Posts by Tag

Integration in Excel

1 minute read

Integration in a web page

2 minute read

Integration in Google Sheets

less than 1 minute read

Implementing an investable portfolio from an optimal portfolio

less than 1 minute read

As an investor, have you ever wondered how to convert an optimal portfolio1, possibly made of real-valued weights with dozens of decimals (e.g., 12.3456789%)...

Random portfolios as benchmarks for tactical asset allocation strategies

4 minute read

If you are familiar with tactical asset allocation (TAA) strategies, like the Global Equities Momentum (GEM) TAA strategy of Gary Antonacci, you know how har...

Random portfolios as benchmarks for tactical asset allocation strategies

4 minute read

If you are familiar with tactical asset allocation (TAA) strategies, like the Global Equities Momentum (GEM) TAA strategy of Gary Antonacci, you know how har...

The Portfolio Optimization Machine

less than 1 minute read

In 2018, guys at ReSolve Asset Management published the paper Portfolio Optimization: A General Framework for Portfolio Choice in which they describe

When a correlation matrix is not a correlation matrix and what can be done about it

10 minute read

Estimating how individual assets are moving together is an important part of many financial applications1 and the most commonly used measure for this is the...

When a correlation matrix is not a correlation matrix and what can be done about it

10 minute read

Estimating how individual assets are moving together is an important part of many financial applications1 and the most commonly used measure for this is the...