So, workflow that I have implemented is quite nested. I am just thinking from where could I start. I have given essentials for understanding this code flow in my previous posts. This post talks about implementing the same in python….
Portfolio management and backtesting are closely linked in the context of financial trading and investment strategies. When you conduct backtesting, you’re typically evaluating how a particular trading strategy or set of strategies would have performed historically. The results of backtesting…
The image you’ve provided contains two visualizations: 1. Heatmap of Risk Factor Metrics (on the left): 2. Unified Risk Factor Visualization (on the right): Index-wise Analysis: S&P 500 (^GSPC): NASDAQ (^IXIC): Dow Jones (^DJI): Summary: This analysis suggests that the…
Here are the index-wise observations based on the visualizations provided: 1. Index: ^GSPC (S&P 500) 2. Index: ^IXIC (NASDAQ) 3. Index: ^DJI (Dow Jones Industrial Average) Summary of Index-Wise Impact:
From the heatmap you provided, we can make the following detailed observations: The code provided simulates how these indices might impact a portfolio by calculating various metrics (e.g., VaR, sensitivity, stress tests) to understand and quantify the risk. 1. Risk…
What’s Risk Exposure Analysis in the first place? You have a portfolio investment. The process of identifying, assessing, and understanding the various risks that you portfolio, investment could come across is called risk exposure analysis. Today I implemented Risk Exposure…
Do you see the logs? Do you like seeing it like this? No right? Who dont like clean logs. I do. But this was the original flow which was causing the problem. I have a scheduler which runs kafka producer…
So, I observed the UI was talking around 2 minutes to load. I was wondering why? Then I found there are couple of CPU bound tasks involving complex calculations in the code like evaluate_investment for long term decisions and making…
So, there are basically two approches. Market Growth Approach This approach focuses on broader market trends and economic indicators. It’s ideal for a passive investment strategy where you aim to track or slightly outperform the market. Financial Parameters Approach This…
Now that consumer is working I thought why not implement the trading decision algorithm today itself. This work involved dataframe hence too much mathematical. Below are the steps I took Step 1: Fetch Historical Data from the Database First, ensure…