Create reports module

QSTK has a reports module that plots graphs of fund performance. Re-implement in C#

Id #1099 | Release: None | Updated: Feb 14, 2013 at 12:46 AM by dmarsh26 | Created: Jan 15, 2013 at 4:04 AM by dmarsh26

Create feature module

QSTK has a 'Feature' package used to classify a stock ? It includes various stock features like moving average, drawdown, etc. Re-implement this in C#. The best way to do this is probably to sta...

Id #1098 | Release: None | Updated: Feb 14, 2013 at 12:46 AM by dmarsh26 | Created: Jan 15, 2013 at 4:01 AM by dmarsh26

Implement Strategies package

QSTK has a Strategies package to try to generate/detect 'Alpha'. Implement this package in C#.

Id #1097 | Release: None | Updated: Feb 14, 2013 at 12:46 AM by dmarsh26 | Created: Jan 15, 2013 at 3:58 AM by dmarsh26

Create / Integrate KNN learning algorithm

Create or Integrate a Nearest Neighbor (KNN) algorithm into QSTK.net. Consider novel approaches like OpenCL.

Id #1096 | Release: None | Updated: Feb 14, 2013 at 12:46 AM by dmarsh26 | Created: Jan 15, 2013 at 3:56 AM by dmarsh26

Create Implementation Plan from QSTK API document

This site come with details description of each module, function and its source code. http://www.quantsoftware.org/Docs/html/QSTK-module.html

Id #1090 | Release: None | Updated: Feb 14, 2013 at 12:46 AM by dmarsh26 | Created: Jan 8, 2013 at 12:29 PM by jerkson

Bollinger bands

Add functionality suitable for finding and plotting Bollinger bands

Id #1085 | Release: None | Updated: Feb 14, 2013 at 12:46 AM by jerkson | Created: Jan 3, 2013 at 8:54 PM by dmarsh26

Create a Portfolio optimizer

Create a Portfolio optimizer similar to QSTK / CVXOPT.

Id #1084 | Release: None | Updated: Feb 14, 2013 at 12:46 AM by dmarsh26 | Created: Jan 3, 2013 at 8:35 PM by dmarsh26

Backtester like quicksim

Create a backtester like quicksim or better. The best way to do this may be to look at the QuickSim example called MonthlyRebalancingExample.py.

Id #1083 | Release: None | Updated: Feb 14, 2013 at 12:46 AM by dmarsh26 | Created: Jan 3, 2013 at 8:34 PM by dmarsh26

Make Event discovery more concurrent

Use Actor model or Producer/Consumer to make Event discovery more concurrent.By doing this we can be discovering market events while still processing data, rather than blocking on IO.NAct is probab...

Id #1082 | Release: None | Updated: Feb 14, 2013 at 12:46 AM by dmarsh26 | Created: Jan 3, 2013 at 8:08 PM by dmarsh26

DataFrame Math functions

Missing the cumprod() and fillna() functions, we need to create some form of equivalent to complete the EventProfiler.

Id #1080 | Release: None | Updated: Feb 14, 2013 at 12:46 AM by dmarsh26 | Created: Jan 3, 2013 at 1:03 PM by jerkson