Aron NybergA Machine Learning Approach to Capital AllocationOMG! ML! FINANCE! MONEY!Aug 2, 2020Aug 2, 2020
Aron NybergFleeting ConvexityI wanna talk about convexity and the research article linked below, which I think you should read, think, ponder and digest.Jul 24, 2020Jul 24, 2020
Aron NybergData Science Job SearchNo, not that. Data Science a job search, not job search for data science. I’m in the unfortunate position of looking for a new job, which…Jul 23, 2020Jul 23, 2020
Aron NybergRisk ParodyAs in everything you read, there is probably more value in the footnotes than anything else presented. I have attached the code base to my…Jul 18, 2020Jul 18, 2020
Aron NybergRebalancing Bitcoin pt.22017 saw Bitcoin move from a computer-scientist/guns and gold hodl-ing libertarians’ weird obsession into a household name. The synopsis…Dec 6, 2019Dec 6, 2019
Aron NybergRebalancing BitcoinThe narrative around Bitcoin and the crypto world at large is rather divisive. Those familiar with Marmite will know the concept well…Nov 6, 2019Nov 6, 2019
Aron NybergA Taleb x Markowitz portfolioLet’s build a portfolio around two almost diametrically opposite approaches.Oct 17, 2019Oct 17, 2019
Aron NybergPredicting the pastThe following charts show the Dow Jones Industrial Average index split into its main component buyers, these are sorted according to the…Oct 17, 2019Oct 17, 2019
Aron NybergA market inefficiencyThe CBOE track multiple different option strategies, and have a long backtest history for them. Institutional money has begun to adopt…Oct 10, 2019Oct 10, 2019
Aron NybergBonds ain’t boringThe above shows the return from a simple buy-and-hold US 10 year Treasury allocation. Compounding worksOct 9, 2019Oct 9, 2019