Portfolio Optimization through Python
Session Number
Project ID: CMPS 16
Advisor(s)
Parth Shah; Cboe Global Markets
Discipline
Computer Science
Start Date
19-4-2023 9:35 AM
End Date
19-4-2023 9:50 AM
Abstract
Portfolio optimization is the process of gathering the stocks most likely to create a well-rounded portfolio with the most opportunity to generate greater returns for its shareholders. Programming languages such as python can be used to calculate the volatility of certain stocks in order to reach an optimal portfolio. Certain packages and data readers found in Python are utilized for this purpose and this project focuses on creating a program that can take any existing portfolio and output results of how to optimize that portfolio. By analyzing several different aspects of the stock market, including volatility, we can determine optimal portfolios that take a variety of stocks into consideration when deciding how to optimize any portfolio.
Portfolio Optimization through Python
Portfolio optimization is the process of gathering the stocks most likely to create a well-rounded portfolio with the most opportunity to generate greater returns for its shareholders. Programming languages such as python can be used to calculate the volatility of certain stocks in order to reach an optimal portfolio. Certain packages and data readers found in Python are utilized for this purpose and this project focuses on creating a program that can take any existing portfolio and output results of how to optimize that portfolio. By analyzing several different aspects of the stock market, including volatility, we can determine optimal portfolios that take a variety of stocks into consideration when deciding how to optimize any portfolio.