Building advanced portfolio analysis and market intelligence tools with OpenBB

!pip install openbb[all] --quiet


import warnings
warnings.filterwarnings('ignore')


import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import seaborn as sns
from datetime import datetime, timedelta
import openbb


from openbb import obb


pd.set_option('display.max_columns', None)
pd.set_option('display.width', 1000)


print("🚀 Advanced OpenBB Financial Analysis Tutorial")
print("=" * 60)

print("n📊 1. BUILDING AND ANALYZING A TECH PORTFOLIO")
print("-" * 50)


tech_stocks = ['AAPL', 'GOOGL', 'MSFT', 'TSLA', 'NVDA']
initial_weights = [0.25, 0.20, 0.25, 0.15, 0.15]


end_date = datetime.now().strftime('%Y-%m-%d')
start_date = (datetime.now() - timedelta(days=365)).strftime('%Y-%m-%d')


portfolio_data = {}
portfolio_returns = pd.DataFrame()
successful_stocks = []


print(f"Fetching data from {start_date} to {end_date}...")


for i, symbol in enumerate(tech_stocks):
   try:
       data = obb.equity.price.historical(symbol=symbol, start_date=start_date, end_date=end_date)
       df = data.to_df()
      
       if df.index.duplicated().any():
           df = df[~df.index.duplicated(keep='first')]
      
       portfolio_data[symbol] = df
      
       returns = df['close'].pct_change().dropna()
       portfolio_returns[symbol] = returns
       successful_stocks.append(symbol)
      
       print(f"✅ {symbol}: {len(df)} days of data")
   except Exception as e:
       print(f"❌ Error fetching {symbol}: {str(e)}")


if successful_stocks:
   successful_indices = [tech_stocks.index(stock) for stock in successful_stocks]
   portfolio_weights = [initial_weights[i] for i in successful_indices]
   total_weight = sum(portfolio_weights)
   portfolio_weights = [w/total_weight for w in portfolio_weights]
  
   print(f"n📋 Portfolio composition (normalized weights):")
   for stock, weight in zip(successful_stocks, portfolio_weights):
       print(f"  {stock}: {weight:.1%}")
else:
   portfolio_weights = []


print("n📈 2. PORTFOLIO PERFORMANCE ANALYSIS")
print("-" * 50)


if not portfolio_returns.empty and portfolio_weights:
   weighted_returns = (portfolio_returns * portfolio_weights).sum(axis=1)
  
   annual_return = weighted_returns.mean() * 252
   annual_volatility = weighted_returns.std() * np.sqrt(252)
   sharpe_ratio = annual_return / annual_volatility if annual_volatility > 0 else 0
   max_drawdown = (weighted_returns.cumsum().expanding().max() - weighted_returns.cumsum()).max()
  
   print(f"Portfolio Annual Return: {annual_return:.2%}")
   print(f"Portfolio Volatility: {annual_volatility:.2%}")
   print(f"Sharpe Ratio: {sharpe_ratio:.3f}")
   print(f"Max Drawdown: {max_drawdown:.2%}")
  
   print("n📊 Individual Stock Performance:")
   for stock in successful_stocks:
       stock_return = portfolio_returns[stock].mean() * 252
       stock_vol = portfolio_returns[stock].std() * np.sqrt(252)
       print(f"{stock}: Return {stock_return:.2%}, Volatility {stock_vol:.2%}")
else:
   print("❌ No valid portfolio data available for analysis")

print("n🔍 3. ADVANCED TECHNICAL ANALYSIS")
print("-" * 50)


symbol="NVDA"
try:
   price_data = obb.equity.price.historical(symbol=symbol, start_date=start_date, end_date=end_date)
   df = price_data.to_df()
  
   df['SMA_20'] = df['close'].rolling(window=20).mean()
   df['SMA_50'] = df['close'].rolling(window=50).mean()
   df['EMA_12'] = df['close'].ewm(span=12).mean()
   df['EMA_26'] = df['close'].ewm(span=26).mean()
  
