Portfolio for the future.\n", " 5.1) Method 1 - Result\n", " 5.2) Method 2 - Result\n", " 6) Final Result" ] }, { "cell_type": "markdown", "id": "b9d59c90", "metadata": {}, "source": [ "## STEPS FOR IMPLEMENTING\n", "\n", " 1) IMPORTING THE LIBRARIES\n", " 2) TWEETS EXTRACTION FROM STOCKNET\n", " 3) TWITTER DATA PRE-PROCESSING\n", " 4) ZERO-SHOT SENTIMENT CLASSIFICATION\n", " 5) FEATURE ENGINEERING OF TWEETS SENTIMENT VALUES\n", " 5.1) Number of Tweets for each individual days\n", " 5.2) Average of Emotion for each individual days\n", " 5.3) Median of Sentiment for each Single Day\n", " 5.4) Maximum Sentiment Value for each Single day\n", " 5.5) Minimum Sentiment Value for Each Single Day\n", " 5.6) Combining all the dataframes\n", " 6) STOCK DATA FROM STOCKNET\n", " 7) STOCK DATA AND FEATURE ENGINEERED SENTIMENT VALUES MERGING STEP\n", " 9) WITH SENTIMENT\n", " 9.1) DATASET PREPARATION FOR TRAINING\n", " 9.2) TRAINING\n", " 9.3) EVALUATING\n", " 9.4) GRAPHS AND METRICS" ] }, { "cell_type": "code", "execution_count": null, "id": "2af6aaca", "metadata": {}, "outputs": [], "source": [] } ], "metadata": { "kernelspec": { "display_name": "Python 3 (ipykernel)", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.10.13" } }, "nbformat": 4, "nbformat_minor": 5 }