Cluster_Portfolio_Analysis

This project examines a 35 stock varying weight portfolio loosely based on a colleague's portfolio with similar composition.

OpenBB SDK - quick & easy access to stock data on all components of the portfolio. Further "deep dive" into certain metrics fo the portfolio was also achieved through application of just a few of the hundreds of available functions.
- https://docs.openbb.co/
Riskfolio-Lib - portfolio optimization library that was used to explore how the components of the portfolio "interacted" via correlation & clustering analysis
- https://riskfolio-lib.readthedocs.io/

This project was an excellent case used to explore two very powerful analysis tool kits; OpenBB SDK & Riskfolio-Lib
Through use of the OpenBB SDK stock data of portfolio components was quickly and easily obtained ready for further analysis.
The use of Riskfolio-lib allow for the examination of correlation and interaction of portfolio components. A minimum spanning tree analysis and asset cluster map gave excellent insight to the interactions of the stocks in the portfolio.
The OpenBB SDK allowed for the analysis to dive deep into the components of the portfolio and start to examine multiple valuation and performance metrics.

At this point in the project, the analysis could take a number of different directions depending on the end user/client objectives. Some possible avenues to explore are:
- Portfolio rebalancing/reduction based on cluster analysis
- Portfolio optimization around risk parameters (Sharpe optimization, risk parity ...)
- Predictive analytics utilizing current data frames of performance and valuation data.
- Portfolio hedging