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dendrogram

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The project involves performing clustering analysis (K-Means, Hierarchical clustering, visualization post PCA) to segregate stocks based on similar characteristics or with minimum correlation. Having a diversified portfolio tends to yield higher returns and face lower risk by tempering potential losses when the market is down.

  • Updated Jan 20, 2022
  • Jupyter Notebook

A visualization support tool for advanced hierarchical clustering analysis. MLCut allows cutting dendrograms at multiple heights/levels. In other words, it allows to set multiple local similarity thresholds in potentially large dendrograms. It uses two coordinated views, one for the dentrogram (radial layout), and another for the original multid…

  • Updated Apr 21, 2021
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