Tuesday, March 09, 2021

New Developments on the ERM Tool.

No substantial updates this week as I have a podcast with MissFITFI tomorrow, and I have to ramp up to my community event on Saturday. On the community event, I will be showcasing some of the new upgrades for the online tool my students use to crowdsource information in our lab sessions. 

The project was originally built to replace a spreadsheet that I used to update in class with the help of students who do their research on stocks by reading analyst reports. I felt that the web-site should allow multiple updates simultaneously so that I can comment and lecture on the work that is being completed earlier which frees up more time for students to research and debate their investment choices. In fact, the original codebase was a blog. I merely changed the database fields to reflect what I normally expect of my students.

Since its first version, I've picked up more programming and quantitative skills and managed to program the web page to start fetching data over the web. The biggest challenge then was to pick up price data and then turn it into a chart on a web-page. Fortunately, there are plenty of resources on the web to make this possible.

The work has become more complicated as I've added PDF reporting into my web application. With the new Introducer offering, a tool needs to be rapidly engineered to assist in justifying investment decisions to the FA. From a technical perspective, I am lucky that there are tools to convert HTML to PDF. I cannot imagine learning how to format text for PDF separately. 

More will be said in my talk this weekend, but here are screenshots of the PDF my tool can now generate. Optimising the best parameters for MACD, Momentum and Mean Reversion trades was tough but I managed to incorporate it into the tool. 



No comments:

Post a Comment