Category: General

General posts about markets

Eight years of independence

LinkedIn can be pretty talkative sometimes, putting up notification after notification, most of which, you’ll probably end up ignoring. However, from time to time, there might well be a notification which really does make you think. This week a notification popped up telling me that it’s been eight years since I started working independent. I…

Working with time series in Python

In the dim and distant past (let’s call this 2007!) if you wanted to work with time series, you might have to resort to writing your own time series library. When I say a “time series library”, I’m not really talking about any sophisticated techniques for manipulating time series. Instead, I’m talking about ways of…

Quantifying Politics

We all know that politics impacts markets. However, it can be tricky to understand how to quantify political risk and use it as an input in the investing process. Here we take an updated look at the returns from applying Thorfinn’s political indices to trade a basket of macro assets. During our sample period from…

Investing as football

It’s Euro 2020. Suddenly, everyone (including myself) is temporarily a football expert. I pretty much know nothing about tactics when it comes to football, but I do know something. You have to score goals to win. However, even that needs the caveat that, this needs to be done, whilst preventing the opposition from scoring. Ok,…