open-aladdin is an open-source risk analysis and portfolio management system inspired by BlackRock's Aladdin platform. It aims to provide comprehensive risk assessment and management tools for stocks, securities, and other market instruments.
- Comprehensive Risk Analysis: Assess risk for a wide range of financial instruments including stocks, bonds, derivatives, and more.
- Real-Time Data Processing: Continuously update risk assessments based on market changes.
- Advanced Machine Learning Models: Utilize state-of-the-art ML algorithms for predictive analytics and risk forecasting.
- Customizable Risk Metrics: Calculate and track various risk measures including VaR, Expected Shortfall, and custom metrics.
- Portfolio Optimization: Tools for constructing and rebalancing portfolios based on risk-return profiles.
- Interactive Dashboards: Visualize risk data and portfolio performance through customizable dashboards.
- API Integration: Easy integration with external data sources and other financial systems.
To install open-aladdin, run the following command:
pip install open-aladdin
from open_aladdin.main import fetch_stock_data, AdvancedRealTimeRiskAssessment
import time
if __name__ == "__main__":
# Example usage
# from data_integration import fetch_stock_data
tickers = [
"AAPL",
"GOOGL",
"MSFT",
"AMZN",
"^GSPC",
] # Including S&P 500 for market returns
historical_data = {
ticker: fetch_stock_data(ticker) for ticker in tickers
}
risk_assessor = AdvancedRealTimeRiskAssessment(historical_data)
risk_assessor.start_continuous_training()
try:
# Run for a while to allow some training iterations
time.sleep(60)
# Perform risk assessment
risk_results = risk_assessor.run_risk_assessment(
forecast_horizon=4
) # 1-year forecast
# Output results
risk_assessor.output_results(risk_results, "json")
risk_assessor.output_results(risk_results, "csv")
# Print some results
for ticker, measures in risk_results.items():
print(f"\nRisk Assessment for {ticker}:")
for measure, value in measures.items():
if isinstance(value, list):
print(
f"{measure}: [showing first 5 values] {value[:5]}"
)
else:
print(f"{measure}: {value:.4f}")
finally:
# Ensure we stop the continuous training when done
risk_assessor.stop_continuous_training()
For more detailed usage examples and API documentation, please visit our User Guide.
We welcome contributions from the community! If you'd like to contribute to open-aladdin, please follow these steps:
- Fork the repository
- Create your feature branch (
git checkout -b feature/AmazingFeature
) - Commit your changes (
git commit -m 'Add some AmazingFeature'
) - Push to the branch (
git push origin feature/AmazingFeature
) - Open a Pull Request
Please read our Contributing Guidelines for more details on our code of conduct, and the process for submitting pull requests.