[Python Code] What's the BEST Way to BOOST Your Portfolio with Python
Ready to supercharge your portfolio and beat the Nifty 50? I reveal how I optimize my capital allocations to stock and trading strategies using Python with higher Sharpe ratio. I compared equal-weighted vs. mathematically optimized portfolios on top 10 stocks of Nifty 50
What you'll learn:
- Step-by-step Python code for downloading data from Yahoo Finance (yfinance) and optimizing with Risk Folio-Lib.
- Why adjusted close prices matter for accurate backtesting.
- Integrating factors like SMB, HML, and WML from India Factor Library.
- Performance metrics: CAGR, volatility, and Sharpe ratio explained.
- How to apply this to your portfolio for better risk-adjusted returns.
Full Youtube Video
Python code used in the video
you can download the code below