Quantitative Portfolio Analysis & Optimization

James R

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About this service

Summary

Leveraging advanced analytical techniques and industry experience, I provide high-quality, informative reports to enhance your understanding of your investment portfolio. This project delivers a comprehensive portfolio analysis covering performance, risk, performance attribution and benchmark comparisons. Additionally, it looks into portfolio optimization, aiming to maximize returns whilst simultaneously minimizing risk through the use of Modern Portfolio Theory (MPT).

Naturally, you may not be interested in every deliverable provided here, so lets have a chat and I can tailor the project to what you require.

Disclaimer:

This project should not be taken as constituting professional advice from me and is for educational purposes only. I am not a financial adviser. You should consider seeking independent legal, financial, taxation or other advice to check how the information relates to your unique circumstances. I am not liable for any loss caused, whether due to negligence or otherwise, arising from the use of (or reliance on) information provided directly or indirectly from the project.

Past performance is also not an indicator of future performance. I do not guarantee or make any representation as to the performance of the financial products, the maintenance or repayment of capital, the price at which financial products may trade or any particular rate of return.

Finally, data for this project (such as price data and so forth) may be sourced from third parties and I do not make any representation or warranty as to the accuracy, reliability, timeliness or completeness of the information.

What's included

Portfolio Performance Analysis
Comprehensive report on the portfolio's historical and current performance, including risk-adjusted returns, alpha generation, and benchmark comparisons.
Risk Assessment & Diversification Analysis
Detailed analysis of portfolio risk factors, including volatility, beta, Value at Risk (VaR), and stress testing results. Additionally, an analysis of correlations between different assets in the portfolio to assess diversification benefits.
Security Selection Analysis
In-depth analysis of individual securities within the portfolio, including contribution to overall performance and risk.
Performance Attribution Report
Breakdown of portfolio performance by asset class, sector, and individual securities to identify sources of returns.
Portfolio Optimization
This involves calibrating your portfolio with the aim of maximizing expected return and minimizing financial risk via a multi-objective optimization process.
Executive Summary
Concise overview of key findings and insights yielded from the project.

Skills and tools

Financial Analyst

Data Analyst

Investor

Data Analysis