This is my first backtest project, meant to be first used in the development process of an investment algorithm for an exam.

I did this project as one of the parts from a Python test for my Master's degree. The objective was to practice the treatment of financial time series.

I did this project as a challenge for my Master's degree. The objective was to find the efficient frontier and the maximum sharpe portfolio using a simulation with a dataset of 70 thousand investme…