Kemal Kongar

Portfolio Analyst @ Select Equity Group

About

I apply quantitative methods and data analytics across capital markets. I've worked in the industry since 2021 and hold a Bachelor's degree in Computer Science and Political Science from McGill University.

Portfolio analytics

Factor-mimicking portfolio

Factor-mimicking portfolio 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