Metadata-Version: 2.1
Name: portfoliofinder
Version: 0.2.2
Summary: Tool to help find an optimal portfolio allocation
Home-page: https://github.com/asteffey/portfolio-finder
Author: Andrew Steffey
Author-email: asteffey@gmail.com
License: MIT
Description: # Porfolio Finder
        
        [![PyPI version fury.io](https://badge.fury.io/py/portfoliofinder.svg)](https://pypi.python.org/pypi/portfoliofinder/)
        [![PyPI pyversions](https://img.shields.io/pypi/pyversions/portfoliofinder.svg)](https://pypi.python.org/pypi/portfoliofinder/)
        [![Build Status](https://travis-ci.org/asteffey/portfolio-finder.svg?branch=master)](https://travis-ci.org/asteffey/portfolio-finder)
        [![Documentation Status](https://readthedocs.org/projects/portfolio-finder/badge/?version=latest)](https://portfolio-finder.readthedocs.io/en/latest/?badge=latest)
        
        A Python library, based primarily around [pandas](https://pandas.pydata.org/docs/index.html), 
        to identify an optimal portfolio allocation through back-testing.
        
        [API Documentation](https://portfolio-finder.readthedocs.io/en/latest/) is available on Read the Docs.
        
        ## Example Usage
        
        Each of these examples make use of [data.csv](https://github.com/asteffey/portfolio-finder/blob/master/data.csv) which provides returns for a 
        handful of funds over 1970-2019.
        
        ### Find best portfolio allocation to minimize the required timeframe to achieve a target value
        ```python
        from portfoliofinder import Allocations
        
        Allocations(0.05, ['USA_TSM', 'WLDx_TSM', 'USA_INT', 'EM'])\
            .filter('USA_TSM>=0.6 & WLDx_TSM<=0.2 & USA_INT>=0.3')\
            .with_returns(csv="data.csv")\
            .with_regular_contributions(100000, 10000)\
            .get_backtested_timeframes(target_value=1000000)\
            .get_statistics(['min', 'max', 'mean', 'std'])\
            .filter_by_min_of('max')\
            .filter_by_max_of('min')\
            .get_allocation_which_min_statistic('std')
        ```
        
        **Output**
        ```text
        Statistic
        min     14.000000
        max     22.000000
        mean    16.965517
        std      2.809204
        Name: Allocation(USA_TSM=0.65, WLDx_TSM=0.0, USA_INT=0.3, EM=0.05), dtype: float64
        ```
        
        ### Find best portfolio allocation to maximize value with minimal risk over a fixed timeframe
        ```python
        from portfoliofinder import Allocations
        
        Allocations(0.05, ['USA_TSM', 'WLDx_TSM', 'USA_INT', 'EM'])\
            .filter('USA_TSM>=0.6 & WLDx_TSM<=0.2 & USA_INT>=0.3')\
            .with_returns(csv="data.csv")\
            .with_regular_contributions(100000, 10000)\
            .get_backtested_values(timeframe=10)\
            .get_statistics(['mean', 'std'])\
            .filter_by_gte_percentile_of(90, 'mean')\
            .get_allocation_which_min_statistic('std')
        ```
        
        **Output**
        ```text
        Statistic
        mean    446560.590088
        std     117448.007302
        Name: Allocation(USA_TSM=0.6, WLDx_TSM=0.0, USA_INT=0.3, EM=0.1), dtype: float64
        ```
        
        ### Graph statistics from multiple portfolio allocations to visualize their efficient frontier
        
        ```python
        from portfoliofinder import Allocations
        
        Allocations(0.05, ['USA_TSM', 'WLDx_TSM', 'USA_INT', 'EM'])\
            .filter('USA_TSM>=0.2 & USA_INT>=0.2')\
            .with_returns(csv="data.csv")\
            .with_regular_contributions(100000, 10000)\
            .get_backtested_values(timeframe=10)\
            .get_statistics()\
            .graph('std', 'mean')
        ```
        
        **Output**
        
        ![efficient_frontier](https://user-images.githubusercontent.com/23619800/84746213-a4484e00-af83-11ea-9ee6-da2d6330a4b9.png)
        
        
Platform: UNKNOWN
Classifier: Development Status :: 4 - Beta
Classifier: Intended Audience :: Developers
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3.7
Classifier: Programming Language :: Python :: 3.8
Description-Content-Type: text/markdown
