In the present work conceptual definitions of concern will be covered and evidence will be provided to answer the following question:
- ¿What's the difference between Active and Passive investment with given data?
Data will be downloaded with YahooFinancials library according to provided csvs of NAFTRAC ETF holdings during periods of 2020/01/31 to 2022/07/29. The main objective of the project is to evaluate the following metrics in Active and Passive Portfolio from ETF iShares NAFTRAC and included csv files:
- Capital
- Returns
- Accumulated Returns
- Cash
- Sharpe Ratio
- Titles (Owned / Bought / Sold)
Install all the dependencies stated in the requirements.txt file, just run the following command in terminal:
pip install -r requirements.txt
Or you can manually install one by one using the name and version in the file.
Core functionalities of this project include but are not limited to financial data proccesing and risk management automatization on Active and Passive investment portfolios conformed by most or some assets in ETF iShares NAFTRAC according to future stock price behaviors and included csv
I am Esteban Márquez Delgado, 9th semester student from F.eng BSc. in ITESO. I am enrolled in an institution to study a 16month MSc in Data Science abroad next semester and I am eager to learn the most and to practice my Entry Job lvled Data Scientist skills with devotion and the help of my family and God.
GNU General Public License v3.0
Permissions of this strong copyleft license are conditioned on making available complete source code of licensed works and modifications, which include larger works using a licensed work, under the same license. Copyright and license notices must be preserved. Contributors, please reference this project in your Bibliography if it was of any help to you, thank you.
For more information about this project or related inquiries please send an e-mail to esteban@esteban.mx, I will be glad to help.