Table of Contents

Team Introduction (see below)

• Meet the Team
• Team Formation and Collaboration Method

1. Project Description

• Executive Summary
• Problem Statement
  • Problem Description
  • Data Description
  • Our Solution
  • Outcome Description
  • Solution Assessment and Impact

2. Project Execution

• Technical Summary
• Phase 1: Set up environment
• Phase 2: Create functions
• Phase 3: Calculate Bench Portfolio Metrics
• Phase 4: Construct Final Dataset
• Phase 5: Create Return Matrix
• Phase 6: Construct Portfolio with Constraints
• Phase 7: Create Annual Data Table
• Phase 8: Save Data Sets, subsetted
• Phase 9: Visualize Performance
• Appendix 1: Data Dictionary
• Appendix 2: Key Data Inputs

3. Project Summary

• Project Output
• Scalable Solution
  • Time: for n~inf options
  • All Equity Market
• Future Improvement on Technical Project Collaboration
  • Cloud Computer Solutions

Team Introduction

Meet the Team

Elijah Hall

https://www.linkedin.com/in/elijah-hall-b0404692/

• With a background and education in finance, economics and applied analytics, Elijah has over six years of experience serving in leadership positions varying from directing small, highly trained teams to coordinating complex plans with multiple agencies. He has a Bachelor’s in Finance from University of Washington and is a former Marine. He is currently studying at Columbia University in the Master’s program for Applied Analytics.

Juhyuk Park

https://www.linkedin.com/in/juhyuk-park/

• A procurement specialist with over 10 years of experience, Juhyuk is a technologically savvy operations professional currently studying at Columbia University. He received his Bachelor’s in Economics from University of North Carolina at Chapel Hill.

Shan (Susan) Su

https://www.linkedin.com/in/sushancolumbia/

• A data storyteller with hand-on experience in web analytics and customer analytics, Shan is a detailed-oriented professional. She received her BS in English from the University of International Business and Economics. She is currently studying to receive her Master’s degree in Applied Analytics from Columbia University.

Aditi Wadhawan

https://www.linkedin.com/in/aditi-wadhawan-358a92120/

• A driven and analytical professional with almost 3 years of experience in a leading analytics firm, Aditi has a diverse background in technology, operations and consulting. She obtained a Bachelor’s Degree in Computer Science from Jaypee Institute of Information Technology and is currently in Columbia University’s Masters in Applied Analytics program.

Kylene Ye

https://www.linkedin.com/in/kylene-ye

• Kylene is an accounting professional who leverages her avid love of business and technology to engage with individuals about the importance of analytical knowledge in business practices. She received her BS in Accounting from Case Western Reserve University and is currently studying at Columbia University.

Team Formation and Collaboration Method

It was difficult forming our team due to varying schedules/skillsets and the amount of research that was needed to begin working on the problem. As a result, our team wasn’t able to begin coding until December 2017. At this point, we were under considerable time pressure since the deadline for submission was January 23, 2018.

The team worked every Saturday for 6 - 8 hours in order to develop our solution. Initially, the team worked separately to create the needed code, and then collaborated to streamline and debug the different functions. Assignment of parts was done on an as-needed basis. Some members served as ‘floating debuggers’, and others paired up with another member to work together. Outside of in-person meetings, all communication was through text message and all shared documents were stored on Google Drive.