- in this work we compared and did analyzation of bitcoin vs gold vs sp500
- we calculated sharpe ratio and sortino ratio, and did monte carlo simulation to check the ideal portfolio that the CFO wants - with low volatility.
- all with visualization and explanations.
You work as an analyst at an investment fund in New York. Your CFO wants to explore if it is a good idea to invest some of the fund's assets in Bitcoin. You have to prepare a report on this asset and how it compares to the stock market in general.
You have access to three files:
- "date" - date from September 17, 2014 to November 17, 2021
- "open" - the price at the beginning of the trading day
- "high" - the highest price reached that day
- "low" - the lowest price reached that day
- "close" - the price at the closing of the trading day
- "volume" - how many Bitcoin were traded that day
- "date" - date from September 17, 2014 to November 17, 2021
- "open" - the index level at the beginning of the trading day
- "high" - the highest level reached that day
- "low" - the lowest level reached that day
- "close" - the level at the closing of the trading day
- "volume" - how many shares in the companies that make up the index were traded that day
- "date" - date from September, 2014 to November, 2021
- "gold_usd" - price in usd of gold for that month
- "cpi_us" - the inflation index for the US for that month (cpi = consumer price index)
CPI data from the U.S. Bureau of Labor Statistics. Publicly available information.