Financial Data Analysis Project

Overview

This project analyzes financial asset performance, optimizes portfolio allocation, and compares trading strategies. It includes data fetching, exploratory data analysis (EDA), portfolio optimization, and visualization of results.

Project Structure

financial-data-analysis/
│-- main.py    # Main execution script
│-- requirements.txt    # Dependencies file
│-- README.md    # Documentation
│-- LICENSE    # Open-source license
│-- .gitignore    # Files to ignore in Git
│-- /data    # Raw and processed datasets
|   |--price_data.xlsx
│-- /notebooks    # Jupyter Notebooks for exploratory analysis (Currently empty)
│   |-- .gitkeep
│-- /scripts    # Contains scripts for different tasks
│   │-- data_fetching.py  
│   │-- analysis.py  
│   │-- visualization.py  
│   │-- portfolio_optimization.py  
│   │-- __pycache__/   (Automatically generated, should be ignored in Git)
│-- /original_code    # Archive of original scripts before refactoring
│-- /images    # Generated visualizations
│   │-- prices_over_time.png
│   │-- correlation_matrix.png
│   │-- key_metrics_comparison.png
│   │-- strategy_vs_hold.png
│   │-- optimal_portfolio_weights.png
│   │-- efficient_frontier.png

Installation

1. Clone this repository:

   git clone https://github.com/yourusername/financial-data-analysis.git
   cd financial-data-analysis
   
   

2. Install required dependencies:

   pip install -r requirements.txt
   
   

Running the Project

Execute the main script:

python main.py

This will:

• Fetch financial data
• Perform exploratory data analysis
• Compute portfolio optimization
• Generate key visualizations

Outputs

1. Prices Over Time

2. Correlation Matrix

3. Key Metrics Comparison

4. Trading Strategy vs Buy & Hold

5. Optimal Portfolio Weights

6. Efficient Frontier with Optimal Portfolio

Notes

• Ensure that all dependencies are installed.
• Modify main.py to customize asset symbols or analysis parameters.

License

This project is open-source under the MIT License.

---

🚀 Developed by Nicolas Ramirez