Project :: Portfolio Investment

Specifications

   Portfolio Manager is an investing application optimizing risk-return of the portfolio provided certain risk—aversion preferences of the investor. The solution included development and implementation of constraint optimization problems, trading strategies and their back-testing.

Project Type: Quantitative Finance

Role: Software Engineering | Financial Engineering

Technology: C++ | Sql Server

Features: Data Aggregation | Parsing Engine | Newton's Method | Algorithmic Trading | Lagrange Multipliers

Industry: Financial | Education






Return Back | Page Top