Performance Reporting

In this chapter, we will build on what we previously completed with portfolios in Chapter 8, Model Portfolio Construction. Once you’ve created a portfolio and invested real money, your main concern will be to track your investment. This is generally referred to as performance reporting. We will look at some key concepts required to make basic calculations for Profit and Loss (P&L). From there, we will start building some code to calculate and visualize performance in different ways. As always, we will put together all our code in a set of reusable functions that can be added to your Robo-advisor.

By the end of the chapter, you’ll have built basic implementations of the necessary algorithms to track your portfolio performance ...

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