Can you please help me with this project by tomorrow the 14th july Primary Objective: complete all the steps below and r
Posted: Thu Jul 14, 2022 2:18 pm
Can you please help me with this project by tomorrow the 14thjuly
Primary Objective: complete all the steps below and return therisk analysis of your seven (7) stock portfolio against theS&P500 (SPY), Russell 2000 (IWM), and the Dow Jones IndustrialAverage (DIA). Requirements: 1. Create a table showing constituent(stocks) risk analysis in the equal-weight portfolio analysis as ofthe current date. a. Column 1 – Ticker b. Column 2 – PortfolioWeight (equally weighted) c. Column 3 – Annualized Volatility(using trailing 3-months) d. Column 4 – Beta against SPY (usingtrailing 12-months) e. Column 5 – Beta against IWM (using trailing12-months) f. Column 6 – Beta against DIA (using trailing 12-monthsg. Column 7 – Average Weekly Drawdown (52-week Low minus 52-weekHigh) / 52-week High h. Column 8 – Maximum Weekly Drawdown (52-weekLow minus 52-week High) / 52-week High i. Column 9 – Total Return(using trailing 10-years) j. Column 10 – Annualized Total Return(using trailing 10-years) 2. Create a table showing Portfolio Riskagainst the three ETFs: a. Column 1 – ETF Ticker b. Column 2 –Correlation against ETF c. Column 3 – Covariance of Portfolioagainst ETF d. Column 4 – Tracking Errors (using trailing 10-years)e. Column 5 – Sharpe Ratio (using current risk-free rate) f. Column6 – Annualized Volatility (252 days) Spread (Portfolio Volatility –ETF Volatility) 3. Create a correlation matrix showing thecorrelations between the equal-weighted portfolio, 3 ETFs, and your7 stocks. 4. Output these two tables and the matrix into a PDFfile. You must submit both your Python code file and your PDFoutput file. Parting Thoughts: We will discuss many of the Pandasbuilt-in functions you’ll need to use to complete this project.However, you are still responsible for finding the formulas andmerging those into your code using Python or Pandas. You areencouraged to use the internet to find code snippets, but make sureto annotate where you found the code (# comment). I highlyrecommend diving into how to accomplish these with the Pandaslibrary
Primary Objective: complete all the steps below and return therisk analysis of your seven (7) stock portfolio against theS&P500 (SPY), Russell 2000 (IWM), and the Dow Jones IndustrialAverage (DIA). Requirements: 1. Create a table showing constituent(stocks) risk analysis in the equal-weight portfolio analysis as ofthe current date. a. Column 1 – Ticker b. Column 2 – PortfolioWeight (equally weighted) c. Column 3 – Annualized Volatility(using trailing 3-months) d. Column 4 – Beta against SPY (usingtrailing 12-months) e. Column 5 – Beta against IWM (using trailing12-months) f. Column 6 – Beta against DIA (using trailing 12-monthsg. Column 7 – Average Weekly Drawdown (52-week Low minus 52-weekHigh) / 52-week High h. Column 8 – Maximum Weekly Drawdown (52-weekLow minus 52-week High) / 52-week High i. Column 9 – Total Return(using trailing 10-years) j. Column 10 – Annualized Total Return(using trailing 10-years) 2. Create a table showing Portfolio Riskagainst the three ETFs: a. Column 1 – ETF Ticker b. Column 2 –Correlation against ETF c. Column 3 – Covariance of Portfolioagainst ETF d. Column 4 – Tracking Errors (using trailing 10-years)e. Column 5 – Sharpe Ratio (using current risk-free rate) f. Column6 – Annualized Volatility (252 days) Spread (Portfolio Volatility –ETF Volatility) 3. Create a correlation matrix showing thecorrelations between the equal-weighted portfolio, 3 ETFs, and your7 stocks. 4. Output these two tables and the matrix into a PDFfile. You must submit both your Python code file and your PDFoutput file. Parting Thoughts: We will discuss many of the Pandasbuilt-in functions you’ll need to use to complete this project.However, you are still responsible for finding the formulas andmerging those into your code using Python or Pandas. You areencouraged to use the internet to find code snippets, but make sureto annotate where you found the code (# comment). I highlyrecommend diving into how to accomplish these with the Pandaslibrary