/PortfolioConstruction

Portfolio management tool for ingesting equities data, profiling risk metrics, and optimizing

Primary LanguageJupyter Notebook

Profile and optimize an equities portfolio

  • Ingest price data using yfinance API
  • Create an optimized portfolio based on highest achievable Sharpe Ratio
  • Visualizations including: 1) how an investment in the sample portfolio would perform against the market and 2) a distribution of the returns of the portfolio
  • Relevant metrics including: expected return, volatility, Sharpe, beta, and VaR/CVaR