I examine the coverage of random portfolios in log volatility—return space using Monte Carlo methods with different randomization techniques for the 2023 daily closing prices of the 100 stocks constituting the Nasdaq-100.

Continue reading

It is the beginning of the year — a good time to reflect on the previous year and make plans for the year ahead. I wrote this document for my team members in 2024 January to kick off the year. This is an abridged version with sensitive content removed.

Continue reading