Portfolio Construction
ABOUT
In portfolio , we often hear the phrase, "don’t put all your eggs in one basket". If such a basket fails to hold your eggs then you may end up losing all your money. Similarly, i f the invested funds are so concentrated in one investment asset and such investment fails, you will lose all your capital.
portfolio Construction in python consisting 50 stocks
portfolio stocks : "ADANIPORTS","ASIANPAINT","AXISBANK","BAJAJAUTO","BAJAJFINSV","BAJFINANCE","BHARTIARTL","BPCL,"BRITANNIA","CIPLA","COALINDIA","DIVISLAB","DRREDDY","EICHERMOT","GRASIM","HCLTECH","HDFC","HDFCBANK","HDFCLIFE","HEROMOTOCO","HINDALCO","HINDUNILVR","ICICIBANK","INDUSINDBK","INFY","IOC","ITC","JSWSTEEL","KOTAKBANK","LT","M&M","MARUTI","NESTLEIND","NTPC","ONGC","POWERGRID","RELIANCE","SBILIFE","SBIN","SHREECEM","SUNPHARMA","TATACONSUM","TATAMOTORS"TATASTEEL","TCS","TECHM","TITAN","ULTRACEMCO","UPL","WIPRO".
INDEX= NIFTY 50
rf = 0.06
time = 252
simulations = 1500
investment = 1000000
start_date = date(2017,1,1)
end_date = date(2019,12,31)
Comparison Between Random weighted Portfolio and BenchMark