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Analytical Platform Newsletter 10/2023
🙌🏻 Dear investing enthusiast! October was a month of big changes for us. We have finally started publishing tutorials and articles that …
Markowitz’s Modern Portfolio Theory: An Introduction
What is Markowitz’s theory? Markowitz’s theory, commonly known as modern portfolio theory (MPT), is a framework for developing and managing an optimal …
Return Over Maximum Drawdown (RoMaD) – Configuration of Investment Strategies
In this article from our “Configuration of Investment Strategies” series, we introduce a key performance metric called RoMaD Equity. RoMaD, which stands …
The AP on the Street 42nd week of 2023 – Trending Factors
The second factor-driven weekly newsletter is here. Let’s look at the trending factors from last week (16.10.2023 – 23.10.2023). Read the e-mail version. …
Navigating Uncertainty with Bayesian-Enhanced Multi-Factor Models in Adaptive Asset Pricing
Weaknesses of Traditional Multi-Factor Models Traditional multi-factor models often lack the ability to adapt to market regime changes and efficiently handle uncertainty. …
Predicting Market Volatility: Tools, Techniques and Software
What is Market Volatility? An essential component of risk management and portfolio construction is forecasting market volatility. In order to make wise …
Explanation of Leverage in Finance
What is Leverage? Leverage is a financial strategy that involves using borrowed money, specifically the use of various financial instruments or borrowed …
Stocks Groups Performance – Configuration of Investment Strategies
In this article from our “Configuration of Investment Strategies” series, we introduce the idea of Stocks Groups Performance in our StockPicker configurator. …
The AP on the Street 41st week of 2023 – Trending Factors
The first factor-driven weekly newsletter is here. Let’s look at the trending factors from last week (09.10.2023 – 13.10.2023). Read the e-mail …
Are Higher Earnings Always Better? Case Study from S&P 100
Today, we will examine data from the S&P 100 market to understand the behavior of Earnings Per Share (EPS). While many investors …
Using Quintiles for Configuration of Investment Strategies
The article, part of our “Configuration of Investment Strategies” series, introduces the concept of Stock Group Quintiles as applied within our StockPicker …
The AP on the Street 40th week of 2023
This week is different. We would like to introduce revolutionary changes in content provided to you, our beloved readers. Our new approach …
In Factor Investing Even the Best Can Lose – Data-Driven Insights into Factor-Based Analysis
Introduction to factor investing Factor investing is an intriguing approach to designing a strategy that has gained traction among both retail and …
What are the Best Factors for Factor Investing?
There are several models such as a widely used Fama-French three-factor model utilizing three factors, size of firm, book-to-market-values, and excess return …
What Software is Used in Modern Portfolio Theory?
How to do Modern Portfolio Theory? Finally, there is a web application software called Portfolio Manager developed directly for leveraging Harry Markowitz’s …