156 lines
4.3 KiB
Markdown
156 lines
4.3 KiB
Markdown
---
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name: openbb-portfolio
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description: Portfolio analysis and optimization using OpenBB - performance tracking, risk metrics, asset allocation, rebalancing
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---
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# OpenBB Portfolio Analysis
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Comprehensive portfolio management and optimization using OpenBB Platform.
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## Usage
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```bash
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/openbb-portfolio [--analyze] [--optimize] [--benchmark SPY]
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```
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## What This Command Does
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Analyzes portfolio performance, calculates risk metrics, and provides optimization recommendations.
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## Key Features
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### Portfolio Metrics
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- **Returns**: Total return, annualized, Sharpe ratio, Sortino ratio
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- **Risk**: Volatility, max drawdown, VaR, conditional VaR
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- **Allocation**: Asset mix, sector exposure, geographic distribution
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- **Performance Attribution**: Contribution analysis by position
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### Workflow
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```python
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from openbb import obb
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import pandas as pd
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# Define portfolio (can load from file or define inline)
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portfolio = {
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"AAPL": {"shares": 50, "cost_basis": 150.00},
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"MSFT": {"shares": 30, "cost_basis": 300.00},
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"GOOGL": {"shares": 20, "cost_basis": 2500.00},
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"BTC-USD": {"shares": 0.5, "cost_basis": 45000.00}
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}
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# Calculate current values
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total_value = 0
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positions = []
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for symbol, data in portfolio.items():
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current_price = obb.equity.price.quote(symbol=symbol).price
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position_value = current_price * data["shares"]
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total_value += position_value
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pnl = (current_price - data["cost_basis"]) * data["shares"]
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pnl_pct = (current_price / data["cost_basis"] - 1) * 100
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positions.append({
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"symbol": symbol,
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"shares": data["shares"],
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"cost_basis": data["cost_basis"],
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"current_price": current_price,
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"value": position_value,
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"pnl": pnl,
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"pnl_pct": pnl_pct,
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"weight": 0 # Calculate after total_value known
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})
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# Calculate weights
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for pos in positions:
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pos["weight"] = (pos["value"] / total_value) * 100
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# Display portfolio
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print(f"\n💼 Portfolio Overview")
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print(f"{'='*80}")
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print(f"Total Value: ${total_value:,.2f}\n")
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print(f"{'Symbol':<10} {'Shares':>10} {'Price':>12} {'Value':>15} {'P/L %':>10} {'Weight':>10}")
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print(f"{'-'*80}")
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for pos in positions:
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print(f"{pos['symbol']:<10} {pos['shares']:>10.2f} ${pos['current_price']:>11.2f} "
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f"${pos['value']:>14.2f} {pos['pnl_pct']:>9.1f}% {pos['weight']:>9.1f}%")
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```
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### Risk Analysis
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```python
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# Calculate portfolio-level risk metrics
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returns = []
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for symbol in portfolio.keys():
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hist = obb.equity.price.historical(symbol=symbol, period="1y")
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returns.append(hist.to_dataframe()['close'].pct_change())
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portfolio_returns = pd.concat(returns, axis=1).mean(axis=1)
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portfolio_vol = portfolio_returns.std() * (252 ** 0.5) * 100 # Annualized
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# Sharpe Ratio (assuming 4% risk-free rate)
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risk_free_rate = 0.04
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sharpe = (portfolio_returns.mean() * 252 - risk_free_rate) / (portfolio_returns.std() * (252 ** 0.5))
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# Max Drawdown
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cumulative = (1 + portfolio_returns).cumprod()
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running_max = cumulative.expanding().max()
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drawdown = (cumulative - running_max) / running_max
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max_dd = drawdown.min() * 100
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print(f"\n📊 Risk Metrics:")
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print(f"Annualized Volatility: {portfolio_vol:.2f}%")
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print(f"Sharpe Ratio: {sharpe:.2f}")
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print(f"Max Drawdown: {max_dd:.2f}%")
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```
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### Portfolio Optimization
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```python
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print(f"\n🎯 Optimization Recommendations:")
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# Diversification score
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diversification = 100 - max([pos['weight'] for pos in positions])
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print(f"Diversification Score: {diversification:.0f}/100")
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if diversification < 70:
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print("⚠️ Portfolio concentrated - consider adding positions")
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# Rebalancing suggestions
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target_weight = 100 / len(positions)
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rebalance_needed = []
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for pos in positions:
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diff = abs(pos['weight'] - target_weight)
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if diff > 10:
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action = "Reduce" if pos['weight'] > target_weight else "Increase"
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rebalance_needed.append(f"{action} {pos['symbol']}: {pos['weight']:.1f}% → {target_weight:.1f}%")
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if rebalance_needed:
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print(f"\n🔄 Rebalancing Suggestions:")
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for suggestion in rebalance_needed:
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print(f" • {suggestion}")
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```
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## Examples
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```bash
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# Analyze current portfolio
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/openbb-portfolio --analyze
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# Optimize allocation
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/openbb-portfolio --optimize
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# Compare to SPY benchmark
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/openbb-portfolio --benchmark=SPY
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```
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## Integration
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- Import positions from CSV/Excel
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- Export reports to PDF
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- Sync with brokerage accounts (via supported integrations)
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- Tax-loss harvesting analysis
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