Financial-Portfolio

Scraping 10-K,10-Q filings to analysis sentiment

get S&P 500 companies from WikiPediA, https://en.wikipedia.org/wiki/List_of_S%26P_500_companies
from U.S. Sucurities and Exchange Commission https://www.sec.gov/

Get stock dataset from yahoo finance

data source: https://finance.yahoo.com/
using yfinance https://github.com/ranaroussi/yfinance

SEC filings sentiment analysis by vaderSentiment

stock_lexicon source: https://sraf.nd.edu/textual-analysis/resources/#LM%20Sentiment%20Word%20Lists
vaderSentiment: https://github.com/cjhutto/vaderSentiment

will to use BERT analysis news, reports and filings

Financial portfolio management, stock relationship analysis

cleaning the stock dataset
paint correlation heat-map
generate the portfolio
using Sharpe Ratio to evaluate portfolio

Will be using LSTM and/or GRU model to predict every stocks price, maybe to use GAN model.

In progress....