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Little finance project pulling data with YahooFinance, with basic portfolio optimisation methods and some streamlit UI for fun.

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Portfolio Optimisation Project

Hello! Welcome to my Portfolio optimisation project. Currently only works for Oslo Stock Exchange but more european exchanges will be added. Consists for three primary pages: 1. Data Loading Page: Loads in data from selected marketes given desired time period 2. Metric filtering: From the market data, for every stock extract fundamental metrics such as PE, PB, Current Ratio and display with a couple of histograms 3. Model Page: Select the equities desired to be placed in your final portfolio. Then select the Portfolio optimisation model.

TODO:

  • Allow for multiple markets, not just OSBX
  • Optimisation of Sharpe ratios instead of mean-variance
  • Add individual stock analysis page i.e. Load in ticker and calculate whether it is undervalued or not according to certain metrics / fundamental stats - Growth, Earnings, Stability and Assets
  • Crypto Dashboard?

Portfolio Optimisation

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Little finance project pulling data with YahooFinance, with basic portfolio optimisation methods and some streamlit UI for fun.

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