README.md
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Fully automated weekly stock-picking and portfolio rebalancing system. Every Friday after market close, a KMeans clustering engine downloads S&P 500 OHLCV data, computes technical indicators (RSI, Bollinger Z, ATR%, MACD histogram, Garman-Klass volatility), clusters stocks across multiple named strategy configs, and writes optimized portfolio weights to S3. Every Monday before market open, a broker task reads those picks and rebalances an Alpaca account: liquidating stale positions, selling overweight holdings via market orders, and buying underweight holdings via limit orders. Both tasks run as scheduled ECS Fargate containers triggered by EventBridge cron rules.
Python
pandas
numpy
yfinance
alpaca-py
scikit-learn
PyPortfolioOpt
boto3
AWS ECS Fargate
AWS EventBridge Scheduler
AWS S3
AWS ECR
README.md
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