DerivativesRiskFinanceOptionsSharpe RatioTechnical Analysis
Quantitative Portfolio Management: StockTrak Simulation
problem · Generate alpha against S&P 500 while managing systemic risk during a high-volatility election cycle.
what shipped
- Built a high-alpha options strategy on MicroStrategy and Broadcom that delivered a 2.72 Sharpe ratio.
- Used RSI / MACD technical signals to time NVDA & TSLA entries; weekly rebalancing at portfolio Beta 0.59.
- Managed $1M active equity + derivatives book; 1st place finish, outperformed S&P 500 by 145% in 6 weeks.