In this practical tech assignment, we are provided with a portfolio of 5 investment assets, and our goal is to apply our Python knowledge to review and assess the investment portfolio.
Import the three available datasets: asset_price, asset_information, and portfolio_weights Visualize the portfolio’s assets with a time series graph.
Calculate asset’s daily percentage returns. Calculate the correlation matrix for the five assets. Create a scatter plot comparing the returns of two specific assets.
Create an area chart of the asset weights. Plot the historical cumulative returns of the portfolio. Calculate the annualized return of the portfolio. Determine the annualized volatility of the portfolio (using an annualization factor of 261 days). Produce an area chart grouping asset weights by their categories, as detailed in the asset_information_data.csv.
