Fundamental insight, applied with systematic discipline. Portfolio Manager in Sydney.
- Sydney
- in/luke-walters-100
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portfolio-correlation-MST
portfolio-correlation-MST PublicMinimum spanning tree of asset correlations for Bloomberg BQuant. Run it on any index, portfolio or stock list to find clusters, hubs and bridge assets.
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PE-regime-analysis
PE-regime-analysis PublicDoes the old idiom hold up? Buy resource stocks on high forward P/E, sell on low. Tested on the ASX 200 Resources index, but built with a dashboard for users to test any stock or index. Built for B…
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