FinQuant365 is a program for crypto portfolio management, analysis and optimisation.
This README only gives a brief overview of FinQuant365. The interested reader should refer to the documentation provided in the original repository.
- The risk-free rate has been modified to 4.2% to reflect the current 2Y T-bill
- The default period of a year has been changed from 252 days to 365 days
- Support for colormaps has been added to the efficient frontier analysis
- Figures for the efficient frontier now display the optimal weights on the figure
- The figure plots the line of best capital allocation automatically
- 🫣🫣 All of the configuration files and tests have been removed
- Sample notebooks have been provided that plug in directly to the CoinMetrics Python API
