Investment Analyst Toolkit
A local quant toolkit + web app that screens, deeply analyses and compares investment opportunities — always showing risk next to return, and fitting them to your portfolio.
Four cooperating Python scripts, wrapped in a local “Investment Cockpit” web app, that take an idea from find → analyse → decide — with an optional fit to your existing portfolio. Risk and return are always shown together (Sharpe / Sortino, drawdowns, risk–return scatters), and ESG (Sustainalytics rating, SFDR article 6/8/9) sits alongside as a purely informational layer.
What it does
- Pipeline — the full flow in one place: run the screener, tick candidates onto a shortlist (peers pre-filled per sector/region), then automatic batch analyses and a final comparison. Resumes itself after a restart.
- Ticker search over ~13,600 stocks and ETFs (US + Europe/Asia); sectors, regions and periods are pick-lists, so no more typos.
- Portfolio in EUR: live positions with ETF look-through, a FIFO transaction ledger as the source of truth, time-weighted performance vs. the S&P 500, and a risk command centre — volatility, beta, VaR/CVaR, concentration, currency exposure, per-position Euler risk contribution, correlation matrix, and historical stress tests (2008, COVID, 2022).
- Scenarios — hypothetical market / rate / currency / sector shocks on your current weights, using each position’s own beta and FRED-sourced sensitivities.
Stack: Python, FastAPI-style local web app, FRED & market-data feeds, HRP and quant factor models; JS/HTML/CSS front end.
Private repository — happy to walk through the code on request.
