I would like to do more algorithmic work, but I have to put that to the side as I have higher priorities.
For example, this whole week I was working on a portfolio analysis for a firm I applied to. It includes financial modeling and risk analysis including: alpha, beta, r-squared, standard deviation, and Sharpe across different asset classes and sectors comprising around 200 positions.
I will probably post some excerpts, but not the whole thing, because the spreadsheet is 800 kb... and still not complete!
0 comments:
Post a Comment