Good work! This is an important step. For some people not being able to use their CRSP data (or whatever) is simply a deal-breaker. As someone who once implemen

Good work! This is an important step. For some people not being able to use their CRSP data (or whatever) is simply a deal-breaker. As someone who once implemented most of the bits that make up the quantopian functionality, I can certainly appreciate the effort you folks are putting in. I believe it's been mentioned a few times now, but have to agree that risk metrics should be pretty high on your priority list. Sharpe/sortino/omega/etc. are great to have, but you really need to be able to build and experiment with variance models. As in all science, a number doesn't mean much without an error estimate :-) GARCH models are pretty popular these days, and they are fairly non-trivial to implement correctly (especially in their vectorized form), particularly for people new to the field. Now for the most part this stuff _can_ be implemented by the users in their algos, but it's often a non-starter when it comes to the more complex stuff like vector autoregressive processes, bootstrap analysis or sane fitting routines.