lambdaclass/finance_playground

Issues

• Add $BBAR data to "Troubled Markets"

  #136 opened 5 years ago by martinacantaro
  0

• Do outlier calculations without current yield

  #114 opened 5 years ago by jrchatruc
  0

• Create notebook based on Taleb’s VIX payoff function and forecasting

  #103 opened 5 years ago by unbalancedparentheses
  3

• Add volatility recommended readings list

  #104 opened 5 years ago by unbalancedparentheses
  0

• Take ideas from @AnthonyFJGarner notebooks

  #100 opened 5 years ago by metdinov
  1

• Keep track of daily closing values

  #67 opened 5 years ago by AminArria
  0

• Implemenet improvements to a cooperation algorithm

  #77 opened 6 years ago by unbalancedparentheses
  4

• Fix directory structure

  #94 opened 6 years ago by metdinov
  0

• Remove unused dependencies from Pipfile

  #97 opened 6 years ago by metdinov
  0

• Create Travis CI to generate static html for notebooks

  #96 opened 6 years ago by metdinov
  0

• Add binomial pricing model notebook

  #93 opened 6 years ago by metdinov
  1

• Create jupyter notebook with Ray Dalio's holy grail

  #88 opened 6 years ago by unbalancedparentheses
  1

• Send notifiaction through email

  #50 opened 6 years ago by AminArria
  0

• Send notifiaction through push notifiaction

  #52 opened 6 years ago by AminArria
  0

• Render jupyter notebooks as static html

  #89 opened 6 years ago by metdinov
  0

• Create systemd service file

  #71 opened 6 years ago by AminArria
  1

• Create Dockerfile

  #70 opened 6 years ago by AminArria
  0

• Alert mechanism

  #68 opened 6 years ago by AminArria
  0

• Add lint task to makefile

  #32 opened 6 years ago by metdinov
  0

• Allow custom muting of error notifications for given symbols

  #82 opened 6 years ago by metdinov
  0

• Add tests for balanced portfolio [1h]

  #36 opened 6 years ago by metdinov
  0

• Report returns in %

  #42 opened 6 years ago by unbalancedparentheses
  0

• Read Universa "Safe Haven Investing" papers 2 & 3

  #43 opened 6 years ago by metdinov
  0

• Fix tail hedge bussiness rule

  #40 opened 6 years ago by metdinov
  0

• Add basic test with real data of SPX

  #41 opened 6 years ago by unbalancedparentheses
  0

• Include setting of $PYTHONPATH in readme [1h]

  #47 opened 6 years ago by metdinov
  0

• Add Travics CI

  #33 opened 6 years ago by metdinov
  0

• Build dataset for balanced portfolio [2h]

  #34 opened 6 years ago by metdinov
  0

• Add retry policy to data scraper

  #81 opened 6 years ago by metdinov
  0

• Rewrite backtester

  #65 opened 6 years ago by metdinov
  0

• Add author and date info to the papers in the reading list

  #84 opened 6 years ago by metdinov
  0

• Move stock options data to S3

  #66 opened 6 years ago by metdinov
  0

• Add tests to data scraper

  #56 opened 6 years ago by metdinov
  0

• Store data in S3

  #59 opened 6 years ago by metdinov
  0

• Add reading list to Readme

  #72 opened 6 years ago by metdinov
  0

• Review @trishankkarthik notebook

  #80 opened 6 years ago by metdinov
  0

• Two of the ergodicity references don't refer to latest/peer-reviewed versions.

  #76 opened 6 years ago by ole-peters
  1

• Add explanations on strategy notebooks

  #62 opened 6 years ago by metdinov
  0

• Read chapter 13 from Trading Option Greeks by Pasarelli

  #63 opened 6 years ago by metdinov
  0

• Investigate backtrader project

  #64 opened 6 years ago by metdinov
  0

• Show P/L ROI in straddles

  #60 opened 6 years ago by metdinov
  0

• Add Iron Butterfly strategy in notebook

  #61 opened 6 years ago by metdinov
  0

• Wrangle CBOE data to fit our chosen schema [3h]

  #48 opened 6 years ago by metdinov
  0

• Streamline data scraper [4h]

  #45 opened 6 years ago by metdinov
  0

• Collate scraped data files [3h]

  #46 opened 6 years ago by metdinov
  1

• Check for missing data on aggregation [4h]

  #54 opened 6 years ago by metdinov
  0

• Add Slack notifications to data scraper [3h]

  #55 opened 6 years ago by metdinov
  0

• Send notifiaction through slack

  #51 opened 6 years ago by AminArria
  0

• Scrape dollar price

  #53 opened 6 years ago by AminArria
  2

• Fetch asset class data [2h]

  #37 opened 6 years ago by metdinov
  0