Python: A Powerful Tool for Implementing Efficient and Reliable Quantitative Investment Strategies in Portfolio Creation

Python: A Powerful Tool for Implementing Efficient and Reliable Quantitative Investment Strategies in Portfolio Creation

Registration ID: IJNRD_218109

Published ID: IJNRDTH00130

DOI: Click Here to Get

Nikhil V S , Dr. Rashmi Akshay Yadav

CAGR, CAPM, Volatility, Sharpe Ratio, numpy, yfinance, VaR

In the rapidly evolving landscape of financial markets, the integration of technology has become increasingly crucial. This study delves into the realm of quantitative investment strategies, particularly focusing on the utilization of Python, a versatile programming language, as a powerful tool in this domain. By leveraging historical market data, we investigate the performance strategies compared to traditional methods, spanning various aspects such as risk-adjusted returns, portfolio optimization, risk management, and the reliability of back testing procedures. The methodology employed in this research encompasses a range of quantitative analyses tailored to assess the effectiveness of strategies. Firstly, we conduct Sharpe ratio analyses to gauge the risk-adjusted returns, providing insights into the efficiency of these strategies in generating returns relative to the level of risk undertaken. Additionally, portfolio standard deviation comparisons allow us to evaluate the diversification benefits offered by optimized portfolios compared to manually constructed ones, shedding light on the potential for enhanced portfolio management techniques. Furthermore, our study delves into risk management aspects by performing Value at Risk (VaR) assessments. This analysis helps elucidate whether quantitative models are successful in mitigating downside risk and minimizing portfolio drawdowns, especially during turbulent market conditions. Additionally, we scrutinize the reliability of back testing procedures, crucial for validating the performance of investment strategies under various market scenarios. The implications of our study extend beyond academia, offering valuable insights for practitioners in the financial industry. Embracing technology-driven approaches, such as quantitative strategies, can pave the way for achieving superior investment outcomes and staying competitive in today's dynamic market environment. By leveraging Python's capabilities, investors can navigate complexities more adeptly, capitalize on opportunities, and manage risks more effectively, ultimately enhancing their overall performance and resilience in financial markets.

Published Paper   E-Certificate

"Python: A Powerful Tool for Implementing Efficient and Reliable Quantitative Investment Strategies in Portfolio Creation", IJNRD - INTERNATIONAL JOURNAL OF NOVEL RESEARCH AND DEVELOPMENT (www.IJNRD.org), ISSN:2456-4184, Vol.9, Issue 4, page no.624-683, April-2024, Available :https://ijnrd.org/papers/IJNRDTH00130.pdf

Volume 9 Issue 4, April-2024

Pages : 624-683

Paper Reg. ID: IJNRD_218109

Published Paper Id: IJNRDTH00130

Downloads: 000121162

Research Area: Other

Country: Bangalore, Karnataka, India

Published Paper PDF: https://ijnrd.org/papers/IJNRDTH00130.pdf

Published Paper URL: https://ijnrd.org/viewpaperforall?paper=IJNRDTH00130

Journal Name: INTERNATIONAL JOURNAL OF NOVEL RESEARCH AND DEVELOPMENT(IJNRD)

ISSN: 2456-4184 | IMPACT FACTOR: 8.76 Calculated By Google Scholar | ESTD YEAR: 2016

An International Scholarly Open Access Journal, Peer-Reviewed, Refereed Journal Impact Factor 8.76 Calculate by Google Scholar and Semantic Scholar | AI-Powered Research Tool, Multidisciplinary, Monthly, Multilanguage Journal Indexing in All Major Database & Metadata, Citation Generator

Publisher: IJNRD (IJ Publication) Janvi Wave

This work is licensed under a Creative Commons Attribution 4.0 International License and The Open Definition

Call For Paper - Volume 10 | Issue 8 | August 2025

IJNRD is Scholarly open access journals, Peer-reviewed, and Refereed Journals, High Impact factor 8.76 (Calculate by google scholar and Semantic Scholar | AI-Powered Research Tool), Multidisciplinary, Monthly, Indexing in all major database & Metadata, Citation Generator, Digital Object Identifier(DOI) with Open-Access Publications.

INTERNATIONAL JOURNAL OF NOVEL RESEARCH AND DEVELOPMENT (IJNRD) aims to explore advances in research pertaining to applied, theoretical and experimental Technological studies. The goal is to promote scientific information interchange between researchers, developers, engineers, students, and practitioners working in and around the world. IJNRD will provide an opportunity for practitioners and educators of engineering field to exchange research evidence, models of best practice and innovative ideas.

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