HugomichaelisssDo Other Stocks Hold Clues? Cross-Correlation in Tech Stocks!Can other tech giants predict Apple’s stock moves? Discover the cross-correlation between AAPL, MSFT, GOOGL, and AMZN in this analysis!5d ago5d ago
HugomichaelisssAre Past Returns a Prologue? Autocorrelation Explained!See how autocorrelation in Apple’s stock returns reveals patterns and insights for smarter investment decisions.Sep 13Sep 13
HugomichaelisssBe Cautious with Portfolio Optimization — A 5-Minute OverviewWhile portfolio optimization promises to improve risk-return profiles, reality often brings complexities that theory overlooks. In my MBA…Sep 12Sep 12
HugomichaelisssStop downloading Kaggle data manually!Are you tired of manually downloading files from Kaggle? Navigating and downloading files manually can be frustrating and time-consuming.Aug 15Aug 15
HugomichaelisssWalk-Forward Validation for an Optimal Portfolio Constrained by Risk ModelWe have reached the final article in this series dedicated to exploring the notebook “04_AlphaResearch_FactorModeling.ipynb”, available on…Feb 15Feb 15
HugomichaelisssOptimal Portfolio Constrained by Risk ModelLet’s continue with the breakdown of the notebook “04_AlphaResearch_FactorModeling.ipynb”, which can be found on my GitHub.Feb 31Feb 31
HugomichaelisssinInsiderFinance WireCreating and Evaluating Alpha FactorsEmbarking further into the realm of stock market analysis, this article stands as a continuation of our previous exploration. In our last…Jan 24Jan 24
HugomichaelisssinInsiderFinance WireA Deep Dive into Risk Modeling for Stock Market AnalysisExplore the nuances of Stock Market Risk Modeling in my article. Journey from data to risk assessment with Python & PCA in a practical…Jan 112Jan 112
HugomichaelisssinInsiderFinance WireOptimizing Investment Portfolios through Smart Beta StrategyIn this article, we explore the application of the Smart Beta strategy in portfolio optimization.Dec 30, 2023Dec 30, 2023
