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investment

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Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.

  • Updated Dec 12, 2020
  • Python
FinQuant
domokane
domokane commented Nov 15, 2020

Some functions take a date as an input. However I would like to be able to pass in a vector/list of dates and/or a vector of enums and get a corresponding vector of values.

This is shown in notebook

https://github.com/domokane/FinancePy/blob/master/notebooks/products/equity/EQUITY_VANILLA_EUROPEAN_STYLE_OPTION_VECTORISATION.ipynb

Consider f(x,y,z). Behaviour that would be good

  1. If x

Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)

  • Updated Sep 19, 2020
  • Python

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