#WIP: Analysing Stock Returns & Constructing Portfolios with Python
Project description
Portfolio-Analysis-Library (PAL)
WORK IN PROGRESS (WIP)
Usage:
pip install portfolio-analysis-library
in python:
import pal
import pandas as pd
portfolio = pal.Portfolio(pd.Series([0.2, 0.3, -0.1, 0.2, -0.5]), 12)
portfolio.get_annual_sharpe(risk_free_rate=0.02)
print(portfolio.annual_sharpe)
Development
pip install -r .[dev]
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
Built Distribution
File details
Details for the file portfolio-analysis-library-0.0.4.tar.gz.
File metadata
- Download URL: portfolio-analysis-library-0.0.4.tar.gz
- Upload date:
- Size: 1.2 MB
- Tags: Source
- Uploaded using Trusted Publishing? No
- Uploaded via: twine/3.6.0 importlib_metadata/4.8.2 pkginfo/1.8.1 requests/2.26.0 requests-toolbelt/0.9.1 tqdm/4.62.3 CPython/3.9.7
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 | e91673d443637d69c491e1d39bbd7791c3c2462809854f947b14606cf71eee15 |
|
| MD5 | fb6cfa3f713a4a2dd33ee7ee6bca579e |
|
| BLAKE2b-256 | c5f4253f34ec8ec8cc7af35055e73dad10796e2483cf318075448bdf8c56a319 |
File details
Details for the file portfolio_analysis_library-0.0.4-py3-none-any.whl.
File metadata
- Download URL: portfolio_analysis_library-0.0.4-py3-none-any.whl
- Upload date:
- Size: 3.7 kB
- Tags: Python 3
- Uploaded using Trusted Publishing? No
- Uploaded via: twine/3.6.0 importlib_metadata/4.8.2 pkginfo/1.8.1 requests/2.26.0 requests-toolbelt/0.9.1 tqdm/4.62.3 CPython/3.9.7
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 | dd7420e1975d57e56c03e8ecee2565b858ee40badb79ffb5362d70be4cb70bb9 |
|
| MD5 | 9c5c0c50ff95c029c805e40892b571a5 |
|
| BLAKE2b-256 | 76483cb0eb8e9e37f38d4e18d94161055cef4b6fe339c855eae1464c7d355d45 |
