🌟 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