Portfolio Challenge

1 Portfolio Challenge

Important assumptions:

1. Risk-free rate is set 3% per year (reasonable for 2022 in the US).

2. All returns are calculated in USD. Stock prices in other currencies are replaced by USD.

3. Exchange rates are downloaded using getFX (more here).

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Important Dates:

Event	Dates
Checking the portfolios	September 05
Challenge starts	September 08
Report deadline	September 20
Challenge ends	October 07

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Prizes

1. Best Sharpe ratio:
2. Best Portfolio report
3. Best coding analysis

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library(dplyr)
library(yfR)
library(ggplot2)
library(PerformanceAnalytics)
library(PortfolioAnalytics)
library(tidyquant)
library(ggthemes)
library(tidyr)
library(writexl)
start <-'2022-09-08' 
end   <- Sys.Date() 

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Be aware of the overconfidence trap!

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