[{"data":1,"prerenderedAt":344},["ShallowReactive",2],{"project-24428206":3},{"id":4,"name":5,"line":6,"line_source":7,"title":8,"url":9,"domain":10,"maker":11,"posted_at":12,"year":13,"points":14,"comments":15,"rank_in_year":16,"shown_in_year":17,"top":18,"tier":19,"category":20,"subcategory":21,"format":22,"keywords":23,"reception":28,"sentiment":29,"stance_mix":30,"scored_comments":34,"aspects":35,"strip":40,"post_text":43,"what":44,"said":78,"maker_in_thread":176,"shape":187,"grid":191,"attempts":301,"same_week":306,"maker_shows":209,"maker_hidden":336,"reader_version":337,"card":338},"24428206","Eiten","open-source tool for portfolio optimization","title","Show HN: Eiten – open-source tool for portfolio optimization","https:\u002F\u002Fgithub.com\u002Ftradytics\u002Feiten","github.com","hydershykh",1599703679,2020,201,48,276,3028,10,"notable","web_saas","portfolio optimization","cli",[21,24,25,26,27],"backtesting","eigen portfolio","maximum sharpe","python","loved",0.194,{"positive":31,"neutral":32,"mixed":33,"critical":33},4,16,0,20,{"idea":36,"execution":37,"performance":39},{"positive":33,"critical":33},{"positive":38,"critical":33},1,{"positive":33,"critical":33},[41,33,41,41,33,41,33,42,41,33,33,33,33,33,33,33,33,33,41,41,33,42,33,33,41,41,33,41,33,42,42,33,41,33,41,41,41,33,41,41],3,5,null,{"problem":45,"audience":52,"pricing":43,"motivation":59,"time_to_build":43,"stack":63,"openness":76,"stage":77,"team_size":77},{"value":46,"source":47,"evidence":48},"Building and testing investment portfolios without coding","maker",[49],{"id":50,"by":11,"text":51},"24429903","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…",{"value":53,"source":47,"evidence":54},"Newbie investors and quant hobbyists",[55,56],{"id":50,"by":11,"text":51},{"id":57,"by":11,"text":58},"24429018","Hi, developer of the tool here. Have been dabbling in trading for about two years and have plenty of data science experience. Trying to merge the two by working on a lot of tools…",{"value":60,"source":47,"evidence":61},"Merging trading knowledge with data science, inspired by MIT 18.S096 lectures",[62],{"id":57,"by":11,"text":58},[64],{"value":65,"source":66,"evidence":67},"Python","inferred",[68,72],{"id":69,"by":70,"text":71},"24429322","westurner","Is it possible to factor (e.g. GRI) sustainability criteria into the portfolio fitness function? https:\u002F\u002Fnews.ycombinator.com\u002Fitem?id=21922558 My concern is that - like any other…",{"id":73,"by":74,"text":75},"24429889","scribu","I'm curious how it differs from PyPortfolioOpt. https:\u002F\u002Fgithub.com\u002Frobertmartin8\u002FPyPortfolioOpt","open_source","unknown",{"praise":79,"objections":96,"requests":113,"questions":138,"alternatives":161},[80,92],{"value":81,"source":82,"evidence":83},"Useful tool for merging finance and data science","commenter",[84,88],{"id":85,"by":86,"text":87},"24434230","omarhaneef","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…",{"id":89,"by":90,"text":91},"24429600","codebolt","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,…",{"value":93,"source":47,"evidence":94},"Easy to use with a single command",[95],{"id":50,"by":11,"text":51},[97,106],{"value":98,"source":47,"evidence":99},"Ignores trading costs and dividends in backtests",[100,103],{"id":101,"by":11,"text":102},"24429509","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…",{"id":104,"by":11,"text":105},"24433727","It does not.",{"value":107,"source":82,"evidence":108},"Weights confusing, including negative and above one values",[109],{"id":110,"by":111,"text":112},"24429227","daddypro","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…",[114,118,128],{"value":115,"source":82,"evidence":116},"Add sustainability (ESG) factors to the fitness function",[117],{"id":69,"by":70,"text":71},{"value":119,"source":82,"evidence":120},"Support custom datasets and factor investing",[121,124],{"id":122,"by":11,"text":123},"24429027","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…",{"id":125,"by":126,"text":127},"24431837","iav","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…",{"value":129,"source":82,"evidence":130},"Include taxes and reinvested dividends",[131,135],{"id":132,"by":133,"text":134},"24433872","schemescape","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.",{"id":136,"by":133,"text":137},"24433809","Are dividends at least included in the calculated return (even if not reinvested)? If not, how does that impact the example portfolios’ outperformance?",[139,143,150],{"value":140,"source":82,"evidence":141},"How it differs from PyPortfolioOpt",[142],{"id":73,"by":74,"text":75},{"value":144,"source":82,"evidence":145},"Whether it works for