Adjusted Prices Without Look-Ahead Bias
When backtesting an investment strategy, that is, when simulating an investment strategy using historical prices to test how this strategy would have behaved...
When backtesting an investment strategy, that is, when simulating an investment strategy using historical prices to test how this strategy would have behaved...
In a previous post, I introduced near efficient portfolios, which are portfolios equivalent to mean-variance efficient portfolios in terms of risk-return bu...
I am sometimes asked if I recommend any stock market data (web) API for a personal use, especially because I mention Alpha Vantage and Tiingo in a couple of ...
In the previous post, I reviewed the turbulence index, an indicator of financial market stress periods based on the Mahalanobis distance, introduced by Chow...
One of the challenges in portfolio management is the timely detection of financial market stress periods, typically characterized by an increase in volatilit...