Quantitative Finance

Department: Computer Science

Group Members: Jesse Pirnat, Daniel Sanchez, Eric Shaw, Sean Vasquez, Brad Warren

Client: Prof. George Calhoun

Advisor: None

Cybersecurity Advisor: Prof. Sven Dietrich

Project Description: The goal of this project is to build an application to support efficient and effective portfolio and risk management. The application will provide tools and analytics to drive investment decisions. For example, it will support portfolio construction, position and trade analysis, risk metrics, and performance monitoring. The application will feature a selection of market models and an optimization engine to identify risks and trading opportunities. The user will be able leverage these tools to build a custom strategy based on quantitative analysis.