I used to work in quantitative finance in index arbitrage, but this project is a little different that I am interested in creating a system for quantitative management which is more suitable for a retail investor/personal use. As a result, I am not going to use expensive market data feeds, focus on connections to broker dealers, etc. Instead, this project is going to focus less on quantitative trading strategies, but more on managing a portfolio based on long-term positions, secular themes, and risk management.
I am going to try with some fairly conventional approaches to portfolio management, then evolve some concepts in way that is approachable to a somewhat numerate amateur investor. I will start with other people's packages and then work on backfilling my own. Obviously people will have different requirements than me, so when I make a choice of a data vendor or broker, I will attempt to provide an abstract class so that other can implement their own concrete classes.
Market Data
I originally intended to get historical market data from finance.yahoo.com and use yffiance package to cache everything onto MongoDB.
finance.yahoo.com
python api: iex-api-python-0.0.5