Questions regarding the document

[BradKML]

1. For the "lazy portfolio" strategies, what are the fastest way to do backtesting and analysis? Lists like This, This, and This exists https://github.com/LastAncientOne/Stock_Analysis_For_Quant/blob/master/README.md#list-of-portfolio-strategies
2. Are all of the risk factors in QuantStats essential, or are some of them correlated enough such that some are redundant? https://github.com/LastAncientOne/Stock_Analysis_For_Quant/blob/master/README.md#list-of-risk-adjusted-returns-ratios-measurement
3. Are visualization a good idea for explaining stocks like PCA, Temporal Heatmaps, Correlative Networks, and Other Tools?
4. How does the state of the market correlate with risk and return? https://gmarti.gitlab.io/qfin/2020/02/03/sp500-sharpe-vs-corrmats.html

[LastAncientOne]

Hi.

I did not know about "QuantStats" and I will apply to the portfolio and try to explain more about the portfolio. These strategies are just educational purposes. Again, I am not a financial advisor, portfolio manager, or accountant. This is not financial advice, investing advice, or tax advice.

Thank you for provide the information. I appreciate it.

[BradKML]

@LastAncientOne even for education and demonstrative purposes, hopefully there are way of understanding difference of portfolios and visualization that are of use?

[LastAncientOne]

Hi there,
I will do my best to explain the different in readme.

Thank you for the feedback.

[BradKML]

Also it would be good to include more stock analysis code examples, but I think those could be separate issues.