Luca Donghi, CFA, CMT, FDP – Medium

Luca Donghi, CFA, CMT, FDP

Luca Donghi, CFA, CMT, FDP

Deep Learning for Tactical Asset Allocation

In this article I am going to show how Deep Learning models can be effectively used for tactical asset allocation (TAA), and how they can…

4h ago

Deep Learning for Tactical Asset Allocation

4h ago

Luca Donghi, CFA, CMT, FDP

All Weather Vs Hierarchical Risk Parity: different approaches to asset allocation

I have recently approached Hierarchical Risk Parity (HRP) as a way to find an optimal portfolio allocation. Being a curious investors, I…

Sep 4, 2022

All Weather Vs Hierarchical Risk Parity: different approaches to asset allocation

Sep 4, 2022

Luca Donghi, CFA, CMT, FDP

Comparing rising and declining global powers

After reading the last book by Ray Dalio “Principles for Dealing with the Changing World Order” (which I warmly recommend to all…

Mar 26, 2022

Comparing rising and declining global powers

Mar 26, 2022

Luca Donghi, CFA, CMT, FDP

Market Watch — Episode I: a commentary on macroeconomic trends and assets performances

In this article I am going to analyse and compare different economic indicators of some major Economies (both Developed and Emerging)…

Feb 5, 2022

Market Watch — Episode I: a commentary on macroeconomic trends and assets performances

Feb 5, 2022

Luca Donghi, CFA, CMT, FDP

A risk assessment of the US economy

The 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, 2022

A risk assessment of the US economy

Jan 31, 2022

Luca Donghi, CFA, CMT, FDP

Forecasting macroeconomic variables with multi-variate time-series models

In 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, 2022

Forecasting macroeconomic variables with multi-variate time-series models

Jan 26, 2022

Luca Donghi, CFA, CMT, FDP

Luca Donghi, CFA, CMT, FDP

Experienced investment professional | Global Macro Investor | Machine Learning enthusiast | https://www.linkedin.com/in/luca-donghi-93565834/

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