GitHub - RodneyFinkel/PCA: Construction of PCA class from scratch and 3 implementations of PCA.

Manual calculation of CoVariance Matrix, Eigenvectors for Principal Component Analysis in a Single PCA class for Financial Data, calculation of portfolio alpha factors

Name		Name	Last commit message	Last commit date
Latest commit History 33 Commits
README.md		README.md
alpha_pca.py		alpha_pca.py
pca_class.py		pca_class.py
pca_wine.py		pca_wine.py
requirements.txt		requirements.txt

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