https://www.youtube.com/watch?v=cDy9t85_CZk

Finance

Portfolio Optimization

Customer Challenges:

Financial investment company was interested in investigating strategies for portfolio allocation.

Our Solution:

  • The ISEA TEK team derived a portfolio asset allocation mathematical model, explicitly incorporating transaction costs and considering multiple alternative risk measures.
  • Using the S&P 500 Index adjusted close values, as well as a cash option, the ISEA TEK team performed detailed analysis of the mathematical model under a period of significant market increase and a period of significant market decrease.
  • The ISEA TEK team was able to prove that their mathematical model resulted in positive returns in both sets of market conditions, as compared with negative returns otherwise.

Foreign Exchange (FOREX) Investment Strategy

Customer Challenges:

Private investment group was interested in strategies for investing in the FOREX market.

Our Solution:

  • The ISEA TEK team analyzed open/high/low/close/volume data for multiple currency pairs, over multiple years, in addition to other data with the potential to influence FOREX market conditions.
  • The ISEA TEK team utilized approaches from machine learning and data analytics to uncover temporal relationships and trends in certain currency pairs.
  • The ISEA TEK team developed a modeling and simulation framework to prove out their approach.