Jerome de Leon
Jerome de Leon
We should add proper [pip versioning](python.org/dev/peps/pep-0440/) and change logging (e.g. [pip change log](https://pip.pypa.io/en/stable/news/)). Also, use ```python pip install fastquant --upgrade ``` in doc and jupyter notebooks to make sure to...
Add risk parity using [riskparity.py](https://github.com/dppalomar/riskparity.py) in [portfolio.py](https://github.com/enzoampil/fastquant/blob/master/python/fastquant/portfolio.py).
enable simultaneous optimization of portfolio containing mutiple strategies
Support backtesting to determine optimal periodicity for portfolio rebalancing.
There are several assumptions used in `backtest` such as BUY_PROP=SELL_PROP=1. We can just print them out every run to be more explicit.
Some notebooks are mature enough to be turned into a blog article. I propose to add a blog page in our gh-pages. Here is a running list of articles: *...
We can use the ff sources as [alt data](https://alternativedata.org/alternative-data/) source. * https://oec.world/ * https://data.gov.ph/ * https://asti.dost.gov.ph/coare/data/home * https://www.sws.org.ph/swsmain/home/ (where's the data?)
[Newspaper](https://github.com/codelucas/newspaper) seems like a good tool to scrape and curate articles related to PSE-listed stocks. I can imagine using a different tool to search for recent news related to a...
We need to consolidate all functions for basic filtering and plotting of historical data and add them to the `screener` module proposed in screener branch.