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Analyze a personal portfolio of stock's past performance and forecast future performance to optimize daily positional adjustments to create a 20% monthly return

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JMB Portfolio

Stocks Phot

JMB portfolio is the personal portfolio of a retail trader. The function of this collaborative project is to analyze each individual stock's past performance and forecast future performance to optimize daily positional adjustments. The goal of the project is to create a 20 percent monthly return that will be withdrawn and used as personal income.

The portfolio will maintain $100,000 USD diversified between 5 stocks which include Amazon (AMZN), FB (FACEBOOK), NVidia (NVDA), Walmart (WMT) and Goldman Sachs (GS). The project is written on a Jupyter lab notebook using Python, Pandas, and Pyviz. Historical data for stocks reach back 1 year and forecast predictions are calculated for 1 month forward.

Metrics being analyzed include:

  • Daily closing prices
  • Daily returns
  • covariance against the S&P 500
  • Volatility
  • Correlation
  • Standard deviation
  • Beta
  • Simple Moving Average
  • Exponentially Weighted Moving Average
  • Rolling statistics
  • Sharpe Ratio

Software needed to run this project include Python, Anaconda/ Pandas, Jupyter Lab, Pyviz. Installation instructions for these programs can be found in the following links.

How to Use the Project:

You will need an Alpaca_trade_api

Collaborators for this project include:

  • github.com/seane13
  • github.com/JosinaB
  • github.com/fsalomon496
  • github.com/Maurolp15

Other Resources and contributors include:
UM fintech

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Analyze a personal portfolio of stock's past performance and forecast future performance to optimize daily positional adjustments to create a 20% monthly return

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