Porter Olson
Quantitative Researcher @BYU Silver Fund
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WORK HISTORY
Quantitative Researcher @BYU Silver Fund
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.
ABOUT PORTER OLSON
Data-driven research assistant at Brigham Young University with a passion for statistical…
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