Notes and examples from our Quant Research team
This section contains selected notes with examples on topics selected by our Quant Research team, from practical day-to-day subjects to more experimental ideas.
How Robust Is Your Portfolio?
We recently published a brief LinkedIn note in which we explored how seemingly similar multi-asset portfolios have exhibited notably different patterns of returns in different volatility regimes in the past 19 years.
AUTHOR: Quant Team
ALPIMA Turbulence Indicator
In this notebook we will be using some of the features of ALPIMA's quant API, Tau to explore using the financial turbulence indicator in the design and testing of investment strategies.
AUTHOR: Ben Woodyear
A Custom Strategy That Uses The Baltic Dry Index (BDI) As Indicator
After the '08 financial crisis, some interest was generated in BDI as an economic indicator. This has some merits in theory - this notebook explores the evidence.
AUTHOR: Ben Skuse
Re-Thinking Asset Allocation Post Covid-19 - An Example
Aside from the human tragedy, the Covid-19 pandemic is also a watershed moment for financial markets.
AUTHOR: Edward Iliopoulos