The Direct Effect of Interest Rates in Equity Returns
While most of my articles here are about quantitative methods and models, I am always trying to follow media updates about how Mr. Market and the economy are going. We
Backtesting Risk Models – The Whats, Whys and Hows
In the world of finance and investment, risk management is a critical component of decision-making. Investment professionals, portfolio managers, and financial institutions rely on risk models to quantify and manage
Development of an Efficient Frontier Investment Model in Python
As investors we are always trying to maximize the return of our investments. Usually the assets with highest return also carry along a high variability, which can be translated into