quant portfolio visualizer

Objectives

• Develop an interactive dash app in Python with financial data.
• Display the historical performances of quantitative factors in Quant Investing from Fama-French Data Library.
• Introduce various types of portfolio asset allocation strategies and analyze the historical performances and statistics.

Fama-French Quantitative Factors

• Size (SMB): Small firms outperform Big firms in the long run.

• Value (HML): Return of value firms minus Return of growth firms. FF found that value firms outperform growth firms in the long run.

• Market Beta

• Momentum

Portfolio Asset Allocation Strategies

• Classic 60% Equities + 40% Bonds Portfolio
• Four Seasons Portfolio
• All Weather Portfolio
• Permanent Portfolio
• Dual Momentum by Gary Antonacci
• Vigilant Asset Allocation (VAA) by Wouter J. Keller
• Defensive Asset Allocation (DAA) by Wouter J. Keller
• Lethargic Asset Allocation (LAA) by Wouter J. Keller

How to Install and Run

1. Clone the repo
2. Run virtual environment by source venv/bin/activate
3. Run python src/app.py
4. Wait until you see Dash is running on http://127.0.0.1:8050/ on the console.

Data Source

• Kenneth R. French - Data Library

Demo Screenshot