{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "# Libraries installation" ] }, { "cell_type": "code", "execution_count": 18, "metadata": {}, "outputs": [], "source": [ "!pip install pandas -q\n", "!pip install numpy -q\n", "!pip install yfinance -q\n", "!pip install matplotlib -q" ] }, { "cell_type": "code", "execution_count": 4, "metadata": {}, "outputs": [], "source": [ "import pandas as pd\n", "import numpy as np\n", "import yfinance as yf\n", "from datetime import datetime" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# Building investment wallet" ] }, { "cell_type": "code", "execution_count": 13, "metadata": {}, "outputs": [], "source": [ "# Period\n", "start = \"2018-01-01\"\n", "end = f\"{datetime.now():%Y-%m-%d}\"\n", "\n", "# Selection of wallet assets\n", "assets = [\"BBAS3.SA\", \"B3SA3.SA\", \"ITSA4.SA\", \"PETR4.SA\", \"VALE3.SA\",\n", " \"TRPL4.SA\", \"EGIE3.SA\", \"TAEE11.SA\", \"WEGE3.SA\", \"KLBN4.SA\"]\n", "\n", "# Assignment of 10% weight for each asset\n", "weights = np.array([.1] * 10)" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# Downloading financial data" ] }, { "cell_type": "code", "execution_count": 15, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "[*********************100%***********************] 10 of 10 completed\n" ] } ], "source": [ "wallet = yf.download(assets, start, end)[\"Adj Close\"]" ] }, { "cell_type": "code", "execution_count": 16, "metadata": {}, "outputs": [ { "data": { "text/html": [ "
| \n", " | B3SA3.SA | \n", "BBAS3.SA | \n", "EGIE3.SA | \n", "ITSA4.SA | \n", "KLBN4.SA | \n", "PETR4.SA | \n", "TAEE11.SA | \n", "TRPL4.SA | \n", "VALE3.SA | \n", "WEGE3.SA | \n", "
|---|---|---|---|---|---|---|---|---|---|---|
| Date | \n", "\n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " |
| 2018-01-02 | \n", "6.221113 | \n", "23.474606 | \n", "18.884989 | \n", "6.252337 | \n", "2.534116 | \n", "6.091883 | \n", "12.486040 | \n", "10.113166 | \n", "28.455339 | \n", "8.858922 | \n", "
| 2018-01-03 | \n", "6.327015 | \n", "23.774002 | \n", "18.758101 | \n", "6.326030 | \n", "2.510867 | \n", "6.147096 | \n", "12.503497 | \n", "9.907570 | \n", "28.284828 | \n", "8.724374 | \n", "
| 2018-01-04 | \n", "6.367747 | \n", "24.002117 | \n", "18.514900 | \n", "6.445067 | \n", "2.541866 | \n", "6.158139 | \n", "12.305675 | \n", "9.635947 | \n", "28.400774 | \n", "8.639398 | \n", "
| 2018-01-05 | \n", "6.460073 | \n", "24.002117 | \n", "18.610065 | \n", "6.456405 | \n", "2.495369 | \n", "6.194947 | \n", "12.363855 | \n", "9.790517 | \n", "28.844112 | \n", "8.674805 | \n", "
| 2018-01-08 | \n", "6.489944 | \n", "24.059149 | \n", "18.715805 | \n", "6.450731 | \n", "2.503118 | \n", "6.268565 | \n", "12.305675 | \n", "9.739493 | \n", "29.485239 | \n", "8.745622 | \n", "
