Code Design

1. Data Retrieval

   1. Data Formating
   2. Data Cleaning
   3. Data API

2. Data Forecast

   1. Preprocessisng
   2. Machine Learning
   3. Emsemble Learning

3. Metrics Calculation

4. Portfolio Constrution

   1. After getting the forecast from the model, use the forecast to compute portfolio and measure its performance, compare with benchmark portfolio and portfolio constructed with other forecast method

5. Visualization