Let $f(z) = \sum_{n=0}^\infty a_nq^n$ be the fourier expansion of a (quasi-)modular form (with $q = e^{2\pi i z}$). Consider the following related functions:
$$f_{m,k}(z) = \sum_{n=0}^\infty a_{mn + k}q^n$$
$$g_{m,k}(z) = \sum_{n=0}^\infty a_{mn + k}q^{mn+k}$$
for, naturally, $0 \leq k < m$.
My question: are these in any way modular? For some congruence subgroup, etc. etc.?
What if we put some restrictions on $f(z)$? Or shift the powers of $q$ somewhat?
As an example of when we do retain (quasi-)modularity, consider the case $f(z) = E_2(z), m = 2$. Then it is not too hard to show that
$$ E_2(z) = g_{2,1}(z) + 3E_2(2z) - 2E_2(4z) $$
and so it follows that $g_{2,1}(z)$ is indeed quasi-modular for $\Gamma_0(4)$. Since then $g_{2,0} = E_2(z) - g_{2,1}(z)$, this is also quasi-modular.
So is this in general true?