| \n", " | B3SA3.SA | \n", "BBAS3.SA | \n", "EGIE3.SA | \n", "ITSA4.SA | \n", "KLBN4.SA | \n", "PETR4.SA | \n", "TAEE11.SA | \n", "TRPL4.SA | \n", "VALE3.SA | \n", "WEGE3.SA | \n", "
|---|---|---|---|---|---|---|---|---|---|---|
| Date | \n", "\n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " |
| 2018-01-02 | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "
| 2018-01-03 | \n", "0.001702 | \n", "0.001275 | \n", "-0.000672 | \n", "0.001179 | \n", "-0.000917 | \n", "0.000906 | \n", "0.000140 | \n", "-0.002033 | \n", "-0.000599 | \n", "-0.001519 | \n", "
| 2018-01-04 | \n", "0.000644 | \n", "0.000960 | \n", "-0.001297 | \n", "0.001882 | \n", "0.001235 | \n", "0.000180 | \n", "-0.001582 | \n", "-0.002742 | \n", "0.000410 | \n", "-0.000974 | \n", "
| 2018-01-05 | \n", "0.001450 | \n", "0.000000 | \n", "0.000514 | \n", "0.000176 | \n", "-0.001829 | \n", "0.000598 | \n", "0.000473 | \n", "0.001604 | \n", "0.001561 | \n", "0.000410 | \n", "
| 2018-01-08 | \n", "0.000462 | \n", "0.000238 | \n", "0.000568 | \n", "-0.000088 | \n", "0.000311 | \n", "0.001188 | \n", "-0.000471 | \n", "-0.000521 | \n", "0.002223 | \n", "0.000816 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 2023-07-31 | \n", "0.001223 | \n", "0.001925 | \n", "-0.000989 | \n", "0.000102 | \n", "0.001535 | \n", "0.004536 | \n", "-0.000525 | \n", "0.000120 | \n", "0.002262 | \n", "-0.000992 | \n", "
| 2023-08-01 | \n", "-0.001074 | \n", "-0.001722 | \n", "0.000613 | \n", "-0.000204 | \n", "-0.001944 | \n", "-0.001639 | \n", "0.000361 | \n", "0.001394 | \n", "-0.001388 | \n", "-0.000150 | \n", "
| 2023-08-02 | \n", "0.000204 | \n", "0.000443 | \n", "0.000068 | \n", "0.000510 | \n", "0.000881 | \n", "-0.000229 | \n", "0.000194 | \n", "0.000747 | \n", "-0.001628 | \n", "0.000426 | \n", "
| 2023-08-03 | \n", "0.000677 | \n", "0.000168 | \n", "-0.001376 | \n", "-0.000102 | \n", "0.001747 | \n", "0.001277 | \n", "0.000608 | \n", "0.000078 | \n", "0.000626 | \n", "0.000999 | \n", "
| 2023-08-04 | \n", "-0.001076 | \n", "-0.000525 | \n", "-0.000617 | \n", "-0.000813 | \n", "0.001931 | \n", "-0.002975 | \n", "0.000220 | \n", "-0.000429 | \n", "0.000074 | \n", "0.001039 | \n", "
1388 rows × 10 columns
\n", "| \n", " | Wallet Return | \n", "IBOV Return | \n", "
|---|---|---|
| Date | \n", "\n", " | \n", " |
| 2018-01-03 | \n", "-0.000538 | \n", "0.001335 | \n", "
| 2018-01-04 | \n", "-0.001822 | \n", "0.009706 | \n", "
| 2018-01-05 | \n", "0.003125 | \n", "0.015149 | \n", "
| 2018-01-08 | \n", "0.007866 | \n", "0.019104 | \n", "
| 2018-01-09 | \n", "0.004247 | \n", "0.012492 | \n", "
| ... | \n", "... | \n", "... | \n", "
| 2023-07-31 | \n", "2.119721 | \n", "0.565560 | \n", "
| 2023-08-01 | \n", "2.101773 | \n", "0.556637 | \n", "
| 2023-08-02 | \n", "2.106787 | \n", "0.551643 | \n", "
| 2023-08-03 | \n", "2.121399 | \n", "0.548138 | \n", "
| 2023-08-04 | \n", "2.111500 | \n", "0.534298 | \n", "
1386 rows × 2 columns
\n", "