Matthew Dettman, ChFC, CLU
I use market, economic, portfolio, and supervisory data to build research, models, dashboards, and automated analytical systems.
Selected work
One example each for portfolio analytics, market and economic research, risk and surveillance, and market signals. Each shows a different part of how I work.
Portfolio analytics
Case study
I automated portfolio reporting and converted a spreadsheet-based risk indicator into an R pipeline for a wealth-management firm.
What to look at
Review my contribution, the monthly reporting workflow, and the separate synthetic illustration of a diffusion index.
Read the case study: Wealth analytics and macro research for an RIAMarket and economic research
Data Lab / public data
I publish dated FRED indicators with twelve-month forecasts and a recession probability, each forecast scored against a naive baseline.
What to look at
Compare each forecast's error bands with its backtest score, then check the as-of month printed on every card.
Open the Data Lab: Data Lab: indicators and forecastsSignal research
Case study
I tested 147 trading rules on one stock with an untouched out-of-sample half: 0 beat buy and hold on return, and the best edge was smaller than noise produces.
What to look at
Find the buy-and-hold lines on the scatter, then compare the best real edge with what the same search finds in noise.
Read the case study: Signal research: a 147-rule sweep against buy and holdQuantitative risk and surveillance
Interactive demo / public or synthetic data
I built a synthetic alert queue to show the tradeoff between reviewer workload, false positives, and missed findings.
What to look at
Select West, then raise the alert threshold. Compare the backlog with the findings the rule misses.
Try the demo: Supervision and trade surveillanceThe roles I am looking for and the experience I bring.
Send me the role and the problem your team needs to solve. I can walk through the relevant work.