Navigating Market Volatility with Advanced Techniques in Equity Portfolio Optimization
摘要
Equity portfolio optimizer is tool which helps us to manage our portfolio by minimizing the risk which we encounter in the day to day market and maximizing the returns with respect to risk i.e., the risk to reward ratio. This project was developed using HTML, CSS, JAVASCRIPT for its frontend and python for its backend. Additionally, we use yahoo finance python Library to fetch live market data and historical data for the necessary calculations. This project mostly uses mathematics to produce the output. This first page is developed to enter the number of stocks which we are desired to invest in and also to enter the Ticker names of the respective stocks. The second page is the output page which we can see the weights in the form of percentages for each stock, the expected annualized returns and the annualized volatility or risk of the stock and the Efficiency frontier which will be plotted on a graph to visually understand the process of calculation in the backend of this project. The weights of the stocks are given in percentage, If we add all the weights of the respective stocks we will end up with 100%. The project also aims to minimize the complexity for analyzing the stocks by comparing the returns and risks by using the historical data of the stock price.