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

bookChallenge: Simulate and Visualize Portfolio Diversification

Tâche

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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.

Solution

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Section 2. Chapitre 7
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bookChallenge: Simulate and Visualize Portfolio Diversification

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Tâche

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.

Solution

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Tout était clair ?

Comment pouvons-nous l'améliorer ?

Merci pour vos commentaires !

Section 2. Chapitre 7
single

single

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