   df['MACD'] = df['EMA_12'] - df['EMA_26']
   df['MACD_signal'] = df['MACD'].ewm(span=9).mean()
  
   delta = df['close'].diff()
   gain = (delta.where(delta > 0, 0)).rolling(window=14).mean()
   loss = (-delta.where(delta  df['MACD_signal'].iloc[-1] else "SELL"
   price_vs_sma20 = "Above" if current_price > df['SMA_20'].iloc[-1] else "Below"
  
   print(f"n{symbol} Technical Analysis:")
   print(f"Current Price: ${current_price:.2f}")
   print(f"RSI (14): {current_rsi:.2f} ({'Overbought' if current_rsi > 70 else 'Oversold' if current_rsi 

print("n⚠️  6. RISK ANALYSIS")
print("-" * 50)


if not portfolio_returns.empty and len(portfolio_returns.columns) > 1:
   correlation_matrix = portfolio_returns.corr()
   print("nPortfolio Correlation Matrix:")
   print(correlation_matrix.round(3))
  
   portfolio_var = np.dot(portfolio_weights, np.dot(correlation_matrix *
                         (portfolio_returns.std().values.reshape(-1,1) *
                          portfolio_returns.std().values.reshape(1,-1)),
                         portfolio_weights))
   portfolio_risk = np.sqrt(portfolio_var) * np.sqrt(252)
   print(f"nPortfolio Risk (Volatility): {portfolio_risk:.2%}")


print("n📊 7. CREATING PERFORMANCE VISUALIZATIONS")
print("-" * 50)


if not portfolio_returns.empty:
   fig, axes = plt.subplots(2, 2, figsize=(15, 10))
   fig.suptitle('Portfolio Analysis Dashboard', fontsize=16)
  
   cumulative_returns = (1 + portfolio_returns).cumprod()
   cumulative_returns.plot(ax=axes[0,0], title="Cumulative Returns", alpha=0.7)
   axes[0,0].legend(bbox_to_anchor=(1.05, 1), loc="upper left")
  
   rolling_vol = portfolio_returns.rolling(window=30).std() * np.sqrt(252)
   rolling_vol.plot(ax=axes[0,1], title="30-Day Rolling Volatility", alpha=0.7)
   axes[0,1].legend(bbox_to_anchor=(1.05, 1), loc="upper left")
  
   weighted_returns.hist(bins=50, ax=axes[1,0], alpha=0.7)
   axes[1,0].set_title('Portfolio Returns Distribution')
   axes[1,0].axvline(weighted_returns.mean(), color="red", linestyle="--", label="Mean")
   axes[1,0].legend()
  
   if len(correlation_matrix) > 1:
       sns.heatmap(correlation_matrix, annot=True, cmap='coolwarm', center=0, ax=axes[1,1])
       axes[1,1].set_title('Correlation Matrix')
  
   plt.tight_layout()
   plt.show()


print("n🎯 8. INVESTMENT SUMMARY & RECOMMENDATIONS")
print("-" * 50)


print("Portfolio Analysis Complete!")
print(f"✅ Analyzed {len(successful_stocks)} stocks")
print(f"✅ Calculated {len(sector_performance)} sector performances")
print(f"✅ Generated technical indicators and risk metrics")


if not portfolio_returns.empty and len(successful_stocks) > 0:
   best_performer = portfolio_returns.mean().idxmax()
   worst_performer = portfolio_returns.mean().idxmin()
   print(f"🏆 Best Performer: {best_performer}")
   print(f"📉 Worst Performer: {worst_performer}")


print("n💡 Key Insights:")
print("• Diversification across tech sectors reduces portfolio risk")
print("• Technical indicators help identify entry/exit points")
print("• Regular rebalancing maintains target allocations")
print("• Monitor correlations to avoid concentration risk")


print("n🔧 Next Steps:")
print("• Backtest different allocation strategies")
print("• Add fundamental analysis metrics")
print("• Implement automated alerts for technical signals")
print("• Explore ESG and factor-based screening")


print("n" + "="*60)
print("OpenBB Advanced Tutorial Complete! 🎉")
print("Visit  for more features and documentation")