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Author Archives: gllamat
Protected: Mexican Swaps
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Agnostic Crypto Allocation
Investment professionals are being offered a manichaen view of cryptocurrencies from evangelizers and skeptics: Evangelizer: “Bitcoin’s structure is very ingenious. The paper money disappears, and crypto-currencies are a much better way to transfer values than a piece of paper, that’s for sure.” Elon Musk. Skeptic: ‘Black Swan’ author Nassim Taleb says bitcoin is worth zero and failsContinue reading “Agnostic Crypto Allocation”
Protected: Inflation Swaps
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Companies House and Heaven
On our quest to fully utilise publicly available data, we were asked whether there is alpha to be gained from the Companies House database. Well, at ‘Companies House, my virtual Russian squatter and me’ (behind a paywall) Cynthia O’Murchu found out about Weight a Minute, a company with an officer who resides in heaven. ThatContinue reading “Companies House and Heaven”
Protected: ETF component liquidity
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Protected: Reddit Analysis
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Sentiment Analysis in Finance
(update January 29, 2021 — after Reddit users claim victory as $13bn hedge fund capitulates on ..) I added a false negative example — see the last colaboratory notebook below — and be careful when using off-the-shelf code! A very hyped use of AI in Finance comes from the application of Sentiment Analysis as a factor to predictContinue reading “Sentiment Analysis in Finance”
Protected: Option networking
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Protected: FX SDR-SEC
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