This project is to create a class in python which takes care of all your portfolio planning needs. The class currently only support the Singapore stock market but the plan is to expand this to other markets such as the US and Hong Kong as well.
The main class is in the pyportfolio.py file and has the functionalities to
- Find the minimum variance portfolio.
- Find the optimal portfolio (portfolio with the highest variance)
- Perform monte-carlo simulation by sampling portfolios at random weights
The sample usage could be found in the notebook.
This is still an on-going project so please contact me if you would like to contribute!