Industry attribution
In this exercise, you're going to calculate the relative industry position of your portfolio, versus a benchmark. As a portfolio manager you need to understand your portfolio's underweight and overweight positions (or "industry bets"), as they are a large driver of performance, as well as a potential source of risk.
The DataFrame portfolio_data is available, containing details about the industry classification, obtained from the Global Industry Classification System or "GICS", of your portfolio holdings, as well as your portfolio weights and the benchmark weights.
Latihan ini adalah bagian dari kursus
Introduction to Portfolio Analysis in Python
Latihan interaktif praktis
Cobalah latihan ini dengan menyelesaikan kode contoh berikut.
# Print the sum of the bm and pf weights
print (portfolio_data.____.____())
print (portfolio_data.____.____())