This tool is created in Excel by using VBA programming techqiues with access to Bloomberg database server. Basicall, it provides all sorts advanced quantitative risk analysis on a single equity or fund.
Feel free to download it and test it on your own machine. Please note that this tool requires Bloomberg access and Bloomberg API.
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About Me
- Dr. Junhua Lu
- Junhua Lu BSc, MSc (Fin), CFA, MCSE, PhD Quantitative portfolio strategist with expertise in a broad range of financial modelling and quantitative analysis techniques. Familiarity with a broad range of portfolio risk management and strategies, including portfolio optimization with higher moment, stress testing, back testing, and risk budgeting. Demonstrated ability to employ a variety of advanced econometric techniques to identify potential investment opportunities creatively. Extensive experience with such programming packages as MATLAB, C++, and VBA as well as use of such financial databases as Factset, Bloomberg, CRSP, Compustat, Lipper and Morningstar.
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