We create a tool (an analysis notebook) that analyses and visualises the major metrics of the portfolios across all of these areas, and determine which portfolio outperformed the others.
The historical daily returns of several portfolios:
- some from the firm's algorithmic portfolios
- some that represent the portfolios of famous "whale" investors like Warren Buffett
- some from the big hedge and mutual funds.
We use this analysis to create a custom portfolio of stocks and compare its performance to that of the other portfolios, as well as the larger market (S&P TSX 60 Index).
