Portfolio Analysis

Navigation

Verified details

These details have been verified by PyPI
Maintainers
Avatar for Dederico99 from gravatar.com Dederico99

Unverified details

These details have not been verified by PyPI
Meta
  • Author: Federico Bruni
  • Tags python , portfolio , standard deviation , std , stocks , Bruni , Montecarlo simulation
Classifiers
Report project as malware

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')]

Project details

Verified details

These details have been verified by PyPI
Maintainers
Avatar for Dederico99 from gravatar.com Dederico99

Unverified details

These details have not been verified by PyPI
Meta
  • Author: Federico Bruni
  • Tags python , portfolio , standard deviation , std , stocks , Bruni , Montecarlo simulation
Classifiers

Release history Release notifications | RSS feed

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

Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

Bruni-0.0.8.tar.gz (3.2 kB view details)

Uploaded Source

Built Distribution

If you're not sure about the file name format, learn more about wheel file names.

Bruni-0.0.8-py3-none-any.whl (3.3 kB view details)

Uploaded Python 3

File details

Details for the file Bruni-0.0.8.tar.gz.

File metadata

  • Download URL: Bruni-0.0.8.tar.gz
  • Upload date:
  • Size: 3.2 kB
  • Tags: Source
  • Uploaded using Trusted Publishing? No
  • Uploaded via: twine/4.0.0 CPython/3.10.4

File hashes

Hashes for Bruni-0.0.8.tar.gz
Algorithm Hash digest
SHA256 6cd6e66f0655b3afa485192e5502599195764b09e40ef7b5ecfff88115757dd6
MD5 4524ee5cd63fca919f964e6f45a9d953
BLAKE2b-256 ebdeeac0dd0d094f15ed00916de71a5129a8eef8e4e831561243f1999c206074

See more details on using hashes here.

File details

Details for the file Bruni-0.0.8-py3-none-any.whl.

File metadata

  • Download URL: Bruni-0.0.8-py3-none-any.whl
  • Upload date:
  • Size: 3.3 kB
  • Tags: Python 3
  • Uploaded using Trusted Publishing? No
  • Uploaded via: twine/4.0.0 CPython/3.10.4

File hashes

Hashes for Bruni-0.0.8-py3-none-any.whl
Algorithm Hash digest
SHA256 44a66f9d5c5a2a239214a7120c88f303f5bf9b29966a91610e8b29806a71cd03
MD5 741618426964a1073280edebf7c97cce
BLAKE2b-256 b165115058bb4a1ba867e12c0dc1f55fe12d72cbe7205b51f68daf55b113e89a

See more details on using hashes here.

Supported by

AWS Cloud computing and Security Sponsor Datadog Monitoring Depot Continuous Integration Fastly CDN Google Download Analytics Pingdom Monitoring Sentry Error logging StatusPage Status page