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Olivier Trudeau

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The Misleading Allure of Correlations

A Simple Path to Understanding Asset Correlations.

Feb 20, 2024

The Misleading Allure of Correlations

Feb 20, 2024

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Min Correlations > Max Diversified?

The idea behind this article came from my reading of this 91-page white-paper from 2012, Minimum Correlation Algorithm.

Feb 9, 2024

Min Correlations > Max Diversified?

Feb 9, 2024

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Forecasting Bitcoin Price: Geometric Brownian Motion (made fun-ish)

Jan 29, 2024

Forecasting Bitcoin Price: Geometric Brownian Motion (made fun-ish)

Jan 29, 2024

Backtesting: 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 15, 2024

Backtesting: Does The Modified Sortino Ratio Have Predictive Capabilities?

Jan 15, 2024

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byte-masons

Tackling DeFi Option Vaults And Our Quantitative Process

The 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, 2023

Tackling DeFi Option Vaults And Our Quantitative Process

Feb 1, 2023

Olivier Trudeau

Olivier Trudeau

I write digestible articles on quantitative finance, investing, crypto and tech // Head of Finance @ Conclave

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