Daring to quantify the markets |

Risk Management

Dali’s Whiskers: How To Improve a Boxplot

11/05/2022

Asset Management

What Is The Difference Between Time-Weighted and Money-Weighted Returns?

20/01/2022

Risk Management

FX Hedging – Execution Timing Lags

09/12/2021

Risk Management

Moving Abroad: Can We Optimize FX Conversions?

29/09/2021

All

Linking Attribution Factors

02/06/2021

Asset Management

Currency Hedging Valuation: A Money Weighted Approach

29/09/2020

All

The other way around: from correlations to returns

08/04/2020

All

Towards the Risk-Free Curve: Logarithmic vs. Arithmetic Returns

30/10/2019

Risk Management

A Matter of Scale: Returns and Volatility

20/06/2019

Risk Management

Portfolio weightlifting (II)

07/02/2019

Asset Management

Portfolio weightlifting (I)

30/01/2019