Beta Presentation Investment Portfolio Construction The Capstone - - PowerPoint PPT Presentation

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Beta Presentation Investment Portfolio Construction The Capstone - - PowerPoint PPT Presentation

Beta Presentation Investment Portfolio Construction The Capstone Experience Team Principal IPC Sean Kennedy Don Nakashima John Parke Yue Wang Andrew Watson Department of Computer Science and Engineering Michigan State University From


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SLIDE 1

From Students… …to Professionals

The Capstone Experience

Beta Presentation

Investment Portfolio Construction

Department of Computer Science and Engineering Michigan State University Spring 2020

Team Principal IPC​

Sean Kennedy Don Nakashima John Parke Yue Wang Andrew Watson

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SLIDE 2

Project Overview

  • Principal’s current process involves hard-

coding parameters to generate a single type of investment portfolio construction

  • Our application provides a user interface for

saving and loading optimization parameters and passing them to Principal’s existing optimization engine

  • The application assigns groups to its users,

providing them with the ability to construct a variety of portfolio constructions based on custom-built portfolio-level and quantile-level constraints

The Capstone Experience Team Principal IPC Beta Presentation 2

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SLIDE 3

System Architecture

The Capstone Experience Team Principal IPC Beta Presentation 3

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SLIDE 4

Home Page

The Capstone Experience Team Principal IPC Beta Presentation 4

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Constraint Scoping Page

The Capstone Experience Team Principal IPC Beta Presentation 5

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SLIDE 6

Constraint Specification Page

The Capstone Experience Team Principal IPC Beta Presentation 6

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SLIDE 7

Results Page

The Capstone Experience Team Principal IPC Beta Presentation 7

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SLIDE 8

What’s left to do?

  • Add plug-in services so that it is easy for

Principal to put the software into production quickly on a variety of databases

  • Fully integrate with other Principal team’s user

authentication

  • Add configuration plug-ins for additional world

views that Principal can implement

  • Finish code documentation

The Capstone Experience Team Principal IPC Beta Presentation 8

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SLIDE 9

Questions?

The Capstone Experience Team Principal IPC Beta Presentation 9

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