Portfolio Manager Optimizer and Visualizer

A Python-based tool for portfolio management, optimization, and visualization that helps investors analyze and optimize their investment portfolios.

Features

Portfolio Management

• Create and manage portfolios with multiple assets
• Add or remove assets dynamically
• Download historical price data using Yahoo Finance
• Calculate daily returns and portfolio performance metrics
• Clean and preprocess financial data

Portfolio Optimization

• Optimize portfolio weights using Modern Portfolio Theory
• Maximize Sharpe ratio for optimal risk-adjusted returns
• Support for custom weight constraints
• Automatic rebalancing capabilities

Performance Analysis

• Calculate key performance metrics:
  • Cumulative returns
  • Annualized returns
  • Volatility
  • Sharpe ratio
  • Maximum drawdown
• Generate correlation matrices
• Rolling correlation analysis

Visualization

• Interactive portfolio performance visualizations:
  • Cumulative return plots
  • Correlation heatmaps
  • Rolling volatility charts
  • Drawdown curves
  • Individual asset performance comparison
• Customizable visualization parameters

Installation

1. Clone the repository:

git clone https://github.com/yourusername/Portfolio-Manager-Optimizer-and-Visualizer.git
cd Portfolio-Manager-Optimizer-and-Visualizer

2. Install the required dependencies:

pip install -r requirements.txt

Usage

Basic Portfolio Creation and Analysis

from Portfolio.portfolio import Portfolio
from Visualizer.Visualizer import PortfolioVisualization

# Create a portfolio with initial assets
portfolio = Portfolio(['AAPL', 'GOOG', 'MSFT'])

# Download and clean data
portfolio.get_data(period='5y')
portfolio.clean_data()

# Calculate returns
portfolio.calculate_return()

# View performance metrics
print(portfolio.performance())

# Create visualizations
visualizer = PortfolioVisualization(portfolio)
visualizer.visualize_portfolio_performance()

Portfolio Optimization

# Optimize portfolio weights
portfolio.optimize()

# View updated weights
print(portfolio.weights)

Project Structure

Portfolio-Manager-Optimizer-and-Visualizer/
├── Portfolio/
│   ├── portfolio.py    # Core portfolio management functionality
│   └── utils.py        # Utility functions
├── Visualizer/
│   └── Visualizer.py   # Visualization capabilities
├── main.ipynb          # Example usage and testing
└── README.md

Dependencies

• yfinance: Yahoo Finance data download
• numpy: Numerical computations
• pandas: Data manipulation
• scipy: Optimization algorithms
• matplotlib: Basic plotting
• seaborn: Advanced visualizations
• tabulate: Pretty printing of tables

Contributing

Contributions are welcome! Please feel free to submit a Pull Request.

License

This project is licensed under the Apache License - see the LICENSE file for details.