A Jupyter notebook with quantitative analysis of four portfolio funds. The analysis focuses on four key risk-management metrics: the daily returns, standard deviations, Sharpe ratios, and betas.
The data set can be found in the Resources
folder:
- whale_navs.csv - contains net assest value (NAV) pricing from four whale investors and the S&P 500 index
- python 3.7.10
- jupyterlab 3.0.14
- pandas 1.2.4
- matplotlib 3.3.4
GNU GPLv3