Project Description

Partner: Mosaic Asset Management
Domains: Econometric Modelling, Data analysis
Project Overview: The project aims to predict whether certain sectors will perform better or worse compared to the benchmark index. This prediction is based on modeling global and local economic variables and analyzing how they relate to each sector.

Work Description

Roles: 3

Stipend: Paid project

Project Duration: 2 Months (plus possible extension)

Work Overview

  1. A system that takes the previous or historical data series for the macroeconomic variables and sectors as input.
  2. Strategize and develop ways to analyze various data series of the macroeconomic variables entered as inputs.
  3. A functional system that statistically analyzes the variables using the pre-developed strategies and establishes their relationships with provided sectors.
  4. Constructing and listing out long-only portfolios using top-down methodology.

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