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A python program with the main aim of calculating various important values for a given portfolio (daily portfolio value, daily returns, sharpe ratio, annualized sharpe ratio), optimizing the portfolio over a given time period, and eventually predicting future data based on already collected data.

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About

A python program with the main aim of calculating various important values for a given portfolio (daily portfolio value, daily returns, sharpe ratio, annualized sharpe ratio), optimizing the portfolio over a given time period, and eventually predicting future data based on already collected data.

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2 stars

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1 watching

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