Spaces:
Sleeping
Sleeping
Bhanu Prasanna
commited on
Commit
·
8fa480e
1
Parent(s):
85dbc15
Update
Browse files- .ipynb_checkpoints/CapiPort-checkpoint.ipynb +102 -0
- CapiPort.ipynb +102 -0
.ipynb_checkpoints/CapiPort-checkpoint.ipynb
ADDED
@@ -0,0 +1,102 @@
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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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}
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CapiPort.ipynb
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@@ -0,0 +1,102 @@
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{
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"cells": [
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+
{
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+
"cell_type": "markdown",
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5 |
+
"id": "ef21dac5",
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6 |
+
"metadata": {},
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+
"source": [
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+
"# CapiPort - PORTFOLIO OPTIMISATION"
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9 |
+
]
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10 |
+
},
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11 |
+
{
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12 |
+
"cell_type": "markdown",
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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"
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20 |
+
]
|
21 |
+
},
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22 |
+
{
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+
"cell_type": "markdown",
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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",
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42 |
+
" 6) Final Result"
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43 |
+
]
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44 |
+
},
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45 |
+
{
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+
"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",
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59 |
+
" 5.3) Median of Sentiment for each Single Day\n",
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60 |
+
" 5.4) Maximum Sentiment Value for each Single day\n",
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61 |
+
" 5.5) Minimum Sentiment Value for Each Single Day\n",
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62 |
+
" 5.6) Combining all the dataframes\n",
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63 |
+
" 6) STOCK DATA FROM STOCKNET\n",
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64 |
+
" 7) STOCK DATA AND FEATURE ENGINEERED SENTIMENT VALUES MERGING STEP\n",
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65 |
+
" 9) WITH SENTIMENT\n",
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66 |
+
" 9.1) DATASET PREPARATION FOR TRAINING\n",
|
67 |
+
" 9.2) TRAINING\n",
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68 |
+
" 9.3) EVALUATING\n",
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+
" 9.4) GRAPHS AND METRICS"
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70 |
+
]
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+
},
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+
{
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+
"cell_type": "code",
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74 |
+
"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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+
}
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