Currently only a wrapper of skfolio
Ultimate Goal: It will be the backend of an open-source version of a portfolio analysis tool, like Two Sigma's Venn, or Bloomberg's PORT.
brainstorming:
- move universe and portfolio class here
- dynamic searching and screening inside a universe should be handled
- create OOP-based classes like Analyzer, Optimizer, Visualizer, Portfolio, Universe, etc?
- or make it more like functional programming?
Refereces:
Portfolio Visualizer
Portfolio Performance