├── .DS_Store ├── Data ├── .DS_Store ├── sp500_companies.csv └── sp500_index.csv ├── Images ├── 1.png ├── 2.png ├── 3.png ├── 4.png ├── 5.png ├── 6.png ├── 7.png ├── 8.png ├── Ann returns vs Ann vol vs Clusters.png ├── Choosing K Value.png ├── Cluster wise ann sharpe ratio distribution.png ├── Cluster wise annualized returns distribution.png ├── Cluster wise annualized volatility distribution.png ├── Cluster wise beta value distribution.png ├── Clusters.png ├── KMeans - Clustering k=4.png ├── Kmeans Clustering K =3.png ├── Optimal K Value.png ├── Plot.png ├── Rplot.png ├── SP 500 Daily Change distribution.png ├── Scatterplot1.png ├── US Map.png ├── Word Cloud.png ├── barplot.png ├── corel_mat1.png ├── corel_mat2.png ├── treemap.png ├── weights-density plot.png └── wordcloud - industry.png ├── README.md └── S&P500-Porfolio Construction using Clustering.R /.DS_Store: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/.DS_Store -------------------------------------------------------------------------------- /Data/.DS_Store: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Data/.DS_Store -------------------------------------------------------------------------------- /Data/sp500_companies.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Data/sp500_companies.csv -------------------------------------------------------------------------------- /Data/sp500_index.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Data/sp500_index.csv -------------------------------------------------------------------------------- /Images/1.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/1.png -------------------------------------------------------------------------------- /Images/2.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/2.png -------------------------------------------------------------------------------- /Images/3.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/3.png -------------------------------------------------------------------------------- /Images/4.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/4.png -------------------------------------------------------------------------------- /Images/5.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/5.png -------------------------------------------------------------------------------- /Images/6.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/6.png -------------------------------------------------------------------------------- /Images/7.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/7.png -------------------------------------------------------------------------------- /Images/8.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/8.png -------------------------------------------------------------------------------- /Images/Ann returns vs Ann vol vs Clusters.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/Ann returns vs Ann vol vs Clusters.png -------------------------------------------------------------------------------- /Images/Choosing K Value.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/Choosing K Value.png -------------------------------------------------------------------------------- /Images/Cluster wise ann sharpe ratio distribution.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/Cluster wise ann sharpe ratio distribution.png -------------------------------------------------------------------------------- /Images/Cluster wise annualized returns distribution.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/Cluster wise annualized returns distribution.png -------------------------------------------------------------------------------- /Images/Cluster wise annualized volatility distribution.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/Cluster wise annualized volatility distribution.png -------------------------------------------------------------------------------- /Images/Cluster wise beta value distribution.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/Cluster wise beta value distribution.png -------------------------------------------------------------------------------- /Images/Clusters.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/Clusters.png -------------------------------------------------------------------------------- /Images/KMeans - Clustering k=4.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/KMeans - Clustering k=4.png -------------------------------------------------------------------------------- /Images/Kmeans Clustering K =3.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/Kmeans Clustering K =3.png -------------------------------------------------------------------------------- /Images/Optimal K Value.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/Optimal K Value.png -------------------------------------------------------------------------------- /Images/Plot.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/Plot.png -------------------------------------------------------------------------------- /Images/Rplot.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/Rplot.png -------------------------------------------------------------------------------- /Images/SP 500 Daily Change distribution.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/SP 500 Daily Change distribution.png -------------------------------------------------------------------------------- /Images/Scatterplot1.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/Scatterplot1.png -------------------------------------------------------------------------------- /Images/US Map.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/US Map.png -------------------------------------------------------------------------------- /Images/Word Cloud.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/Word Cloud.png -------------------------------------------------------------------------------- /Images/barplot.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/barplot.png -------------------------------------------------------------------------------- /Images/corel_mat1.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/corel_mat1.png -------------------------------------------------------------------------------- /Images/corel_mat2.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/corel_mat2.png -------------------------------------------------------------------------------- /Images/treemap.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/treemap.png -------------------------------------------------------------------------------- /Images/weights-density plot.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/weights-density plot.png -------------------------------------------------------------------------------- /Images/wordcloud - industry.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/Images/wordcloud - industry.png -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/README.md -------------------------------------------------------------------------------- /S&P500-Porfolio Construction using Clustering.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/karthikramx/Diversified-Stock-Portfolio-Using-Clustering-Analysis/HEAD/S&P500-Porfolio Construction using Clustering.R --------------------------------------------------------------------------------