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🌟 Project 5: Comparative Analysis of Wealth Investment Strategies
🧩 Context and Objectives
This final bootcamp project aimed to analyze various investment strategies (unit-linked funds, euro funds, real estate, gold) over the period 2014–2024, with projection to 2034. The goal was to evaluate their performance, risk, and long-term potential for wealth advisory purposes.
📊 Data Used
- Index ETFs (unit-linked funds)
- Gold price (GC=F – Yahoo Finance)
- Euro funds (insurance reports)
- Real estate prices (DVF open data)
🔍 Methodology
- Web scraping, time series cleaning, format reconciliation
- Performance visualization by investment type (2014–2024)
- Projection simulation (2034) using Monte Carlo models
- Algorithms applied to identify optimal portfolios:
- Max return
- Min volatility
- Max Sharpe Ratio
- Balanced portfolio
📈 Key Results
- Gold and unit-linked funds showed the best performance 2014–2024
- The optimal (Sharpe) portfolio could reach €48,465 in 2034 (vs €10,000 in 2014)
- Euro funds remain very safe but with low performance (€11,168 projected in 2034)
📌 Tools
Python (yfinance, numpy, pandas, matplotlib, seaborn), Google Colab
🗣️ Presentation
Visual storytelling on Canva, comparative modeling, performance/safety/liquidity triangle
View presentation on Canva