Hey there!
Welcome to my research and learning blog, where I’ll be sharing my thoughts and learnings on topics from portfolio construction techniques, Statistical method, or asset pricing.
The aim is to challenge myself to engage in further structured thinking on the aforementioned topics, while also sharing my journey of learning with others who share my passion for these subjects.
While my primary goal is to use this blog as a tool for personal development, I’m also excited to connect with like-minded individuals and would welcome feedback, suggestions, and critique. I hope that you find this blog informative and thought-provoking.
Thank you for joining me on this journey. Hope we all find joy along it.
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A First Glimpse into the “Factor Zoo”
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The Covid Recession Update!
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The Adjustment for Luck!
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A Fun Try into Building an Integrated Research Environment
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Oh, VIX!
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Holding Discipline for Drawdown Control
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From Volatility to Maximum Drawdown
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The Practical Side of Black-Litterman and More
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Anchor Your Forecast the Bayesian Way
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The “Maximum Diversification Frontier”
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Nowcasting: The News From Jagged Economic Data
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Not (entirely) a BlackBox: Optimization Constraint Attribution
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The Conviction Pyramid of Portfolio Construction
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Stochastic Discount Factor: a nutshell of asset pricing
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Numerical Optimization: a 101 refresh and further