28.05.21
Derek Melchin
Idea Streams #10 – Buying Bitcoin
Scale into Bitcoin with dollar-cost averaging to minimize volatility and market impact.
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28.05.21 Derek Melchin
Idea Streams #9 – Seasonal Investing Strategy
Capture the Christmas rally in consumer cyclical stocks to boost your Sharpe ratio.
28.05.21 Derek Melchin
Idea Streams #8 – Reducing Portfolio Political Risk Using “Trump Beta”
Reduce political beta in your portfolio to decrease drawdowns and the variance of returns.
20.05.21 Derek Melchin
Idea Streams #7 – Why Is Everyone Buying Gold?
Apply machine learning with alternative data to detect under-priced gold.
19.05.21 Derek Melchin
Idea Streams #6 – Biden-Trump Impact on Healthcare Stocks
Capture alpha by using alternative data from gambling websites.
18.05.21 Derek Melchin
Idea Streams #5 – Tail Risk Hedging
Hedge with put options to improve your Sharpe ratio over the long-term.
18.05.21 Derek Melchin
Idea Streams #4 – Nowcasting News Announcements of Vaccine Trials
Employ nowcasting to boost the Probabilistic Sharpe Ratio during times of crisis.
17.05.21 Derek Melchin
Idea Streams #3 – Seeking Diversification Amidst Global Market Correlations
Complement your portfolio with uncorrelated assets to reduce drawdown.
14.05.21 Derek Melchin
Idea Streams #2 – Modeling Unemployment Rates with SKLearn
Discover the relationship between SPY price and unemployment data using regression.
14.05.21 Derek Melchin
Idea Streams #1 – Tranche Rebalancing Risk Parity
Harnessing traunche rebalancing to reduce portfolio churn and increase Sharpe Ratio.