ROADMAP.md

Goal:

To promote data driven investments in the Philippines

Objectives:

1. To make it easy to access Philippine Stock Exchange (PSE) data (2 lines of code)
2. To create reusable templates for backtesting trading strategies on Philippine stocks

Current features:

Easy access to stock related data (OHLCV)

1. Basic daily price features
   • Date
   • Open
   • High
   • Low
   • Close
   • Value
2. Company disclosures (WIP)

Example notebooks for backtesting with different trading strategies

1. Relative Strength Index (RSI)
2. Min Max Support Resistance

Future features

Easy to use API for back testing trading strategies

1. High level functions and classes for backtesting standard strading trategies w/ PH context set as default
   • RSI
   • Support resistance
   • Bollinger bands
   • MACD
2. Easy integration of custom trading strategies
   • Combinations of standard trading strategies
   • Application of trained machine learning and statistical models

Processed text information with natural language processing (NLP)

1. Disclosure reports summarized in structured tabular form
2. Summary statistics from tweets
3. Company related tweets (WIP)