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SaudAltamimi / value-mpt

MIT License
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Implement Risk Management Agent #6 #19

Closed balbanyan closed 2 months ago

balbanyan commented 3 months ago

Risk report generator using RiskAnalyzer class, including calculations for beta, systematic, and unsystematic risk

balbanyan commented 3 months ago

Changes summary:

-Fixed an error where missing data was leading to misaligned dates (mismatch in lengths of datasets) before calculating the covariance. This error occurred when using tickers from TASI due to incomplete data. dropna() function was not enough to resolve this issue, therefore I added an align() function to ensure both stock and market returns were aligned to the same dates.

-Added a time period to the risk assessment report generator