In this project I am building a performance and riskattribution webapplication for private investors. To keep things simple the tool will only work for US equities as a start. Prototyping this version will be done using Alpha Vantage data.
two major user stories shall be considered!
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actual portfolio analysis Given a portofolio with actual weights and tickers Performance and Risk attribution shall be performed on a historical bases
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Analysing a user's trading strategy in retrospect Given a user's transaktions a complete performance and risk attribution shall be provided