Hedge Fund Business Game
![Hedge Fund Business Game](/uploads/projects_img/thumb_2_6b7342cf87.png)
Business Simulation Game “Who wants to be a Billionaire?”. Used in courses at LBS
Risk Management Toolkit
![Risk Management Toolkit](/uploads/projects_img/thumb_2_4554218297.png)
Automated risk analytics, reporting, stochastic modelling, heavy tail modelling
Trading Synthetic Options
![Trading Synthetic Options](/uploads/projects_img/thumb_2_a3f6dc9d11.png)
Absolutely original trading system and out of sample backtesting platform to perform trading synthetic options
Risk Management System
![Risk Management System](/uploads/projects_img/thumb_2_f3a458ad08.png)
Web based real-time Risk Management and Performance Attribution System with ranking and risk alert system
Stop-Loss Research
![Stop-Loss Research](/uploads/projects_img/thumb_2_207c60da71.png)
Research in stop-losses. Out-of-sample deep understanding of different stop-loss strategies applied both on the portfolio and component level.
Trading Strategies Tester
![Trading Strategies Tester](/uploads/projects_img/thumb_2_a8da7a1661.png)
System for a mid-term US equity Long/Short trading strategies testing with ranking and robustness tests and web tool for multi-portfolio tracking
Stochastic Portfolio Testing
![Stochastic Portfolio Testing](/uploads/projects_img/thumb_2_7040e40e04.png)
Rolling adaptive stochastic process applied to each portfolio component.
Hedge Fund Replication
![Hedge Fund Replication](/uploads/projects_img/thumb_2_5d4080d9e6.png)
Reverse engineering system which allows to replicate the hedge fund performance using simpler investments
Commodity Trading
![Commodity Trading](/uploads/projects_img/thumb_2_e2adb43e8d.png)
Research and platform for out of sample testing of the technical indicators applied for the commodity market