Data Science for Financial Markets
Data science is the field of study and practice that involves collecting, processing, analyzing, and deriving valuable insights from data to inform decision-making and solve complex problems. In the realm…
Denoising and Detoning
Denoising and Detoning represent two methodologies employed to enhance the quality of covariance and correlation matrices, pivotal in applications such as portfolio optimization, risk management, and machine learning. Denoising, the process…
Machine Learning for Portfolio Optimization-NCO
In recent years, machine learning (ML) techniques have gained popularity in the field of portfolio optimization. One ML-based method that has shown promise is the Nested Clustered Optimization Algorithm (NCO).…
Black-Litterman Model
The Black-Litterman asset allocation model provides a methodical way of combining an investor’s subjective views of the future performance of a risky investment asset with the views implied by the…
Modern Portfolio Theory – MPT
MPT - Modern Portfolio Theory (MPT), also known as mean-variance analysis, is a mathematical framework that aims to construct portfolios with maximum expected returns for a given level of risk.…
Portfolio Construction – Definition and Steps
Portfolio construction is the art and science of building a custom investment portfolio that meets your unique needs and goals. It's a process that involves carefully selecting and combining different…