DATA 515 Project - Asset allocation 
Background
- Predicting returns on investment portfolios is uncertain
- Investors want to understand risk-reward tradeoff
- Different quantitative measures of risk and return may yield different investment decisions
Goal
- Help investors understand how the numbers that drive their decisions are sensitive to their measures of risk and return and assumptions about how the past predicts the future
Data used
- U.S. stock market indices
- S&P 500 index
- Wilshire large, medium, and small capitalization indices
- U.S. Treasury bond market indices (S&P)
- 0-1 year maturity
- 1-3 year
- 3-5 year
- 5-7 year
- U.S. corporate investment-grade bonds
- Bloomberg Barclays AAA index
- Bloomberg Barclays BBB index
Use cases
Our app allows a user to:
- Compare asset portfolios composed of different types of stocks and bonds
- Compare quantitative measures of risk
- Standard deviation of return, historical probability of loss
- View risk and return over different time horizons
- See how well past risk and return predict the future
Project structure
.
├── Data
│ ├── AGG.csv
│ ├── BAMLCC0A1AAATRIV.csv
│ ├── BAMLCC0A4BBBTRIV.csv
│ ├── RU2000TR.csv
│ ├── RU3000TR.csv
│ ├── RUMIDCAPTR.csv
│ ├── SP01BOND.csv
│ ├── SP13BOND.csv
│ ├── SP35BOND.csv
│ ├── SP500.csv
│ ├── SP57BOND.csv
│ ├── SPUSBOND.csv
│ ├── WILL5000INDFC.csv
│ ├── WILLLRGCAP.csv
│ ├── WILLMIDCAP.csv
│ ├── WILLSMLCAP.csv
│ ├── ^DJI.csv
│ ├── ^GSPC.csv
│ └── dailypricehistory.xls
├── LICENSE
├── README.md
├── assetallocation
│ ├── __init__.py
│ ├── __pycache__
│ │ ├── __init__.cpython-36.pyc
│ │ ├── demo_portfolios.cpython-36.pyc
│ │ ├── functions.cpython-36.pyc
│ │ ├── generate_portfolios.cpython-36.pyc
│ │ └── user_input.cpython-36.pyc
│ ├── app.py
│ ├── backend
│ │ ├── __init__.py
│ │ ├── __pycache__
│ │ │ ├── __init__.cpython-36.pyc
│ │ │ ├── demo_portfolios.cpython-36.pyc
│ │ │ ├── functions.cpython-36.pyc
│ │ │ └── user_input.cpython-36.pyc
│ │ ├── demo_portfolios.py
│ │ ├── functions.py
│ │ └── user_input.py
│ ├── frontend
│ │ ├── __init__.py
│ │ ├── __pycache__
│ │ │ ├── __init__.cpython-36.pyc
│ │ │ ├── callbacks.cpython-36.pyc
│ │ │ ├── datasets.cpython-36.pyc
│ │ │ ├── datasets_tab.cpython-36.pyc
│ │ │ ├── introduction_tab.cpython-36.pyc
│ │ │ ├── page.cpython-36.pyc
│ │ │ ├── portfolios_tab.cpython-36.pyc
│ │ │ ├── risk_return_tab.cpython-36.pyc
│ │ │ ├── riskreturn_graph.cpython-36.pyc
│ │ │ ├── state.cpython-36.pyc
│ │ │ └── timeperiod_input.cpython-36.pyc
│ │ ├── datasets_tab.py
│ │ ├── introduction_tab.py
│ │ ├── page.py
│ │ ├── portfolios_tab.py
│ │ └── risk_return_tab.py
│ └── tests
│ └── __pycache__
│ ├── __init__.cpython-36.pyc
│ ├── functions_test.cpython-36-PYTEST.pyc
│ ├── test_core.cpython-36-PYTEST.pyc
│ └── test_core.cpython-36.pyc
├── doc
│ ├── Benchmark\ stock\ indices.docx
│ ├── Design.md
│ ├── Technology\ Review\ Presentation.pdf
│ ├── backend.png
│ ├── components_diagram.jpg
│ └── frontend.png
├── examples
│ ├── demo_script.py
│ ├── examples.md
│ ├── tab-1-introduction.png
│ ├── tab-2-portfolios.png
│ ├── tab-3-risk-return-graph.png
│ └── tab-4-datasets.png
├── htmlcov
│ ├── assetallocation_tests_functions_test_py.html
│ ├── coverage_html.js
│ ├── index.html
│ ├── jquery.ba-throttle-debounce.min.js
│ ├── jquery.hotkeys.js
│ ├── jquery.isonscreen.js
│ ├── jquery.min.js
│ ├── jquery.tablesorter.min.js
│ ├── keybd_closed.png
│ ├── keybd_open.png
│ ├── status.json
│ └── style.css
├── requirements.txt
├── setup.py
└── tests
├── __init__.py
├── __pycache__
│ ├── __init__.cpython-36.pyc
│ ├── functions_test.cpython-36-PYTEST.pyc
│ └── test_user_input.cpython-36-PYTEST.pyc
├── functions_test.py
├── test_frontend.py
└── test_user_input.py
Team members
- Vamsy Alturi
- Will Bishop
- Vivek Pagadala
React
Typescript
Django
Laravel
Facebook
Microsoft
Google
Alibaba
D3
Tencent