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Lernen Challenge: Simulate and Visualize Portfolio Diversification | Investment Metrics and Portfolio Analysis
Python for Investors

bookChallenge: Simulate and Visualize Portfolio Diversification

Aufgabe

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You are given simulated daily returns for three assets over a year. Your task is to simulate a diversified portfolio using these assets, compute relevant diversification metrics, and visualize the results.

  • Calculate the daily portfolio returns as a weighted sum of the individual asset returns using the provided weights.
  • Compute the mean and standard deviation of the simulated portfolio returns.
  • Plot a histogram of the daily portfolio returns and display the plot.
  • Do not change the provided random seed, asset returns, or portfolio weights.
  • Use only the allowed libraries for your calculations and visualization.

Lösung

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Abschnitt 2. Kapitel 7
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bookChallenge: Simulate and Visualize Portfolio Diversification

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Aufgabe

Swipe to start coding

You are given simulated daily returns for three assets over a year. Your task is to simulate a diversified portfolio using these assets, compute relevant diversification metrics, and visualize the results.

  • Calculate the daily portfolio returns as a weighted sum of the individual asset returns using the provided weights.
  • Compute the mean and standard deviation of the simulated portfolio returns.
  • Plot a histogram of the daily portfolio returns and display the plot.
  • Do not change the provided random seed, asset returns, or portfolio weights.
  • Use only the allowed libraries for your calculations and visualization.

Lösung

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War alles klar?

Wie können wir es verbessern?

Danke für Ihr Feedback!

Abschnitt 2. Kapitel 7
single

single

some-alt