2024
- 25 Sep Singular Value Decomposition and Investment Analysis
- 10 May Regime Switching Model for Option Market
- 10 Mar Financial Planning with Stochastic Programming
- 01 Mar Measuring Private Investment Returns
2022
- 15 Dec Sector ETF and Famma-French Factors (Code)
- 05 Nov Sector ETF and Famma-French Factors (Result)
- 05 Nov Credit Default Swap (CDS)
- 02 Nov Cross Currency Swap (CCS)
- 30 Oct Interest Rate Swap (IRS)
- 29 Oct Swap Curve
- 25 Oct Duration and Convexity
- 25 Oct Treasury Pricing
- 20 Oct Yield Curve
- 15 Oct Black-Scholes Merton model
- 10 Oct Money Weighted Return (Approximating with Taylor Series)
- 09 Oct Regime Switching Model (Greedy Gausian Segmentation)
- 08 Oct Regime Switching Model (Hidden Markov Model, Gausian Mixture Model)
- 03 Oct Maximum Diversification Portfolio Strategy
- 02 Oct Defensive Asset Allocation with Relative Momentum
- 01 Oct Vigiliant Asset Allocation with Relative Momentum
- 15 Jul Sector Rotation with Relative Momentum
- 10 Jul Kelly Criterion (Multiple Assets)
- 02 Jul Hierachical Risk Parity strategy
- 01 Jul Markowitz Mean Variance Strategy
- 30 Jun Risk Parity strategy
- 20 Feb About Me?