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A class for quantitative portfolio metrics

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PyQuant

A class for quantitative portfolio metrics

Usage:

  • First instantiate a portfolio with a list of tickers, weights for each ticker, a start date, an end date, and the value of the portfolio.

    tech = Portfolio(['AAPL','GILD','MSFT','KO'],[.25,.25,.25,.25],'2010-01-01','2015-12-01',100000)

  • Then you can use the instantiated portfolio and call the above methods, for example you can access the cumulative returns of the portfolio and the Sharpe Ratio as follows:

    x = tech.cumulative_returns()

    print x

    sharpe = tech.Sharpe_Ratio()

    print sharpe

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A class for quantitative portfolio metrics

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