Investment Analysis Systems

Portfolio Optimization System

Designed and implemented the user interface to a complex factor analysis model for portfolio evaluation and optimization. Provided the sales support and user training required to implement the investment strategies developed with the model.

Options Analysis System

Designed, coded and documented a system to price options in the OTC and Listed Treasury markets. System utilized a modified Black/Scholes option pricing model to generate both prices and hedge ratios. The system also included a market volatility analysis module.

Stock Market Pricing Database System

Designed and managed the coding of one of the first large stock market databases available for public use. The system maintained daily prices of all listed issues with 7 years of history. The system also provided COMPUSTAT, VALUE-LINE and other financial and statistical databases. The system was available to both brokerage houses and retail customers via a PC-based upload facility.

Broker Recommendation System

Designed and coded, in conjunction with a major money-center bank trust department, a system to gather, rank and report on the results of broker equities research departments. The system would collect estimated earnings of the underlying companies and compare to reported results. The system would also rank the individual analysts by name and firm based on Buy/Sell/Hold recommendations on the equities tracked. The results were then used by top management to allocate brokerage business amongst the ranked analysts.

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