{"repo":"fja05680/brownbear","free":true,"listed":false,"github":"https://github.com/fja05680/brownbear","clone":"git clone https://github.com/fja05680/brownbear.git","description":"Financial tool for the construction and analysis of stock and ETF portfolios","language":"Jupyter Notebook","stars":16,"topics":["etfs","financial-analysis","financial-data","portfolio","stock-market","stocks"],"license":"MIT","category":"trading","readme_excerpt":"brownbear A portfolio analysis tool for screening stocks, building diversified allocations, and measuring risk-adjusted performance. Brownbear helps you work through a full portfolio workflow in Jupyter: define an investment universe (S&P 500, Dow 30, ETFs, asset classes, and more), compare weighting schemes, visualize allocations and correlations, optionally optimize weights, and size positions using live quotes. Start with portfolios/sp500/portfolio.ipynb. What brownbear is good at - Multi-level portfolios — allocate by asset class, asset subclass, and individual securities - Correlation-aware analysis — correlations between asset classes and between holdings inform diversification - Flexible weighting — equal weight, returns, Sharpe ratio, volatility (inverse), or manual percentages - Pre-built universes — Dow 30, S&P 400/500/600, Nasdaq 100, ETFs, state pension examples, and asset-class galaxies under universe/ - Cached market data — daily prices from Yahoo Finance stored in symbol-cache/ - Portfolio optimizer — optional constrained optimization from a notebook - Trade sizing — translate target weights into share counts using current quotes Brownbear complements pinkfish: pinkfish is built for backtesting rule-based strategies on a fixed basket of symbols; brownbear is built for screening, constructing, and analyzing portfolios across a broader investment universe. Project layout Path Purpose ------------------------------------------ -------------------------------------","default_branch":null,"files":null,"tree":[],"storefront":"/r/fja05680","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/fja05680/brownbear/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."}