Portfolio Projects
[Work in Progress] Master Thesis
Six month academic thesis at the investment management firm Allianz Global Investors with supervision from TUM’s Chair of Financial Management & Capital Markets about corporate earnings forecasting via machine learning with further research on the implied cost of capital.
Full documentation & PDF: tbd
Project Studies
Three month academic project study at the quantitative hedge fund Quantumrock with supervision from TUM’s Chair of Financial Management & Capital Markets about potential mean reversion effects in factor momentum investing.
Full documentation & PDF: Factor Momentum and Mean Reversion in Multifactor Investing
Securities Master Database
v. 1.1 (as of 04/2022)
The updated version is now hosted on an always-on Raspberry Pi server that executes various scripts (new instrument listings & price data, industry returns, mail notifications) daily via cronjobs.
v. 1.0 (as of 12/2021)
Local database that holds key corporate information on more than 10,000 financial instruments (equities & ETFs) from five US exchanges (NASDAQ, NYSE, AMEX, ARCA, BATS), as well as OHLCV price histories for each ticker (~ 30 Mio. rows & counting) with full update functionality. The data is pulled mainly from the Yahoo Finance API, blanks are filled with data from the Alpaca Trade API.
Full documentation & code: Building up a Securities Master Database, Setting up a Raspberry Pi Server
