Inspiration
I was inspired by my interest in finance and quant analysis in the financial industry to build something genuinely useful in the day to day of a quant or financial analyst.
What it does
A model of portfolio risk based of thousands of simulations using historical data and VaR to measure level of confidence.
How we built it
Used python libraries like pandas, yfinance, matlibs, and numpy, to; pull, store, analyze, and chart the data. As well as take in user input to adjust the portfolio and weights to user prefrence.
Challenges we ran into
One serious bug I ran into at first was with the math where the starting price of every simulation was accidentally squared. Everything that used that number was complete garbage and the probability of loss was always above 100% :(
Accomplishments that we're proud of
Putting together a running working program with a functional user interface that is similar to the kind of programming used in my field of interest. All with an 8-hour starbucks shift in-between. Came here last night at 9:30pm overly caffeinated, yet still somehow indescribably tired, and put in another 3 hours of work.
What we learned
Hard work pays off.
Built With
- numpy
- pandas
- python
- visual-studio
- y-finance
Log in or sign up for Devpost to join the conversation.