Risk-Return Tradeoff Model Notebook #6710 #6739

HmbleCreator · 2024-10-05T09:14:17Z

Pull Request Template for OpenBB Developers

Title: Advanced Risk-Return Analysis and Portfolio Optimization
Why? :
- To provide a more comprehensive and robust framework for financial analysis using OpenBB.
- To enhance the existing portfolio optimization capabilities with advanced risk metrics and scenario analysis.
- To improve code organization, error handling, and configurability for better maintainability and user experience.
What? :
- Implemented a modular structure with separate functions for each major analysis step.
- Added advanced features including efficient frontier calculation, VaR/CVaR analysis, and scenario testing.
- Improved data fetching with retry mechanism and enhanced error handling and logging.
Impact :
- Expected to significantly improve the depth and accuracy of financial analysis capabilities in OpenBB.
- Provides users with a more comprehensive toolset for portfolio management and risk assessment.
- Impact score: 8 (Medium-high impact due to extensive enhancements, but building on existing functionality)
Testing Done:
- Tested with historical data for multiple asset classes over a 3-year period.
- Validated results against established financial models and benchmarks.
- Performed stress testing with various market scenarios to ensure robustness of the analysis.

This notebook demonstrates advanced techniques for risk-return analysis and portfolio optimization using OpenBB. We'll explore various asset classes, implement modern portfolio theory, and utilize OpenBB's extensive financial analysis capabilities. This comprehensive guide covers: Data collection and preprocessing Exploratory data analysis with visualizations Risk and return calculations Efficient frontier computation Portfolio optimization techniques Advanced risk metrics (VaR, CVaR) Performance attribution Scenario analysis and stress testing By the end of this notebook, you'll have a deep understanding of how to use OpenBB for sophisticated financial analysis and portfolio management.

Risk-Return Analysis with OpenBB

CLAassistant · 2024-10-05T09:14:23Z

All committers have signed the CLA.

jmaslek · 2024-10-14T15:19:35Z

Hey! This is some good work. Can you update the file name?

jmaslek · 2024-10-14T15:20:26Z

/award 300

oss-gg · 2024-10-14T15:20:29Z

Awarding HmbleCreator: 300 points 🕹️ Well done! Check out your new contribution on oss.gg/HmbleCreator

HmbleCreator · 2024-10-14T16:44:59Z

Hey! This is some good work. Can you update the file name?

yeahh! but What name do you suggest?

jmaslek · 2024-10-14T19:38:32Z

Hey! This is some good work. Can you update the file name?

yeahh! but What name do you suggest?

Something related to risk-reward tradeoff that is notCOMMUNITY_EXAMPLE_TEMPLATE (1).ipynb

…odel Notebook (1).ipynb

….ipynb

…radeoff Model Notebook.ipynb

…sis and Portfolio Management in OpenBB

HmbleCreator · 2024-10-15T13:34:25Z

Hey! This is some good work. Can you update the file name?

yeahh! but What name do you suggest?

Something related to risk-reward tradeoff that is notCOMMUNITY_EXAMPLE_TEMPLATE (1).ipynb

The task of updating the file name has been completed. You can now proceed to review the updated notebook. If you have any further suggestions or need additional changes, please let me know!

I’m new to open source contributions, so I appreciate your patience if I make any mistakes. I'm eager to learn quickly, so please guide me as I navigate this process.

HmbleCreator · 2024-10-17T16:57:42Z

I have a question, Mr. @jmaslek: Was my PR accepted? I checked the details and saw that the "[General Code Linting] failed 20 hours ago in 47 seconds." I'm eager to understand what happened and what the error means, as I reviewed my code twice and couldn't find the issues mentioned in the logs.

jmaslek · 2024-10-17T18:23:11Z

I have a question, Mr. @jmaslek: Was my PR accepted? I checked the details and saw that the "[General Code Linting] failed 20 hours ago in 47 seconds." I'm eager to understand what happened and what the error means, as I reviewed my code twice and couldn't find the issues mentioned in the logs.

Hey there are spelling errors:

./examples/Risk-Return Analysis and Portfolio Management in OpenBB:648: myu ==> my
./examples/Risk-Return Analysis and Portfolio Management in OpenBB:648: tHna ==> than
./examples/Risk-Return Analysis and Portfolio Management in OpenBB:1089: fOf ==> for
./examples/Risk-Return Analysis and Portfolio Management in OpenBB:1089: fPr ==> for, far, fps
./examples/Risk-Return Analysis and Portfolio Management in OpenBB:1089: fOf ==> for
./examples/Risk-Return Analysis and Portfolio Management in OpenBB:1099: bU ==> by, be, but, bug, bun, bud, buy, bum

HmbleCreator · 2024-10-18T08:58:44Z

The line 648, 1089 and 1099 all contain the images generated by the EDA section and performance attribution sections in the code, the only possible spelling errors that can be found are in those images:

other than that I couldn't find any spelling errors in the whole code, I have gone through them several times.
So I changed those Image encodings to base64, I hope this time it will work.

