2024 Progress...
My team has made considerable advancements in applying various emerging technologies for IMG (Investment Management Group). Predictive Models We have transitioned from conventional methods and refined our approach to using alternative data to more accurately predict the CPI numbers. Our initial approach has not changed by using 2 models (top-down & bottoms-up) for this prediction. So far we have outperformed both our larger internal team and major banks and dealers in accurately predicting the inflation numbers. Overall roughly 80% accuracy with the last 3 month prediction to be right on the spot. We have also developed predictive analytics for forecasting prepayment on mortgage-backed securities and predicting macroeconomic regime shifts. Mixed Integer Programming / Optimization Another area of focus is on numerical optimization to construct a comprehensive portfolio of fixed-income securities for our ETFs and Mutual Funds. This task presents numerous constraints and fundament