Aumentar la capacidad de inversión con apalancamiento activado en plataforma de gestión de DARWINS

8 August 2017

En caso de tener habilitado el apalancamiento en la plataforma de gestión de inversores, existe una manera de aumentar el volumen disponible para invertir en los casos en los que se tenga alguna inversión abierta con ganancias en alguno de los DARWINS.   A modo de ejemplo, supongamos que tenemos una inversión de 5000 eur […]

Hidden Markov Models & Regime Change: DARWINs vs. S&P500

24 April 2017

In this post, we will employ a statistical time series approach using Hidden Markov Models (HMM), to firstly obtain visual evidence of regime change in the S&P500. We will then compare the index’ performance to a DARWIN Portfolio, between June 2014 and March 2017. Detecting significant, unforeseen changes in underlying market conditions (termed “market regimes“) […]

DARWIN Filters: A Practical Alternative to Markowitz Portfolio Theory

14 April 2017

In 1952 [1], the great Harry Markowitz published a paper on portfolio selection that essentially set the stage for modern portfolio theory in a mathematical context. For those not familiar with this Nobel Prize winning economist [2], he devised a methodology whereby investors could mathematically evaluate the proportion of total available capital to allocate, to […]