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portfolio-optimizer's Introduction

App Documentation

Contributing (dependencies)

In order to contribute to the project, you should create a conda environment using the requirements.txt file which you find in the root of the repository. The following command should do this:

conda env create --file bio-env.txt

Commit Style

Please also consider writting meaningful messages in your commits.

    API: an (incompatible) API change
    BENCH: changes to the benchmark suite
    BLD: change related to building numpy
    BUG: bug fix
    DEP: deprecate something, or remove a deprecated object
    DEV: development tool or utility
    DOC: documentation
    ENH: enhancement
    MAINT: maintenance commit (refactoring, typos, etc.)
    REV: revert an earlier commit
    STY: style fix (whitespace, PEP8)
    TST: addition or modification of tests
    REL: related to releasing numpy

portfolio-optimizer's People

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portfolio-optimizer's Issues

DEV: Enrich MVO Performance

MVO Optimization is likely to yield misleading results for many reasons. In this app, we do not cover strategies on how to improve MVO performance (e.g. adding sector constraints). So it would be interesting to add features that can improve MVO performance.

Data scources

Right now, we query adj. closed prices from yFinance API. This is not optimal for sophisticated models. Having said that it is interesting to add different data providers.

DEV: UI/UX Number and type of assets

Optimization is a hard concept, tiny details (e.g. asset diversification) will impact the performance of the optimizers. It would be amazing if the UI/UX could have some restrictive functionality that guides users into overcoming these small details.

Asset Optionality

The asset optionality is very low. Right now, I am just passing a list of NASDAQ assets. For this reason, it would be interesting to have a proper diverse list (or other structure) of assets considering options, warrants, funds, crypto etc ...

Refactor .py Scripts

The structure of some .py scripts can be improved, especially the ones responsible for UI.

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