correlation-network

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sachncs / optimising-cryptocurrency-portfolios

Build, backtest, and serve Sharpe-optimised cryptocurrency portfolios using consensus Louvain clustering. Includes ARIMA / GARCH / LSTM forecasting, yfinance + ccxt data, a stateless REST API, and Docker.

cryptocurrency lstm portfolio-optimization sharpe-ratio quantitative-finance louvain garch consensus-clustering ledoit-wolf correlation-network

Updated Sep 18, 2026
Python

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