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investment-strategies

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This repository contains the code, processed data, and empirical results of research "Danantara Effects on IDXESGL Stock Investment Strategies Using Single Index Model dan VaR-Adjusted Sharpe Ratio"

  • Updated Dec 16, 2025
  • Python

Π‘ΠΊΡ€ΠΈΠΏΡ‚Ρ‹ ΠΈ Π½ΠΎΡƒΡ‚Π±ΡƒΠΊΠΈ, посвящСнныС инвСстиционному Π°Π½Π°Π»ΠΈΠ·Ρƒ

  • Updated Feb 6, 2024
  • Jupyter Notebook

Four datasets intended for use by ML models to assess whether ML can take a set of financial ratios for stocks in the Nasdaq 100 (x data) and the subsequent 12 month Share Price performance (y data) and hence predict with accuracy future Share Price returns.

  • Updated Jun 13, 2023
  • Jupyter Notebook

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