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Analyzes and visualizes risk, returns, votality, and Sharpe Ratios among various algorithmic, hedge, and mutual fund portfolios

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Investment Portfolio Analysis

Analyzes and visualizes risk, returns, votality, and Sharpe ratios among various algorithmic, hedge, and mutual fund portfolios then compares them against the S&P 500 Index. At the end, the performance of my custom portfolio is evaluated and compared against the other portfolios as well as the S&P 500.


Technologies

Language: Python3, Pandas

Imports: pathlib, pandas, numpy, datetime, seaborn, and matplotlib libraries

External Resources: Google Finance, Google Sheets

Developed with JupyterLab


Installation

JupyterLab - Install JupyterLab


Examples

  • Notebook reads in stock data via csv files located in Resources folder, cleans the data and visualizes financial analysis. Various examples include:
    1. Cumulative Return: cumulative_returns_graph
    2. Correlation: correlation_graph
    3. Standard Deviation: standard_deviation_graph
    4. Sharpe Ratio: sharpe_ratio

Contributors

Drew Disbrow Marnell: dldmarnell@gmail.com


License

MIT License Copyright (c) 2021 Drew Disbrow Marnell

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Analyzes and visualizes risk, returns, votality, and Sharpe Ratios among various algorithmic, hedge, and mutual fund portfolios

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