Portfolio Performance

Class that calculates portfolio performance in USD given asset weights in portfolio, asset prices in different currencies and currencies rate to dollar. Class have the following methods:

• calculate asset performance(start date, end date);
• calculate currency performance(start date, end date);
• calculate total performance(start date, end date).

Each method return pandas.Series with portfolio performances from start date to end date.

Prerequisits

• Python 3.7
• pip

Installation

pip install pandas
pip install numpy

Tests

test_portfolioPerf.py