graph LR
Portfolio_Management_Orchestration["Portfolio Management & Orchestration"]
Returns_Calculation["Returns Calculation"]
Quantitative_Metrics["Quantitative Metrics"]
Technical_Analysis_Indicators["Technical Analysis Indicators"]
Portfolio_Management_Orchestration -- "orchestrates" --> Returns_Calculation
Portfolio_Management_Orchestration -- "utilizes" --> Quantitative_Metrics
Portfolio_Management_Orchestration -- "utilizes" --> Technical_Analysis_Indicators
Returns_Calculation -- "provides data to" --> Portfolio_Management_Orchestration
Quantitative_Metrics -- "provides calculations to" --> Portfolio_Management_Orchestration
Technical_Analysis_Indicators -- "provides analysis to" --> Portfolio_Management_Orchestration
The Financial Analysis & Metrics subsystem is a core part of the FinQuant project, responsible for computing various financial metrics for assets and the overall portfolio. It adheres to the project's architectural bias towards a centralized Portfolio object, which acts as the primary interface and orchestrator for analytical operations.
This is the central hub of the subsystem. It manages the portfolio's underlying asset data, orchestrates the computation of various financial metrics (expected return, volatility, covariance, weights), and triggers more specialized analyses from other modules. It also includes internal mechanisms for ensuring data consistency and re-calculation (_update) and for initiating complex workflows like efficient frontier (_get_ef) and Monte Carlo simulations (_get_mc).
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Focuses on the fundamental computation of asset and portfolio returns. Its primary responsibility is to derive daily returns from raw price data, which serves as a foundational input for almost all subsequent financial analyses within the subsystem.
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Provides a collection of general quantitative measures and annualised portfolio quantities. This includes calculations for metrics like the Sharpe Ratio, which are essential for evaluating portfolio performance and risk-adjusted returns.
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Specializes in computing and visualizing technical indicators. Its core functionality includes calculating various types of moving averages and Bollinger Bands, providing tools for technical market analysis.
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