Overview
Built a trading strategy analysis workflow centered on risk, benchmarking, and performance interpretation.
Problem
Strategy returns are not enough on their own. The real question is whether a strategy performs well relative to risk and alternatives.
Approach
- Calculated return, volatility, beta, and Sharpe ratio metrics.
- Used Monte Carlo simulation to test uncertainty across scenarios.
- Compared strategies against market benchmarks such as the S&P 500.
Results
Created a clearer performance lens that balanced return with risk exposure.
What I Learned
The project deepened my understanding of how financial analysis frameworks translate into better decision making.