In a previous article I simulated random portfolios using Monte Carlo methods for the 2023 daily closing prices of the 100 stocks constituting the Nasdaq-100. Here I add the risk-free asset to the portfolio and examine how it affects the coverage in log volatility—return space.

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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.

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I clean up the code I wrote for earlier posts, and run simple trading experiments.

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I investigate the volatility of aggressive take-profit strategies on tech stocks.

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I investigate the volatility of some securities, and its stability over time.

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