Systematic Equity Investment Portfolio Performance Tracking

VJAY

Well-Known Member
#41
Dear ncube,
Can you please share how can use python on our traded excell file to get above kind analysis ...if possible please explain step by steps as you knew am dumb in these things but using python codes which you&uber machine teach here in traderji...
 

ncube

Well-Known Member
#42
Dear ncube,
Can you please share how can use python on our traded excell file to get above kind analysis ...if possible please explain step by steps as you knew am dumb in these things but using python codes which you&uber machine teach here in traderji...
Hi @VIJAY, good to see your interest, however I am sorry as I will be spending less time here in the forum. I will just be using this thread as a journal for my reference with occasional updates.

Last few months I was very active in the forum as I was adjusting to my new life style as full time trader and had lot of time..doing nothing...:)

Anyway if you want to pursue this, you may refer to few of my earlier post where I have provided some details. When programming its always better to get your hands dirty learning as it will help you understand the concepts well. For plotting the equity curves you may google to get examples for "Pyfolio" python library and try it out on your own. If you face any specific issues you can ask me and I will try to answer it if possible.
 

VJAY

Well-Known Member
#43
Hi @VIJAY, good to see your interest, however I am sorry as I will be spending less time here in the forum. I will just be using this thread as a journal for my reference with occasional updates.

Last few months I was very active in the forum as I was adjusting to my new life style as full time trader and had lot of time..doing nothing...:)

Anyway if you want to pursue this, you may refer to few of my earlier post where I have provided some details. When programming its always better to get your hands dirty learning as it will help you understand the concepts well. For plotting the equity curves you may google to get examples for "Pyfolio" python library and try it out on your own. If you face any specific issues you can ask me and I will try to answer it if possible.
Thanks ncube for your support...will try to do it....
 

ncube

Well-Known Member
#44
Date: 17-04-2020
1. Booked profits and reduced exposure in healthcare sector to about 25% from 41% over the last couple of days.
2. Bonds are getting riskier, hence have closed most of the debt funds and moved capital to Liquid and Goldbees.
3. Portfolio value is now above the March crash and is again at an all time high level.

Strategy Curve:
Strategy Equity Curve.png


Allocation:
Allocation.png
 
#46
Date: 22-04-2020: Booked some more profits today, equity exposure now below 50%.
Remaining exposure in cash ? or liquid bees /gold bees?
 

ncube

Well-Known Member
#48
1. Asset Allocation after yesterdays profit booking. Equity exposure is now about 42%
2. In the next few days will invest in stocks which are setting up for next leg of up move.

1587615061810.png
 
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ncube

Well-Known Member
#49
Timing was good...luckily closed all bond funds last week as mentioned in my previous post...had high exposure especially to FT UST bond fund.

For record: Observe the impact of these type of events for future reference.

https://www.moneycontrol.com/news/b...-funds-due-to-market-illiquidity-5183701.html

Impacted funds:
- Franklin India Low Duration Fund,
- Franklin India Dynamic Accrual Fund,
- Franklin India Credit Risk Fund,
- Franklin India Short Term Income Plan,
- Franklin India Ultra Short Bond Fund, and
- Franklin India Income Opportunities Fund.
 
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siddhant4u

Well-Unknown Member
#50
Timing was good...luckily closed all bond funds last week...had especially high exposure to FT UST bond fund.

For record: Observe the impact of these type of events for future reference.

https://www.moneycontrol.com/news/b...-funds-due-to-market-illiquidity-5183701.html

Impacted funds:
- Franklin India Low Duration Fund,
- Franklin India Dynamic Accrual Fund,
- Franklin India Credit Risk Fund,
- Franklin India Short Term Income Plan,
- Franklin India Ultra Short Bond Fund, and
- Franklin India Income Opportunities Fund.
so effectively cash is in lockdown...

These schemes will not allow any further transactions, no purchases, no redemptions
 

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