Road Map for Investment Tool Box

Posted on In Disqus: Word count in article: 656 Reading time ≈ 1 mins.

Purpose

Create series of tools to for my investment. Open to public use.

Philosophy

Build simple and small components, if I cannot see the whole picture. Even I am smart enough to see whole picture, I will do the same.

Software Engineering

  1. Composition: Design simple tools in a way that we can chain different tool together.
  2. Test-Driven: Test creats sense of accomplishmen and modularity.
  3. Cloud-Based Deployment: leverage AWS service.

Tools

Follow the philosoph, tools

  • Data tools
  • VIX term structures
  • Yield curve
  • Time series statistics
  • Correlation tools
  • MOV tools
  • Option tools
  • Backtesting tools
  • Time series generate tools

Data Types

  • Date/Time
  • Time series
  • Term structure
  • Matrix

Presentations

  • Graph
  • Table

References