Vlady Yakovenko Polyterative
Polyterative
/ Portfolio Optimization and Analysis.py
Last active
May 12, 2023 21:31
Portfolio Optimization & Analysis: Python script using historical data to optimize ETF portfolio allocation. Evaluate returns, risk, and Sharpe ratio. Personalize inputs for custom analysis.
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| import numpy as np | |
| import pandas as pd | |
| import yfinance as yf | |
| etfs = ['SWDA.MI', 'AGGH.MI', 'VECP.MI', 'VGEA.MI', 'RENW.MI', 'EIMI.MI', 'DRVE.MI'] | |
| portfolio_amounts = [58.91, 3.74, 12.58, 12.01, 2.89, 7.21, 2.71] | |
| annual_fees = [0.20, 0.10, 0.09, 0.07, 0.49, 0.18, 0.10] | |
| risk_free_rate = 0.02 | |
| total_investment = sum(portfolio_amounts) |
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