USD CDS Gone Wild
The spread between 3-month (5.14%) and 1-month (3.36%) Treasury yields has never been higher: 1.78%. What’s going on here? There a number...
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The Capitalist Square
- Oct 16, 2022
U.S. Treasury Primary Market Transactions & Interest Rate Forecasts
Project Background, Summary & Scope of Analysis: This project explores transaction data from the Monetary Policy known as "Quantitative...
The Capitalist Square
- Jul 28, 2022
Stock Price Forecasting with Classical Time Series to Deep Learning Method
Time Series is everywhere and we often meet. You may be able to see that in the data on the number of airplane passengers, weather...
The Capitalist Square
- Jul 22, 2022
Generalized AutoRegressive Conditional Heteroskedasticity ( Volatility Model )
Conclusion We created a Python class garchOneOne that allows fitting a GARCH(1,1) process to financial series. Our estimations are...
The Capitalist Square
- Jun 24, 2022
Monte Carlo Simulation
A Monte Carlo simulation is a model used to predict the probability of different outcomes when the intervention of random variables is...
The Capitalist Square
- Jan 26, 2022
Flash Crash SPY ETF
The first three weeks of 2022 have been brutal for risk assets including stocks and crypto. Long forgotten is the traditional Santa rally...
The Capitalist Square
- Dec 1, 2021
Kelly Criterion : Not-so-common Techniques of Position Sizing
The Kelly Criterion is a mathematical formula that helps investors and gamblers calculate what percentage of their money they should...
The Capitalist Square
- Jul 16, 2021
The extremes become ever more extreme.
Jeff Bezos will be launching into space around next week maybe he can take a picture of the Nifty index for us and bring it back. Nifty...
The Capitalist Square
- Jul 11, 2021
Market in narrow range. What's next?
A quick market update for the coming week. HDFC Bank results next week can be quite important for BANKNIFTY. On Friday U.S. markets...
The Capitalist Square
- Jun 25, 2021
What is comfortable is rarely profitable.
Did another country adopt bitcoin this morning? Good morning fam. I hope each and everyone of you has a wonderful day. Quite a pivotal...
The Capitalist Square
- Jun 19, 2021
If you were looking for a sign, here it is.
A quick run down through some market context. Extreme violent moves on the financial index in the past week. A lot of spikes and...
The Capitalist Square
- Jun 12, 2021
The Building Of A Bubble?
For context, I highlighted the critical junctures of this subtle battle of control. Are we heading towards the biggest market demolition...
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