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Portfolio Analysis in Python - Risk and Performance

Tech

In this video we learn how to do professional Portfolio analysis in Python with PyFolio. We learn how to easily create a tear sheet and analyze risk and performance. ◾◾◾◾◾◾◾◾◾◾◾◾◾◾◾◾◾ 📚 Programming Books & Merch 📚 🐍 The Python Bible Book: https://www.neuralnine.com/books/ 💻 The Algorithm Bible Book: https://www.neuralnine.com/books/ 👕 Programming Merch: https://www.neuralnine.com/shop 💼 Services 💼 💻 Freelancing & Tutoring: https://www.neuralnine.com/services 🖥️ Setup & Gear 🖥️: https://neuralnine.com/extras/ 🌐 Social Media & Contact 🌐 📱 Website: https://www.neuralnine.com/ 📷 Instagram: https://www.instagram.com/neuralnine 🐦 Twitter: https://twitter.com/neuralnine 🤵 LinkedIn: https://www.linkedin.com/company/neuralnine/ 📁 GitHub: https://github.com/NeuralNine 🎙 Discord: https://discord.gg/JU4xr8U3dm Timestamps: (0:00) Intro (0:29) Environment Setup (3:22) Calculating Returns (10:30) Performance Metrics (21:25) Analysis Charts (26:52) Multiple Assets in Portfolio (32:00) Outro

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Comments 15

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micheal_santiago
micheal_santiago 3 months, 4 weeks ago

That sharpe ratio, the efficient frontier, the Single Index Model, maximizing utility subject to risk aversion , underrated.

H
hans-heinrich.segebahn 4 months, 3 weeks ago

why is the output from 1999 when we have specified the live_start_date, kindly comment

C
courtneyatlas82 4 months, 3 weeks ago

there is no variable called bench_ret in the lines previous to......pf.create_returns_tear_sheet(returns,live_start_date = "2020-01-01",bench_rets = bench_returns)

G
graciela_morales 5 months ago

great video, but could not find the repo... help 🙂

J
joe_hammond 5 months ago

Thx_.

K
kristopherhart294 5 months ago

Are you using LInux if linux what distro and pc or laptop specs.

L
lisaswift313 5 months ago

This channel teaches the worlds on "how to practice swimming", rather than just simply "teaches how to learn swimming"! Greetings from Jakarta-Indonesia.

R
rebecca_anderson 5 months ago

Excellent class!!! Me inscrebi!

V
victoire.lucas 5 months, 1 week ago

very interesting, thanks

E
enzogabriel_pacheco 5 months, 1 week ago

Love this channel. You have no idea how much you have taught me. Your videos have been key in my programming journey. Thank you!

C
christine_ferrand 5 months, 1 week ago

This seems like something that it would be easier and better to have AI do, than to write new code to reinvent the LLM/MCP wheel

R
robert_richardson 5 months, 1 week ago

This channel just keeps getting better and better

E
elaine_fry 5 months, 1 week ago

Thanks for including the environment setup! This would have saved me so much time when I started! 👍

B
brittany.gutierrez 5 months, 1 week ago

I love it ❤

J
joão.costa 5 months, 1 week ago

1 second ago is crazy