…ynb to Risk-Return Analysis and Portfolio Management in OpenBB.ipynb

…BB.ipynb

…ynb to Risk-Return Analysis and Portfolio Management in OpenBB.ipynb

…BB.ipynb

Images Encoding have been changes to base64 to prevent spelling errors while merging

…BB (1).ipynb

Cell Output Images Encoding has been changed to base64 which may have caused spelling errors.

piiq · 2024-10-22T07:26:34Z

closes #6710

piiq · 2024-10-22T07:27:15Z

/award 300

oss-gg · 2024-10-22T07:27:19Z

Awarding HmbleCreator: 300 points 🕹️ Well done! Check out your new contribution on oss.gg/HmbleCreator

HmbleCreator added 2 commits October 5, 2024 13:30

Merge pull request #1 from HmbleCreator/HmbleCreator-patch-1

ccd47de

Risk-Return Analysis with OpenBB

HmbleCreator added 2 commits October 8, 2024 17:04

Merge branch 'develop' into develop

15b2cd1

Merge branch 'develop' into develop

40ffe4b

HmbleCreator mentioned this pull request Oct 14, 2024

[🕹️] Create a Risk-Return Tradeoff Model Notebook #6710

Open

HmbleCreator added 9 commits October 15, 2024 18:44

Update COMMUNITY_EXAMPLE_TEMPLATE (1).ipynb

c4ad113

Update COMMUNITY_EXAMPLE_TEMPLATE (1).ipynb

2fe728d

Update COMMUNITY_EXAMPLE_TEMPLATE (1).ipynb

c0f7914

Update COMMUNITY_EXAMPLE_TEMPLATE (1).ipynb

f78a1aa

Rename COMMUNITY_EXAMPLE_TEMPLATE (1).ipynb to Risk-Return Tradeoff M…

6c6269d

…odel Notebook (1).ipynb

Add files via upload

292d0d0

Delete examples/Risk-Return Tradeoff Model Notebook OpenBB-finance#6710…

29eb80b

….ipynb

Update Risk-Return Tradeoff Model Notebook (1).ipynb

47d853e

Rename Risk-Return Tradeoff Model Notebook (1).ipynb to Risk-Return T…

1b9d5c1

…radeoff Model Notebook.ipynb

HmbleCreator closed this Oct 15, 2024

Rename Risk-Return Tradeoff Model Notebook.ipynb to Risk-Return Analy…

b387e60

…sis and Portfolio Management in OpenBB

HmbleCreator reopened this Oct 15, 2024

jmaslek and others added 2 commits October 16, 2024 16:41

Merge branch 'develop' into develop

bd7741e

Merge branch 'develop' into develop

697672b

Merge branch 'develop' into develop

92c4677

HmbleCreator added 10 commits October 19, 2024 19:07

Delete examples/Risk-Return Analysis and Portfolio Management in OpenBB

e5e2632

Add files via upload

0573e6d

Rename Risk-Return Analysis and Portfolio Management in OpenBB (2).ip…

a28c4c8

…ynb to Risk-Return Analysis and Portfolio Management in OpenBB.ipynb

Delete examples/Risk-Return Analysis and Portfolio Management in Open…

6d9e0c0

…BB.ipynb

Add files via upload

ab1e2c7

Rename Risk-Return Analysis and Portfolio Management in OpenBB (1).ip…

324f87c

…ynb to Risk-Return Analysis and Portfolio Management in OpenBB.ipynb

Delete examples/Risk-Return Analysis and Portfolio Management in Open…

2872c72

…BB.ipynb

Add files via upload

76341f9

Images Encoding have been changes to base64 to prevent spelling errors while merging

Delete examples/Risk-Return Analysis and Portfolio Management in Open…

26f7e43

…BB (1).ipynb

Add files via upload

1a05b53

Cell Output Images Encoding has been changed to base64 which may have caused spelling errors.

piiq approved these changes Oct 22, 2024

View reviewed changes

jmaslek added this pull request to the merge queue Oct 22, 2024

Merged via the queue into OpenBB-finance:develop with commit d225e42 Oct 22, 2024
6 checks passed

Provide feedback

Saved searches

Use saved searches to filter your results more quickly

Risk-Return Tradeoff Model Notebook #6710 #6739

Risk-Return Tradeoff Model Notebook #6710 #6739

HmbleCreator commented Oct 5, 2024

CLAassistant commented Oct 5, 2024 •

edited

Loading

jmaslek commented Oct 14, 2024

jmaslek commented Oct 14, 2024

oss-gg bot commented Oct 14, 2024

HmbleCreator commented Oct 14, 2024

jmaslek commented Oct 14, 2024

HmbleCreator commented Oct 15, 2024 •

edited

Loading

HmbleCreator commented Oct 17, 2024

jmaslek commented Oct 17, 2024

HmbleCreator commented Oct 18, 2024 •

edited

Loading

piiq commented Oct 22, 2024

piiq commented Oct 22, 2024

oss-gg bot commented Oct 22, 2024

Risk-Return Tradeoff Model Notebook #6710 #6739

Risk-Return Tradeoff Model Notebook #6710 #6739

Conversation

HmbleCreator commented Oct 5, 2024

Pull Request Template for OpenBB Developers

CLAassistant commented Oct 5, 2024 • edited Loading

jmaslek commented Oct 14, 2024

jmaslek commented Oct 14, 2024

oss-gg bot commented Oct 14, 2024

HmbleCreator commented Oct 14, 2024

jmaslek commented Oct 14, 2024

HmbleCreator commented Oct 15, 2024 • edited Loading

HmbleCreator commented Oct 17, 2024

jmaslek commented Oct 17, 2024

HmbleCreator commented Oct 18, 2024 • edited Loading

piiq commented Oct 22, 2024

piiq commented Oct 22, 2024

oss-gg bot commented Oct 22, 2024

CLAassistant commented Oct 5, 2024 •

edited

Loading

HmbleCreator commented Oct 15, 2024 •

edited

Loading

HmbleCreator commented Oct 18, 2024 •

edited

Loading