Eiten

I’ll give it my second biggest big compliment: I’ve wanted to do something like this for years. (My biggest compliment is: why didn’t I think of that?) Anyway, do you have a…

Very cool, thanks for sharing. Currently sitting in the early drawing board stage of a potential portfolio tool for a small pool of asset managers in my north-European country,…

I would say this is a subset of the above repo but with one major difference. All you need is a single command to use Eiten while for most of the other repos, they require a user…

Trading costs are not included during the back test. Since the portfolios are buy and hold, there won't be a lot of trades. Therefore, it seemed like a reasonable assumption to…

It does not.

Hi, very interesting tool. Thanks for sharing. While playing with it, I see some weights that are confusing. In some portfolios I see weights that are > 1 as well as some that…

Is it possible to factor (e.g. GRI) sustainability criteria into the portfolio fitness function? https://news.ycombinator.com/item?id=21922558 My concern is that - like any other…

yes, since the code is pretty modular. All the changes that one needs to make are in the data_manager.py file. There is a single function that loads the stocks data which can…

Does the code have any factor investing features at all right now? I was just reading about alpha lens, another project focused on performance attribution of factors. To avoid…

In addition to trading fees, it would be good to track taxable events, (dividends and capital gains) and let the user specify tax rates on these.

Are dividends at least included in the calculated return (even if not reinvested)? If not, how does that impact the example portfolios’ outperformance?

I'm curious how it differs from PyPortfolioOpt. https://github.com/robertmartin8/PyPortfolioOpt

Is this also work for etf ?

I am in the same camp. Can anyone more knowledgeable give us some advice on how to approach this? I am currently learning investing/trading, but not certain about how to use…

I understand none of these concepts. If you're like me, make sure you take the time to learn these things before you trust any tool to help you invest. This is not to say I…

I'm curious how it differs from PyPortfolioOpt. https://github.com/robertmartin8/PyPortfolioOpt

Does the code have any factor investing features at all right now? I was just reading about alpha lens, another project focused on performance attribution of factors. To avoid…

(Sustainable) Index ETFs in the stocks.txt universe would likely be less sensitive to single performers' effects in unbalanced portfolios. >…