The September edition of the Portfolio Construction newsletter sheds some light on future technologies and case studies.

In the end, there is a short popular posts recap since the last newsletter. Welcome back from summer holidays :-)

#quant #quantsky #finance #markets #python #investing #risk

Compare GE Aerospace stock against an aerospace ETF, not a tech index. GE Aerospace is being called a Nasdaq "outperformer" this week — a comparison to a tech-heavy basket, not to planemakers.

#quant #stocks

Europe vol pulse · Thursday Sep 3

$Euronext Paris / CAC 40: short gamma regime with backwardation. Front-month tension visible.
$Nasdaq Stockholm / OMX: backwardation, front vol trades above the back. Dealers adjusting near term.

#volatility #derivatives #quant

I think diversification is making risk numbers less trustworthy, not more. Robo-advisors and pension committees are both walking straight into it. This is not about market conditions. It is geometry.

#quant #stocks