Medium

Diego Pesco Alcalde

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DataDrivenInvestor

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Diego Pesco Alcalde

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Nov 24, 2024

Lessons from Elm Wealth Challenges

“It ain’t what you don’t know that gets you into trouble. It’s what you know for sure that just ain’t so.” — Mark Twain

Lessons from Elm Wealth Challenges

In

DataDrivenInvestor

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Diego Pesco Alcalde

·

Aug 8, 2024

Achieving Diversification in Limited Assets Portfolios

Diversification is a fundamental principle in investing, aimed at reducing risk by spreading investments across various assets. A well…

Achieving Diversification in Limited Assets Portfolios

In

DataDrivenInvestor

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Diego Pesco Alcalde

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Dec 13, 2023

The Direct Effect of Interest Rates in Equity Returns

While most of my articles here in Medium are about quantitative methods and models, I am always trying to follow media updates about how…

The Direct Effect of Interest Rates in Equity Returns

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DataDrivenInvestor

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Diego Pesco Alcalde

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Nov 22, 2023

Backtesting Risk Models — The Whats, Whys and Hows

In the world of finance and investment, risk management is a critical component of decision-making. Investment professionals, portfolio…

Backtesting Risk Models — The Whats, Whys and Hows

In

Python in Plain English

by

Diego Pesco Alcalde

·

Aug 21, 2023

The Kelly Criterion: Maximizing Returns through Optimal Betting

In the world of finance and investment, the quest for optimal decision-making has led to the development of numerous theories and…

The Kelly Criterion: Maximizing Returns through Optimal Betting

Diego Pesco Alcalde

·

Aug 5, 2023

Capital Asset Pricing Model (CAPM) in Factor Investing

The Capital Asset Pricing Model (CAPM) is a widely used financial model that helps investors and analysts determine the expected return of…

Capital Asset Pricing Model (CAPM) in Factor Investing

Diego Pesco Alcalde

·

Jul 2, 2023

Pairs Trading Strategy: Analysis and Testing Approach

In the dynamic and ever-changing landscape of financial markets, investors and traders continually seek innovative strategies that can…

Pairs Trading Strategy: Analysis and Testing Approach

Diego Pesco Alcalde

·

Jun 4, 2023

The Journey of a Quantitative Trading Strategy Development (Part 5)

A no-code overview

The Journey of a Quantitative Trading Strategy Development (Part 5)

Diego Pesco Alcalde

·

Jun 4, 2023

The Journey of a Quantitative Trading Strategy Development (Part 4)

A no-code overview

The Journey of a Quantitative Trading Strategy Development (Part 4)

Diego Pesco Alcalde

·

Jun 4, 2023

The Journey of a Quantitative Trading Strategy Development (Part 3)

A no-code overview

The Journey of a Quantitative Trading Strategy Development (Part 3)

Diego Pesco Alcalde

Diego Pesco Alcalde

Quant at Genial Investimentos. Passionate about trading, finance and economy. https://www.linkedin.com/in/diegopesco/

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