{"repo":"engineerinvestor/Portfolio-Analysis","free":true,"listed":false,"github":"https://github.com/engineerinvestor/Portfolio-Analysis","clone":"git clone https://github.com/engineerinvestor/Portfolio-Analysis.git","description":"Open-source portfolio analysis tools for DIY investors and finance enthusiasts.","language":"Jupyter Notebook","stars":43,"topics":["data","data-science","finance","finance-tracker","fintech","investment-analysis","portfolio-analysis","stock-market","stocks","quant"],"license":"MIT","category":"trading","readme_excerpt":"Portfolio-Analysis Open-source portfolio analysis tools for DIY investors and finance enthusiasts. This repository aims to provide a comprehensive suite of tools to analyze and optimize investment portfolios, with an emphasis on transparency, flexibility, and extensibility. Documentation Read the Full Documentation - Comprehensive guides, API reference, and examples. Quick Start Try Online (No Installation) Google Colab Notebooks: - Basic Portfolio Analysis - Core analysis tutorial - Interactive Portfolio Analysis - Widget-based interface - Factor Analysis Demo - Fama-French factor models Install as Python Package Or install from source with all features: Run the Streamlit Web App Or Use the Live App Launch Streamlit App Features Core Analysis - Performance Metrics : Annual return, volatility, Sharpe ratio, Sortino ratio, max drawdown, VaR - Portfolio Analysis : Weighted returns, covariance-based volatility, cumulative returns - Monte Carlo Simulation : Project future portfolio values with confidence intervals - Benchmark Comparison : Alpha, beta, tracking error, information ratio, capture ratios Optimization - Maximum Sharpe Ratio portfolio - Minimum Volatility portfolio - Risk Parity (equal risk contribution) - Target Return optimization - Efficient Frontier visualization Factor Analysis - Fama-French Models : CAPM, FF3, FF5, and Carhart 4-factor regressions - Factor Data : Auto-fetch from Kenneth French Data Library with local caching - Return Attribution : Decompose retur","default_branch":null,"files":null,"tree":[],"storefront":"/r/engineerinvestor","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/engineerinvestor/Portfolio-Analysis/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}