A technical study from Passify examining how unintended strategy correlation increases portfolio risk and the necessity ...

Learn about semivariance, a key metric for assessing a portfolio’s downside risk. Understand its formula and how to calculate potential negative variations below the mean.

Abstract: This research evaluates the effectiveness of Mean-Variance (MV) and Safety-First (SF) portfolio selection strategies for high-volume/high-value traded ...

The maker of a gun accessory tied to a racist shooting that killed 10 Black people at a supermarket in Buffalo will pay $1.75 million to survivors and victims’ families and stop selling the device in ...

Abstract: We study Markowitz's mean-variance portfolio optimization problem. When practically using this model, the mean vector and the covariance matrix of the assets returns often need to be ...

Work in Progress: This project is under active development. Features and APIs may change. This system pulls historical stock data, generates return forecasts using a variety of statistical, machine ...