Notes on crash assurance method using Dembo's mini-max regret criterion to scale portfolio insurance

Some nice stats to share with followers.

Check whether TPR faces a big drop

Quick metrics to check the general health of a stock, before investing

The earnings were declared on 2021-06-29 there was a significant uptick in share price on that day.

Quick Risk check for stocks

From the ABS Household consumption and income statistics at real prices

Kalman smoothing & structural time series modeling examples

EVT youtube notebook code

fOptions Library Options greeks charts

RQantlib Option Greeks Charts

A portfolio of uncorrelated diversified Australian ETFs

Notebook of quick equity check, for trades of options.

Modelling Technology stocks and looking at the SPY risk profile since December 2012

Study of GDX etf share price

Spy returns Distribution with: Cvar, Frequency Table. Summary statistics