Terrence Edwards

Financial Model Challenge Can someone please build a portfolio simulation model. Where a person can interrogate a good fine tuned model with structured questions about portfolio construction and risk simulation. Here are a few questions from myself and folks in my “Learn With Me” group chat: 1. What would adding Mag7 for an additional 10% on top of the S&P index add wrt alpha and beta? 2. How many stocks in the S&P500 less the Mag7 have seen material stock appreciation since 10y UST exceeded 3.5%? Segregate these stocks into sector and rank by ROIC. 3. Do a random walk and determine the optimal mix between large cap and small cap indices that would have maximized risk adjusted returns since rates started rising in early 2022. What about if volatility can be unbounded? These questions aren’t meant to be definitive but illustrate questions that are still difficult to ask a general purpose LLM today but would have a lot of value. The robo-advisors would do well to integrate such a model to help inform portfolio construction for investors. I would allocate a good portion of my capital to strategies informed by such a model if I could validate it was reliable. If you build it, lmk and I can direct you to our group chat (the LWM community) who may want to try it.