Optimal Portfolio Allocation Website -- 2
Budget: $750 – $1,500 USD
Currently working on a project involving optimal portfolio allocation.
Aim:
1. Current optimization occurs for a portfolio with the highest historical Sharpe ratio. I would like to improve this with a more accurate, credible method used in the industry, to determine the best portfolio for a given quarter.
2. Specific script to be worked on: https://github.com/vrsb99/FYP/blob/master/backend/optimize.py
The statistics function is the primary function used to calculate the current sharpe ratio. Presently, the matrix multiplication is between the daily log return and the possible weight of the assets that are being optimized with the use of scipy.optimize under the optimize_portfolio function.
A prototype is currently available here:
https://vrsbfyp-b32bd1c6076b.herokuapp.com/
Assets to include in the portfolio:
- Stocks
Target audience:
- General public
Level of interactivity:
- Basic (Display Information)
Skills and experience required for the job:
- Strong web development skills
- Experience in creating informative websites
- Knowledge of stock market and portfolio allocation
- Ability to design user-friendly interfaces
- Attention to detail and ability to ensure accurate information display
Aim:
1. Current optimization occurs for a portfolio with the highest historical Sharpe ratio. I would like to improve this with a more accurate, credible method used in the industry, to determine the best portfolio for a given quarter.
2. Specific script to be worked on: https://github.com/vrsb99/FYP/blob/master/backend/optimize.py
The statistics function is the primary function used to calculate the current sharpe ratio. Presently, the matrix multiplication is between the daily log return and the possible weight of the assets that are being optimized with the use of scipy.optimize under the optimize_portfolio function.
A prototype is currently available here:
https://vrsbfyp-b32bd1c6076b.herokuapp.com/
Assets to include in the portfolio:
- Stocks
Target audience:
- General public
Level of interactivity:
- Basic (Display Information)
Skills and experience required for the job:
- Strong web development skills
- Experience in creating informative websites
- Knowledge of stock market and portfolio allocation
- Ability to design user-friendly interfaces
- Attention to detail and ability to ensure accurate information display