Udacity - AI for Trading Nanodegree Program
- Build a statistical risk model using PCA.
- Use this model to build a portfolio along with 5 alpha factors.
- Evaluate the factors using factor-weighted returns, quantile analysis, sharpe ratio, and turnover analysis.
- Optimize the portfolio using the risk model and factors using multiple optimization formulations.
For the dataset, the end of day from Quotemedia and sector data from Sharadar are used.