Ongoing project - in development
This tool attempts to craft a personalized portfolio with a focus on large-cap stocks, aligning with specified risk preferences.
The goal of the project:
Automatically generates a tailored portfolio focusing on large-cap stocks, suited to your risk profile (starting with either high or low risk).
Leverages volatility analysis, CAPM, Sharpe Ratio, and correlation matrices for informed stock selection.
Draws on principles from pairs trading to enhance portfolio construction and backtesting.
Next Steps: Including fundamental analysis in the steps of the portfolio generation process. Implementing sentiment analysis into the portfolio generation process.