🔹 Research: “Predictability of Funds Following Common Investment Philosophies” – Created a methodology to find mutual fund preferences towards quantitative factors and predict fund’s next quarter trading decisions. Constructed a framework in Matlab to efficiently incorporate and analyze the US ...more

🔹 Research: “Predictability of Funds Following Common Investment Philosophies” – Created a methodology to find mutual fund preferences towards quantitative factors and predict fund’s next quarter trading decisions. Constructed a framework in Matlab to efficiently incorporate and analyze the US fund holdings and 80 company-level factor and price data (IBES, Compustat, CRSP, FactSet). The implementation of the model identified fund trading preferences for around 83% of the US mutual funds. Combining the results from multiple funds, created a model which predicts next quarter’s aggregate institutional trading for around 40-60% of the stocks with more than 100 institutional holders.less