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[In Progress]Trading volatility term structure with ETNs and machine learning.
NOTE: This post is still work in progress and will be continually updated. Introduction: Volatility is often calculated using variance and standard deviation and is used to measure the amount of uncertainty or risk of… Read more
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My 100k Paper Portfolio: an introduction
I AM VERY BUSY, MOST OF THE POSTS ARE STILL WORK IN PROGRESS. I’VE HAD THE STRATEGY DEVELOPED, BUT IT’D TAKE A LONG TIME TO WRITE PAPERS ON IT!!! Hello everyone, i’d like to thank… Read more
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AERO.SW (Motana Aerospace) Equity Research
Current price: CHF17 Target Price: CHF 32 Some other things I think is worth noting but not mentioned in the slides is that 1. inflation has significantly decreased in the euro area compared to 2022… Read more
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Euronet Worldwide, Inc. (EEFT) Equity Research and Options Trade Idea
Target Price: $140 Current Price: $98 Read more
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A quick look into frictions in finance and economics and a simple analogy to fluid dynamics
On January 31st, the S&P 500 index witnessed a 1.6% sell-off, an event that, when viewed alongside the recent SEC announcement mandating hedge funds to disclose their strategies. This confluence of events triggered a deep dive… Read more
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Black Derman Toy modelling mortgage-backed derivatives on MatLab
You can download the code via this link https://github.com/mypersonaltrading/VXXVXZ Valuation Methodology The model used is binomial tree options pricing model, similar to the one used in pricing an American option. First, we use Nelson Siegel… Read more
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A quick overview of Lithium and ETF vol trade idea
Starting from slide 13 fundamental analysis on supply and demand, i’m involved with 40% of the slides work. Starting from slide 21 to the end are my work, among which include my trade ideas which… Read more
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[In Progress]Global Momentum: a quantitative strategy review post 2008
WORK IN PROGRESS The recent increasing divergence between MAG7 and the rest of the S&P500 form a heavy head component in the American index. The intense record sell off in the battered Chinese equity market,… Read more
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My opinions on S&P500 going into year end, and my equity index trade idea.
These ideas were initially formulated throughout the second week of November, I will keep updating the posts at the bottom to give you a follow up. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3760365 read this paper first if you don’t really… Read more
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My 100k Simulated Trading Portfolio 