Porter Olson
Economics Research Assistant @ BYU
- Role
- Quantitative Researcher at BYU Silver Fund
- Location
- Salt Lake City, UT, US
- LinkedIn followers
- 500 followers
About Porter Olson
Data-driven research assistant at Brigham Young University with a passion for statistical…
Experience
Quantitative Researcher
Jan 2025 — Present · Provo, UT, US
Implemented and extended academic papers, including Low Beta Anomaly (Frazzini & Pedersen, 2014), Earnings Surprise Anomaly (Loh, 2012), and Distress Anomaly (Campbell et al, 2008).• Led original research on the predictability of returns based on 10-K filings using a transformer-based sentiment analysis.• Deployed MSCI Barra USE4 risk forecasts for backtests of researched signals using constrained mean-variance optimization.
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