Portimize

A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. Portfolios are held directly by investors and/or managed by financial professionals and money managers. Portimize gives the user an option to hold a portfolio either on a short-term basis or for long-term holdings.

Investors should construct an investment portfolio in accordance with their risk tolerance and their investing objectives. This project involves implementing the Markowitz Portolio Optimization in order to maximize the returns at a minimum risk given historical prices. This would be the case for the longer holdings whereas for the short term trading purposes, portimize uses a Long short-term memory network trained for different scenarios independently to forecast the OHLC prices of a security. Moreover, these prices are then statistically used to provide an optimal allocation for your chosen securities within the stipulated time.

Getting Started

Prerequisites

Apart from Python 2.7, there are certain dependencies this project has:

Django (1.11.1)
numpy (1.12.1)
pandas (0.20.1)
pandas-datareader (0.5.0)
scipy (0.19.0)
Keras (2.1.3)
tensorflow (1.4.1)
plotly (2.1.0)
h5py (2.7.1)

Setup

• Clone this repository to your local machine.
• Install all the dependencies (preferably in a virtualenv).
• Run cd Portimize and then python manage.py runserver
• Now open localhost:8000 in your browser.

Contributing

Contribution Guidelines

• Pull requests to be sent from any branch of the fork except master
• Commit messages should be descriptive. For example feat:Added templates for Prediction Pages

Pull Request Creation Help

• git add *
• git commit -m "Descriptive Commit Message
• git push -u origin branchname

Fork Master Synchronization

• Assuming main repo has been added as a remote named upstream
• git fetch upstream
• git reset --hard upstream/master

Fork Branch updation with master

• Assuming feature-branch is checked out.
• Run git rebase master to update your branch if it is behind master(local)
• If conflicts arise fix them and run git add * and then git rebase --continue

License

This project is licensed under the MIT License - see the LICENSE file for details