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
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