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….
Author: pallavy.com
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…