README.md

metadata

title: Portfolio Volatility Analyzer
emoji: 📊
colorFrom: blue
colorTo: green
sdk: docker
pinned: false
short_description: Portfolio risk analysis with OCR and LaTeX formulas

📊 Portfolio Volatility Analyzer

Analyze your investment portfolio risk using Modern Portfolio Theory with OCR, interactive visualizations, and beautiful mathematical formulas.

Features

• 📸 OCR Portfolio Parsing: Upload screenshots of your portfolio and automatically extract tickers and amounts
• ✏️ Editable JSON: Correct OCR errors with an intuitive JSON editor
• 📈 Historical Data: Automatically fetch 1 year of price data from Yahoo Finance
• 🧮 Full Calculations:
  • Portfolio weights
  • Log returns
  • Covariance matrix
  • Portfolio variance and volatility
• 📐 Beautiful LaTeX Formulas: See every calculation step with symbolic and numerical formulas
• 📊 Detailed Variance Expansion: Step-by-step breakdown showing how each asset contributes to portfolio risk
• 🎚️ Interactive Rebalancing: Adjust portfolio amounts with sliders and see volatility update in real-time

How to Use

1. Upload Portfolio Screenshot: Take a screenshot of your portfolio (must show ticker symbols and dollar amounts)
2. Edit Portfolio JSON: Review and correct any OCR errors in the JSON editor
3. Validate Portfolio: Click "Validate Portfolio" to start analysis
4. View Results: See historical data, covariance matrix, and detailed formulas
5. Rebalance: Use interactive sliders to adjust positions and see impact on volatility

Technical Details

Formula Highlights

Portfolio Variance:

σ²_p = w^T × Σ × w

Where:

• w = vector of portfolio weights
• Σ = covariance matrix (annualized)

Portfolio Volatility:

σ_p = √(σ²_p)

Architecture

• Frontend: Streamlit
• OCR: Tesseract (pytesseract)
• Financial Data: yfinance (Yahoo Finance)
• Math: NumPy, Pandas, SymPy
• Deployment: Docker on Hugging Face Spaces

Local Development

Prerequisites

• Python 3.11+
• Tesseract OCR installed

Setup

# Install dependencies
pip install -r requirements.txt

# Run the app
streamlit run app.py

Docker Build

# Build
docker build -t portfolio-analyzer .

# Run
docker run -p 7860:7860 portfolio-analyzer

Example Portfolio

Test the app with this JSON:

{
  "AAPL": 5000,
  "GOOGL": 3000,
  "MSFT": 2000
}

Notes

• Uses 252 trading days for annualization
• Calculates log returns: ln(P_t / P_{t-1})
• Smart truncation for portfolios with 4+ tickers
• 1-hour cache for historical data to reduce API calls

Built With

• Modern Portfolio Theory
• LaTeX mathematical notation
• Real-time financial data

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Check out the configuration reference at https://huggingface.co/docs/hub/spaces-config-reference