Custom portfolio benchmark
Open
enhancement
good first issue
- Dominant language
- Python
- Stars
- 1.2k
- Forks
- 170
- PR merge metrics
- No merged PRs in 30d
Description
It would be nice to have a benchmark that is just some predefined portfolio. One would construct it by passing all the weights.
Contributor guide
No contributing guide indexed for this repository
Research direction
No files, tests, or entry points are named, and the issue does not define the benchmark API beyond passing portfolio weights. First clarify the expected interface and locate the existing benchmark implementations; done should include a specified custom-portfolio benchmark and tests covering its weights and results.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- fintech-quant
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100