Introduction:

The proposed challenge consists in developing an automated process to monitor an investment portfolio with several asset classes, generating the data visualization via BI. The goal is to bring efficiency and accuracy to investment management, controlling risk and obtaining satisfactory results.

Objective:

The candidate should develop a pipeline capable of monitoring and consolidating the investment portfolio from .csv files with the movements and the balance values of the assets from each month. To do this, the candidate will use Python. Then, the results will be visualized through Power BI, generating graphs, tables, and portfolio intelligence analysis. The information will be recurring, so you need to design a pipeline to be rerun in the future.

Tools used:

To solve this challenge, it is suggested to use Python to create a data pipeline and Power BI to visualize the data.

Deliverables:

The candidate should deliver a page or two with the results/report that will be shared with the internal team. The information should contain asset/portfolio positions and performance through charts and tables (it is interesting to have metrics such as YTD, ITD performance and P&L), as well as portfolio intelligence analysis (such as asset allocation) to generate insights to share with the internal team. The source code and BI used to generate the results should also be delivered.

Data Source:

For the development of this case, the candidate should use the attached .csv files containing the movements (subscriptions and redemptions of each investment) — stock prices are not provided, but it is expected that they will be included in the results — and balances (the latest value of the non-public assets for each month) of an investment portfolio. In addition, the candidate can use investment fund documents as an example to choose which metrics to present, such as profitability, volatility, and allocation, among others. It is important to remember that the choice of metrics must be based on the type of investment and the company's decision-making needs.