Comparing asset-allocation procedures
Backtesting portfolios constructed through Mean-Variance, Mean Absolute Deviation, and CVaR
Comparing asset-allocation procedures
Statistical Arbitrage through Cointegration
Using the Two-Step method in finding possible statistical arbitrage opportunities in the S&P500
Price Forecasting using Monte Carlo simulations
Monte Carlo price forecasting using Normal vs Laplace distribution on historical pricing data.
Financial Simulation
Building a frame work on the research side to test which parameters are important when constructing a portfolio.
More Smirk Than Smile
Looking at the supposed volatility smile in equities
Hedge Finder
Building a script that finds a quantitative hedge to your current positions
Sector Extensions
Qualitative search of over/under extensions of and within sectors
Senior Thesis
Oregon State University
Lagrangian Mechanics Description of an Economic System