Searching for Efficient Portfolios
With a simple yet revolutionary idea, Harry Markowitz ushered modernity into portfolio theory, enriching it with the use of mathematical models and simulators
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Discovering Hierarchical Equal Risk Contribution
In this article, we continue our journey into machine learning applied to financial data and we will explore HERC, an innovative investment strategy.
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Machine Learning Reshapes Classification Rules
With the help of machine learning algorithms, we explore the new possibilities in classifying financial instruments, unveiling fresh perspectives in analysis.
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Bonds, Mirrors and Convexity
What do a bond and a curved mirror have in common? Both can be described with convex functions, capable of deforming prices in the first and images in the second.
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Analysis of a Trading System – Sector
Behind a trading system with few rules and apparently simple, there is always an accurate design.
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Predicting the Drawdown – a Machine Learning Model to Measure Risk (Part 4)
In this fourth part, we are going to use our model to predict the maximum drawdown and to draw conclusions.
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Predicting the Drawdown – a Machine Learning Model to Measure Risk (Part 3)
In this third part we are going to show a Machine Learning algorithm, we’ll train it to create a model to predict the Maximum DrawDown of a generic time series.
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Predicting the Drawdown – a Machine Learning Model to Measure Risk (Part 2)
Synthetic time series are a valid aids to have enough data for a good training of Machine Learning algorithms.
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Predicting the Drawdown – a Machine Learning Model to Measure Risk (Part 1)
The latest Information Technologies have given a new boost to Technical Analysis, making Machine Learning methodologies easily accessible fot traders and investors too.
