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PORTOPT5,000MC SIMSFINCALC19TVM + BOND CALCSFUZZY25RULES / 7 OUTPUTSADABOOST0.916AUC / 7TH IN CLASSTXNSELL 120.20TGT VS PX 187.51GBOOST3.39MSE VS 3.92 TO 7.98CSTORE3DERIVED CLASSESFBREF96%ACC / 3 SEASONSILBOND100QTRS / 25YDMINE4MODELS BY RMSEBBG4CERTSAWS2CERTS

// PORTFOLIOMerged#67_

Josh Smith

Bachelor of Science

Computer Science/Data Science/Finance

Computer Science student in New Zealand, graduating 2026. Looking for software engineering grad roles in finance.

joshua.zack.smith@gmail.comDownload CVGitHub
Gallery

01Live demo

Mean-variance Monte Carlo · Web

Efficient frontier

5,000 random long-only portfolios over 5 sample asset classes, plotted by risk and return and coloured by Sharpe ratio. Tap the cloud to inspect a portfolio.

SIMS0/ 5,000
SEED 0007

TAPHOVER THE CLOUD TO INSPECT A PORTFOLIO

SHARPE -- TO --MAX SHARPEMIN VOLFRONTIERCAPITAL MARKET LINEFROM RF 3.0%SAMPLE ASSET
ILLUSTRATIVE SAMPLE DATAINPUTS AND METHOD
US EQ μ 9.0% σ 16%NZ EQ μ 7.5% σ 14%EM EQ μ 11.0% σ 22%BONDS μ 3.5% σ 5%GOLD μ 4.5% σ 17%RF 3.0%

Assumed annual returns, volatilities and correlations (0.05 to 0.70) for five broad asset classes, not market estimates or advice. The method is the one in my Portfolio Optimisation App: Dirichlet(1) weights, 5,000 simulations, keep the max-Sharpe and min-volatility results. The app runs it on two years of live daily prices.

Portfolio Optimisation AppRead the write-up

02Selected work

/CS

Portfolio Optimisation App

Android app that runs a Monte Carlo portfolio optimiser on live market data, with offline caching and background risk alerts.

KotlinJetpack ComposeRoom

/CS

this->website

This site, plus a private photo gallery that converts raw camera files on upload through presigned R2 storage.

Next.jsTypeScriptCloudflare R2

/CS

Computer Store Manager

C++ inventory system built on a polymorphic class hierarchy, a factory for file records, and leak-free cleanup.

C++OOPSTL

/FINANCE

Financial Calculator

Desktop app covering 19 time-value-of-money and bond calculations, shipped as a standalone .exe.

Pythontkinter

03Disciplines

Computer
Science[MAJOR]
Applied ProgrammingComp Sci & ProgrammingObject-Oriented ProgrammingSoftware Engineering Design and ConstructionProgramming ParadigmsAlgorithms and Data StructuresAdvanced Web DevAIMobile App Dev
→
Data
Science[MINOR]
Applied StatisticsData Wrangling and MLData AnalysisData MiningApplied Machine Learning and Big Data Processing
→
Finance[MINOR]
Finance FundamentalsFinancial Institutions & MarketsBusiness FinanceIntro to InvestmentsInvestment Analysis
→

04Certifications

AWS ACADEMYC-01

Data Engineering

VERIFIED

AWS ACADEMYC-02

Machine Learning Foundations

VERIFIED

BLOOMBERGC-03

Bloomberg Finance Fundamentals

VERIFIED

BLOOMBERGC-04

Bloomberg Market Concepts

VERIFIED

BLOOMBERGC-05

Environmental Social Governance

VERIFIEDVIEW CERT ↗︎

BLOOMBERGC-06

Bloomberg Spreadsheet Analysis

VERIFIED

05Early commits

git log --reverse

  1. Josh and his sister as kids, reading at a table piled high with books
    a1f3c0e#1init: Me & my sister reading everything in reach!
  2. Josh in swim goggles and a homemade cardboard rocket pack, crouched on a garden table ready to jump
    4b9e7d2#4feat: My jetpacks first launch :D
  3. Josh lying in the grass, smiling at a hedgehog
    c7d21a9#9test: I found a few prickly edge cases
  4. Josh in headphones with a laptop on his knees in a desk chair
    e05b8f1#12feat: My first laptop!
55 commits later HEAD → #67PHOTOS: DONALD IAIN SMITH ↗︎
joshua.zack.smith@gmail.comDownload CVGitHub

HERO PHOTO: JOSH SMITHCover photo: Nir Himi on Unsplash ↗︎Cover photo: Tim Marshall on Unsplash ↗︎HERO PAINTING: ROBERT McCALL, STAR TREK: THE MOTION PICTURE (1979)HERO PHOTO: LORENZO DEIMICHEI ON UNSPLASH ↗︎HERO PHOTO: DANIEL CHEUNG ON UNSPLASH ↗︎FOOTER: AUBREY ODOM ON UNSPLASH ↗︎