devlog #01 - First log!

Last updated: 2024-04-24 ⌛

I have been planning on creating a library for quantitative finance for a while now. I have been working on a few projects that require a lot of the same code, and I thought it would be a good idea to create a library that could be used across all of them.

Overall, I have tried to organize my thoughts and most of my code all within the same repository, but mostly failed in keeping track of updates and changes.

Recently I came across a game developer that suggested using devlogs to keep track of project requirements, as well as for self-motivation and organization. I thought it was a great idea and decided to give it a try.

Current status

I have been working on the library for a few weeks now, and I have a few modules already implemented. They are mostly core structures, such as History, Strategy and Interface. The overall structure of the library is still a bit messy, but I am working on it.

I have also been working on a few strategies that I plan to implement in the library, such as a simple moving average strategy and a momentum strategy.

Next steps

Since the API for YFinance is finished, I plan to finish the API for Interactive Brokers. The library is still missing some core metric functionalities, such as continuous returns and starting with 0 valued portfolios.

Also, I believe that making some tutorials on how to use the library would be a good idea. Both for publicizing the library and for my own understanding of the code.

Conclusion

I am very excited about this project and I hope to keep working on it for a long time. Give me some feedback if you have any ideas or suggestions! 😄