TheMultivariateAnalyst / Efficient_frontier_using_python

This is an in-depth analysis tool for equity fund managers focusing on large-cap shares.

Home Page:https://github.com/TheMultivariateAnalyst/Efficient_frontier_using_python

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Equity Portfolio Analysis Tool

This tool is an analytical application designed for equity fund managers and investors. It focuses on creating diversified portfolios of large-cap shares from the Sensex index. The tool facilitates the building of a portfolio with a total investment of INR 1 Crore, limiting the exposure to only five shares, with a maximum of 30% in any single share.

Features

  • Data Analysis: Leverages Pandas and NumPy for data processing and analysis of stock market data.
  • Visualization: Utilizes Matplotlib and Seaborn for generating insightful plots like Efficient Frontier, Capital Market Line, and Correlation Heatmaps.
  • Portfolio Optimization: Implements financial models to calculate and present various portfolio options based on risk and return metrics.
  • Risk Assessment: Evaluates the portfolio's performance metrics including mean, variance, standard deviation, and Sharpe Ratio.

Installation

  1. Clone the repository: https://github.com/TheMultivariateAnalyst/Efficient_frontier_using_python
  2. Install required packages: pip install -r requirements.txt

Usage

This tool is particularly useful for portfolio managers and investors interested in the Indian equity market, focusing on risk-return optimization in large-cap stocks.

Contributing

Contributions to improve the tool are welcome. Please follow standard procedures for contributing to Python projects.

License

This project is licensed under the MIT License.

Contact

For more information, please visit [https://github.com/TheMultivariateAnalyst].

About

This is an in-depth analysis tool for equity fund managers focusing on large-cap shares.

https://github.com/TheMultivariateAnalyst/Efficient_frontier_using_python

License:MIT License


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