The purpose of this project is to provide an all in one machine learning portfolio management machine learning package for R.
The package will.
- Provide a framework for downloading and creating datasets of important data
- Generate an optimal portfolio mix of assets
- Generate an allocation recommendation per day
Built into the software will be ways to:
- Manage the available assets to mix in
- Clean and normalize the data sets
- Generate forecasting models
- Generate Global search machine learning models for portfolio mix
- Generate machine learning Neural Net models for allocation