I worked on this project when I was an Asset Manager at CiBanco.
Goal
- Develop a Robo-Advisor, called Optimist, who generates investment recommendations for an Asset Management team
Duration
- 1 year project
Activities
- Built Data Pipelines enabling smooth, automated flow of data from multiple sources
- Lead the deployment of self-serve reports for various stakeholders
- Researched Risk Parity strategies [1]
- Coded functionalities of a Robo-Advisor whose recommendations are driven by a Risk Parity strategy
Toolbox
- Batch scheduling
- R
- Shiny
- SQL
Outcome
- Eliminated manual repetitive tasks from team’s daily processes
- Migrated reporting workload from Excel to a full suite of dashboards
- Uncovered actionable insights for an Asset Management team
Optimist documentation:
Please fork Optimist in github to collaborate!
[1] Roncalli, Thierry (2009) On the properties of equally-weighted risk contributions portfolios
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