Download NIFTY historic data and calculate Calmar Ratio, Sortino Ratio, Sterling ratio, Sharpe Ratio, Treynor ratio, Jensens alpha, Information ratio, Appraisal ratio, Tracking error, Max drawdown, Average drawdown. Select the best stocks based on Risk Adjusted Return and other parameters like debt to equity, insider holding, profit margin etc.

Risk analysis of a stock portfolio using Python metrics like Sharpe Ratio, VaR, etc.

Finding best portfolio weightings based on a predefined set of ESG stocks.

This Project aims to technically analyze various portfolio diversification strategies and build a mean-variance efficient portfolio strategy positioned for a risk-averse investor.