Portfolio standard deviation calculator

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Author: Federico Bruni

Tags python, portfolio, standard deviation, std, stocks, Bruni

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Project description

This package allows you to compute the standard deviation of a portfolio, whatever it is the number of stocks are in it.

Arguments needed: -list of the stock's tickers -list of respective weights -starting year from when collect data -starting month from when collect data starting day from when collect data

The algorithm follow this formula and it's based on the returns of the stocks: σ² = Σ°Σ'[w°w'σ(R°,R')]

Project details

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Avatar for Dederico99 from gravatar.com Dederico99

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View statistics for this project via Libraries.io, or by using our public dataset on Google BigQuery

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Author: Federico Bruni

Tags python, portfolio, standard deviation, std, stocks, Bruni

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0.0.8

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0.0.3

0.0.2

This version

0.0.1

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