Investment_Optimization

Investment portfolio analysis with the PEARSON coefficient

Tasks

• 1 - Data of investiments (ASSETS)
• 2 - Return of investiments (ROI)
• 3 - Covariance matrix
• 4 - Pearson analysis of assets
• 5 - Optimization model
• 6 - Weight composition chart before and after optimazation
• 7 - Measure of risk per portfolio asset
• 8 - Histogram of returns before and after optimization
• 9 - Risk Measurement Table
• 10 - Turning into report with FPDF

Pipeline

Find a better investment allocation according to the risk and correlation of each asset

Collect data > Pearson analysis > Optimization model > Measure of risk > Insights > REPORT