Jerome de Leon
Jerome de Leon
`fastquant` module uses "%Y-%m-%d" date format whereas `disclosures` uses "%m-%d-%Y". We should adapt only one format and I prefer the second one because it is more natural. Note however that...
https://github.com/enzoampil/fastquant/blob/e0c6a7e4b18c16075a42cfaa5f711a522e4c8f1e/fastquant/strategies.py#L528 There is no decrease in run time using built-in grid search in backtest compared to basic loop-based grid search using identical parameter grid. It may be good to increase...
Is there a way to add jupyter notebooks in CI to make sure they are also updated?
quantopian, mlfinlab, etc offer advanced quant tools. Make sure to check which strategies/functionalities can be readily implemented here. * https://github.com/quantopian/ * https://github.com/hudson-and-thames/mlfinlab
Some company disclosures have attachment(s) that provide more details, e.g. https://edge.pse.com.ph/openDiscViewer.do?edge_no=d01aed5ca14a1ab20de8473cebbd6407 It is not urgent but useful to scrape in the future.
Add `nlp` module to analyze output of `disclosures` module Examples: * [medium article](https://towardsdatascience.com/nlp-in-the-stock-market-8760d062eb92) * [NLP papers with code](https://paperswithcode.com/task/sentiment-analysis)
edge pse/ investagrams may change its api anytime. We should archive all disclosures information in a private database.
Hi, I wonder if it's a good idea to add interpolated model for values with large gaps. For example, TESS data always has large gap mid-way each sector. As shown...
Are ellipsoidal variations and/or beaming effects included in the starry light curve model? These effects are prominent in large planets and BD, see e.g. Mazeh+2011: https://www.aanda.org/articles/aa/pdf/2012/05/aa17908-11.pdf
## search bar I plan to add hundreds of figures per gallery. Can you add a search bar to match filename responsively?