Related Issues (20)
- Just one graph/one dropdown on the second Feature selection page.
- Check data pre-processing
- Names instead of ISIN codes on the backtesting page.
- Find assets and Download data
- Create portfolios with weights
- Create NORD and Lysa benchmarks
- Implement Infront Data
- Code Clean-up
- Split the code-base into public and private
- Change to MIT license
- Rewrite/Add CVaR model with MOSEK
- Remove global variables from Plotly callbacks
- Deployment to AlgoStrata's Kubernetes
- Updated README with all the previous research and relevant MOSEK cookbook links
- Better loading sign for backtesting page
- Simplify CVaR Targets generation methods
- Double check Monte Carlo and investigate if possible top merge with Bootstrapping
- Markowitz model with MOSEK (Or different risk measures)
- Show optimal portfolio on the graph with efficient frontier
- Add a free license option for the CVaR model
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