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A Closer Look at VIX and Other Volatility Indices
Jun 18, 2024

A Closer Look at VIX and Other Volatility Indices

Three important things to know when using volatility indices

Lago Brian
The Mystery of the Missing ESG Alpha
May 20, 2024

The Mystery of the Missing ESG Alpha

In which I investigate whether ESG investing is worthwhile, and how useful ESG data is for stocks.

Lago Brian
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Some data mining, data analytics and backtesting and commentary for financial markets.

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Some data mining, data analytics and backtesting and commentary for financial markets.

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