项目作者: AaronGalloway

项目描述 :
Working with Python, Pandas and CSVs to perform portfolio analysis.
高级语言: Jupyter Notebook
项目地址: git://github.com/AaronGalloway/pandas-homework.git
创建时间: 2020-10-07T15:37:34Z
项目社区:https://github.com/AaronGalloway/pandas-homework

开源协议:

下载


Pandas

Prepared By: Aaron Galloway

Overview:

Used CSV data and Pandas Dataframes to determine:

  • The annualized standard deviation (252 trading days) for all portfolios.
  • The plotted rolling standard deviation using a 21 trading day window for all portfolios.
  • The calculated annualized Sharpe Ratios and the accompanying bar plot visualization.
  • A correlation table.

In addition a custom portfolio was created and added to the DataFrame and compared with the other portfolios in the Dataframe