This Python project fetches stock data from Alpha Vantage and performs a brute-force portfolio backtest with a rolling lookback to maximize the daily Sharpe ratio, applying weight constraints. The portfolio is rebalanced weekly, tracked over time, compared to SPY, and visualized with interactive plots.
Stars
1
Forks
0
Watchers
1
Open Issues
0
Overall repository health assessment
No package.json found
This might not be a Node.js project
13
commits