But unlike most quants, I run a concentrated, fundamentals-based portfolio. More than 50% of my fund is invested in only eight companies, and they're the kinds of stocks that Peter Lynch and Charlie ...

Live dashboard: https://frtb-ima-risk-monitor.onrender.com/, interactive, served from a point-in-time data snapshot. (Free hosting tier: the first load after a period ...

Interested in quantitative trading? Discover everything you need to know, including what it is, how it works and what quant traders do. Plus, a few quantitative strategies to get started with.

This project applies Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR) methodologies to daily price data for the S&P 500 (US equities) and CSI 300 (Chinese equities) over the period January ...

The FinTech industry is evolving at lightning speed. From mobile payments and digital banks to robo-advisors and decentralized finance, there’s an insatiable demand for scalable, secure, and ...

Value at Risk (VaR) is a cornerstone of financial risk management, quantifying the potential loss in a portfolio’s value over a specified period at a given confidence level. While VaR provides a ...

Human longevity leaders with remarkably long lifespan play a crucial role in the advancement of longevity research. In this paper, we propose a stochastic model to describe the evolution of the age of ...

Based on the East Coast, Joshua Ko has been an automotive writer for MakeUseOf for over a year and is a die-hard European car enthusiast. He primarily covers car tips and tricks and DIYs. After ...

In this paper, we provide insights on the prediction of asset returns via novel machine learning methodologies. Machine learning clustering-enhanced classification and regression techniques to predict ...