Kemal Kongar

Portfolio Analyst at Select Equity Group

I work on portfolio construction and risk analytics, backed by terabyte-scale data engineering. Before joining Select Equity in 2023, I worked on electronic trading systems at Citi and machine learning research at McGill.

B.A. Computer Science and Political Science, McGill University
Level III Candidate in the CFA Program

Illustrative analytics

Out-of-sample decay

Out-of-sample decay Rolling rank IC is split between in-sample and out-of-sample periods.
Mean IC is compared in-sample and out-of-sample.
Month 20