DeLorean is an interactive web app that helps users analyse their investment portfolio. It can show past and predicted future returns for selected stocks along with risk analysis.
Open and run all cells in main.ipynb
- Start date
- End date
- Up to 5 tickers and their weights in the investment portfolio (must sum to 1)
- Historical cumulative returns of selected stocks, combined portfolio and the market (S&P500)
- Predicted future performance of the investment portfolio - Monte Carlo simulation
- Risk Analysis of selected stocks, including box plot, correlation heat map, and line plot of rolling standard deviation of each ticker's daily returns in a 21 days window
datetime, pytz, python-dotenv, alpaca-trade-api, panel, pandas, numpy, nodejs, hvPlot, flask, flask_wtf, wtforms
- Alpaca
- Yahoo Finance