Generates a high-growth portfolio for financially ambitious investors
Aspen Algorithm is a quantitative portfolio allocation algorithm that creates a optimized high-growth portfolio to achieve a high level of expected return in the stock market.
The algorithm is based on statistical analysis of stock data collected from yfinance and evaluates such data to produce an optimal portfolio allocation for growth.
This algorithm is primarily designed for financially ambitious clients.
The objective of Aspen Algorithm is to provide an opportunity for ambitious investors to achieve a quantitively generated portfolio allocation that can maximize their returns.
The core functionality of the algorithm analyzes market cap, standard deviation, and expected return to evaluate the profitability of each individual stock in a list of given stock tickers.
The optimization is done through analysis of the Sharpe Ratio, which indicates the relative volatility. Together with analysis of convariance, it results in a quantitative portfolio allocation that provides investors with the highest level of return.
This optimization algorithm has shown success in the real world, as it outperformed the S&P 500 by around 50% in a 4-week testing period during January 2022.
Aspen Algorithm has been in development since December 2021, with new features and iterations currently in progress.
Aspen Algorithm is built with the Python language and uses various Python libraries to optimize its functionality.
Libraries Used: Yahoo Finance, Pandas, Numpy, Matplotlib, Concurrent
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