Portfolio Automated Analysis

This repository is an implementation of Modern Portfolio Theory.

How to use it

This script collects new data every weekday based on the chosen assets. Every sunday, a script is ran to calculate the optimal allocation for each asset.

There are 3 different outputs sent by email in a single table:

current_position: defines the current allocation to each asset

max_sharpe_position: gives the optimal allocation obtained by maximizing the Sharpe Ratio (higher risk).

current_position: gives the optimal allocation obtained by minimizing the risk

To update the portfolio, please change the following files:

In folder history, amend portfolio_analysis.ipynb to collect base historical prices for each asset

Amend the automated_data.py file to collect all new entries of the assets mentioned in the previous file

Amend the automated_analysis.py file to reflect the current weights.