ishika-mi / mrmst

MRMST - Portfolio & Risk Management System

MRMST allows you to build a custom portfolio and assess its risk within few clicks!

Portfolio Risk management is like wearing a helmet while riding a bike—it shields your money during investments. For average investors, it's hard to understand the risk of their portfolio, MRMST is here to help.

Core Features

Real Time Market Condition Previewer

Quick Glimpse of the Financial Frenzy! The market preview includes current market status of Dow Jones, S&P 500, Nasdaq, and Russell 2000 index. Hold onto your seat as we zoom into the exciting world of the top 8 tech and meme stocks! 🚀🎢 Get the scoop on current prices, price changes, and the percentage shake-ups.

Portfolio Builder

Dream big and curate a portfolio that reflects your financial aspirations. You have the power to choose up to 10 stocks!For each stock in your portfolio, some fundamental information required: stock tickers, the specific quantity of shares, and the record of purchase dates.

Portfolio Risk Simulator

The portfolio risk simulator is a powerful tool that allows you to assess your portfolio's risk using Monte Carlo Simulation. The simulation unravels crucial metrics: Value at Risk (VaR) and Conditional Value at Risk (CVaR). VaR adn CVaR are two of the most popular risk metrics used by financial institutions to measure the risk of their portfolios. Simulation can be tailored to your needs by adjusting the number of simulations, historical data of your selected stocks, the confidence levels (alpha). The simulation will also generate a line chart for your portfolio's daily returns. All data can be downloaded as a CSV file for further analysis.

Project Setup

1. Clone the repository:

   git clone <REPOSITORY URL>
   cd MRMST

2. Install the required libraries by running the following command:

   pip install -r requirements.txt

3. Run streamlit

   streamlit run main_page.py