Modern Portfolio Management & Interactive Reporting

Presented: Tuesday, August 8th

Speaker: Guy Yollin, Senior Financial Engineer, Insightful Corporation

View the archived Web cast.

Download the Web cast presentation.

Insightful’s financial suite of tools (S-PLUS, S+FinMetrics, and S+NuOPT) enables modern portfolio management techniques.  When coupled with Insightful’s Dynamic Reporting Suite, one has an ideal platform for interactive analysis and reporting.

In this webcast we will demonstrate a number of advanced portfolio construction, risk management, and performance analysis techniques and show how all of these tasks are greatly enhanced though an interactive process.

Focus areas will include:

• Portfolio Construction
  • Portfolio optimization on Conditional Value-at-Risk
  • Portfolio optimization on Maximum drawdown
    
• Performance Analysis
  • Performance attribution
  • Comparison to benchmarks
    
• Risk Management
  • Portfolio Risk decomposition
  • Value-at-risk and Conditional value-at-risk

Guy Yollin, Senior Financial Engineer

Guy Yollin joined Insightful in July of 2005 to lead the software development effort for new financial solutions along with continued software engineering for the S+Finmetrics and NuOpt modules. Prior to joining Insightful, Guy was a futures traders at a boutique hedge fund in Portland, OR. He also served as an adjunct instructor for financial time series analysis and statistical computing at Oregon Health and Science University where he received his master’s degree in computational finance. His undergraduate degree is in electrical engineering from Drexel University in Philadelphia; prior to transitioning to the financial engineering area, Guy was a cofounder of a pattern recognition software company that was eventually acquired by a semiconductor equipment manufacturer.