Tag: S&P 500
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Applying a Risk-Aware Portfolio Rebalancing Strategy to ETF, Energy, Pharma, and Aerospace/Defense Stocks in 2023

The post discusses applying Guillen’s algorithm for risk-aware portfolio rebalancing, using Python. It incorporates five different stocks with specific weight allocations within an initial portfolio of $1,000,000. The post demonstrates setting the parameters for portfolio, importing required libraries, downloading input data, setting algorithmic rules for rebalancing, calculation of shares and portfolio values, and plotting visualizations.…
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S&P 500 Algorithmic Trading with FBProphet
We use Facebook’s Prophet to forecast S&P 500 stock adjusted close price. We plot the results simulating an initial investment of $1,000.
