Openbb Portfolio

Comprehensive portfolio management and optimization using OpenBB Platform.

Usage

/openbb-portfolio [--analyze] [--optimize] [--benchmark SPY]

What This Command Does

Analyzes portfolio performance, calculates risk metrics, and provides optimization recommendations.

Key Features

Portfolio Metrics

• Returns: Total return, annualized, Sharpe ratio, Sortino ratio
• Risk: Volatility, max drawdown, VaR, conditional VaR
• Allocation: Asset mix, sector exposure, geographic distribution
• Performance Attribution: Contribution analysis by position

Workflow

from openbb import obb
import pandas as pd

# Define portfolio (can load from file or define inline)
portfolio = {
    "AAPL": {"shares": 50, "cost_basis": 150.00},
    "MSFT": {"shares": 30, "cost_basis": 300.00},
    "GOOGL": {"shares": 20, "cost_basis": 2500.00},
    "BTC-USD": {"shares": 0.5, "cost_basis": 45000.00}
}

# Calculate current values
total_value = 0
positions = []

for symbol, data in portfolio.items():
    current_price = obb.equity.price.quote(symbol=symbol).price
    position_value = current_price * data["shares"]
…

Risk Analysis

# Calculate portfolio-level risk metrics
returns = []
for symbol in portfolio.keys():
    hist = obb.equity.price.historical(symbol=symbol, period="1y")
    returns.append(hist.to_dataframe()['close'].pct_change())

portfolio_returns = pd.concat(returns, axis=1).mean(axis=1)
portfolio_vol = portfolio_returns.std() * (252 ** 0.5) * 100  # Annualized

# Sharpe Ratio (assuming 4% risk-free rate)
risk_free_rate = 0.04
sharpe = (portfolio_returns.mean() * 252 - risk_free_rate) / (portfolio_returns.std() * (252 ** 0.5))

# Max Drawdown
cumulative = (1 + portfolio_returns).cumprod()
running_max = cumulative.expanding().max()
drawdown = (cumulative - running_max) / running_max
max_dd = drawdown.min() * 100
…

Portfolio Optimization

print(f"\n🎯 Optimization Recommendations:")

# Diversification score
diversification = 100 - max([pos['weight'] for pos in positions])
print(f"Diversification Score: {diversification:.0f}/100")

if diversification < 70:
    print("⚠️  Portfolio concentrated - consider adding positions")

# Rebalancing suggestions
target_weight = 100 / len(positions)
rebalance_needed = []

for pos in positions:
    diff = abs(pos['weight'] - target_weight)
    if diff > 10:
        action = "Reduce" if pos['weight'] > target_weight else "Increase"
        rebalance_needed.append(f"{action} {pos['symbol']}: {pos['weight']:.1f}% → {target_weight:.1f}%")
…

Examples

# Analyze current portfolio
/openbb-portfolio --analyze

# Optimize allocation
/openbb-portfolio --optimize

# Compare to SPY benchmark
/openbb-portfolio --benchmark=SPY

Integration

• Import positions from CSV/Excel
• Export reports to PDF
• Sync with brokerage accounts (via supported integrations)
• Tax-loss harvesting analysis