Project Proposal
We obtained mutual and pension fund data in Turkey between 09 November 2015 and 16 November 2020 from Turkey Electronic Fund Transfer System tefas Data contains:
- Mutual Funds daily price data contains 389K rows and 7 variables.
- Pension Funds daily price data contains 435K rows and 7 variables.
- Mutual Funds daily asset allocation data contains 357K rows and 29 variables.
- Pension Funds daily asset allocation data contains 407K rows and 29 variables.
- Fund comparison data to retrieve umbrella fund type
- Financial benchmark data for alternative investments (i.e. inflation, currency, stock market, precious metal prices, term deposit interest rates, property prices, government bond returns) from CBRT, Turkstat, BIST, Yahoo!Finance.
Variables of imported TEFAS data sets are as follows:
Learning Objectives
- Importing, merging and cleaning multiple dirty data files.
- Processing imported data and conducting text mining to extract valuable data, categorize variables and generate insights.
- Visualizing data with relevant variables with good styling.
- Conducting exploratory analysis on financial data.
Analysis Objectives
- Formulating and calculating best performance metrics.
- Comparing and visualizing performance of funds and also making comparison over alternative investment mediums.
- Creating an interactive Shiny app dashboard for fund customers to query, display and compare fund performance.