PinnedOlivier TrudeauThe Misleading Allure of CorrelationsA Simple Path to Understanding Asset Correlations.Feb 20Feb 20
PinnedOlivier TrudeauMin Correlations > Max Diversified?The idea behind this article came from my reading of this 91-page white-paper from 2012, Minimum Correlation Algorithm.Feb 9Feb 9
Olivier TrudeauBacktesting: Does The Modified Sortino Ratio Have Predictive Capabilities?Hello! Today we are continuing my colleague zero alpha’s work, where he introduced us to the potential in pessimistic projections w/r/t…Jan 15Jan 15
Olivier Trudeauinbyte-masonsTackling DeFi Option Vaults And Our Quantitative ProcessThe Reaper Team is hard at work developing option vaults and champing at the bit looking to release the best product currently available on…Feb 1, 2023Feb 1, 2023