- Requirements
- gurobi 6.5.0 (License is needed)
- python 2.7:
- Flask 0.10.1
- Numpy 1.9.2
- Pandas 0.16.2
- Get started
- Run "python index.py" in terminal.
- Open 127.0.0.1:12345 in a browser.
- Select start- and end-date; add more tickers.
- Click "Quote" to process data in the data folder, return a oprtimized portfolio
- Change the portfolio by varying the options provided until u get the best combination
- Replace the data files with your own data to include more instruments and take more time period
- Yet to be done
- Integrate backend transaction costs with frontend
- Include Tax constraints if the investor is looking for huge amounts, for eg > 10m
- Connect to database which updates data on a realtime basis
- Include short sell strategies
- Introduce parallelism to the server