l-vicen / portfolio-optimizer Goto Github PK

Pretty much all results are rounded to 2 decimal places. Not really sure, if this is desirable.

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.

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

Idk if a sensitivity analysis is the right term here, but the idea is mainly to analyze the performance of portfolios generated by our app.

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.

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 ...

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.