A work on a stock data for competition on "Datacamp" site.

• 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.

Should your fund invest in Bitcoin?

📖 Background

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.

💾 The data

You have access to three files:

Bitcoin daily data in US dollars

• "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

S&P 500 daily data

• "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

inflation and gold as monthly data

• "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.