ValueMPT is an intelligent multi-agent system that combines Benjamin Graham's value investing principles for stock selection with Modern Portfolio Theory (MPT) for portfolio optimization.
This system implements a two-stage approach to investment:
- Stock selection using Graham's value investing principles
- Portfolio optimization of selected stocks using Modern Portfolio Theory
The system consists of several AI agents working in two main phases:
- Fundamental Analysis Agent
- Margin of Safety Calculator
- Market Sentiment Analyzer
- Modern Portfolio Theory Optimization Agent
- Risk Management Agent
- Portfolio Rebalancing Agent
- Fundamental stock analysis using key financial ratios
- Margin of safety calculations for potential investments
- Market sentiment analysis for contrarian opportunities
- Portfolio optimization based on MPT principles
- Risk assessment and management
- Automated portfolio rebalancing suggestions
- Implement data fetching and preprocessing for financial ratios
- Develop Fundamental Analysis Agent
- Implement ratio calculations (P/E, P/B, Debt-to-Equity, ROE, etc.)
- Create stock screening based on Graham's criteria
- Create Margin of Safety Calculator
- Implement intrinsic value estimation
- Develop margin of safety calculation
- Implement Market Sentiment Analyzer
- Develop sentiment analysis algorithm
- Create contrarian opportunity identifier
- Develop Modern Portfolio Theory Optimization Agent
- Implement expected return and standard deviation calculations
- Create efficient frontier generator
- Develop optimal portfolio selector
- Implement Risk Management Agent
- Develop systematic risk analysis
- Implement unsystematic risk identification
- Develop Portfolio Rebalancing Agent
- Implement portfolio tracking
- Create rebalancing suggestion algorithm
- Set up project structure and environment
- Integrate all agents into a cohesive system multi-agent-workflows
- Develop user interface for interacting with the system chainlit
- Write comprehensive documentation mkdocs
- Implement unit tests and integration tests
- Perform system testing and optimization
- Create user guide and API documentation fastapi
This project is for educational purposes only. It is not financial advice. Always conduct your own research and consult with a qualified financial advisor before making investment decisions.
- The Value Stock Selection phase uses Graham's principles to identify fundamentally sound, potentially undervalued stocks.
- The Portfolio Optimization phase then applies MPT to optimize the allocation among these selected stocks for a given risk tolerance.
This approach aims to combine the strengths of value investing in stock selection with the portfolio-level insights of MPT, providing a more robust investment strategy.