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fmilthaler
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FinQuant
A program for financial portfolio management, analysis and optimisation.
MIT License
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189
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Error when trying build_portfolio example
#135
pythonian1027
closed
2 weeks ago
0
Introducing the R-squared coefficient and Treynor Ratio for a financial portfolio
#134
PietropaoloFrisoni
closed
10 months ago
1
Benchmarking Performance
#133
wasimnoordin
closed
10 months ago
8
momentum indicators (2nd PR) #132
#132
pythonhacker
closed
10 months ago
1
Momentum Indicators - RSI, MACD ... (#120)
#131
fmilthaler
opened
11 months ago
6
Chore/update documentation
#130
fmilthaler
closed
10 months ago
0
comp_sortino (in portfolio) does not need freq as argument, probably …
#129
fmilthaler
closed
11 months ago
2
MPLFinance
#128
fmilthaler
opened
11 months ago
2
Vectorized computation of cumulative_returns
#127
fmilthaler
closed
11 months ago
1
Updating list of contributors
#126
fmilthaler
closed
11 months ago
0
Added defer_update flag to add_stock function
#125
fmilthaler
closed
11 months ago
4
Auto versioning pipeline fails from fork
#124
fmilthaler
opened
11 months ago
0
Added defer_update flag to add_stock function
#123
nuvious
closed
11 months ago
2
Chore/consistent type hints
#122
fmilthaler
closed
10 months ago
2
Unit Test Revamp - Efficient Frontier and Monte Carlo
#121
wasimnoordin
opened
11 months ago
1
Momentum Indicators - RSI, MACD ...
#120
pythonhacker
closed
11 months ago
4
Momentum Indicators - RSI, MACD
#119
pythonhacker
opened
11 months ago
8
Update documentation
#118
fmilthaler
closed
10 months ago
0
Parallelize some heavy computations
#117
fmilthaler
opened
11 months ago
0
Bugfix/auto versioning workflow in pr
#116
fmilthaler
closed
11 months ago
0
Bugfix/auto versioning workflow with pat
#115
fmilthaler
closed
11 months ago
0
bugfix: fixing branch name: master, not main
#114
fmilthaler
closed
11 months ago
0
bugfix: install from correct requirements file
#113
fmilthaler
closed
11 months ago
0
How to use with lib plotly
#112
homerokzam
closed
11 months ago
2
Chore/auto versioning workflow
#111
fmilthaler
closed
11 months ago
0
Updating README files
#110
fmilthaler
closed
11 months ago
0
Chore/auto formatting workflow
#109
fmilthaler
closed
11 months ago
2
Compute Sortino ratio (#67)
#108
fmilthaler
closed
11 months ago
10
Refactor/asset stock market index
#107
fmilthaler
closed
11 months ago
1
New feature: Value at Risk (VaR)
#106
PietropaoloFrisoni
closed
11 months ago
7
Chore/update version readme
#105
fmilthaler
closed
11 months ago
0
Check feature/stocks-clustering
#104
fmilthaler
opened
11 months ago
0
Chore/update version readme
#103
fmilthaler
closed
11 months ago
0
bugfix: iloc should be used instead of loc in some places
#102
fmilthaler
closed
11 months ago
0
Adding new stage for the CI workflow: running pylint on code base
#101
fmilthaler
closed
11 months ago
0
Chore/pylint improvements
#100
fmilthaler
closed
11 months ago
0
Set up another GitHub Actions workflow for pylint
#99
fmilthaler
closed
11 months ago
0
Chore/pypi cd
#98
fmilthaler
closed
11 months ago
1
Create GitHub workflow to automatically build/push a new release to pypi
#97
fmilthaler
closed
11 months ago
0
Chore/pylint
#96
fmilthaler
closed
12 months ago
2
Detect and fix issues with mypy and pylint
#95
fmilthaler
closed
11 months ago
4
Use type hints consistently
#94
fmilthaler
closed
10 months ago
3
Set up pylint
#93
fmilthaler
closed
12 months ago
1
Refactor/stocks data as pdseries
#92
fmilthaler
closed
12 months ago
1
Stock.data should be of type pandas.Series
#91
fmilthaler
closed
12 months ago
0
Create an Asset parent class for Stock and Market
#90
PietropaoloFrisoni
closed
11 months ago
0
Fixing documentation build
#89
fmilthaler
closed
12 months ago
0
Fixing documentation builds, python 3.8 is latest py version allowed
#88
fmilthaler
closed
12 months ago
0
fixing documentation builds
#87
fmilthaler
closed
12 months ago
0
Quandl is dead, remove it
#86
fmilthaler
opened
12 months ago
12
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