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[Python Code] What's the BEST Way to BOOST Your Portfolio with Python

Ready to supercharge your portfolio and beat the Nifty 50? I reveal how I optimize my capital allocations to stock and trading strategies using Python with higher Sharpe ratio. I compared equal-weighted vs. mathematically optimized portfolios on top 10 stocks of Nifty 50

Sai Mohan Reddy

25 Jul 2025 — 1 min read

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You can download python code at the bottom of the page. It is accessible to only members of this site, membership is FREE !

What you'll learn:
- Step-by-step Python code for downloading data from Yahoo Finance (yfinance) and optimizing with Risk Folio-Lib.
- Why adjusted close prices matter for accurate backtesting.
- Integrating factors like SMB, HML, and WML from India Factor Library.
- Performance metrics: CAGR, volatility, and Sharpe ratio explained.
- How to apply this to your portfolio for better risk-adjusted returns.

Full Youtube Video

Python code used in the video

you can download the code below

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