Model Portfolio Construction
In this chapter, we will finally choose what kind of investments our Robo-advisor will be making on behalf of investors. We will make good use of several handy Python modules to speed up our work rather than building everything up from scratch. We will add capabilities to a core Portfolio class as we go along, starting from some basic properties but then adding market data, portfolio construction, and finally, mapping to our risk scores from the previous chapter.
By the end of this chapter, you should have a clear understanding of how portfolios are constructed within the context of a typical Robo-advisor. You should have all the skills required to implement portfolio capabilities for your own Robo-advisor project using Python.
In this chapter, we’re going to cover the following topics:
- Learning about the key concepts of modern portfolio theory
- Creating your first portfolio
- Analyzing the makeup of your portfolio
- Creating...
