macrocephalopod

Uhhhh he said it could improve your risk adjusted returns, not do things that are literally impossible smh

had to do it to emhttps://twitter.com/ValueHao/status/1372616810114203653 …

I wonder if a universal calendar app/library would be a good startup idea? Datetimes seem to be a huge pain for everyone, but also something that theoretically ought to be easy to scale/automate.

yeah I imagine it'd likely have to be a module/api and then users would specify various formats and/or data sources. Python datetime is kind of similar but isn't designed necessarily to be for finance folks if that's your angle

Even more than this I would value a single easy source for (a) day counts (b) holiday calendars (c) trading hours

All that sounds doable. If this scales, even doing it manually for one-offs (idk, leap year plus lunar calendar shenanigans or something) might be worth it. Can I dm you if I make this?

Sure, though be aware that the single biggest problem with holiday calendars/trading hours is getting the data, keeping it up to date, and providing point-in-time historical data

Like, before Nov 2020, 3rd June 2022 was not a holiday in the UK but after nov 2020 it was and the api needs to know that, and not return this as a hol if I ask for the UK holiday calendar as of Oct 2020