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Welcome to Show and Tell! Just like when you were a kid, you can take something near and dear to you and show it off and tell us about it. In this case, we want to see your flow! Show off your proudest DSS Project and tell us about it.
Today’s flow comes from @svadakath:
The project was created for portfolio optimization. Basically what this project does is the following:
- Scrapes Blackrock ETF website to see what holdings are there in an ETF.
- Finds the historical stock prices from yahoo for each ETF holding
- Creates 50,000 portfolios using random weights
- Shows the portfolio returns/ risk tradeoff. It's a very simplified example. In the real world, they do things like Monte Carlo which I didn't do.
FYI, there is no machine learning involved in this example.
What about you? What can you show and tell? Blow us away with your complex flows!
