Projects / 03
Actively Managed Simulated Fund on the S&P 100
Active management of a simulated $100 million fund: stock picking, active positions and performance reporting.
Description
Active management of a simulated $100 million fund on the S&P 100 universe over 33 trading sessions, with a blend style and discretionary stock picking: 30 stocks, active weights within ±4% of the benchmark, weekly rebalancing. The work ends with a performance report analyzing the fund’s return and risk against the index.
Skills
Stock picking, fundamental analysis, active position management, performance attribution and reporting.
Tools
Excel, market data and quarterly company reports.
Models
Expectations investing, Sharpe, Sortino, Calmar, beta, tracking error, information ratio, drawdown.
Educational projects. Any results are hypothetical, based on historical or simulated data, and are not indicative of future returns. Nothing on these pages constitutes investment advice or a solicitation to invest.
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