Very awesome work guys. A lot cool things could be done wrt to portfolio optimization. Not sure if you have this already, but being able to specify optimizers (BL model, min variance, EF, risk parity, etc) would be super cool. Like support stuff from https://pyportfolioopt.readthedocs.io/en/latest/

Also classic academic portfolios would be interesting as well, like a betting against beta or a multi factor portfolio.

So much you could do with it really. I've always been of the opinion that finance has failed retail investors, both mutual fund (closet indexers) and the backlash which has resulted with many people only holding a market portfolio, or maybe a (terrible imo) 60/40 portfolio.