#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]
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