ETFs",[146],{"id":147,"by":148,"text":149},"24432295","BOOSTERHIDROGEN","Is this also work for etf ?",{"value":151,"source":82,"evidence":152},"How to understand the tool before investing",[153,157],{"id":154,"by":155,"text":156},"24440346","d1lanka","I am in the same camp. Can anyone more knowledgeable give us some advice on how to approach this? I am currently learning investing\u002Ftrading, but not certain about how to use…",{"id":158,"by":159,"text":160},"24430096","xupybd","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…",[162,166,170],{"value":163,"source":82,"evidence":164},"PyPortfolioOpt",[165],{"id":73,"by":74,"text":75},{"value":167,"source":82,"evidence":168},"alphalens",[169],{"id":125,"by":126,"text":127},{"value":171,"source":82,"evidence":172},"pyfolio",[173],{"id":174,"by":70,"text":175},"24429801","(Sustainable) Index ETFs in the stocks.txt universe would likely be less sensitive to single performers' effects in unbalanced portfolios. >…",{"comments":177,"answered":178,"key":179},15,9,[180,183,186],{"id":181,"text":182},"24429399","This is perfect. Thank you for sharing this. I might start implementing some of these but would love for someone else to add a few PRs as well. The code is pretty modular…",{"id":184,"text":185},"24433919","I will try to modify it such that it's easy to add factors. Thanks for sharing this.",{"id":57,"text":58},{"commenters":188,"max_depth":18,"maker_replies":177,"first_comment_mins":189,"lifespan_hours":190},24,120,38,[192,194,195,196,197,198,200,203,206,208,211,215,217,220,224,227,229,231,233,236,238,240,241,242,244,246,250,252,255,257,259,263,265,267,269,273,275,277,280,283,285,289,290,291,295,296,297,299],[69,33,41,193,70,33],"project\u002Fneutral\u002Fidea",[181,33,33,193,11,38],[174,33,41,193,70,33],[125,33,41,193,126,33],[184,33,33,193,11,38],[57,38,33,199,11,38],"maker\u002Fneutral\u002Fnone",[201,38,41,199,202,33],"24429120","justinzollars",[204,38,33,205,11,38],"24429141","maker\u002Fneutral\u002Fidea",[85,38,42,207,86,33],"project\u002Fpositive\u002Fexecution",[158,209,41,210,159,33],2,"project\u002Fneutral\u002Fnone",[212,209,33,213,214,33],"24430132","other\u002Fneutral\u002Fnone","Cthulhu_",[216,209,33,213,159,33],"24430567",[218,209,33,213,219,33],"24433405","xwdv",[221,209,33,222,223,33],"24433565","commenter\u002Fneutral\u002Fnone","curiousgal",[225,209,33,222,226,33],"24433909","corytheboyd",[228,209,33,213,219,33],"24437130",[230,209,33,222,159,33],"24437904",[232,209,33,222,219,33],"24438065",[234,209,33,222,235,33],"24438421","jjeaff",[237,209,33,222,219,33],"24438481",[239,209,33,222,226,33],"24444197",[154,209,41,210,155,33],[73,41,41,193,74,33],[50,41,33,243,11,38],"project\u002Fpositive\u002Fdesign",[245,41,33,213,86,33],"24434258",[247,31,42,248,249,33],"24428800","project\u002Fpositive\u002Fnone","edoceo",[251,31,33,199,11,38],"24429004",[253,31,33,213,254,33],"24429989","nik_0_0",[110,42,41,256,111,33],"project\u002Fneutral\u002Fexecution",[258,42,33,256,11,38],"24429243",[260,261,41,193,262,33],"24428969",6,"elephant_7",[122,261,33,264,11,38],"project\u002Fneutral\u002Fdesign",[266,261,41,193,262,33],"24429116",[268,261,33,193,11,38],"24429307",[270,271,42,248,272,33],"24428806",7,"Mizza",[274,271,33,193,11,38],"24429029",[89,276,42,248,90,33],8,[278,276,33,279,11,38],"24429638","maker\u002Fpositive\u002Fnone",[281,178,41,256,282,33],"24433167","zeroonetwothree",[284,178,33,207,11,38],"24433723",[286,18,41,287,288,33],"24429497","project\u002Fneutral\u002Fperformance","konfuzio",[101,18,33,287,11,38],[132,18,41,210,133,33],[292,293,41,287,294,33],"24430112",11,"elliottback",[104,293,33,287,11,38],[136,293,41,287,133,33],[147,298,41,193,148,33],12,[300,298,33,256,11,38],"24433734",[302,305],{"id":303,"t":304,"points":31,"comments":33},"24406683",1599557150,{"id":4,"t":12,"points":14,"comments":15},[307,312,317,322,327,331],{"id":308,"name":309,"points":310,"category":311},"24442294","Octo",241,"infrastructure",{"id":313,"name":314,"points":315,"category":316},"24493248","Cortex license plate reader",190,"ai",{"id":318,"name":319,"points":320,"category":321},"24485447","jazzit",162,"dev_tools",{"id":323,"name":324,"points":325,"category":326},"24476641","Lofimusic.app",136,"consumer_social",{"id":328,"name":329,"points":330,"category":326},"24478149","Lag",129,{"id":332,"name":333,"points":334,"category":335},"24432939","Sequence",125,"finance_crypto",false,"v2",{"id":339,"name":5,"line":6,"ai":336,"cat":20,"year":13,"points":14,"comments":15,"rec":28,"s":340,"top":18,"kw":341,"maker":11,"domain":10,"tier":19,"attempts":209,"strip":342,"url":9,"mix":343,"praise":81,"objection":98,"sub":21},24428206,0.19,[21,24,25,26,27],"3033030530000000003305003303055030333033",[31,32,33,33],1794036595779]