Sean Chen

Funds Return Grouping using Hierarchical Clustering

During my role as investment analyst at Cleveland Clinic Investment Office under Risk & Ops team, I proposed a new method for capturing return correlations among funds under management by implementing a funds dendrogram using SciPy's Hierarchical Clustering statistics model.

The new method provided a more intuitive and visually appealing way to group funds with similar return patterns compared to the previous correlation heatmap method. This apprach showcased my innovation & creative thinking. Through effective communication with other team members, I was able to demonstrate the benefits of the new approach and gain buy-in from the investment team.