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
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