An Inside Look at ETF Rebalancing and Building a Monte Carlo Simulation

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Presented by

Suresh Vadakath, Solutions Engineer @ Dataiku; Kevin Graham, Account Executive @ Dataiku

About this talk

Exchange traded funds (ETFs) are one of the most popular investment products in the last decade, and 2020 brought record inflows to the ETF market while providing exposure to a wide range of assets.  Join us for this Dataiku session, where we will reconstruct an equity index fund and rebalance based on analysis. We'll also look at building a Monte Carlo-based intrinsic value calculator for an underlying asset. Lastly, these data products will then be surfaced through a Dataiku app and a webapp for broader consumption.
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