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Momentum Based Portfolio Rebalancing in Python

Assuming people have a portfolio of stocks, the best way to optimize gains is to adjust which stocks are being held & replace poor performing stocks. One strategy when rebalancing a portfolio is a momentum based approach. To test this approach we picked the 30 stocks in the Dow Jones Industrial Average & created a portfolio to measure various key performance indicators. Based on these metrics we picked stocks to replace in the portfolio and visualized the results. To start this analysis we collected & processed the data from a yahoo API using R. I then cleaned the data &…

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