Repository of work samples from professional experience in Investment Research at Lumida Wealth Management.
Table of Contents
Conducted preliminary analysis, initial coverage, and ongoing due diligence for tokens, protocols, and themes for client requests and internal needs. Format include PDFs and interactive webapp reports covering L0s, L1s, L2s, DeFi, Decentralized Storage, Oracles, and Gaming.
Example of due diligence for Ethereum Name Service:
Impermament Loss: View Notebook
Conducted deep dive tokennomics research and built DeFi models in shared Jupyter notebooks.
Example of single token impermanent loss on simple AMM:
Sample Dashboard: Open Dashboard
Built dashboards with Dash and Plotly to track macro indicators, strategy performance, and token specific analytics for internal and clients, such as
- Cap-weighted indexes with overbought and oversold tokens
- Multicoin interactive charts e.g. correlation, drawdowns
- Performance trackers for various strategies
- L2 Scaling Solutions On-chain Activity (Polygon, Arbitrum, Optimism)
Example provided above was a dev environment where I tested charts and performance prior to moving to test and prod.
Snapshot of example dashboard:
BTC-USD Momentum Spread Exploration: Download HTML
BTC-USD US-KOR Exchange "Arbitrage": Download Excel File
Tested crypto portfolio strategies that could be executed off-chain through TradFi compliant institutions, focusing on mega-cap tokens in particular BTC.
Snapshot of Portfolio rebalancing on momentum indicators:
Sample Portfolio :Download Excel File
Constructed portfolios across various token parameters, such as market cap tier and category membership, with different portfolio optimization methods such as Markowitz Mean-Variance and inverse rolling volatility.
Snapshot of portfolio with provided Markowitz Excel workbook:
Calendar Webview (static): Open Calendar
The goal was to have both important TradFi macro indicators and crypto events at the same place for our co-CIOs to stay up to date on both worlds. The methodology I used was a combination of scraping and Coindar API, fed into Google Sheets.
Snapshot of a filterable Google sheets workbook:
