Applications

An efficient frontier for FX hedging

Many investors either neglect FX risk or tackle it in an overly simplistic way. This publication, therefore, elaborates on different heuristics and introduces a mean-variance based approach.

Fabian Scheler

August 30, 2021

Beware of the lies of history

This article introduces the Economic Revisions Model on the quantamental platform. Find out, how revised data can give a flawed sense of the timeliness and accuracy of economic indicators.

Fabian Scheler

July 26, 2021