Decoding Finance, Encoding Success
Testing Skills, Learning, and Sharing
Bitcoin: An Analysis of Performance and Outlook – Part 1/2
This analysis explores the economic implications of Bitcoin, examining its price and performance, as well as key indicators such as the Sharpe ratio, the maximum value of DrawDown, the value at risk (VaR) and the conditional value at risk (CVaR). In addition, a projection of future trends in Bitcoin prices will be attempted by a geometric Brownian motion simulation (GBM).
Generating Zero-Coupon Bond Yields and Equity Prices
This article explores how to simulate bond yields and equity prices, providing a foundational understanding for investors looking to model financial scenarios. We’ll delve into the methodologies and tools that enable accurate predictions and analysis, crucial for strategic investment planning.
Securing Your Investment: The Benefits of the CPPI Method Compared
This article delves into the tangible benefits of CPPI through a direct comparison with a traditional investment strategy, based on real data. Through comparative analysis, we demonstrate how CPPI safeguards invested capital and encourages potential growth, thus providing a secure path for navigating the sometimes turbulent financial market waters.
CodingTheMarket
CodingTheMarket is a personal blog dedicated to documenting my journey at the intersection of finance and technology. As a student of finance and computer science, I share my experiences, learnings, and experiments with applying coding to investment analysis. The goal is to explore how coding tools can be utilized to analyze financial data, build portfolio models, and test different investment strategies within an educational framework. This blog serves as a platform to test my skills, share insights on programming and finance, and learn from the community. It’s important to note that « CodingTheMarket » does not offer investment advice, nor is it intended to do so. The content shared is purely for educational and experimental purposes, aimed at those who share a passion for finance and technology.