Asset Allocation And Quantitative Methods Intern
Global Multi-Asset Strategy Group (Chief Investment Strategist: Myron Scholes)- Developed and backtested adaptive momentum-based signals using Python, integrating them with existing signals based on forward-looking option prices.- Performed sensitivity analysis on investment strategies utilizing a Simple Moving Average timing model, devising a dynamic portfolio allocation method.- Leveraged cluster and principal component analysis in Python to categorize factor indices from Goldman Sachs.- Conducted research on behavioral and rational drivers of market momentum and its integration into conventional investment strategies.- Managed weekly updates of ongoing portfolios with mandates, automating processes using Excel VBA and Airflow.