petepetersen423/m4_challenge

evaluating four new investment options for inclusion in the client portfolios. Legendary fund and hedge-fund managers run all four selections

M4 Challenge Project

What inside?

A Jupyter notebook that contains your data preparation, analysis, and visualizations for key risk and return metrics. You should use text and comments to document your findings and answer the question prompts in the instructions. Specifically, this file should contain the following:

A single DataFrame imported from a CSV file that has a DateTimeIndex.

A risk analysis of the assets that the DataFrame contains vs. the S&P 500. This analysis should include risk-return metrics, including the daily returns, standard deviation, Sharpe ratio, and beta.

An evaluation of each asset that uses rolling statistics to track the risk-reward behavior over time.

For this Challenge assignment, you’ll import a CSV file and prepare your daily returns DataFrame for analysis. Then, you’ll do a quantitative analysis that includes the following:

Performance

Volatility

Risk

Risk-return profile

Portfolio diversification