by @phschiele:
On another note, I know that we already have venue for the paper.
For the cvxmarkowitz package, I wanted to mention again the pyOpenSci project.
The benefits in my view would be:
-
They review the code base itself, unlike a journal.
-
The reviews make sure the we follow best practices for a scientific Python package. I think this would be a valuable experience for all of us.
-
Having this "seal of approval" would make our package stand out, and having a robust Markowitz implementation (in the mathematical and software engineering sense) will certainly be valuable for many users.
-
In addition, we can describe the package in a few pages and would get a JOSS publication for that, as pyOpenSci has a partnership with them.
Of course we have other options, but I think it could be a good fit!
by @phschiele:
On another note, I know that we already have venue for the paper.
For the cvxmarkowitz package, I wanted to mention again the pyOpenSci project.
The benefits in my view would be:
They review the code base itself, unlike a journal.
The reviews make sure the we follow best practices for a scientific Python package. I think this would be a valuable experience for all of us.
Having this "seal of approval" would make our package stand out, and having a robust Markowitz implementation (in the mathematical and software engineering sense) will certainly be valuable for many users.
In addition, we can describe the package in a few pages and would get a JOSS publication for that, as pyOpenSci has a partnership with them.
Of course we have other options, but I think it could be a good fit!