Project Overview

The purpose of this project is to provide an all in one machine learning portfolio management machine learning package for R.

The package will.

  1. Provide a framework for downloading and creating datasets of important data
  2. Generate an optimal portfolio mix of assets
  3. Generate an allocation recommendation per day

Built into the software will be ways to:

  1. Manage the available assets to mix in
  2. Clean and normalize the data sets
  3. Generate forecasting models
  4. Generate Global search machine learning models for portfolio mix
  5. Generate machine learning Neural Net models for allocation