Algorithmically finding and collating the hottest finance related stories of the day
Irreverant thoughts on numerically flavoured finance and its interplay with the world
Use principal component analysis to visualise financial time series dynamics. Detect momentum, mean reversion, skew patterns or show when markets are efficient
An opinionated take on building and testing trading strategies until they're bulletproof
Generate risk compliance reporting for IFRS7 accounting requirements
Proven and reliable value at risk generation
Understand portfolio weaknesses during stressful market events, by breaking down complex portfolios into a series of two dimensional 'maps'
Academics have long identified dividend yields as the leading driver of asset returns. Using simple but robust calculations we can calculate current market forecasts of dividend yields