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Running
Robert Castagna
commited on
Commit
·
4e3e4f6
1
Parent(s):
dcef436
add stdev
Browse files
pages/2_Portfolio_Builder.py
CHANGED
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@@ -158,6 +158,7 @@ with st.form(key="selecting columns"):
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# Portfolio volatility
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portfolio_stddev = np.sqrt(np.dot(pd.Series(w1['weights']).T, np.dot(covariance, w1['weights'])))
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# Sharpe Ratio, adjusted for the risk-free rate
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sharpe_ratio = rp.RiskFunctions.Sharpe(
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@@ -282,6 +283,7 @@ with st.form(key="selecting columns"):
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# Portfolio volatility
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portfolio_stddev = np.sqrt(np.dot(pd.Series(w['weights']).T, np.dot(covariance, w['weights'])))
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# Sharpe Ratio, adjusted for the risk-free rate
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sharpe_ratio = rp.RiskFunctions.Sharpe(
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# Portfolio volatility
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portfolio_stddev = np.sqrt(np.dot(pd.Series(w1['weights']).T, np.dot(covariance, w1['weights'])))
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st.write('Portfolio Volatility: ', np.round(portfolio_stddev, 3))
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# Sharpe Ratio, adjusted for the risk-free rate
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sharpe_ratio = rp.RiskFunctions.Sharpe(
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# Portfolio volatility
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portfolio_stddev = np.sqrt(np.dot(pd.Series(w['weights']).T, np.dot(covariance, w['weights'])))
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st.write('Portfolio Volatility: ', np.round(portfolio_stddev, 3))
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# Sharpe Ratio, adjusted for the risk-free rate
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sharpe_ratio = rp.RiskFunctions.Sharpe(
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