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Working with Python, Pandas and CSVs to perform portfolio analysis.

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Pandas

Prepared By: Aaron Galloway

Overview:

Used CSV data and Pandas Dataframes to determine:

  • The annualized standard deviation (252 trading days) for all portfolios.
  • The plotted rolling standard deviation using a 21 trading day window for all portfolios.
  • The calculated annualized Sharpe Ratios and the accompanying bar plot visualization.
  • A correlation table.

In addition a custom portfolio was created and added to the DataFrame and compared with the other portfolios in the Dataframe

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Working with Python, Pandas and CSVs to perform portfolio analysis.

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