investment-portfolio-analyzer

What problem does it solve?

An in-depth, repeatable workflow for analyzing, monitoring, and optimizing investment portfolios using a comprehensive set of performance and risk metrics.

Core Features & Use Cases

• Performance Analysis: measure total returns, benchmarking, attribution, rolling returns, and risk-adjusted metrics.
• Risk Assessment & Management: volatility, beta, VaR, CVaR, Sharpe, Sortino, drawdown, and omega metrics for informed risk decisions.
• Portfolio Optimization: apply Modern Portfolio Theory, efficient frontier, Monte Carlo simulations, backtesting, and Black-Litterman approaches to construct robust allocations.
• Use Case: Regular health checks, due diligence on new investments, and client reporting for better investment decisions.

Quick Start

Provide a CSV with historical data named portfolio_data.csv and a portfolio.json defining assets, then run the analysis script to generate a Markdown report.