Asset Allocation using Stochastic Dominance
Portfolio Construction and Asset Allocation
Stochastic Dominance has been applied in the domain of finance for several decades. It is most commonly applied in investment and the economics of uncertainty (e.g., portfolio diversification, defining risk, estimating bankruptcy risk, capital structure, and determining option’s price bounds).
Modelling and Alternative Data in Finance
Let us start with the question what is Alternative data in finance? It refers to data used to obtain insight into the investment process
EPAT(NSA) Specialization with OptiRisk
EPAT News, Sentiment and Alternative Data is a specialization of the renowned Executive Program in Algorithmic Trading (EPAT) course.
OptiRisk’s Sentiment Enhanced Signals (SES) Model for Hang Seng
OptiRisk’s SES (Sentiment Enhanced Signals) Strategy for Hang Seng 50 uses Second Order Stochastic Dominance as its backbone.
