noopy-folio 0.0.2

No project description provided

The package is of alpha currently...

noopy.folio is a library that works on financial portfolios including assessment, optimization and etc.

noopy.folio is a subpackage that can be installed alone under the root package name "noopy"

Install

As a user

install via pip:

pip install noopy-folio

As a developer

to set for coding the package

• git clone the repo to you local machine
• set variable: PYTHONPATH=<repo-root-folder>/src/

to run unit tests:

• cd <repo-root-folder>
• python -m unittest discover -s src/noopy -v

to build locally

• install the package pip install build, if it's not present yet
• cd <repo-root-folder>
• python -m build

Usage

Start with from noopy.folio as noofolio

Use High-level API in noofolio.analyse, e.g.:

pc.analyse.asset_recommendations(...)

More flexible usage can be directed to sub-modules, e.g.:

pc.marketdata.get_md_observable(...)

Design

Design principles:

• open minded
• model driven

APIs

• noofolio.screen(data)
• noofolio.select(candidates)
• noofolio.optimise(portfolio)
• noofolio.monitor(portfolio)

Flow

monitor (warning?)

• yes: try in order
  • attempt re-optimise
  • attempt re-select
  • attempt re-screen

optimise (meet risk aversion?)

• yes: try in order
  • attempt re-select
  • attempt re-screen

select (rating high enough?)

• yes: try in order
  • attempt re-screen