Virtual Depot

A virtual depot where assets (stocks/etf) can be managed. Uses Flask to run as webapp in browser.

Tech Stack

• Python 3.12
  • yfinance
  • sqlalchemy
  • flask
  • mkdocs
• SQLite

Milestones

1. Have a virtual depot
   1. Manage cash balance
   2. Add Asset to depot (buy)
   3. Remove Asset from depot (sell)
   4. Get historical data for assets in depot
   5. Calculate Value of depot
2. Enrich data
   1. Calculate KPIs for assets
      1. SMA (Simple Moving Average)
      2. RSI (Relative Strength Index)
      3. Bollinger Bands
      4. MACD (Moving Average Convergence Divergence)
      5. OBV (On Balance Volume)
      6. ATR (Average True Range)
      7. ADX (Average Directional Index)
      8. Stochastic Oscillator
      9. Momentum
      10. Volatility
      11. Beta
      12. Sharpe Ratio
      13. Sortino Ratio
      14. Treynor Ratio
      15. Information Ratio
      16. Jensen's Alpha
      17. Tracking Error
      18. Maximum Drawdown
      19. Calmar Ratio
      20. Pain Index
      21. Ulcer Index
      22. Value at Risk
      23. Conditional Value at Risk
      24. Expected Shortfall
      25. Tail Ratio
      26. Skewness
      27. Kurtosis
      28. Max Loss
   2. Enrich with market data
3. Develop trading strategies
4. Self-Trading