src/README.md

metadata

title: NSE Portfolio Optimizer Pro
emoji: 📊
colorFrom: blue
colorTo: purple
sdk: streamlit
sdk_version: 1.51.0
app_file: app.py
pinned: false
license: mit
python_version: '3.11'

📊 NSE Portfolio Optimizer Pro

Real-time Portfolio Optimization for Indian Stock Market

Built with Modern Portfolio Theory and advanced analytics.

✨ Features

Portfolio Selection

• 📈 Live NIFTY 50 - Auto-fetched current constituents
• 🎯 7 Sector Categories - Banking, IT, FMCG, Pharma, Energy, Auto, Metals
• ✨ Custom Portfolio - Add your own stocks

Advanced Analytics

• 🎲 Monte Carlo Simulation - 1000+ scenario analysis
• ⚠️ Value at Risk (VaR) - Downside risk quantification
• 📈 Efficient Frontier - Interactive risk-return visualization
• 🔄 Rolling Metrics - Time-series performance analysis
• 📉 Drawdown Analysis - Peak-to-trough decline tracking
• 📊 Risk Contribution - Individual stock risk breakdown

Real-Time Data

• 💹 Live Market Data - Current prices, volumes, 52-week ranges
• 🏷️ Automatic Sector Detection - Using yfinance API
• 🔄 Smart Caching - Fast performance with fresh data

Interactive Results

• 6 analysis tabs with professional visualizations
• Export CSV reports for further analysis
• Mobile-responsive interface

🚀 How to Use

1. Select Portfolio Mode

   • Live NIFTY 50
   • Sector Focus (7 categories)
   • Custom Selection

2. Configure Investment

   • Investment amount (₹)
   • Historical data period
   • Risk parameters

3. Analyze Results

   • Allocation by sector
   • Efficient frontier plot
   • Monte Carlo scenarios
   • Risk metrics
   • Rolling performance
   • Live market data

📊 Technologies

• Streamlit 1.51.0 - Web framework
• yfinance - Market data
• CVXPY - Portfolio optimization
• Plotly - Interactive charts
• NumPy/Pandas - Data processing
• SciPy - Statistical analysis

📖 Methodology

Modern Portfolio Theory (Markowitz, 1952)

• Mean-Variance Optimization
• Sharpe Ratio Maximization
• Efficient Frontier Construction
• Monte Carlo Risk Simulation

⚠️ Disclaimer

Educational purposes only. This tool is for learning and research. It does not constitute financial advice. Always consult a qualified financial advisor before making investment decisions. Past performance does not guarantee future results.

📄 License

MIT License

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Built with ❤️ for Indian Stock Market Investors