Portfolio_Analysis

This is the very first step of learning how to analysis a stock or a portfolio. Soure of Data: http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html

edhec_risk_kit.py : You can find all the definition of function i used to generate data here

Name		Name	Last commit message	Last commit date
Latest commit History 14 Commits
data		data
CPPI and Drawdown Constraints.ipynb		CPPI and Drawdown Constraints.ipynb
Deviation from Normality.ipynb		Deviation from Normality.ipynb
EW_and_GMV_on_efficientFrontier.ipynb		EW_and_GMV_on_efficientFrontier.ipynb
Efficient Frontier.ipynb		Efficient Frontier.ipynb
Interactive Plotting and Monte Carlo simulations of CPPI.ipynb		Interactive Plotting and Monte Carlo simulations of CPPI.ipynb
Limit_of_Diversification.ipynb		Limit_of_Diversification.ipynb
Max_Sharpe_Ratio(MSR_Portfolio).ipynb		Max_Sharpe_Ratio(MSR_Portfolio).ipynb
N_Asset_Efficient_Frontier.ipynb		N_Asset_Efficient_Frontier.ipynb
README.md		README.md
Random Walk Generation.ipynb		Random Walk Generation.ipynb
Risk_Adjusted_Returns AND Drawdown.ipynb		Risk_Adjusted_Returns AND Drawdown.ipynb
SemiDeviation.ipynb		SemiDeviation.ipynb
edhec_risk_kit.py		edhec_risk_kit.py

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