Billy Boyle Blog

Portfolio Optimisation

  • Portfolio Monte Carlo Analysis

    Introduction A disruptive technology will often drive a paradigm shift in applications and deployment scenarios. Valuing the opportunity is a difficult task using analysis of existing markets because the output is predicated on the basis of the existing technology landscape. We seek to answer two questions. How do we attempt to value opportunities with a Continue reading

  • Portfolio Selection II – Schema

    The discrete portfolio investment vs return plot can be used to build executive intuition for project interdependencies and the optimum mix of projects. An interactive dashboard is a good way to ‘get to know’ the model – this can be done directly in Excel using ‘Form’ controls or using custom dashboard software e.g. Crystal Xcelcius Continue reading

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  • Portfolio Selection I – Visual Representation

    A start-up, multinational, investment house or VC faces similar decisions in portfolio allocation. How should I put a finite pool of capital to work in a way that provides the best return with the minimum risk? There are a number of black box optimisation techniques that spit the optimum portfolio out given a set of Continue reading

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About Me

An entrepreneurial engineer driven by patient impact. C0-founder and CEO of Owlstone Medical with a company mission to save 100k lives. I also try to support engineers and scientists and their start-up ideas.

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