Skip to content

I did Scenario Analysis of a portfolio consisting of three Indian Stocks.

Notifications You must be signed in to change notification settings

Ritesh-k99/ScenarioAnalysisOfFinancialPortfolio

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

5 Commits
 
 
 
 

Repository files navigation

ScenarioAnalysisOfFinancialPortfolio

I did Scenario Analysis of a portfolio consisting of three Indian Stocks. The code uses genral knowledge of Monte Carlo Simulation, Sharpe ratio to conrast the return against a benchmark to know the total risk the portfolio faces.

The stocks were: Reliance, State Bank of India and Wipro.

It was my first project incorporating FRM knowledge and in future I will by using this code make a correlation checked portfolio and then make a portfolio which a bot can trade and try to get the highest return in a set interval of time.

About

I did Scenario Analysis of a portfolio consisting of three Indian Stocks.

Topics

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published