SaudAltamimi / value-mpt

MIT License
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ValueMPT: Value Stock Selection with MPT Portfolio Optimization

ValueMPT is an intelligent multi-agent system that combines Benjamin Graham's value investing principles for stock selection with Modern Portfolio Theory (MPT) for portfolio optimization.

Project Overview

This system implements a two-stage approach to investment:

  1. Stock selection using Graham's value investing principles
  2. Portfolio optimization of selected stocks using Modern Portfolio Theory

The system consists of several AI agents working in two main phases:

Phase 1: Value Stock Selection

  1. Fundamental Analysis Agent
  2. Margin of Safety Calculator
  3. Market Sentiment Analyzer

Phase 2: Portfolio Optimization

  1. Modern Portfolio Theory Optimization Agent
  2. Risk Management Agent
  3. Portfolio Rebalancing Agent

Features

To-Do List

Phase 1: Value Stock Selection

Phase 2: Portfolio Optimization

General Tasks

Disclaimer

This project is for educational purposes only. It is not financial advice. Always conduct your own research and consult with a qualified financial advisor before making investment decisions.

Approach

  1. The Value Stock Selection phase uses Graham's principles to identify fundamentally sound, potentially undervalued stocks.
  2. The Portfolio Optimization phase then applies MPT to optimize the allocation among these selected stocks for a given risk tolerance.

This approach aims to combine the strengths of value investing in stock selection with the portfolio-level insights of MPT, providing a more robust investment strategy.