#PortfolioOptimization

3 weeks ago

Worst-Case Portfolio Optimization & Hyperbolic Graph Clustering | HackerNoon Learn about worst-case portfolio optimization under market crash scenarios and LSEnet, a deep graph clustering model utilizing Lorentz hyperbolic space

Worst-Case Portfolio Optimization & Hyperbolic Graph Clustering #Technology #Other #PortfolioOptimization #GraphClustering #DataScience

hackernoon.com/worst-case-portfolio-opt...

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Joseph V. Scorese - Nationwide Asset-Based Lender

@josephvscorese.bsky.social

2 months ago

Evaluating Your Residential Real Estate Portfolio to Scale Strategically Most investors think scaling means buying more. In reality, scaling starts with evaluating what you already own.

Evaluating your residential real estate portfolio is essential for strategic scaling.

Many investors assume scaling simply means acquiring more property

#RealEstateInvesting
#PortfolioOptimization
#ScalingRealEstate
#RentalPropertyInvesting
#DSCRLoans

www.linkedin.com/pulse/evalua...

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strategic-invest.bsky.social

@strategic-invest.bsky.social

3 months ago

Precision-hedge rate volatility with our optimized interest rate swaps.
#InterestRateSwap #TradingSystems #FixedIncome #Hedging #PortfolioOptimization

https://f.mtr.cool/bremqhizsq

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@arxivlens.bsky.social

4 months ago

An Alternating Direction Method of Multipliers for Utility-based
Shortfall Risk Portfolio Optimization
Rufeng Xiao, Rujun Jiang et al.
Paper
Details
#PortfolioOptimization #RiskManagement #ADMMAlgorithm

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GamesMaster at INVRS

@invrsgamesmaster.bsky.social

5 months ago

Drop your guess below 👇 and let’s see who’s got their quant hat on today.
#FinTriviaFriday #FinanceTrivia #QuantitativeFinance #PortfolioOptimization #CAGR #Diversification #ETFs #FinanceCommunity #investing

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strategic-invest.bsky.social

@strategic-invest.bsky.social

5 months ago

Optimize fixed-income & hedge rate risk with vanilla interest rate swaps.
#InterestRateSwap #TradingSystems #FixedIncome #Hedging #PortfolioOptimization

https://f.mtr.cool/bfofyaassg

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G2 Business Solutions

@g2bizsolutions.bsky.social

8 months ago

Identified properties that were net losses or had significant equity tied up generating poor returns (low ROE). Selling these frees up capital & improves the overall health/efficiency of the portfolio. #PropertyDisposition #AssetManagement #PortfolioOptimization

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Peter Reinhard Hansen

@profphansen.bsky.social

9 months ago

We apply the model to daily returns for nine stocks spanning three sectors.

The multivariate realized GARCH model delivers:
- Improved in-sample and out-of-sample performance
- Lower portfolio variance (by a factor of two vs. the equal-weighted portfolio)

#PortfolioOptimization

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Gurobi Optimization

@gurobioptimization.bsky.social

1 year ago

How MIP Solving Can Transform Portfolio Optimization - Gurobi Optimization Discover how MIP technology empowers investors to process large datasets, detect patterns, and make better decisions that align with their long-term financial goals.

Check out our latest blog to learn how our Gurobi Finance technical documentation makes it easier than ever for financial services professionals to leverage the power of MIP: www.gurobi.com/resources/ho...

#FinancialServices #Optimization #PortfolioOptimization #FinServ #GurobiFinance

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Anton Vorobets

@antonvorobets.com

1 year ago

Tactical Asset Allocation Performance Lower Bound This article presents an asset allocation case study that assesses the common question of whether to have a tactical asset allocation (TAA) process or not.

Should you do tactical asset allocation or not?

This article answers the question through an empirical case study: open.substack.com/pub/antonvor...

#finance #markets #quant #riskmanagement #investment #portfolioconstruction #quantsky #quantfinance #python #portfoliooptimization #cvar

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Anton Vorobets

@antonvorobets.com

1 year ago

0. Framework, Documentation, and Repository Overview The first video going through the fortitudo-tech Python package available at: https://github.com/fortitudo-tech/fortitudo.tech

Check out this video introducing the fortitudo-tech Python package for fully general views and stress-testing using Entropy Pooling combined with CVaR optimization.

open.substack.com/pub/antonvor...

#finance #markets #python #quantsky #quant #entropypooling #riskmanagement #portfoliooptimization

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Anton Vorobets

@antonvorobets.com

1 year ago

Anton Vorobets on Substack Imagine you have knowledge of an investment signal with positive excess return, commonly referred to as alpha. Now imagine that the entire world suddenly gained knowledge of this signal and was able ...

Check out this Substack Note that includes some words of wisdom from the great Jim Simons and how they relate to portfolio construction and risk management.

substack.com/@antonvorobe...

#finance #markets #quant #quantsky #investing #investment #quantfinance #riskmanagement #portfoliooptimization