GUI investment portfolio management application.
- Automatically downloads historical prices for selected securities from Yahoo Finance.
- Calculates security monthly/annualized risk (st. dev) and return.
- Calculates security beta to assess its risk compared to the market benchmark.
- Displays graphical visualization of security historical data and returns.
- Calculates portfolio’s annualized risk, return, and beta based on its asset allocation.
- Calculates covariances of security historical returns in order to compute portfolio variance.
- Allows user to load and save portfolio’s asset allocation (security weights).
- Uses Gurobi optimizer to generate a graphical efficient frontier of optimal portfolios.
- nasdaq trader for the list of available securities (csvs are stored in SecurityUniverse)
- JFreeChart for graphing
- Python script I wrote for downloading the securities using the yFinance package located in scripts