Discussed how we would categorize our portfolio

Passive -75%

High Risk

Low Risk

Counter Cyclical

Energy

Tech Staples

Active -25%

Same categories as above

Discussed overall portfolio theory

Discussed MinCorr paper by David Vardari

Quadratic Optimization problem

Minimum Variance

Maximum Diversification

Minimum Correlation

Discussed Fractal paper which uses Brownian motion (Stochastic Calculus)

Goals for next week:

1. Begin sorting stocks between passive and active
2. Work through the papers to try and apply the tools within them

Possibly reach out to Dimitri Bianco about intro Quant tools as it is difficult to incorporate quant math to undergrad level