Share Buyback Valuation & Simulation
Guide | 4 months ago
How to properly value and simulate share buybacks to assess whether they will cause a gain or loss for the remaining shareholders. And how to measure the actual gain/loss caused by past share buybacks. Paper: https://papers.ssrn.com/sol3/papers.cfm?abstract...
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Simple Portfolio Optimization That Works!
Guide | 4 years ago
A new method for portfolio optimization using so-called "Hvass Diversification", which is extremely fast to compute and very robust to estimation errors in the correlation matrix. We also show why Markowitz "mean-variance" optimization is horrible. Papers: ...
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Does Volatility Harvesting Really Work?
Video | 5 years ago
Test whether Rebalanced or Buy&Hold investment portfolios perform better on real-world stock-data. Paper: https://ssrn.com/abstract=3847692 Data and computer code: https://github.com/Hvass-Labs/FinanceOps 00:00 Introduction 02:15 My Supreme Wisdom 07:27 Pap...
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Long-Term Stock Forecasting
Guide | 5 years ago
How to forecast long-term stock-returns using the correct formulas. Demonstrated on two individual stocks and the S&P 500 index. Paper: https://papers.ssrn.com/abstract=3750775 Data and computer code: https://github.com/Hvass-Labs/FinanceOps 00:00:00 Introd...
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Backtest and Optimize a Stock-Screener
Guide | 6 years ago
How to backtest and optimize a stock-screener in Python using the SimFin financial database. https://github.com/SimFin/simfin-tutorials
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Easy Stock-Data in Python
Guide | 6 years ago
How to easily download and process financial data using the SimFin Python API, which has both share-prices and fundamental data. Tutorials: https://github.com/SimFin/simfin-tutorials Python package: https://github.com/SimFin/simfin Dataset bulk download: ht...
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Forecasting House Price Index
Video | 7 years ago
Long-term forecasting of a House Price Index (HPI) using the average earnings of people. Demonstrated on USA. https://github.com/Hvass-Labs/FinanceOps Other videos in this series: https://www.youtube.com/playlist?list=PL9Hr9sNUjfsmlHaWuVxIA0pKL1yjryR0Z
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Forecasting International Stock Indices
Video | 7 years ago
Long-term forecasting of international stock indices: Europe (Developed), Germany, Austria, Emerging Markets, and China. Excel Spreadsheet: https://github.com/Hvass-Labs/FinanceOps/raw/master/Forecasting_Stock_Indices.xlsx Python Notebook: https://github.co...
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Forecasting U.S. Stock Indices
Video | 7 years ago
Long-term forecasting of U.S. stock indices: S&P 500 (Large-Cap), S&P 400 (Mid-Cap), S&P 600 (Small-Cap), and NASDAQ 100. Excel Spreadsheet: https://github.com/Hvass-Labs/FinanceOps/raw/master/Forecasting_Stock_Indices.xlsx Python Notebook: https://github.c...
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Why Academia Sucks - Research! (Part 3)
Clip | 7 years ago
Discusses problems with academic research and gives suggestions for fixing it. Other videos in this series: https://www.youtube.com/playlist?list=PL9Hr9sNUjfsn3Opykvgro5eOQ8y_St-8F The movie clip from Woody Allen's "Sleeper" is included under Fair Usage laws.
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Why Academia Sucks - Teaching! (Part 2)
Video | 7 years ago
Discusses problems with the academic teaching style and gives suggestions for fixing it. Other videos in this series: https://www.youtube.com/playlist?list=PL9Hr9sNUjfsn3Opykvgro5eOQ8y_St-8F
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Why Academia Sucks - Tenure! (Part 1)
Video | 7 years ago
Discusses problems with academic tenure and gives suggestions for fixing it. Other videos in this series: https://www.youtube.com/playlist?list=PL9Hr9sNUjfsn3Opykvgro5eOQ8y_St-8F
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