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Portfolios - Principal Component Analysis - Reduce number of Assets based on risk contribution
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# Use Case
1. Check if all the assets are contributing to the overall risk of the portfolio (risk implies returns)
2. Reduce the number of assets in the portfolio if all Principal Components do not contribute to the overall risk
Sravz LLC Tech Series:
- Product demo.
- Sravz source code for personal/academic use.
- Collaborative license for Startup use.
- Commercial license.
#pandas #python #cpp #c++ #stocks #pca #risk #riskmanagement
1. Check if all the assets are contributing to the overall risk of the portfolio (risk implies returns)
2. Reduce the number of assets in the portfolio if all Principal Components do not contribute to the overall risk
Sravz LLC Tech Series:
- Product demo.
- Sravz source code for personal/academic use.
- Collaborative license for Startup use.
- Commercial license.
#pandas #python #cpp #c++ #stocks #pca #risk #riskmanagement