{"id":26016657,"url":"https://github.com/boyac/pyfolio","last_synced_at":"2025-03-06T04:33:25.459Z","repository":{"id":95592363,"uuid":"146293536","full_name":"boyac/pyFolio","owner":"boyac","description":"Performance attribution analysis, value investment, original investment ideas, alpha seeking","archived":false,"fork":false,"pushed_at":"2025-03-05T14:53:14.000Z","size":3774,"stargazers_count":17,"open_issues_count":1,"forks_count":5,"subscribers_count":4,"default_branch":"master","last_synced_at":"2025-03-05T15:31:18.569Z","etag":null,"topics":["benchmark","equity","equity-markets","investment","portfolio-analysis","portfolio-management"],"latest_commit_sha":null,"homepage":"","language":"Jupyter Notebook","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"other","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/boyac.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2018-08-27T12:19:46.000Z","updated_at":"2025-03-05T14:53:18.000Z","dependencies_parsed_at":"2025-02-23T11:25:24.501Z","dependency_job_id":"b7e6e4da-fadf-4d7c-a2e4-e183a161a581","html_url":"https://github.com/boyac/pyFolio","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/boyac%2FpyFolio","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/boyac%2FpyFolio/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/boyac%2FpyFolio/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/boyac%2FpyFolio/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/boyac","download_url":"https://codeload.github.com/boyac/pyFolio/tar.gz/refs/heads/master","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":242150723,"owners_count":20080003,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["benchmark","equity","equity-markets","investment","portfolio-analysis","portfolio-management"],"created_at":"2025-03-06T04:32:00.790Z","updated_at":"2025-03-06T04:33:25.454Z","avatar_url":"https://github.com/boyac.png","language":"Jupyter Notebook","funding_links":[],"categories":[],"sub_categories":[],"readme":"# pyFolio\n## Content\n- use python 2.7\n- attribution analysis of excess returns\n- portfolio construction\n## Your Support\n- You can contribute to the project by reporting bugs, suggesting enhancements, exchanging portfolio management experiences or\nyou can make a donation to this project:\n\n***\n### StrBeta\n![alt tag](image/ec.png)\n![enhanced](image/ec02.png)\n\n\n### Str01\n- CAGR(annualized return): approx. 25%\n- MDD: approx. -12%\n- Sharpe Ratio: \u003e1.5-1.8\n\n** returns should be higher/lower since some days are missing from the data\n\n| DATE | MSCI World | Port_01 | Port_02 |\n| --- | --- | --- | --- |\n| TOTAL RETURN | 3.16% | 6.60% | 5.75% |\n| EXCESS RETURN | n/a | 3.44% | 2.59% |\n| # OF HOLDINGS | 1,632 | \u003c100 | \u003c100 |\n| 20190320 | 0% | 1.29% | 1.29% |\n| 20190321 | 0.75% | 0.90% | 0.90% |\n| 20190325 | -1.56% | -1.98% | -1.05% |\n| 20190326 | -0.37% | -0.07% | 0.10% |\n| 20190327 | 0.75% | 0.09% | 0.53% |\n| 20190329 | 0.06% | 0.02% | 0.06% |\n| 20190401 | 0.60% | 0.62% | 0.76% | \n| 20190409 | 1.14% | 1.38% | 0.63% | \n| 20190415 | 0.55% | 0.57% | 0.43% | \n| 20190416 | 0.08% | 0.22% | 0.32% | \n| 20190417 | 0.09% | 0.03% | -0.35% | \n| 20190423 | 0.06% | 0.75% | 0.23% | \n| 20190429 | 0.39% | 1.05% | 0.58% | \n| 20190503 | -0.41% | -0.41% | -0.27% | \n| 20190513 | 0.33% | 0.11% | 0.61% | \n| 20190516 | 0.55% | 2.03% | 1.01% | \n\n\n### Sectors(ciphered)\nB41211\nB4129\nB41225\nB41221\nB41222\nB41216\nB4123\n### Holdings(ciphered)\nA455\nD2111\n4\nA11612\nA319620\nB2\nB1\nB11416\nA31313\nA132614\nH4\nA334\nA01410\nA665\nB1148\nA67\nA115\nA6516\nF2\nG15157\nG1515712\n\n***\n\n### Stra02\n- Compound Return 2009-2017 / Index High Dividend Growth\n\n| YEAR | TOP TEN | TOPIX | ALPHA | WINNER |\n| --- | --- | --- | --- | --- |\n| 2009-2010 | n/a | n/a | n/a | n/a |\n| 2010-2011 | -6.17% | -9.83% | 3.66% | Top Ten |\n| 2011-2012 | 15.03% | 1.37% | 13.66% | Top Ten |\n| 2012-2013 | 17.46% | 23.66% | -6.20% | TOPIX |\n| 2013-2014 | 15.67% | 2.58% | -6.91% | TOPIX |\n| 2014-2015 | 37.19% | 30.54% | 6.65% | Top Ten |\n| 2015-2016 | -3.68% | -10.07% | 6.39% | Top Ten |\n| 2016-2017 | 33.39% | 18.80% | 14.59% | Top Ten |\n| 2017-2018 | 34.93% | 15.33% | 19.60% | Top Ten |\n|  |  |  |  |  |\n| 2010-2015 | 86.71% | 74.09% | 12.62% | Top Ten |\n| 2011-2016 | 91.88% | 73.38% | 18.50% | Top Ten |\n| 2012-2017 | 117.73% | 95.86% | 21.87% | Top Ten |\n|  |  |  |  |  |\n| 2009-2017 | 212.92% | 103.61% | 109.31% | Top Ten |\n\n***\n\n\n### Analyst Journey from 2017-\n-\tPerformed fundamental analysis of Emerging (EM) and Developed (DM) markets, focusing on utilities, energy sectors, indices, and multi-assets. Through a combination of top-down and bottom-up research, I identified an undervalued electricity stock, recommending an overweight position compared to the benchmark. The stock surged by over 391% in two months (initiated January 16, 2019), with a dramatic price movement from $0.96 to $25, reflecting the high-risk environment due to the company’s bankruptcy proceedings and wildfire-related liabilities. However, while research is one thing, having the conviction to act on that insight is another. Investing is inherently complex, and luck can play a role in such volatility. Keywords: Chapter 11, Chapter 7, list of fires history.\n  \n![alt tag](image/alpha01.jpeg)\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fboyac%2Fpyfolio","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fboyac%2Fpyfolio","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fboyac%2Fpyfolio/lists"}