The winning submission for Quant Invest competition.
For more details, see presentation slides, our report or the summary notebook.
© Mikołaj Ostrzołek, Krzysztof Kowalczyk 2019
Requires anaconda python distribution, such as: https://conda.io/miniconda.html
conda create -n quant-invest python=3.7.1 jupyterlab numpy pandas scikit-learn pytorch matplotlib seaborn tqdm requests beautifulsoup4 numba
source activate quant-invest
pip install ta PyPortfolioOpt