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stochast.icu

1 points by NashHallucinate 5 years ago · 1 comment

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NashHallucinateOP 5 years ago

So I recently started working on stochast.icu. As it currently stands, it is an implementation of pyportfolioopt restricted to CAPM modelling returns and Ledoit Wolf shrinkage estimation for the risk matrix. My plan would be to introduce a Backtrader server so that one could see, based on a scheduled rebalancing rule (implemented daily, weekly, etc), how they would perform over time. Of course, this will later include the full suite of pyportfolioopt as well as some screeners I am working on implementing soon. The idea is to make a tool which require little setup (e.g., versus Portfoliovisualizer) so one can make quickly tinker around with different tickers when exploring their options.

Also note that I am obviously not very good at UI design... lol.

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