Luca Donghi, CFA, CMT, FDPDeep Learning for Tactical Asset AllocationIn this article I am going to show how Deep Learning models can be effectively used for tactical asset allocation (TAA), and how they can…Jul 20Jul 20
Luca Donghi, CFA, CMT, FDPAll Weather Vs Hierarchical Risk Parity: different approaches to asset allocationI have recently approached Hierarchical Risk Parity (HRP) as a way to find an optimal portfolio allocation. Being a curious investors, I…Sep 4, 20221Sep 4, 20221
Luca Donghi, CFA, CMT, FDPComparing rising and declining global powersAfter reading the last book by Ray Dalio “Principles for Dealing with the Changing World Order” (which I warmly recommend to all…Mar 26, 2022Mar 26, 2022
Luca Donghi, CFA, CMT, FDPMarket Watch — Episode I: a commentary on macroeconomic trends and assets performancesIn this article I am going to analyse and compare different economic indicators of some major Economies (both Developed and Emerging)…Feb 5, 20222Feb 5, 20222
Luca Donghi, CFA, CMT, FDPA risk assessment of the US economyThe intent of this article is to dig deeper into the figures of the US economy to determine strengths and weaknesses of it. I will then…Jan 31, 2022Jan 31, 2022
Luca Donghi, CFA, CMT, FDPForecasting macroeconomic variables with multi-variate time-series modelsIn this article, we’ll try to predict the trend of US real GDP and US GDP deflator with the aid of multi-variate models such as VAR, VECM…Jan 26, 20221Jan 26, 20221