Code & Functions

Stylised examples in financial research and the Kelly Criterion

The Kelly Criterion is a great decision-making tool for gamblers. But its applicability in portfolio construction is less clear than oversimplifying examples frequently suggest.

Fabian Scheler

February 11, 2022

How concerned should we be about declining market breadth?

Many investors are worried about the declining number of corporations currently carrying the market higher. But how good is market breadth as a timing indicator?

Fabian Scheler

December 14, 2021

Automated NBER recession shading in R

.... and production of presentation-ready graphics from R Studio and Shiny. Languages like R and Python quickly turn data into amazing charts. Unfortunately, by default, those tend to look a bit nerdy.

Fabian Scheler

November 1, 2021