This repository contains a simple portfolio management system written in Python. It allows users to calculate returns on investment for different stocks based on predicted returns and actual prices.

• portfolio.py: Contains the Portfolio class responsible for managing financial portfolios.
• stock.py: Contains the Stock class responsible for managing stocks in portfolios.
• main.py: Main script to execute portfolio calculations.
• README.md: This documentation file.

1. Ensure you have Python installed on your system.
2. Clone this repository to your local machine.
3. Install the required dependencies by running pip install pandas.
4. Modify main.py to provide appropriate file paths for prediction data and test data.
5. Define return_strategy in main.py.
6. Run main.py to execute the portfolio calculations.

The Portfolio class contains the following trading strategies:

• simple_return: Trade each stock individually based on the predicted return. Each stock has the same initial capital for investment. If predicted return > 0, buy or hold; if predicted return <= 0, sell.
• portfolio_simple_return: At time t, sell all stocks with negative predicted return, and use the gained capital to invest all the stocks with positive capital.
• long_short_return: Short the stocks with predicted negative return, STILL UNDER DEVELOPMENT.

• Zimeng Lyu
• Rohaan Nadeem