README
¶
Portfolio 
This module contains quantitative portfolio analysis equations, portfolio back-testing, and asset data organization/cleaning data structures.
This module will continue to work on Windows, MacOS, and Linux.
While our main focus is our website. We value community engagement and will put effort into reviewing contributions and fixing issues on this repository.
Note, the API is not stable and will continue to change without notice until version v1.0
Getting Started
- Make sure you have a sufficiently new Go SDK installed installed (see the module file for the minimum required version)
- Get the package by running
go get github.com/portfoliotree/portfolioin your terminal
DISCLAIMER
Please remember, investing carries inherent risks including but not limited to the potential loss of principal. Past performance is no guarantee of future results. The data, equations, and calculations in these docs and code are for informational purposes only and should not be considered financial advice. It is important to carefully consider your own financial situation before making any investment decisions. You should seek the advice of a licensed financial professional before making any investment decisions. You should seek code review of an experienced software developer before consulting this library (or any library that imports it) to inform investment decisions.
Directories
¶
| Path | Synopsis |
|---|---|
|
Package backtest calculates portfolio returns and asset weights from historic asset returns.
|
Package backtest calculates portfolio returns and asset weights from historic asset returns. |
|
Package calculations implements various finance equations used in the rest of the package.
|
Package calculations implements various finance equations used in the rest of the package. |
|
internal
|
|
|
Package returns implements data structures and convenience methods for interacting with a list of returns or sets of date-aligned returns.
|
Package returns implements data structures and convenience methods for interacting with a list of returns or sets of date-aligned returns. |