Ariel Khait

Ariel Khait Project Webpage

Resume | LinkedIn

I am a fourth year student at the University of Toronto specalizing in Financial Economics, with minors in both Computer Science and Mathematics. Below are some of the course projects and papers I have worked on.

• Compared the change in Sharpe ratios of congresspeople before and after executing a trade
• Scraped, cleaned and analysied transaction data to run mutltiple regressions
• Programs: Python (Pandas, Sns, Numpy, Selenium and Plotly) and Stata

• Created YTM, spot rate, and future rate curves for the next 5 years based on Canadian government bonds
• Computed and analyzed the variance-covariance matrices and interpreted the findings
• Programs: Python (Numpy, Pandas, and Plotly), and Bloomberg

• Case Competition Presentation Slides
• Achived a 15% return, 2nd place team achived 5.5% return
• Used first and second order derivatives to predict peaks and trouphs (RSI, Returns, Volatility)
• Programs: Python (Numpy, Pandas, and Matplotlib)

• Analyzed the realized vs implied volitility of the market using the VIX index.
• Used a combination of Econometrics, and Time Series analysis techniques
• Programs: Python (Numpy, Pandas, Statsmodels, and Seaborn)

• Expanded on existing literature regarding future dividend predictions through machine learning techniques by incorporating macroeconomic features
• Used Neural Netowrks, Tree-based Methods, Logit, Naïve Bayes Classifier and KNN models
• Programs: Python(Pytorch, Pandas, Numpy, Seaborn, Statsmodels, Sklearn), SQL, Excel, Bloomberg, Powerpoint
• Presentation Slides

• Authored an equity research report on Kenvue Inc. and provided an investment recommendation based on quantitative analysis
• Used a combination of WACC and Adjusted Present Value (APV) analysis
• Programs: Excel, Bloomberg

• Extended research on the relationship between SAT scores and college admissions to standardized test scores for 10th graders in Massachusetts
• Utilized both multiple linear and non-linear regression techiniques
• Programs: Stata, Python