fengyuqiong/investment-funnel

An open source python project for a better overview of the ETF market, to experiment with a different asset allocation algorithms and to backtest investment strategies.

Open source investment tool used by students at Copenhagen University & Danish Technical University and amateur quants to get a better overview of the ETF market, to experiment with a different investment techniques & algorithms and finally to backtest their investment strategies.

Technologies

Our tool is based on various optimization models and ML methods:
Minimum Spanning Tree, Hierarchical Clustering of Assets, Monte Carlo, Bootstrapping, Stochastic CVaR Model, Benchmark generation

How to start in 2 steps

STEP 1: install requirements

pip install -r requirements.txt

STEP 2: run Dash application

python app.py 

Versioning

We use SemVer for versioning. For the versions available, see the tags on this repository.

Authors

• Petr Vanek - Co-founder & Initial work - VanekPetr
• Kourosh Marjani Rasmussen - Co-founder - AlgoStrata
• Arnar Tjörvi Charlesson - Contributor - Arnar
• Thorvaldur Ingi Ingimundarson - ingimundarson

License

This repository is licensed under CC-BY-4.0 (c) 2019 GitHub, Inc.