Though market participants know it is with a twist of fate that stock markets like to play tricks on their hindsight optimized risk models, it is hard to put aside VaR, a standard max loss estimate on stock markets. Based on daily historical returns since February 25, 2013 and using a
Investors express their views about stocks by collectively holding the market portfolio, by doing so market capitalizations represent investors’ trading choices to hold securities according to their preferences in terms of expected risk and return. If investors seek to maximize their utility in holding portfolios and do hold their desired
Recovery is on the way. Maybe we should say it’s on the road, again. Never before I had dealt with 121,189 rows times 93 columns for the mind boggling figure of 11,270,577 numbers. Browsing the catalogue on the European Union Open Data Portal I stumbled – actually this happened not so randomly -
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Rodolfo Vanzini
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