This repo is for the final project of our 2021 programming for data processing course at the UPM
Smallville Asset Management (or SAM in abbreviated form) is an investment advice firm, that wants to improve their advice services provided to their customers, mainly individual investors. SAM managers tasks mainly consist of defining the type of financial assets a customer should invest in depending on the personal profile of the customer. Thus, after some interviews with the customer, the manager obtains a profile with aspects like return or profit expected, risk tolerance, ... Based on this profile, the manager proposes to the customer the type of assets to invest in, with an explanation according to customer expectations and profile. So far, Smallville Asset Management relays heavely on the intuition and long experience of their portfolio managers to control and define the investment strategies used in the firm. However, with recent rise of Big Data and Data Analytics, they are thinking to complement the human expertise and perform data-driven portfolio management. In order to leverage the power of Data Analytics, at SAM are planning to develop a Back testing tool. This tool basically allows to evaluate how an investment strategy has performed in the past, taking into account the previous behaviour (e.g. price evolution) of the financial assets included in the investment strategy. For that reason, managers at SAM have selected the different assets they daily work with. Main aspects of these assets are described in following section.
- Python
- Pandas