Re:Show HN: Eiten – open-source tool for portfolio optimization
by elephant_7 on Thursday September 10, 2020 @12:43AM
(#24428969)
Can you load other datasets like these used by Elastic in Generating and visualizing alpha...? https://www.elastic.co/blog/generating-and-visualizing-alpha...
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Re:Show HN: Eiten – open-source tool for portfolio optimization
by hydershykh on Thursday September 10, 2020 @12:57AM
(#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 easily be changed.
Happy to talk more on this.
Re:Show HN: Eiten – open-source tool for portfolio optimization
by elephant_7 on Thursday September 10, 2020 @01:17AM
(#24429116)
Great, I'll be touch. The datasets are NLP and NLU derived correlation matrices used to cluster stocks in different ways outside of standard time-series
Re:Show HN: Eiten – open-source tool for portfolio optimization
by hydershykh on Thursday September 10, 2020 @01:56AM
(#24429307)
That's pretty awesome. Please keep in touch, let's see if we can apply the tool on the new data sets.