Diego Pesco AlcaldeinDataDrivenInvestorAchieving Diversification in Limited Assets PortfoliosDiversification is a fundamental principle in investing, aimed at reducing risk by spreading investments across various assets. A well…Aug 8Aug 8
Diego Pesco AlcaldeinDataDrivenInvestorThe Direct Effect of Interest Rates in Equity ReturnsWhile most of my articles here in Medium are about quantitative methods and models, I am always trying to follow media updates about how…Dec 13, 2023Dec 13, 2023
Diego Pesco AlcaldeinDataDrivenInvestorBacktesting Risk Models — The Whats, Whys and HowsIn the world of finance and investment, risk management is a critical component of decision-making. Investment professionals, portfolio…Nov 22, 2023Nov 22, 2023
Diego Pesco AlcaldeinPython in Plain EnglishThe Kelly Criterion: Maximizing Returns through Optimal BettingIn the world of finance and investment, the quest for optimal decision-making has led to the development of numerous theories and…Aug 21, 20231Aug 21, 20231
Diego Pesco AlcaldeCapital Asset Pricing Model (CAPM) in Factor InvestingThe Capital Asset Pricing Model (CAPM) is a widely used financial model that helps investors and analysts determine the expected return of…Aug 5, 2023Aug 5, 2023
Diego Pesco AlcaldePairs Trading Strategy: Analysis and Testing ApproachIn the dynamic and ever-changing landscape of financial markets, investors and traders continually seek innovative strategies that can…Jul 2, 2023Jul 2, 2023
Diego Pesco AlcaldeThe Journey of a Quantitative Trading Strategy Development (Part 5)A no-code overviewJun 4, 2023Jun 4, 2023
Diego Pesco AlcaldeThe Journey of a Quantitative Trading Strategy Development (Part 4)A no-code overviewJun 4, 2023Jun 4, 2023
Diego Pesco AlcaldeThe Journey of a Quantitative Trading Strategy Development (Part 3)A no-code overviewJun 4, 2023Jun 4, 2023
Diego Pesco AlcaldeThe Journey of a Quantitative Trading Strategy Development (Part 2)A no-code overviewJun 4, 2023Jun 4, 2023