33> ** Master 2 - Portfolio Management | Université de Lorraine**
44> Advanced quantitative analysis combining Machine Learning, clustering, and Modern Portfolio Theory for CAC40 stocks
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610[ ![ Python] ( https://img.shields.io/badge/Python-3.9+-blue.svg )] ( https://www.python.org/ )
711[ ![ License] ( https://img.shields.io/badge/License-MIT-green.svg )] ( LICENSE )
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2529| ** Clustering Quality** | Silhouette Score > 0.6 | Well-separated momentum groups |
2630| ** Portfolio Sharpe** | Target > 1.0 | Risk-adjusted outperformance vs. benchmark |
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33+ [ ![ AUC] ( https://img.shields.io/badge/Classification%20AUC-95.29%25-brightgreen.svg )] ( )
34+ [ ![ Sharpe] ( https://img.shields.io/badge/Sharpe%20Ratio-0.62-blue.svg )] ( )
35+ [ ![ Alpha] ( https://img.shields.io/badge/Alpha%20vs%20CAC40-+3.2%25-success.svg )] ( )
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3039## 🚀 Methodology
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6372Predict if ` return_1m > 0 ` (stock goes up/down):
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