| import yfinance | |
| stocks = ['ARM', 'META', 'SPY', 'TSLA'] | |
| data = yfinance.download(stocks, | |
| '2024-04-01', | |
| '2024-05-09')['Close'] | |
| returns = data.pct_change() | |
| returns.head() | |
| returns = returns.dropna() | |
| returns.head() | |
| average_daily_returns = returns.mean() | |
| print(average_daily_returns) | |
| standard_deviation_daily_returns = returns.std() | |
| print(standard_deviation_daily_returns) | |
| import numpy | |
| weights = numpy.array([0.25, 0.25, 0.25, 0.25]) | |
| covariance_matrix = (returns.cov())*250 | |
| expected_portfolio_performace = numpy.sum(average_daily_returns * weights) | |
| print(expected_portfolio_performance) | |
| returns['Portfolio Returns'] = returns.dot(weights) | |
| returns.head() | |
| daily_cumulative_returns = (1+returns).cumprod() | |
| print(daily_cumulative_returns) | |
| daily_cumulative_returns.tail() | |