Portfolios

Purpose

portfolios is a Python package for combining, managing, and analyzing portfolios. It greatly simplifies aggregating data on equities and bonds, computing statistics on individual securities or entire portfolios, and finding trends or opportunities.

Main Features

Input features:

Easily retrieve free historical data from Yahoo! Finance and the U.S. Department of the Treasury.
Link portfolios to Robinhood accounts and retrieve transaction data.
Load in Vanguard portfolios (from a CSV file downloaded from a Vanguard account).
Create custom portfolios from CSV files with lists of transactions.

Basic methods on historical price data:

run rates (e.g., 50-day / 200-day moving average)
exponentially weighted moving averages
resampling of data (e.g., day, week, month)
standard deviation / variance
R^2, beta, alpha
and many more

Output:

detailed portfolio description (positions, current value, returns, investments, devestments)
historical growth timeseries plots
candlestick plots
Heikin-Ashi plots

Install

To install portfolios clone or download the repository and execute

pip install .

in the repository directory, or execute

pip install -e .

for installing in development mode.

License

BSD 3

Documentation