Portfolio Analysis

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Author: Federico Bruni

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

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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, or the correlation table.

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

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Avatar for Dederico99 from gravatar.com Dederico99

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Author: Federico Bruni

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

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This version

0.0.8

0.0.7

0.0.6

0.0.5

0.0.4

0.0.3

0.0.2

0.0.1

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