Created
May 6, 2022 15:30
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ETF Allocations Dataset
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def _etf_diversity_dataset(etf_tickers_and_allocations): | |
ETFs = [] | |
for etf_ticker, allocation in etf_tickers_and_allocations.items(): | |
etf_holdings_dataset = _etf_holdings_dataset(etf_ticker, allocation) | |
ETFs.append(etf_holdings_dataset) | |
etf_diversity_dataset = pd.concat(ETFs).groupby(by=["ticker", "sedol"]).sum() | |
etf_diversity_dataset = etf_diversity_dataset.sort_values(by="funds_allocation", ascending=False) | |
etf_diversity_dataset["funds_allocation"] = etf_diversity_dataset["funds_allocation"].round(3) | |
return etf_diversity_dataset | |
etf_tickers_and_allocations = { | |
"VDC": 20000, | |
"VCR": 20000, | |
"VGT": 20000, | |
"VOO": 20000, | |
"VUG": 20000, | |
} | |
etf_diversity_dataset = _etf_diversity_dataset(etf_tickers_and_allocations) | |
print(etf_diversity_dataset) | |
# ticker sedol funds_allocation | |
# AAPL 2046251 8506.425 | |
# MSFT 2588173 6918.250 | |
# AMZN 2000019 6523.805 | |
# TSLA B616C79 4637.269 | |
# PG 2704407 2835.639 | |
# ... ... | |
# VRM BMFZYY5 0.157 | |
# AUR BMF0P92 0.128 | |
# LEN/B 2578293 0.125 | |
# NWS BBGVT51 0.009 | |
# HAYW BMFQC33 0.001 | |
# [1153 rows x 1 columns] |
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