Matching Items (1)
Filtering by

Clear all filters

Investing With Python: Rule-Based Stock Portfolio Management

Description
My creative project is a Python program designed to simulate a $100,000 stock portfolio using real data about the stock market. It runs continuously on my computer and executes the main body of the code once per day at 11:00 am AZ time. It will pull prices from the internet…

My creative project is a Python program designed to simulate a $100,000 stock portfolio using real data about the stock market. It runs continuously on my computer and executes the main body of the code once per day at 11:00 am AZ time. It will pull prices from the internet for all stocks in the S&P 500 between 07/01/2023 and now. Each day, the program outputs two .csv files showing the makeup of the portfolio and an aggregated list of all transactions that have taken place. The financial decisions are made using Modern Portfolio Theory and the Efficient Frontier model, balancing risk and maximizing the Sharpe ratio to create the most mathematically optimal portfolio. There is a lot of documentation available to users to show the process of the code through daily executions, how to install required packages, and ultimately how to use the program. It was designed as a simulation for this project but has the potential to be expanded beyond its current bounds and eventually become a legitimate algorithm trading bot.
ContributorsAmazeen, Andrew (Author) / Sopha, Matt (Thesis director) / Pruitt, Seth (Committee member) / Barrett, The Honors College (Contributor) / School of Accountancy (Contributor) / Department of Information Systems (Contributor)
Created2024-05