Unsupervised Learning for Stock Selection: K-Means clustering
Traditional methods of stock selection often rely on fundamental and technical analyses, which can be time-consuming...
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Dec 14, 202318 min read
Exotic Options Valuation
Asset Pricing Models are sophisticated theoretical frameworks employed to ascertain the value of an asset predicated on its anticipated...
Nov 18, 20235 min read
Understanding Risk-Aversion through Utility Theory
Risk aversion, a fundamental concept in economics and finance, revolves around the preferences individuals exhibit...
Nov 17, 202315 min read
Deciphering Asset Performance: Insights from Four Historical Economic Periods
In the complex world of finance, understanding how different asset classes perform under varying economic conditions is a key...
Nov 16, 20235 min read
Guide to LBO - How do PE firms operate
A leveraged buyout (LBO) is the acquisition of another company using a significant amount of borrowed money...
Oct 23, 202315 min read
Birkenstock Holding plc. - Equity Analysis
Birkenstock, a German footwear establishment with roots dating back to 1774, has forged a prominent presence in the industry. The company...
Oct 13, 20238 min read
Phillips curve 2.0: a dynamic approach
The concept behind the Phillips curve suggests that changes in the unemployment rate in the economy have a predictable impact on price...
Sep 20, 20236 min read
Vasicek model for interest rates
In the realm of financial mathematics, understanding the intricate dynamics of interest rates is of paramount importance...
Sep 14, 20237 min read
Econometrics model for volatility - GARCH
In the analysis of macroeconomic data, we often find values in some phenomena for which the variances of the terms of error...
Jul 18, 20233 min read
2H 2023 - Outlook
The season is almost over and we want to leave you with this recap of what we expect from the remaining months of 2023...
Jul 2, 202311 min read
NVIDIA Corp. - Equity Analysis
NVIDIA Corporation is a multinational technology company that specializes in designing and manufacturing advanced graphics processing u...
May 21, 20237 min read
Volatility risk premium
The volatility risk premium refers to the compensation that investors require for holding risky assets, such as stocks or options...
Apr 8, 20238 min read
Stop loss and delta hedging: Which one should be preferred?
Let’s imagine a financial institution who sells options or other derivatives on an OTC market, they could buy the same options...
Mar 17, 20236 min read
Market impact of large trades
Institutional investors have portfolios worth hundreds of billions of dollars, this means that every position they need to liquidate will...
Feb 22, 202312 min read
Sharpe ratio: the relationship between risk and performance
For individuals first approaching the financial world, one of the first concepts encountered is the Sharpe ratio...
Jan 6, 20235 min read
ARK Venture Fund
The ARK Venture Fund, ticker XARKX, is an actively managed fund which seeks to offer access to an illiquid market such as Venture Capital...
Dec 6, 20229 min read
ARK Innovation and XLB - Factorial analysis
Ark Innovation is Cathie Wood’s main actively managed ETF that, in the fund’s words, «seeks long-term growth of capital» and «seeks to...
Nov 16, 20228 min read
What happened to Credit Suisse?
Credit Suisse, one of the world's largest banks, has lost more than 90% of its 2007 highs and is in free fall, losing more than 60% since...
Sep 15, 202212 min read
Meta Platforms, Inc. - Equity Analysis
Meta platforms, previously known as TheFacebook Inc., is an American multinational conglomerate based in California, it is the owner of...
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